Search results for "first"

showing 10 items of 1149 documents

Diffusive behavior and the modeling of characteristic times in limit order executions

2007

We present an empirical study of the first passage time (FPT) of order book prices needed to observe a prescribed price change Delta, the time to fill (TTF) for executed limit orders and the time to cancel (TTC) for canceled ones in a double auction market. We find that the distribution of all three quantities decays asymptotically as a power law, but that of FPT has significantly fatter tails than that of TTF. Thus a simple first passage time model cannot account for the observed TTF of limit orders. We propose that the origin of this difference is the presence of cancellations. We outline a simple model, which assumes that prices are characterized by the empirically observed distribution …

Physics - Physics and SocietyFOS: Physical sciencesPhysics and Society (physics.soc-ph)Power lawFOS: Economics and businessOrder bookTime to fillLimit (mathematics)Statistical physicsMicrostructureMathematicsQuantitative Finance - Trading and Market MicrostructureEconophysicsLimit order marketEconophysicProbability and statisticsFirst passage timeTrading and Market Microstructure (q-fin.TR)Distribution (mathematics)Physics - Data Analysis Statistics and ProbabilityExponentCensored dataFirst-hitting-time modelGeneral Economics Econometrics and FinanceFinanceData Analysis Statistics and Probability (physics.data-an)
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Rationalisation of the Optical Signatures of nor-Dihydroxanthene-Hemicyanine Fused Near-Infrared Fluorophores By First Principle Tools

2018

Using a computational approach combining the Time-Dependent Density Functional Theory (TD-DFT) and the second-order Coupled Cluster (CC2) approaches, we investigate the spectral properties of a large panel of nor-dihydroxanthene (DHX)-hemicyanine fused dyes. First we compare the theoretical and experimental 0-0 energies for a set of 14 known synthetic compounds and show that a remarkable agreement between theory and experiment is obtained when a suitable environmental model is selected. In addition, we obtain vibrationally-resolved spectra for several compounds and theory also accurately reproduces the experimental band shapes. We show that the electronic transitions in nor-DHX-based fluoro…

Physics010304 chemical physicsSeries (mathematics)Near-infrared spectroscopyGeneral Physics and Astronomy010402 general chemistry01 natural sciencesMolecular physicsSpectral line3. Good health0104 chemical sciences[CHIM.THEO]Chemical Sciences/Theoretical and/or physical chemistryDipoleCoupled clusterAtomic electron transition[ CHIM.THEO ] Chemical Sciences/Theoretical and/or physical chemistry0103 physical sciencesFirst principleDensity functional theoryPhysical and Theoretical ChemistryComputingMilieux_MISCELLANEOUS
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First Flight Escape Probability and Uncollided Flux of Nuclear Particles in Convex Bodies with Spherical Symmetry

2016

This paper deals with the evaluation of the first flight escape probability of nuclear particles from convex bodies with spherical symmetry by means of some geometrical arguments and very simple probability considerations. The cases of a full sphere, a one-region spherical shell with an empty central zone, a spherical shell region containing a black central zone, and a full sphere with a sourceless shell have been considered. In all the aforementioned cases, a homogeneous medium and uniform isotropic source have been taken into account. Moreover, a simple and general formula has been derived for the calculation of the uncollided flux that is presupposed to be valid for arbitrary geometries.…

Physics020209 energyRegular polygonFlux02 engineering and technology01 natural sciences010305 fluids & plasmasClassical mechanicsNuclear Energy and EngineeringSimple (abstract algebra)0103 physical sciences0202 electrical engineering electronic engineering information engineeringFirst flight escape probability uncollided fluxCircular symmetrySettore ING-IND/19 - Impianti Nucleari
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Absolute frequency measurement of rubidium 5S-7S two-photon transitions.

2013

We report the absolute frequency measurements of rubidium 5S-7S two-photon transitions with a cw laser digitally locked to an atomic transition and referenced to an optical frequency comb. The narrow, two-photon transition, 5S-7S (760 nm) insensitive to first order in a magnetic field, is a promising candidate for frequency reference. The performed tests yield the transition frequency with accuracy better than reported previously.

PhysicsAtomic Physics (physics.atom-ph)Absolute frequencyFOS: Physical sciencesPhysics::Opticschemistry.chemical_elementCw laserFirst orderAtomic and Molecular Physics and OpticsPhysics - Atomic PhysicsRubidiumMagnetic fieldTwo-photon excitation microscopychemistryYield (chemistry)Physics::Atomic PhysicsOptical frequency combAtomic physicsOptics letters
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Diffusion in Flashing Periodic Potentials

2005

The one-dimensional overdamped Brownian motion in a symmetric periodic potential modulated by external time-reversible noise is analyzed. The calculation of the effective diffusion coefficient is reduced to the mean first passage time problem. We derive general equations to calculate the effective diffusion coefficient of Brownian particles moving in arbitrary supersymmetric potential modulated: (i) by external white Gaussian noise and (ii) by Markovian dichotomous noise. For both cases the exact expressions for the effective diffusion coefficient are derived. We obtain acceleration of diffusion in comparison with the free diffusion case for fast fluctuating potentials with arbitrary profil…

PhysicsFluctuating Rectangular Periodic PotentialStatistical Mechanics (cond-mat.stat-mech)Mathematical analysisFOS: Physical sciencesSawtooth waveCondensed Matter - Soft Condensed MatterCondensed Matter PhysicsNoise (electronics)Electronic Optical and Magnetic Materialssymbols.namesakeAccelerationAdditive white Gaussian noisesymbolsSoft Condensed Matter (cond-mat.soft)Effective diffusion coefficientDiffusion (business)First-hitting-time modelBrownian motionCondensed Matter - Statistical Mechanics
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Noise-induced enhancement of stability in a metastable system with damping

2010

5 páginas, 5 figuras.-- PACS number(s): 05.40.-a, 02.50.-r

PhysicsFluctuation phenomena random processes noise and Brownian motionCondensed matter physicsProbability theory stochastic processes and statisticFunction (mathematics)Stability (probability)Settore FIS/03 - Fisica Della MateriaProbability theory stochastic processes and statistics; Fluctuation phenomena random processes noise and Brownian motionColors of noiseMetastabilityQuantum mechanicsParticleFirst-hitting-time modelNoise (radio)Brownian motion
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First-order flows and stabilisation equations for non-BPS extremal black holes

2011

28 páginas.-- This article is distributed under the terms of the Creative Commons Attribution Noncommercial License.

PhysicsHigh Energy Physics - TheorySupergravity modelsNuclear and High Energy Physics010308 nuclear & particles physicsSupergravityFOS: Physical sciencesCharge (physics)Black holes in string theoryFirst order01 natural sciencesGeneral Relativity and Quantum CosmologyHigh Energy Physics::TheoryHigh Energy Physics - Theory (hep-th)Flow (mathematics)Harmonic functionPhysics::Plasma Physics0103 physical sciences010306 general physicsMathematical physicsAnsatzJournal of High Energy Physics
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Supersymmetric particle model with additional bosonic coordinates

1986

A new supersymmetric particle model in enlarged superspace with additional bosonic coordinateszij,\(\bar z_{ij} \) (zij=−zji;i=1...N, N even) canonically conjugated to central charges is quantized. The superwave functions which are obtained through first quantization are the free superfields on the enlarged superspace\((x^\mu , \theta _{\alpha i} , \bar \theta _i^{\dot \alpha } , z_{ij} , \bar z_{ij} )\). Two particular cases (N=2 with one additional complex bosonic coordinate andN=8 with seven additional real coordinates) are considered in more detail.

PhysicsHigh Energy Physics::TheoryPhysics and Astronomy (miscellaneous)Bar (music)Particle modelQuantum mechanicsHigh Energy Physics::PhenomenologyFirst quantizationSuperfieldSuperspaceEngineering (miscellaneous)Mathematical physicsZeitschrift für Physik C Particles and Fields
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A Study of the Nuclear Structure at High Energy and Low Spin

1983

A novel method to study nuclear structure at low spin as a function of temperature is developed and used on 146,148Sm, 154,156Gd and 160,162Dy, by means of the (3He, α) reaction. The nuclear level density for a wide energy range is also studied. The γ-multiplicities and the first generation γ-ray spectra indicate a structure change in deformed nuclei at about 6 MeV.

PhysicsHigh energyRange (particle radiation)Nuclear TheoryBinding energyNuclear structureCondensed Matter PhysicsMolecular physicsAtomic and Molecular Physics and OpticsFirst generationSpectral lineNuclear physicsNuclear drip lineNuclear ExperimentSpin (physics)Mathematical PhysicsPhysica Scripta
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X(5) critical-point symmetries in 138Gd

2011

International audience; The lifetimes of low-lying transitions in 138Gd have been measured using the recoil-distance Doppler-shift technique. The resultant reduced transition probabilities have been compared to X(5) critical-point calculations to assess the potential 'phase-transitional' behaviour of 138Gd. The X(5) symmetry describes the first order 'phase transition' between sphericity, U(5) and an axially deformed nuclear shape, SU(3). Although a high degree of correspondence is observed between the experimental and theoretical excitation energies, the large uncertainties of the experimental B(E2) values cannot preclude contributions from either vibrational or rotational modes of excitat…

PhysicsHistory010308 nuclear & particles physics[PHYS.NEXP]Physics [physics]/Nuclear Experiment [nucl-ex]First order01 natural sciencesCritical point (mathematics)Computer Science ApplicationsEducationBohr modelSphericityKokeellinen ydinfysiikka21.10.Tg Lifetimes widths 27.60.+j 90(less-than-or-equal-to)A(less-than-or-equal-to)149 21.65.-f Nuclear matter 23.20.-g Electromagnetic transitions 21.10.Re Collective levels 21.60.Ev Collective modelssymbols.namesakeQuantum mechanics0103 physical sciencesHomogeneous spacesymbolsExperimental nuclear physics010306 general physicsHamiltonian (quantum mechanics)Axial symmetryExcitation
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