Search results for "variance"
showing 10 items of 2030 documents
Asymmetric semi-volatility spillover effects in EMU stock markets
2018
Abstract The aim of this paper is to quantify the strength and the direction of semi-volatility spillovers between five EMU stock markets over the 2000–2016 period. We use upside and downside semi-volatilities as proxies for downside risk and upside opportunities. In this way, we aim to complement the literature, which has focused mainly on the contemporaneous correlation between positive and negative returns, with the evidence of asymmetry also in semi-volatility transmission. For this purpose, we apply the Diebold and Yilmaz (2012) methodology, based on a generalized forecast error variance decomposition, to downside and upside realized semi-volatility series. While the analysis of Diebol…
Duality violations in τ hadronic spectral moments
2010
Evidence is presented for the necessity of including duality violations in a consistent description of spectral function moments employed in the precision determination of $\alpha_s$ from $\tau$ decay. A physically motivated ansatz for duality violations in the spectral functions enables us to perform fits to spectral moments employing both pinched and unpinched weights. We describe our analysis strategy and provide some preliminary findings. Final numerical results await completion of an ongoing re-determination of the ALEPH covariance matrices incorporating correlations due to the unfolding procedure which are absent from the currently posted versions. To what extent this issue affects ex…
Weak quadrupole moments
2017
Collective effects in deformed atomic nuclei present possible avenues of study on the non-spherical distribution of neutrons and the violation of the local Lorentz invariance. We introduce the weak quadrupole moment of nuclei, related to the quadrupole distribution of the weak charge in the nucleus. The weak quadrupole moment produces tensor weak interaction between the nucleus and electrons and can be observed in atomic and molecular experiments measuring parity nonconservation. The dominating contribution to the weak quadrupole is given by the quadrupole moment of the neutron distribution, therefore, corresponding experiments should allow one to measure the neutron quadrupoles. Using the …
Implementing the three-particle quantization condition including higher partial waves
2019
We present an implementation of the relativistic three-particle quantization condition including both $s$- and $d$-wave two-particle channels. For this, we develop a systematic expansion about threshold of the three-particle divergence-free K matrix, $\mathcal{K}_{\mathrm{df,3}}$, which is a generalization of the effective range expansion of the two-particle K matrix, $\mathcal{K}_2$. Relativistic invariance plays an important role in this expansion. We find that $d$-wave two-particle channels enter first at quadratic order. We explain how to implement the resulting multichannel quantization condition, and present several examples of its application. We derive the leading dependence of the …
Higgs-Inflaton Mixing and Vacuum Stability
2019
The quartic and trilinear Higgs field couplings to an additional real scalar are renormalizable, gauge and Lorentz invariant. Thus, on general grounds, one expects such couplings between the Higgs and an inflaton in quantum field theory. In particular, the (often omitted) trilinear coupling is motivated by the need for reheating the Universe after inflation, whereby the inflaton decays into the Standard Model (SM) particles. Such a coupling necessarily leads to the Higgs-inflaton mixing, which could stabilize the electroweak vacuum by increasing the Higgs self-coupling. We find that the inflationary constraints on the trilinear coupling are weak such that the Higgs-inflaton mixing up to ord…
Atmospheric neutrino oscillations and new physics
2004
We study the robustness of the determination of the neutrino masses and mixing from the analysis of atmospheric and K2K data under the presence of different forms of phenomenologically allowed new physics in the nu_mu--nu_tau sector. We focus on vector and tensor-like new physics interactions which allow us to treat, in a model independent way, effects due to the violation of the equivalence principle, violations of the Lorentz invariance both CPT conserving and CPT violating, non-universal couplings to a torsion field and non-standard neutrino interactions with matter. We perform a global analysis of the full atmospheric data from SKI together with long baseline K2K data in the presence of…
Determination of the atmospheric neutrino flux and searches for new physics with AMANDA-II
2009
The AMANDA-II detector, operating since 2000 in the deep ice at the geographic South Pole, has accumulated a large sample of atmospheric muon neutrinos in the 100 GeV to 10 TeV energy range. The zenith angle and energy distribution of these events can be used to search for various phenomenological signatures of quantum gravity in the neutrino sector, such as violation of Lorentz invariance (VLI) or quantum decoherence (QD). Analyzing a set of 5511 candidate neutrino events collected during 1387 days of livetime from 2000 to 2006, we find no evidence for such effects and set upper limits on VLI and QD parameters using a maximum likelihood method. Given the absence of evidence for new flavor-…
Constraint on the coupling of axionlike particles to matter via ultracold neutron gravitational experiment
2006
We present a new constraint for the axion monopole-dipole coupling in the range of 1 micrometer to a few millimeters, previously unavailable for experimental study. The constraint was obtained using our recent results on the observation of neutron quantum states in the Earth's gravitational field. We exploit the ultimate sensitivity of ultra-cold neutrons (UCN) in the lowest gravitational states above a material surface to any additional interaction between the UCN and the matter, if the characteristic interaction range is within the mentioned domain. In particular, we find that the upper limit for the axion monopole-dipole coupling constant is (g_p g_s)/(\hbar c)<2 x 10^{-15} for the ax…
Gluon mass generation in the massless bound-state formalism
2013
We present a detailed, all-order study of gluon mass generation within the massless bound-state formalism, which constitutes the general framework for the systematic implementation of the Schwinger mechanism in non-Abelian gauge theories. The main ingredient of this formalism is the dynamical formation of bound states with vanishing mass, which give rise to effective vertices containing massless poles; these latter vertices, in turn, trigger the Schwinger mechanism, and allow for the gauge-invariant generation of an effective gluon mass. This particular approach has the conceptual advantage of relating the gluon mass directly to quantities that are intrinsic to the bound-state formation its…
Mycotoxins and mycotoxigenic moulds in nuts and sunflower seeds for human consumption
1991
A survey was carried out to obtain data on the occurrence of mycotoxins and the mycotoxin-producing potential of fungi isolated from nuts (almonds, peanuts, hazelnuts, pistachio nuts) and sunflower seeds in Spain. Thin-layer chromatography was used to separate the toxins. Aflatoxins were detected in one sample of almonds (95 ppb aflatoxin B1 and 15 ppb aflaxtoxin B2) and in one sample of peanuts at a level below 10 ppb of aflatoxin B1. 100% of samples showed variable incidence of fungal contamination. The predominant fungi present in samples were Penicillium spp, Aspergillus niger, A. flavus, A. glaucus and Rhizopus spp. The results showed that isolates of different species were able to pro…