10,985 research outputs found
ICANOE and OPERA experiments at the LNGS/CNGS
We discuss two experiments ICANOE and OPERA that have been proposed within
the context of long-baseline and atmospheric neutrino experiments in Europe.
The joint ICANOE/OPERA program aims at further improving our understanding of
the effect seen in atmospheric neutrinos. This program is based on (1) a
continuation of the observation of atmospheric neutrinos with the improved
technique of ICANOE/ICARUS (2) a sensitive numu->nue and numu->nutau appearance
program with the accelerator neutrinos coming from CERN (CNGS) from a distance
of 730 km.Comment: 8 pages; Invited talk at the XIX International Conference on Neutrino
Physics and Astrophysics (Neutrino 2000), Sudbury, Canada, June 16-21, 2000;
new version fix typo
A three-dimensional wavelet based multifractal method : about the need of revisiting the multifractal description of turbulence dissipation data
We generalize the wavelet transform modulus maxima (WTMM) method to
multifractal analysis of 3D random fields. This method is calibrated on
synthetic 3D monofractal fractional Brownian fields and on 3D multifractal
singular cascade measures as well as their random function counterpart obtained
by fractional integration. Then we apply the 3D WTMM method to the dissipation
field issue from 3D isotropic turbulence simulations. We comment on the need to
revisiting previous box-counting analysis which have failed to estimate
correctly the corresponding multifractal spectra because of their intrinsic
inability to master non-conservative singular cascade measures.Comment: 5 pages, 3figures, submitted to Phys. Rev. Let
Diffraction for non-believers
Diffractive reactions involving a hard scale can be understood in terms of
quarks and gluons. These reactions have become a valuable tool for
investigating the low-x structure of the proton and the behavior of QCD in the
high-density regime, and they may provide a clean environment to study or even
discover the Higgs boson at the LHC. In this paper we give a brief introduction
to the description of diffraction in QCD. We focus on key features studied in
ep collisions at HERA and outline challenges for understanding diffractive
interactions at the LHC.Comment: 23 pages, 26 figures. Contributed to the Proceedings of the Workshop
on HERA and the LHC, DESY and CERN, 2004-200
A Spectrometer to Study Elastic and Diffractive Physics at LHC
The possibility to study elastic and diffractive physics in pp collisions at
LHC is investigated. For this purpose we have considered detectors close to the
beam in conjunction with the magnetic elements of the accelerator to provide a
high precision spectrometer for very forward final state protons. The
geometrical acceptance is given and momentum resolution is calculated for
different spatial resolution detectors.Comment: 26 pages, 13 figures, Latex, submitted in International Journal of
Modern Physics
A Systematic Study of Power Corrections from World Deep Inelastic Scattering Measurements
By performing an analysis in moment space using high statistics DIS world
data, we extract the values of both the QCD parameter
up to NLO and of the power corrections to the proton
structure function, . At variance with previous analyses, the use of
moments allows us to extend the kinematical range to larger values of ,
where we find that power corrections are quantitatively more important. Our
results are consistent with the dependence predicted by IR renormalon
calculations. We discuss preliminary results on nuclear targets with the intent
of illustrating a possible strategy to disentangle power corrections ascribed
to IR renormalons from the ones generated dynamically e.g. from rescattering in
the final state. The latter appear to be modified in nuclear targets.Comment: 4 pages, 2 figures, LateX with espcrc2 and epsfi
Causal cascade in the stock market from the ``infrared'' to the ``ultraviolet''
Modelling accurately financial price variations is an essential step
underlying portfolio allocation optimization, derivative pricing and hedging,
fund management and trading. The observed complex price fluctuations guide and
constraint our theoretical understanding of agent interactions and of the
organization of the market. The gaussian paradigm of independent normally
distributed price increments has long been known to be incorrect with many
attempts to improve it. Econometric nonlinear autoregressive models with
conditional heteroskedasticity (ARCH) and their generalizations capture only
imperfectly the volatility correlations and the fat tails of the probability
distribution function (pdf) of price variations. Moreover, as far as changes in
time scales are concerned, the so-called ``aggregation'' properties of these
models are not easy to control. More recently, the leptokurticity of the full
pdf was described by a truncated ``additive'' L\'evy flight model (TLF).
Alternatively, Ghashghaie et al. proposed an analogy between price dynamics and
hydrodynamic turbulence. In this letter, we use wavelets to decompose the
volatility of intraday (S&P500) return data across scales. We show that when
investigating two-points correlation functions of the volatility logarithms
across different time scales, one reveals the existence of a causal information
cascade from large scales (i.e. small frequencies, hence to vocable
``infrared'') to fine scales (``ultraviolet''). We quantify and visualize the
information flux across scales. We provide a possible interpretation of our
findings in terms of market dynamics.Comment: 9 pages, 3 figure
A multifractal random walk
We introduce a class of multifractal processes, referred to as Multifractal
Random Walks (MRWs). To our knowledge, it is the first multifractal processes
with continuous dilation invariance properties and stationary increments. MRWs
are very attractive alternative processes to classical cascade-like
multifractal models since they do not involve any particular scale ratio. The
MRWs are indexed by few parameters that are shown to control in a very direct
way the multifractal spectrum and the correlation structure of the increments.
We briefly explain how, in the same way, one can build stationary multifractal
processes or positive random measures.Comment: 5 pages, 4 figures, uses RevTe
Time-reversal asymmetry in Cont-Bouchaud stock market model
The percolation model of stock market speculation allows an asymmetry (in the
return distribution) leading to fast downward crashes and slow upward recovery.
We see more small upturns and more intermediate downturns.Comment: 2 pages text in TeX, two figures, all in one postscript fil
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