Day of the week effect on foreign exchange market volatility: Evidence from Turkey

Cataloged from PDF version of article.This paper assesses the day of the week effect of the daily depreciation of the Turkish lira (TL) against the US dollar (USD) and its volatility. The empirical evidence from Turkey presented here suggests that Thursdays are associated with higher and Mondays with lower depreciation rates compared to those of Wednesdays. Moreover, Mondays and Tuesdays are associated with higher volatility than Wednesdays. © 2006 Elsevier B.V. All rights reserved

Electronic mean free path in as-produced and purified single-wall carbon nanotubes

The effect of purification on room temperature electronic transport properties of single-wall carbon nanotubes (SWNT) was studied by submerging samples into liquid mercury. The conductance plots of purified SWNTs showed plateaus, indicating weak dependence of the electrical resistance on the length of the tube connecting the electrodes, providing evidence of quasi-ballistic conduction in SWNTs. The electronic mean free path of the purified SWNTs reached a few microns, which is longer than that of the as-produced SWNTs, and which is consistent with the calculation based on the scattering by acoustic phonons

Fundamental structure of Fresnel diffraction: natural sampling grid and the fractional Fourier transform

Cataloged from PDF version of article.Fresnel integrals corresponding to different distances can be interpreted as scaled fractional Fourier transformations observed on spherical reference surfaces. We show that by judiciously choosing sample points on these curved reference surfaces, it is possible to represent the diffracted signals in a nonredundant manner. The change in sample spacing with distance reflects the structure of Fresnel diffraction. This sampling grid also provides a simple and robust basis for accurate and efficient computation, which naturally handles the challenges of sampling chirplike kernels. © 2011 Optical Society of America

The Use of Almost Linear Phase IIR filters In DFT Modulated Filter Banks for Communication Systems

This paper is on the use and performance of M-path polyphase Infinite Impulse Response (IIR) filters for channelisation, conventionally where Finite Impulse Response (FIR) filters are preferred. This paper specifically focuses on the Discrete Fourier Transform (DFT) modulated filter banks, which are known to be an efficient choice for channelisation in communication systems. In this paper, the low-pass prototype filter for the DFT filter bank has been implemented using an M-path polyphase IIR filter and we show that the spikes present at the stopband can be avoided by making use of the guardbands between narrowband channels. It will be shown that the channelisation performance will not be affected when polyphase IIR filters are employed instead of their counterparts derived from FIR prototype filters. Detailed complexity and performance analysis of the proposed use will be given in this article

Infrared renormalons and single meson production in proton-proton collisions

In this article, we investigate the contribution of the higher twist Feynman diagrams to the large-$p_T$ inclusive pion production cross section in proton-proton collisions and present the general formulae for the higher twist differential cross sections in the case of the running coupling and frozen coupling approaches. The structure of infrared renormalon singularities of the higher twist subprocess cross section and the resummed expression (the Borel sum) for it are found. We compared the resummed higher twist cross sections with the ones obtained in the framework of the frozen coupling approximation and leading twist cross section. We obtain, that ratio $R$ for all values of the transverse momentum $p_{T}$ of the pion identical equivalent to ratio $r$. It is shown that the resummed result depends on the choice of the meson wave functions used in calculation. Phenomenological effects of the obtained results are discussed.Comment: 28 pages, 13 figure

Schubert calculus of Richardson varieties stable under spherical Levi subgroups

We observe that the expansion in the basis of Schubert cycles for $H^*(G/B)$ of the class of a Richardson variety stable under a spherical Levi subgroup is described by a theorem of Brion. Using this observation, along with a combinatorial model of the poset of certain symmetric subgroup orbit closures, we give positive combinatorial descriptions of certain Schubert structure constants on the full flag variety in type $A$. Namely, we describe $c_{u,v}^w$ when $u$ and $v$ are inverse to Grassmannian permutations with unique descents at $p$ and $q$, respectively. We offer some conjectures for similar rules in types $B$ and $D$, associated to Richardson varieties stable under spherical Levi subgroups of SO(2n+1,\C) and SO(2n,\C), respectively.Comment: Section 4 significantly shortened, and other minor changes made as suggested by referees. Final version, to appear in Journal of Algebraic Combinatoric

Statistical Theory for Incoherent Light Propagation in Nonlinear Media

A novel statistical approach based on the Wigner transform is proposed for the description of partially incoherent optical wave dynamics in nonlinear media. An evolution equation for the Wigner transform is derived from a nonlinear Schrodinger equation with arbitrary nonlinearity. It is shown that random phase fluctuations of an incoherent plane wave lead to a Landau-like damping effect, which can stabilize the modulational instability. In the limit of the geometrical optics approximation, incoherent, localized, and stationary wave-fields are shown to exist for a wide class of nonlinear media.Comment: 4 pages, REVTeX4. Submitted to Physical Review E. Revised manuscrip

Seismic data reveal eastern Black Sea Basin structure

Rifted continental margins are formed by progressive extension of the lithosphere. The development of these margins plays an integral role in the plate tectonic cycle, and an understanding of the extensional process underpins much hydrocarbon exploration.A key issue is whether the lithosphere extends uniformly, or whether extension varies with depth. Crustal extension may be determined using seismic techniques. Lithospheric extension may be inferred from the waterloaded subsidence history, determined from the pattern of sedimentation during and after rifting. Unfortunately, however, many rifted margins are sediment‐starved, so the subsidence history is poorly known

A new multivariable 6-psi-6 summation formula

By multidimensional matrix inversion, combined with an A_r extension of Jackson's 8-phi-7 summation formula by Milne, a new multivariable 8-phi-7 summation is derived. By a polynomial argument this 8-phi-7 summation is transformed to another multivariable 8-phi-7 summation which, by taking a suitable limit, is reduced to a new multivariable extension of the nonterminating 6-phi-5 summation. The latter is then extended, by analytic continuation, to a new multivariable extension of Bailey's very-well-poised 6-psi-6 summation formula.Comment: 16 page

Impurity-assisted tunneling in graphene

The electric conductance of a strip of undoped graphene increases in the presence of a disorder potential, which is smooth on atomic scales. The phenomenon is attributed to impurity-assisted resonant tunneling of massless Dirac fermions. Employing the transfer matrix approach we demonstrate the resonant character of the conductivity enhancement in the presence of a single impurity. We also calculate the two-terminal conductivity for the model with one-dimensional fluctuations of disorder potential by a mapping onto a problem of Anderson localization.Comment: 6 pages, 3 figures, final version, typos corrected, references adde