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  • Electronic Resource  (8)
  • 2000-2004  (8)
  • 1965-1969
  • 1840-1849
  • 1820-1829
  • 2001  (8)
  • 1896
  • 1848
  • 1827
  • PACS. 02.50.Ey Stochastic processes – 05.40.-a Fluctuation phenomena, random processes, noise, and Brownian motion – 89.90.+n Other topics in areas of applied and interdisciplinary physics  (2)
  • PACS. 31.70.Hq Time-dependent phenomena: excitation and relaxation processes, and reaction rates – 33.80.Wz Other multiphoton processes  (2)
  • PACS. 32.80.Pj Optical cooling of atoms; trapping – 42.50.Vk Mechanical effects of light on atoms, molecules, electrons, and ions  (2)
  • PACS. 64.60.-i General studies of phase transitions – 64.60.Fr Equilibrium properties near critical points, critical exponents – 75.40.-s Critical-point effects, specific heats, short-range order  (2)
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  • Electronic Resource  (8)
Years
  • 2000-2004  (8)
  • 1965-1969
  • 1840-1849
  • 1820-1829
Year
Keywords
  • 1
    Electronic Resource
    Electronic Resource
    Empirical properties of the variety of a financial portfolio and the single-index model (2001)
    Springer
    The European physical journal 20 (2001), S. 503-509 
    Details
    ISSN: 1434-6036
    Keywords: PACS. 02.50.Ey Stochastic processes – 05.40.-a Fluctuation phenomena, random processes, noise, and Brownian motion – 89.90.+n Other topics in areas of applied and interdisciplinary physics
    Source: Springer Online Journal Archives 1860-2000
    Topics: Physics
    Notes: Abstract: We investigate the variety of a portfolio of stocks in normal and extreme days of market activity. We show that the variety carries information about the market activity which is not present in the single-index model and we observe that the variety time evolution is not time reversal around the crash days. We obtain the theoretical relation between the square variety and the mean return of the ensemble return distribution predicted by the single-index model. The single-index model is able to mimic the average behavior of the square variety but fails in describing quantitatively the relation between the square variety and the mean return of the ensemble distribution. The difference between empirical data and theoretical description is more pronounced for large positive values of the mean return of the ensemble distribution. Other significant deviations are also observed for extreme negative values of the mean return.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/s100510170229
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  • 2
    Electronic Resource
    Electronic Resource
    Subleading long-range interactions and violations of finite size scaling (2001)
    Springer
    The European physical journal 21 (2001), S. 251-268 
    Details
    ISSN: 1434-6036
    Keywords: PACS. 64.60.-i General studies of phase transitions – 64.60.Fr Equilibrium properties near critical points, critical exponents – 75.40.-s Critical-point effects, specific heats, short-range order
    Source: Springer Online Journal Archives 1860-2000
    Topics: Physics
    Notes: Abstract: We study the behavior of systems in which the interaction contains a long-range component that does not dominate the critical behavior. Such a component is exemplified by the van der Waals force between molecules in a simple liquid-vapor system. In the context of the mean spherical model with periodic boundary conditions we are able to identify, for temperatures close above T c, finite-size contributions due to the subleading term in the interaction that are dominant in this region decaying algebraically as a function of L. This mechanism goes beyond the standard formulation of the finite-size scaling but is to be expected in real physical systems. We also discuss other ways in which critical point behavior is modified that are of relevance for analysis of Monte Carlo simulations of such systems.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/s100510170201
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    Paper (German National Licenses)
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  • 3
    Electronic Resource
    Electronic Resource
    Langevin dynamics of financial systems: A second-order analysis (2001)
    Springer
    The European physical journal 22 (2001), S. 123-127 
    Details
    ISSN: 1434-6036
    Keywords: PACS. 02.50.Ey Stochastic processes – 05.40.-a Fluctuation phenomena, random processes, noise, and Brownian motion – 89.90.+n Other topics in areas of applied and interdisciplinary physics
    Source: Springer Online Journal Archives 1860-2000
    Topics: Physics
    Notes: Abstract: We address the issue of stock market fluctuations within Langevin Dynamics (LD) and the thermodynamics definitions of multifractality in order to study its second-order characterization given by the analogous specific heat Cq, where q is an analogous temperature relating the moments of the generating partition function for the financial data signals. Due to non-linear and additive noise terms within the LD, we found that Cq can display a shoulder to the right of its main peak as also found in the S&P500 historical data which may resemble a classical phase transition at a critical point.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/PL00011127
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    Paper (German National Licenses)
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  • 4
    Electronic Resource
    Electronic Resource
    Two-point correlation function in systems with van der Waals type interaction (2001)
    Springer
    The European physical journal 23 (2001), S. 211-219 
    Details
    ISSN: 1434-6036
    Keywords: PACS. 64.60.-i General studies of phase transitions – 64.60.Fr Equilibrium properties near critical points, critical exponents – 75.40.-s Critical-point effects, specific heats, short-range order
    Source: Springer Online Journal Archives 1860-2000
    Topics: Physics
    Notes: Abstract: The behavior of the bulk two-point correlation function G( ;T| d ) in d-dimensional system with van der Waals type interactions is investigated and its consequences on the finite-size scaling properties of the susceptibility in such finite systems with periodic boundary conditions is discussed within mean-spherical model which is an example of Ornstein and Zernike type theory. The interaction is supposed to decay at large distances r as r - (d + σ), with 2 〈 d 〈 4, 2 〈 σ 〈 4 and d + σ≤6. It is shown that G( ;T| d ) decays as r - (d - 2) for 1 ≪r≪ξ, exponentially for ξ≪r≪r *, where r * = (σ - 2)ξlnξ, and again in a power law as r - (d + σ) for r≫r *. The analytical form of the leading-order scaling function of G( ;T| d ) in any of these regimes is derived.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/s100510170070
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    Paper (German National Licenses)
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  • 5
    Electronic Resource
    Electronic Resource
    Selective preparation of ground state wave-packets: a theoretical analysis of femtosecond pump-dump-probe experiments on the potassium dimer (2001)
    Springer
    The European physical journal 14 (2001), S. 167-172 
    Details
    ISSN: 1434-6079
    Keywords: PACS. 31.70.Hq Time-dependent phenomena: excitation and relaxation processes, and reaction rates – 33.80.Wz Other multiphoton processes
    Source: Springer Online Journal Archives 1860-2000
    Topics: Physics
    Notes: Abstract: We present simulations on pump-dump-probe experiments performed on the potassium dimer. The interaction of two time-delayed laser pulses prepares vibrational wave packets in the electronic ground state. The quantum calculations reveal to what extent it is possible to prepare a ground state superposition of states with high versus low vibrational quantum numbers by changing the pump-dump delay time. It is shown that transient signals may exhibit interference effects which are due to characteristics of ground state wave-packets composed of two components showing different vibrational dynamics. In this way the signals are able to yield information about vibrational overtone motion.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/s100530170214
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    Paper (German National Licenses)
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  • 6
    Electronic Resource
    Electronic Resource
    Single-beam optical bottle for cold atoms using a conical lens (2001)
    Springer
    The European physical journal 14 (2001), S. 373-376 
    Details
    ISSN: 1434-6079
    Keywords: PACS. 32.80.Pj Optical cooling of atoms; trapping – 42.50.Vk Mechanical effects of light on atoms, molecules, electrons, and ions
    Source: Springer Online Journal Archives 1860-2000
    Topics: Physics
    Notes: Abstract: We report a new method to generate an optical dipole potential with a null intensity region surrounded in all directions by light walls. This is achieved with a simple scheme based on a conical lens. Applications to optical trapping of neutral atoms are discussed.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/s100530170205
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  • 7
    Electronic Resource
    Electronic Resource
    A continuous cold atomic beam from a magneto-optical trap (2001)
    Springer
    The European physical journal 15 (2001), S. 245-249 
    Details
    ISSN: 1434-6079
    Keywords: PACS. 32.80.Pj Optical cooling of atoms; trapping – 42.50.Vk Mechanical effects of light on atoms, molecules, electrons, and ions
    Source: Springer Online Journal Archives 1860-2000
    Topics: Physics
    Notes: Abstract: We have developed and characterized a new method to produce a continuous beam of cold atoms from a standard vapour-cell magneto-optical trap (MOT). The experimental apparatus is very simple. Using a single laser beam it is possible to hollow out in the source MOT a direction of unbalanced radiation pressure along which cold atoms can be accelerated out of the trap. The transverse cooling process that takes place during the extraction reduces the beam divergence. The atomic beam is used to load a magneto-optical trap operating in an ultra-high vacuum environment. At a vapour pressure of 10-8mbar in the loading cell, we have produced a continuous flux of 7×107atoms/s at the recapture cell with a mean velocity of 14 m/s. A comparison of this method with a pulsed transfer scheme is presented.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/s100530170172
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  • 8
    Electronic Resource
    Electronic Resource
    Femtosecond pump-probe fluorescence signals from classical trajectories: comparison with wave-packet calculations (2001)
    Springer
    The European physical journal 15 (2001), S. 413-422 
    Details
    ISSN: 1434-6079
    Keywords: PACS. 31.70.Hq Time-dependent phenomena: excitation and relaxation processes, and reaction rates – 33.80.Wz Other multiphoton processes
    Source: Springer Online Journal Archives 1860-2000
    Topics: Physics
    Notes: Abstract: A classical approach to simulate femtosecond pump-probe experiments is presented and compared to the quantum mechanical treatment. We restrict the study to gas-phase systems using the I2 molecule as a numerical example. Thus, no relaxation processes are included. This allows for a direct comparison between purely quantum mechanical results and those obtained from classical trajectory calculations. The classical theory is derived from the phase-space representation of quantum mechanics. Various approximate quantum mechanical treatments are compared to their classical counterparts. Thereby it is demonstrated that the representation of the radial density as prepared in the pump-process is most crucial to obtain reliable signals within the classical approach.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/s100530170158
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    Paper (German National Licenses)
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