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Alexander Zaitsev

Publications and source records attributed to Alexander Zaitsev.

10 recordsLinked to original sources
arXiv2025

Engineering NV Centers via Hydrogen-Driven Defect Chemistry in CVD Diamonds for Quantum Applications: NVHx Dissociations into NV, Origin of 468nm Center, and Cause of Brown Coloration

Achieving high NV center conversion efficiency remains a key challenge in advancing diamond-based quantum technologies. The generally accepted mechanism for NV formation is that irradiation-induced vacancies become mobile during annealing and are trapped by substitutional nitrogen. However, the suggested mechanism does not consider the presence and role of hydrogen in the diamond and its influence on the NV formation pathway. This is despite ab-initio calculations, which strongly suggest the formation of hydrogen-passivated NV centers during CVD diamond growth. Recent experimental observations showing a strong spatial correlation between NV centers, brown coloration, and the 468 nm luminescence center in as-grown CVD diamonds prompted us to investigate the atomistic origin of these phenomena in the presence of NxVHy-type complex defects. We used hybrid density functional theory DFT calculations and spectroscopic analysis of CVD diamonds grown with varying nitrogen content to investigate defect equilibria during growth. We identified the 468 nm center as the NVH- defect, a hydrogen-passivated NV center, and assigned the characteristic UV-VIS absorption bands at 270 360 and 520 nm to NxVHy complexes. Our findings reveal that hydrogen plays a central role in stabilizing these defects during growth. We further showed that NVHx complex defects dissociate into NV centers and interstitial hydrogen during post-growth irradiation and annealing, complementing vacancy trapping by substitutional nitrogen. These results provide a unified picture of the defect chemistry underlying brown coloration, 468 nm center, and NV formation in CVD diamonds, offering new insights for optimizing diamond synthesis and processing for quantum applications by taking advantage of hydrogens role and dissociation of NVHx complexes.

cond-mat.mtrl-sci↗
arXiv2008

Market Mill Dependence Pattern in the Stock Market: Multiscale Conditional Dynamics

Market Mill is a complex dependence pattern leading to nonlinear correlations and predictability in intraday dynamics of stock prices. The present paper puts together previous efforts to build a dynamical model reflecting the market mill asymmetries. We show that certain properties of the conditional dynamics at a single time scale such as a characteristic shape of an asymmetry generating component of the conditional probability distribution result in the "elementary" market mill pattern. This asymmetry generating component matches the empirical distribution obtained from the market data. We discuss these properties as a mixture of trend-preserving and contrarian strategies used by market agents. Three basic types of asymmetry patterns characterizing individual stocks are outlined. Multiple time scale considerations make the resulting "composite" mill similar to the empirical market mill patterns. Multiscale model also reflects a multi-agent nature of the market.

q-fin.ST↗
arXiv2007

Sending and Searching for Interstellar Messages

There is a close interrelation between Searching for Extraterrestrial Intelligence (SETI) and Messaging to Extraterrestrial Intelligence (METI). For example, the answers to the questions "Where to search" and "Where to send" are equivalent, in that both require an identical selection from the same target star lists. Similar considerations lead to a strategy of time synchronization between sending and searching. Both SETI and METI use large reflectors. The concept of "magic frequencies" may be applicable to both SETI and METI. Efforts to understand an alien civilization's Interstellar Messages (IMs), and efforts to compose our own IMs so they will be easily understood by unfamiliar Extraterrestrials, are mutually complementary. Furthermore, the METI-question: "How can we benefit from sending IMs, if a response may come only thousands of years later?" begs an equivalent SETI-question: "How can we benefit from searching, if it is impossible now to perceive the motivations and feelings of those who may have sent messages in the distant past?" A joint consideration of the theoretical and the practical aspects of both sending and searching for IMs, in the framework of a unified, disciplined scientific approach, can be quite fruitful. We seek to resolve the cultural disconnect between those who advocate sending interstellar messages, and others who anathematize those who would transmit.

physics.pop-ph↗
arXiv2006

The SETI Paradox

Two opposing tendencies paradoxically coexist in terrestrial consciousness -- the insistent quest for intelligent signals from other civilizations and the persistent aversion to any attempts to transmit such signals from Earth toward probable fellow intelligent beings. If typical for our entire Universe, such manifestations of intelligence would make the search for other civilizations totally meaningless.

physics.gen-ph↗
arXiv2006

Messaging to Extra-Terrestrial Intelligence

Throughout the entire history of terrestrial civilization, only four projects involving transmitting of interstellar radio messages (IRMs) have yet been fully developed and realized. Nevertheless, we should understand a simple thing -- if all civilizations in the Universe are only recipients, and not message-sending civilizations, than no SETI searches make any sense. We present the theory and methodology of composing and transmitting of future IRMs.

physics.pop-ph↗
arXiv2006

On collective non-gaussian dependence patterns in high frequency financial data

The analysis of observed conditional distributions of both lagged and simultaneous intraday price increments of a basket of stocks reveals phenomena of dependence - induced volatility smile and kurtosis reduction. A model based on multivariate t-Student distribution shows that the observed effects are caused by colelctive non-gaussian dependence properties of financial time series.

physics.soc-ph↗
arXiv2006

Market Mill Dependence Pattern in the Stock Market: Individual Portraits

This paper continues a series of studies of dependence patterns following from properties of the bivariate probability distribution P(x,y) of two consecutive price increments x (push) and y (response). The paper focuses on individual differences of the P(x,y) for 2000 stocks using a methodology of identification of asymmetric market mill patterns developed in [1,2]. We show that individual asymmetry patterns (portraits) are remarkably stable over time and can be classified into three major groups - correlation, anticorrelation and market mill. We analyze the conditional dynamics resulting from the properties of P(x,y) for all groups and demonstrate that it is trend-following at small push magnitudes and contrarian at large ones

physics.soc-ph↗
arXiv2006

Market Mill Dependence Pattern in the Stock Market: Distribution Geometry, Moments and Gaussization

This paper continues a series of studies devoted to analysis of the bivariate probability distribution P(x,y) of two consecutive price increments x (push) and y (response) at intraday timescales for a group of stocks. Besides the asymmetry properties of P(x,y) such as Market Mill dependence patterns described in preceding paper [1], there are quite a few other interesting geometrical properties of this distribution discussed in the present paper, e.g. transformation of the shape of equiprobability lines upon growing distance from the origin of xy plane and approximate invariance of P(x,y) with respect to rotations at the multiples of $π/2$ around the origin of xy plane. The conditional probability distribution of response P(y|x) is found to be markedly non-gaussian at small magnitude of pushes and tending to more gauss-like behavior upon growing push magnitude. The volatility of P(y|,x) measured by the absolute value of the response shows linear dependence on the absolute value of the push, and the skewness of P(y|x) is shown to inherit a sign of the push. The conditional dynamics approach applied in this study is compared to regression models of AR-ARCH class.

physics.soc-ph↗
arXiv2006

Market Mill Dependence Pattern in the Stock Market: Asymmetry Structure, Nonlinear Correlations and Predictability

An empirical study of joint bivariate probability distribution of two consecutive price increments for a set of stocks at time scales ranging from one minute to thirty minutes reveals asymmetric structures with respect to the axes y=0, y=x, x=0 and y=-x. All four asymmetry patterns remarkably resemble a four-blade mill called market mill pattern. The four market mill patterns characterize different aspects of interdependence between past (push) and future (response) price increments. When analyzed in appropriate coordinates, each pattern corresponds to a particular nonlinear dependence between the push and conditional mean of response. Qualitative interpretation of each pattern is discussed. The market mill pattern is an evidence of complex dependence properties relating past and future price increments resulting in various types of nonlinear correlation and predictability.

physics.soc-ph↗