arXiv subjects

J. Speth

Publications and source records attributed to J. Speth.

At least 55 records · Page 3Linked to original sources

arXiv2002

Log-periodic self-similarity: an emerging financial law?

A hypothesis that the financial log-periodicity, cascading self-similarity through various time scales, carries signatures of a law is pursued. It is shown that the most significant historical financial events can be classified amazingly well using a single and unique value of the preferred scaling factor lambda=2, which indicates that its real value should be close to this number. This applies even to a declining decelerating log-periodic phase. Crucial in this connection is identification of a "super-bubble" (bubble on bubble) phenomenon. Identifying a potential "universal" preferred scaling factor, as undertaken here, may significantly improve the predictive power of the corresponding methodology. Several more specific related results include evidence that: (i) the real end of the high technology bubble on the stock market started (with a decelerating log-periodic draw down) in the begining of September 2000; (ii) a parallel 2000-2002 decline seen in the Standard & Poor's 500 from the log-periodic perspective is already of the same significance as the one of the early 1930s and of the late 1970s; (iii) all this points to a much more serious global crash in around 2025, of course from a level much higher (at least one order of magnitude) than in 2000.

cond-mat.stat-mech↗

arXiv2002

Perturbative QCD versus pion exchange and hadronic FSI effects in the gamma gamma --> pi^+ pi^- reaction

The interplay of pQCD, pion exchange and FSI effects is studied for the gamma gamma --> pi^+ pi^- reaction in the region of 2 GeV < W_{gamma gamma} < 6 GeV. We find strong interference effects between pQCD and soft pion-exchange amplitudes up to W_{gamma gamma} ~ 4 GeV. We discuss to which extend the conventional hadronic FSI effects could cloud the pQCD effects. We study multipole soft and hard scattering effects as well as the coupling between final state hadronic channels. We show how the perturbative effects in gamma gamma --> rho rho may mix with perturbative effects in gamma gamma --> pi^+ pi^-. The effects discussed in this paper improve the agreement with the new data of the DELPHI and ALEPH collaborations. We give estimates of the onset of the pQCD regime. Predictions for gamma gamma --> pi^0 pi^0 are presented.

hep-ph↗

arXiv2002

Photoproduction of the Eta Meson from the Deuteron Near Threshold

Very recent data for the reaction gamma{d} --> eta{np} are analyzed within a model that includes contributions from the impulse approximation and next order corrections due to the np and eta{N} interactions in the final state. Comparison between the calculations and data indicate sizable contributions from the np and eta{N} final state interactions close to threshold.

nucl-th↗

arXiv2002

Financial multifractality and its subtleties: an example of DAX

Detailed study of multifractal characteristics of the financial time series of asset values and of its returns is performed using a collection of the high frequency Deutsche Aktienindex data. The tail index ($α$), the Renyi exponents based on the box counting algorithm for the graph ($d_q$) and the generalized Hurst exponents ($H_q$) are computed in parallel for short and daily return times. The results indicate a more complicated nature of the stock market dynamics than just consistent multifractal.

cond-mat.stat-mech↗

arXiv2002

Pseudovector vs. pseudoscalar coupling in one-boson exchange NN potentials

We examine the effects of pseudoscalar and pseudovector coupling of the pi and eta mesons in one-boson exchange models of the NN interaction using two approaches: time-ordered perturbation theory unitarized with the relativistic Lippmann-Schwinger equation, and a reduced Bethe-Salpeter equation approach using the Thompson equation. Contact terms in the one-boson exchange amplitudes in time-ordered perturbation theory lead naturally to the introduction of s-channel nucleonic cutoffs for the interaction, which strongly suppresses the far off-shell behavior of the amplitudes in both approaches. Differences between the resulting NN predictions of the various models are found to be small, and particularly so when coupling constants of the other mesons are readjusted within reasonable limits.

nucl-th↗

arXiv2002

Coherent $ω$ photoproduction from nuclei and $ω$ properties in nuclear matter

The coherent $ω$-meson photoproduction from nuclei is proposed as a phenomenological method to evaluate the momentum dependence of $ω$-meson mass shift and width in nuclear matter. We analyze available data on un-separated coherent and incoherent $ω$-meson photoproduction from nuclei and extract the imaginary part of the the complex forward $ω{N}$ scattering amplitude, which is proportional to the in-medium $ω$-meson width. The accuracy of the currently available data is not sufficient to evaluate the real part of forward $ω{N}$ scattering amplitude and reconstruct the momentum dependence of the mass shift of the $ω$-meson.

nucl-th↗

arXiv2002

Incoherent Eta Photoproduction from the Deuteron near Threshold

Very recent data for the reaction gamma+d ->eta np, namely total cross sections, angular and momentum spectra, are analyzed within a model that includes contributions from the impulse approximation and next order corrections due to the np and eta-N interactions in the final state. Comparison between the calculations and the new data indicate sizable contributions from the np and eta-N final state interactions. Some systematic discrepancies between the calculations and the data are also found.

nucl-th↗

arXiv2002

Aspects of a0-f0 mixing in the reaction pn->da0

Some aspects of a0-f0 mixing effects in the reaction ${\vec p} n\to da^0_0$ with perpendicular polarized proton beam are discussed. An angular--asymmetry parameter $A$ is defined to study those effects. It is shown that, for energies close to the production threshold, the angular--asymmetry parameter $A(θ, ϕ)$ is proportional to the a0-f0 mixing amplitude for arbitrary polar and azimuthal angles $θ$ and $ϕ$ of the outgoing $a_0$ meson. This statement is also valid for arbitrary energies, but then only at polar angles $θ=0^0$ and $θ=90^0$. The mass dependence of the differential cross section $dσ/dm_{π^0η}$ in the reaction $pn\to dπ^0η$ in the presence of \mix mixing is also discussed.

nucl-th↗

arXiv2002

Eta Meson Production in NN Collisions

Eta meson production in both proton-proton and proton-neutron collisions is investigated within a relativistic meson exchange model of hadronic interactions. It is found that the available cross section data can be described equally well by either the vector or pseudoscalar meson exchange mechanism for exciting the S_{11}(1535) resonance. It is shown that the analyzing power data can potentially be very useful in distinguishing these two scenarios for the excitaion of the S_{11}(1535) resonance.

nucl-th↗

arXiv2001

From soft to hard regime in elastic pion-pion scattering above resonances

We discuss the onset of the dominance of the Glauber-Gribov-Landshoff (GGL) component of pQCD hard two-gluon (2G) exchange contribution to hard elastic $ππ$ scattering at moderate energies . Such a hard $ππ$ scattering could via final state interaction on the $γγ\to π^+ π^-$ reaction in which pQCD quark-exchange contribution is known to be short of strength. While in the nonrelativistic approximation the GGL amplitude is known to be free of suppression by the pion form factor, we show that in the relativistic light-cone approach it acquires a residual, albeit a weak, suppression. Furthermore,z the same mechanism it is free of the end-point contributions. We evaluation the GGL amplitude with a model light-cone wave function consistent with the pion charge form factor data. The soft contribution to elastic $ππ$ scattering is estimated based on the $NN$ and $πN$ total cross section data and Regge factorization, which gives the $ππ$ total cross sections consistent with the ones deduced earlier from the absorption model analysis of the $πN \to X N, X Δ$ data. We evaluate the large-$|t|$ tail of the soft amplitude within the Regge absorption models. We find that while in the same sign $π^\pmπ^\pm$ scattering the hard GGL mechanism takes over at $|t|\gsim$ 3 GeV$^{-2}$, in the opposite-sign $π^\pmπ^\mp$ scattering the hard GGL mechanism $|t|\lsim$ 4 GeV$^{-2}$.

hep-ph↗

arXiv2001

Identifying Complexity by Means of Matrices

Complexity is an interdisciplinary concept which, first of all, addresses the question of how order emerges out of randomness. For many reasons matrices provide a very practical and powerful tool in approaching and quantifying the related characteristics. Based on several natural complex dynamical systems, like the strongly interacting quantum many-body systems, the human brain and the financial markets, by relating empirical observations to the random matrix theory and quantifying deviations in term of a reduced dimensionality, we present arguments in favour of the statement that complexity is a pheomenon at the edge between collectivity and chaos.

cond-mat.soft↗

arXiv2001

Eta-N Final State Interaction in incoherent Photoproduction of Eta-mesons from the Deuteron near Threshold

An analysis of incoherent photoproduction of $η$ mesons off the deuteron for photon energies from threshold to 800 MeV is presented. The dominant contribution, the $γ$N-$η$N amplitude, is described within an isobar model. Effects of the final state interactions in the $NN$ as well as the $ηN$ systems are included employing models derived within the meson-exchange approach. It is found that their consideration is important. Specifically, due to an interference effect the influence of the $ηN$ final state interaction is enhanced in the reaction $γd \to np η$ close to threshold.

nucl-th↗

arXiv2001

Predicitions for high-energy real and virtual photon-photon scattering from color dipole BFKL-Regge factorization

High-energy virtual photon-virtual photon scattering can be viewed as interaction of small size color dipoles from the beam and target photons, which makes $γ^{*}γ^{*}, γ^{*}γ$ scattering at high energies (LEP, LEP200 & NLC) an indispensable probe of short distance properties of the QCD pomeron exchange. Based on the color dipole representation, we investigate consequences for the $γ^{*}γ^{*},γ^{*}γ$ scattering of the incorporation of asymptotic freedom into the BFKL equation which makes the QCD pomeron a series of isolated poles in the angular momentum plane. The emerging color dipole BFKL-Regge factorization allows us to relate in a model-independent way the contributions of each BFKL pole to $γ^{*}γ^{*},γ^{*} γ$ scattering and DIS off protons. Numerical predictions based on our early works on color dipole BFKL phenomenology of DIS on protons are in a good agreement with the experimental data on the photon structure function $F_{2γ}$ and most recent data on the $γ^*γ^*$ cross section $σ^{γ^*γ^*}(Y)$ from OPAL and L3 experiments at LEP200. We discuss the role of non-perturbative dynamics and predict pronounced effect of the Regge-factorization breaking due to large unfactorizable non-perturbative corrections to the perturbative vacuum exchange. We comment on the salient features of the BFKL-Regge expansion for $γ^{*}γ^{*},γ^{*}γ$ scattering including the issue of decoupling of subleading BFKL poles and the soft plus rightmost hard BFKL pole dominance .

hep-ph↗

arXiv2001

The reaction $πN{\to}ωN$ revisited: the $ω{-}N$ scattering length

We reinvestigate the experimental data on $ω$--meson production in pion-nucleon collisions based on both an analytical approach and a Monte Carlo simulation. Our analysis allows us to study the kinematical peculiarities of the $π^-p{\to}ω{n}$ reaction at energies close to threshold. Based on the hypothesis, that the formalism derived in ref. [1] was applied improperly, the unusually strong energy dependence claimed for the near--threshold cross section is identified as a purely kinematical effect. Based on this hypothesis, we deduce an effective ${π^-}p{\to}ωn$ cross section that is larger by an order of magnitude compared to the one commonly used. In addition we extract a lower limit for the imaginary part $\Im a_{ωN}$ of the $ωN$ scattering length. We find a value of $\Im a_{ωN}{=}0.24{\pm}0.05$ fm, which is significantly larger than that presently found in the literature.

hep-ph↗

arXiv2001

Phenomenological analysis of K+ meson production in proton-nucleus collisions

Total and differential cross sections from literature, on the production of K+ mesons in pA interactions at projectile energies between T=0.8 and 2.9 GeV, covering the transition across the free nucleon-nucleon threshold at 1.58 GeV, have been investigated. From the target-mass dependence of the production cross sections no evidence for the expected change of the dominant reaction mechanism from two-step to direct kaon production was found. At T=1.0 GeV the A dependences of the total cross sections and of the most recent data from COSY-Juelich, differential cross sections measured under forward angles, are strongly different. The invariant K+ production cross sections show an overall exponential scaling behavior with the squared four-momentum transfer between the beam proton and the produced K+ meson for t< -0.05 GeV^2 independent of the beam energy and emission angle. The data from COSY-Juelich reveal a strongly different t dependence in the region of t>0 GeV^2. Further data at forward angles and different beam energies should be taken in order to explore this region of kinematically extreme conditions.

nucl-ex↗

arXiv2001

A meson exchange model for the YN interaction

We present a new model for the hyperon-nucleon (Lambda N, Sigma N) interaction, derived within the meson exchange framework. The model incorporates the standard one boson exchange contributions of the lowest pseudoscalar and vector meson multiplets with coupling constants fixed by SU(6) symmetry relations. In addition - as the main feature of the new model - the exchange of two correlated pions or kaons, both in the scalar-isoscalar (sigma) and vector-isovector (rho) channels, is included.

nucl-th↗

arXiv2001

Decomposing the stock market intraday dynamics

The correlation matrix formalism is used to study temporal aspects of the stock market evolution. This formalism allows to decompose the financial dynamics into noise as well as into some coherent repeatable intraday structures. The present study is based on the high-frequency Deutsche Aktienindex (DAX) data over the time period between November 1997 and September 1999, and makes use of both, the corresponding returns as well as volatility variations. One principal conclusion is that a bulk of the stock market dynamics is governed by the uncorrelated noise-like processes. There exists however a small number of components of coherent short term repeatable structures in fluctuations that may generate some memory effects seen in the standard autocorrelation function analysis. Laws that govern fluctuations associated with those various components are different, which indicates an extremely complex character of the financial fluctuations.

cond-mat.soft↗

arXiv2001

Incoherent Photoproduction of $η$-mesons from the Deuteron near Threshold

Incoherent photoproduction of the $η$-meson on the deuteron is studied for photon energies from threshold to 800 MeV. The dominant contribution, the $γ$N-$η$N amplitude, is described within an isobar model. The final state interaction derived from the CD-Bonn potential is included and found to be important for the description of the production cross section close to threshold. Possible effects from the $ηN$ final state interaction are discussed.

nucl-th↗