arXiv subjects

L. Lin

Publications and source records attributed to L. Lin.

At least 73 records · Page 4Linked to original sources

arXiv2009

A Consistent Model of `Explosive' Financial Bubbles With Mean-Reversing Residuals

We present a self-consistent model for explosive financial bubbles, which combines a mean-reverting volatility process and a stochastic conditional return which reflects nonlinear positive feedbacks and continuous updates of the investors' beliefs and sentiments. The conditional expected returns exhibit faster-than-exponential acceleration decorated by accelerating oscillations, called "log-periodic power law." Tests on residuals show a remarkable low rate (0.2%) of false positives when applied to a GARCH benchmark. When tested on the S&P500 US index from Jan. 3, 1950 to Nov. 21, 2008, the model correctly identifies the bubbles ending in Oct. 1987, in Oct. 1997, in Aug. 1998 and the ITC bubble ending on the first quarter of 2000. Different unit-root tests confirm the high relevance of the model specification. Our model also provides a diagnostic for the duration of bubbles: applied to the period before Oct. 1987 crash, there is clear evidence that the bubble started at least 4 years earlier. We confirm the validity and universality of the volatility-confined LPPL model on seven other major bubbles that have occurred in the World in the last two decades. Using Bayesian inference, we find a very strong statistical preference for our model compared with a standard benchmark, in contradiction with Chang and Feigenbaum (2006) which used a unit-root model for residuals.

q-fin.RM↗

arXiv2008

Coronal Structure and Abundances in Young Fast Rotators

AB Dor, Speedy Mic and Rst137B are in their early post-T Tauri evolutionary phase (<100Myr), at the age of fastest rotation in the life of late-type stars. They straddle the coronal saturation-supersaturation boundary first defined by young stars in open clusters. High resolution Chandra X-ray spectra have been analysed to study their coronal properties as a function of coronal activity parameters Rossby number, $L_X/L_{bol}$ and a coronal temperature index. Plasma emission measure distributions as a function of temperature show broad peaks at T~10e7K. Differences between stars suggest that as supersaturation is reached the DEM slope below the temperature of peak DEM becomes shallower, while the DEM drop-off above this temperature becomes more pronounced. A larger sample comprising our three targets and 22 active stars studied in the recent literature reveals a general increase of plasma at T>10e7 toward the saturated-supersaturated boundary but a decline beyond this among supersaturated stars. All three of the stars studied in detail here show lower coronal abundances of the low FIP elements Mg, Si and Fe, relative to the high FIP elements S, O and Ne, as compared to the solar mixture. The coronal Fe abundances of the stellar sample are inversely correlated with Lx/Lbol, declining slowly with rising Lx/Lbol, but with a much more sharp decline at Lx/Lbol>3x10e-4. For dwarfs the Fe abundance is also well-correlated with Rossby number. The coronal O/Fe ratios for dwarfs show a clear increase with decreasing Rossby number, apparently reaching saturation at [O/Fe]=0.5 at the coronal supersaturation boundary. Similar increases in O/Fe with increasing coronal temperature and $L_X/L_{bol}$ are seen.

astro-ph↗

arXiv2007

The Evolution of Galaxy Mergers and Morphology at z<1.2 in the Extended Groth Strip

We present the quantitative rest-frame B morphological evolution and galaxy merger fractions at 0.2 < z < 1.2 as observed by the All-wavelength Extended Groth Strip International Survey (AEGIS). We use the Gini coefficent and M_20 to identify major mergers and classify galaxy morphology for a volume-limited sample of 3009 galaxies brighter than 0.4 L_B^*, assuming pure luminosity evolution of 1.3 M_B per unit redshift. We find that the merger fraction remains roughly constant at 10 +/- 2% for 0.2 < z < 1.2. The fraction of E/S0/Sa increases from 21+/- 3% at z ~ 1.1 to 44 +/- 9% at z ~ 0.3, while the fraction of Sb-Ir decreases from 64 +/- 6% at z ~ 1.1 to 47 +/- 9% at z ~ 0.3. The majority of z < 1.2 Spitzer MIPS 24 micron sources with L(IR) > 10^11 L_sun are disk galaxies, and only ~ 15% are classified as major merger candidates. Edge-on and dusty disk galaxies (Sb-Ir) are almost a third of the red sequence at z ~ 1.1, while E/S0/Sa makeup over 90% of the red sequence at z ~ 0.3. Approximately 2% of our full sample are red mergers. We conclude (1) the galaxy merger rate does not evolve strongly between 0.2 < z < 1.2; (2) the decrease in the volume-averaged star-formation rate density since z ~ 1 is a result of declining star-formation in disk galaxies rather than a disappearing population of major mergers; (3) the build-up of the red sequence at z < 1 can be explained by a doubling in the number of spheroidal galaxies since z ~ 1.2.

astro-ph↗

arXiv2006

AEGIS: Host Galaxy Morphologies of X-ray and Infrared-selected AGN at 0.2 < z < 1.2

We visually and quantitatively determine the host galaxy morphologies of 94 intermediate redshift (0.2 < z < 1.2) active galactic nuclei (AGN), selected using Chandra X-ray and Spitzer mid-infrared data in the Extended Groth Strip. Using recently developed morphology measures, the second-order moment of the brightest 20% of a galaxy's flux (M_{20}) and the Gini coefficient, we find that X-ray-selected AGN mostly reside in E/S0/Sa galaxies (53^{+11}_{-10}%), while IR-selected AGN show no clear preference for host morphology. X-ray-selected AGN hosts are members of close pairs more often than the field population by a factor of 3.3+/-1.4, but most of these pair members appear to be undisturbed early-type galaxies and do not tend to show direct evidence of gravitational perturbations or interactions. Thus, the activation mechanism for AGN activity remains unknown, even for pair members.

astro-ph↗

arXiv2006

The All-wavelength Extended Groth Strip International Survey (AEGIS) Data Sets

In this the first of a series of Letters, we present a description of the panchromatic data sets that have been acquired in the Extended Groth Strip region of the sky. Our survey, the All-wavelength Extended Groth strip International Survey (AEGIS), is intended to study the physical properties and evolutionary processes of galaxies at z ~ 1. It includes the following deep, wide-field imaging data sets: Chandra/ACIS X-ray (0.5 - 10 keV), GALEX ultraviolet (1200 - 2500 Angstrom), CFHT/MegaCam Legacy Survey optical (3600 - 9000 Angstroms), CFHT/CFH12K optical (4500 - 9000 Angstroms), Hubble Space Telescope/ACS optical (4400 - 8500 Angstroms), Palomar/WIRC near-infrared (1.2 - 2.2 microns), Spitzer/IRAC mid-infrared (3.6 - 8.0 microns), Spitzer/MIPS far-infrared (24 - 70 microns), and VLA radio continuum (6 - 20 cm). In addition, this region of the sky has been targeted for extensive spectroscopy using the DEIMOS spectrograph on the Keck II 10 m telescope. Our survey is compared to other large multiwavelength surveys in terms of depth and sky coverage.

astro-ph↗

arXiv2006

Evidence for Differential Rotation on a T Tauri Star

Five years of photometric monitoring of the T Tauri star HBC 338 in NGC 1333 has revealed that it is a periodic variable, but the period has changed significantly with time. From 2000-2003, a period near 5.6 days was observed, while in the last two seasons, the dominant period is near 4.6 days. No other T Tauri star has been seen to change its period by such a large percentage. We propose a model in which a differentially rotating star is seen nearly equator-on and a high latitude spot has gradually been replaced by a low latitude spot. We show that this model provides an excellent fit to the observed shapes of the light curves at each epoch. The amplitude and sense of the inferred differential rotation is similar to what is seen on the Sun. This may be surprising given the likely high degree of magnetic surface activity on the star relative to the Sun but we note that HBC 338 is clearly an exceptional T Tauri star.

astro-ph↗

arXiv2006

The DEEP2 Galaxy Redshift Survey: The Galaxy Luminosity Function to z ~ 1

The evolution of the B-band galaxy luminosity function is measured using a sample of more than 11,000 galaxies with spectroscopic redshifts from the DEEP2 Redshift Survey. The rest-frame M_B versus U-B color-magnitude diagram of DEEP2 galaxies shows that the color-magnitude bi-modality seen in galaxies locally is still present at redshifts z > 1. Dividing the sample at the trough of this color bimodality into predominantly red and blue galaxies, we find that the luminosity function of each galaxy color type evolves differently. Blue counts tend to shift to brighter magnitudes at constant number density, while the red counts remain largely constant at a fixed absolute magnitude. Using Schechter functions with fixed faint-end slopes we find that M*_B for blue galaxies brightens by ~ 1.3 magnitudes per unit redshift, with no significant evolution in number density. For red galaxies M*_B brightens somewhat less with redshift, while the formal value of phi* declines. When the population of blue galaxies is subdivided into two halves using the rest-frame color as the criterion, the measured evolution of both blue subpopulations is very similar.

astro-ph↗

arXiv2005

Evidence of the FIP effect in the coronae of late-type giants

$β$ Cet, 31 Com and $μ$ Vel represent the main stages through which late-type giants evolve during their lifetime (the Hertzsprung gap (31 Com), the rapid braking zone ($μ$ Vel) and the core helium burning ``clump'' phase ($β$ Cet)). An analysis of their high resolution {\it Chandra} X-ray spectra reveals similar coronal characteristics in terms of both temperature structure and element abundances for the more evolved stars ($μ$ Vel and $β$ Cet) with slight differences for the `younger' giant (31 Com). The coronal temperature structure of 31 Com is significantly hotter showing a clear peak while $β$ Cet and $μ$ Vel show a plateau. $β$ Cet and $μ$ Vel show evidence for a FIP effect in which coronae are depleted in high FIP elements relative to their photospheres by a factor of $\sim 2$. In contrast, 31 Com is characterized by a lack of FIP effect. In other words, neither depletion nor enhancement relative to stellar photospheric values is found. We conclude that the structural changes during the evolution of late-type giants could be responsible for the observed differences in coronal abundances and temperature structure. In particular, the size of the convection zone coupled with the rotation rate seem obvious choices for playing a key role in determining coronal characteristics.

astro-ph↗

arXiv2005

Galaxy Luminosity Functions to z~1: DEEP2 vs. COMBO-17 and Implications for Red Galaxy Formation

The DEEP2 and COMBO-17 surveys are used to study the evolution of the luminosity function of red and blue galaxies to $z \sim 1$. Schechter function fits show that, since $z = 1$, $M^*_B$ dims by $\sim$ 1.3 mag per unit redshift for both color classes, $ϕ^*$ of blue galaxies shows little change, while $ϕ^*$ for red galaxies has formally nearly quadrupled. At face value, the number density of blue galaxies has remained roughly constant since $ z = 1$, whereas that of red galaxies has been rising. Luminosity densities support both conclusions, but we note that most red-galaxy evolution occurs between our data and local surveys and in our highest redshift bin, where the data are weakest. We discuss the implications of having most red galaxies emerge after $z = 1$ from precursors among the blue population, taking into account the properties of local and distant E/S0s. We suggest a ``mixed'' scenario in which some blue galaxies have their star-formation quenched in gas-rich mergers, migrate to the red sequence with a variety of masses, and merge further on the red sequence in one or more purely stellar mergers. E/S0s of a given mass today will have formed via different routes, in a manner that may help to explain the fundamental plane and other local scaling laws.

astro-ph↗

arXiv2004

The Coronae of AB Dor and V471 Tau: Primordial angular momentum vs tidal spin-up

The zero-age main-sequence star AB Dor and the K dwarf component of the V471 Tau close binary have essentially identical rotation rates and spectral types. An analysis of their high resolution {\it Chandra} X-ray spectra reveals remarkably similar coronal characteristics in terms of both temperature structure and element abundances. Both stars show depletions of low FIP elements by factors of $\sim 3$, with higher FIP elements showing more mild depletions. No evidence for enhancements of very low FIP ($< 7$ eV) elements, such as Na, Al and Ca, as compared to other low FIP elements was found. The abundance anomaly pattern for AB Dor and V471 Tau is similar to, though less extreme than, the abundance anomalies exhibited by active RS-CVn-type binaries. While we find statistically significant structure in the underlying differential emission measure distributions of these stars over narrow temperature intervals, this structure is strongly dependent on the lines used in the analysis and is probably spurious. Based on their X-ray similarities, we conclude that the exact evolutionary state of a star has little effect on coronal characteristics, and that the parameters that dominate coronal structure and composition are simply the rotation rate and spectral type.

astro-ph↗

arXiv2002

Orbital-resolved Soft X-Ray Spectroscopy in NaV2O5

We demonstrate that angle-resolved soft x-ray spectroscopy can resolve absorption by inequivalent oxygen sites and by different orbitals belonging to the same site in NaV2O5. By rotating the polarization direction, we see a dramatic change in the absorption spectra at the oxygen K edge. Our theory identifies the detailed composition of the spectra and predicts a correct energy-ordering of the orbitals of three inequivalent oxygen atoms. Because different orbitals dominate absorption spectra at different energies and angles, one can excite at a specific site and ``orbital''. In contrast, absorption at the vanadium L edge does not show large changes when varying the polarization direction. The reason for this is that different excitation channels (involving different initial states for the excited electron) overlap in energy and vary in compensating ways, obscuring each channel's sensitive polarization dependence.

cond-mat.str-el↗

arXiv2002

Electron Correlation Effects in Resonant Inelastic X-ray Scattering of NaV2O5

Element- and site-specific resonant inelastic x-ray scattering spectroscopy (RIXS) is employed to investigate electron correlation effects in {$\rm NaV_2O_5$}. In contrast to single photon techniques, RIXS at the vanadium $L_3$ edge is able to probe $d-d^*$ transitions between V d-bands. A sharp energy loss feature is observed at -1.56 eV, which is well reproduced by a model calculation including correlation effects. The calculation identifies the loss feature as excitation between the lower and upper Hubbard bands and permits an accurate determination of the Hubbard interaction term $U= 3.0 \pm 0.2$ eV.

cond-mat.str-el↗

arXiv2001

Soft x-ray spectroscopy measurements of the p-like density of states of B in MgB2 and evidence for surface boron oxides on exposed surfaces

Soft X-ray absorption and fluorescence measurements are reported for the K-edge of B in MgB2. The measurements confirm a high density of B pxy(sigma)-states at the Fermi edge and extending to approximately 0.9 eV above the edge. A strong resonance is observed in elastic scattering through a core-exciton derived from out-of-plane pz(pi*)-states. Another strong resonance, observed in both elastic and inelastic spectra, is identified as a product of surface boron oxides.

cond-mat.supr-con↗

arXiv2000

A Noisy Monte Carlo Algorithm

We propose a Monte Carlo algorithm to promote Kennedy and Kuti's linear accept/reject algorithm which accommodates unbiased stochastic estimates of the probability to an exact one. This is achieved by adopting the Metropolis accept/reject steps for both the dynamical and noise configurations. We test it on the five state model and obtain desirable results even for the case with large noise. We also discuss its application to lattice QCD with stochastically estimated fermion determinants.

hep-lat↗

arXiv1998

An Improvement to the Linear Accept/Reject Algorithm

We study the improvement of Kennedy-Kuti's linear accept/reject algorithm with different ordering criterion and modified Bhanot-Kennedy estimator of $e^{ΔH}$ to reduce probability-bound violation. A new stochastic Monte Carlo algorithm to accommodate the probability-bound violation is proposed.

hep-lat↗

arXiv1997

Method for Extracting the Glueball Wave Function

We describe a nonperturbative method for calculating the QCD vacuum and glueball wave functions, based on an eigenvalue equation approach to Hamiltonian lattice gauge theory. Therefore, one can obtain more physical information than the conventional simulation methods. For simplicity, we take the 2+1 dimensional U(1) model as an example. The generalization of this method to 3+1 dimensional QCD is straightforward.

hep-lat↗

arXiv1993

Bounds on the renormalized couplings in an SU(2)_L \otimes SU(2)_R symmetric Yukawa model

The vacuum stability lower bound on the mass of the Higgs boson is numerically investigated in an $SU(2)_L \otimes SU(2)_R$ symmetric Yukawa model, which describes two heavy degenerate fermion doublets in the limit of vanishing gauge couplings. Good agreement with perturbation theory is found, although the couplings are strong. The upper bound on the fermion mass and renormalized Yukawa coupling is also determined in the part of bare parameter space where reflection positivity has been proven.

hep-lat↗

arXiv1992

Mass Spectrum and Bounds on the Couplings in Yukawa Models With Mirror-Fermions

The $\rm SU(2)_L\otimes SU(2)_R$ symmetric Yukawa model with mirror-fermions in the limit where the mirror-fermion is decoupled is studied both analytically and numerically. The bare scalar self-coupling $λ$ is fixed at zero and infinity. The phase structure is explored and the relevant phase transition is found to be consistent with a second order one. The fermionic mass spectrum close to that transition is discussed and a first non-perturbative estimate of the influence of fermions on the upper and lower bounds on the renormalized scalar self-coupling is given. Numerical results are confronted with perturbative predictions.

hep-lat↗