arXiv subjects
Publications and source records attributed to M. I. Krivoruchenko.
The quantum deformation of the Poisson bracket is the Moyal bracket. We construct quantum deformation of the Dirac bracket for systems which admit global symplectic basis for constraint functions. Equivalently, it can be considered as an extension of the Moyal bracket to second-class constraints systems and to gauge-invariant systems which become second class when gauge-fixing conditions are imposed.
Systems under holonomic constraints are classified within the generalized Hamiltonian framework as second-class constraints systems. We show that each system of point particles with holonomic constraints has a hidden gauge symmetry which allows to quantize it in the original phase space as a first-class constraints system. The proposed method is illustrated with quantization of a point particle moving on an $n-1$-dimensional sphere $S^{n-1}$ as well as its field theory analog the O(n) nonlinear sigma model.
We consider the $Θ^+(1540)$ pentaquark in the string model that correctly reproduces the linear Regge trajectories for the case of orbital excitations of light $q\bar q$ mesons and $qqq$ baryons. Assuming (and arguing in favour of) the diquark-antiquark-diquark ($[ud]\bar s [ud]$) clustering of this orbitally excited object we found its mass about $290 \rm {MeV}$ above the experimental value $1540 \rm {MeV}$. In the model considered this discrepancy could be attributed to the change of the constituent mass of $\bar s$ antiquark as compared to that of $s$ quark localized at the string end.
We present a unified description of the vector meson and dilepton production in elementary and in heavy ion reactions. The production of vector mesons is described via the excitation of nucleon resonances. Medium effects in heavy ion reactions are discussed.
Multivariate probability density functions of returns are constructed in order to model the empirical behavior of returns in a financial time series. They describe the well-established deviations from the Gaussian random walk, such as an approximate scaling and heavy tails of the return distributions, long-ranged volatility-volatility correlations (volatility clustering) and return-volatility correlations (leverage effect). The model is tested successfully to fit joint distributions of the 100+ years of daily price returns of the Dow Jones 30 Industrial Average.
The pion optical potential generated by the hypothetical pi-NN-coupled NN-decoupled dibaryon resonance d'(2065) is calculated to the lowest order in nuclear matter density. The contribution to the pion optical potential is found to be within the empirical errors, so the d'(2065) existence currently does not contradict to the observed properties of the pi-nucleus bound states. Future progress in the pionic X-ray spectroscopy can reveal contributions of pi-NN resonances to energy levels and widths of the pionic atoms.
The resonance model is used to analyze the omega- and phi-meson angular distributions in proton-proton collisions at sqrt{s} = 2.83 and 2.98 GeV. The assumption of dominant contributions from N^*(1720)3/2+ and N^*(1900)3/2+ resonances which both have, according to the pi N scattering multichannel partial-wave analysis and/or quark models predictions, dominant p_{1/2} N-omega decay modes yields the right pattern of the omega angular distribution at sqrt{s} = 2.83 GeV. The angular distribution at sqrt{s} = 2.98 GeV can be reproduced assuming the dominance of N^*(2000)5/2+ and N^*(1900)3/2+. The experimental phi-meson angular distributions do not shown any asymmetry which requires the existence of a massive negative-parity spin-half resonance. This resonance could be identified with the N^*(2090)1/2-.
Kaon in-medium masses and mean-field potentials are calculated in isotopically symmetric pion matter to one loop of chiral perturbation theory. The results are extended to RHIC temperatures using experimental data on $πK$ scattering phase shifts. The kaon in-medium broadening results in an acceleration of the $ϕ\to K\bar{K}$ decay. The increased apparent dilepton branching of the $ϕ$-mesons, observed recently by NA50, NA49, and the PHENIX collaborations at RHIC, is interpreted in terms of rescattering of secondary kaons inside of the pion matter.
The autocorrelation function of volatility in financial time series is fitted well by a superposition of several exponents. Such a case admits an explicit analytical solution of the problem of constructing the best linear forecast of a stationary stochastic process. We describe and apply the proposed analytical method for forecasting volatility. The leverage effect and volatility clustering are taken into account. Parameters of the predictor function are determined numerically for the Dow Jones 30 Industrial Average. Connection of the proposed method to the popular ARCH models is discussed.
The exclusive $ϕ$ meson production in proton-proton reactions is calculated within the resonance model. The considered model was already successfully applied to the description of $π$, $η$, $ρ$, $ω$, $ππ$ production in proton-proton collisions. The only new parameter entering into the model is the $ω-ϕ$ mixing angle $θ_{mix}$ which is taken equal to $θ_{mix} \approx 3.7^o$.
Multivariate probability density functions of returns are constructed in order to model the empirical behavior of returns in a financial time series. They describe the well-established deviations from the Gaussian random walk, such as an approximate scaling and heavy tails of the return distributions, long-ranged volatility-volatility correlations (volatility clustering) and return-volatility correlations (leverage effect). Free parameters of the model are fixed over the long term by fitting 100+ years of daily prices of the Dow Jones 30 Industrial Average. The multivariate probability density functions which we have constructed can be used for pricing derivative securities and risk management.
Relativistic, kinematically complete phenomenological expressions for the dilepton decay rates of nucleon resonances with arbitrary spin and parity are derived in terms of the magnetic, electric, and Coulomb transition form factors. The dilepton decay rates of the nucleon resonances with masses below 2 GeV are estimated using the extended vector meson dominance (eVMD) model for the transition form factors. The model provides an unified description of the photo- and electroproduction data and of the vector meson and dilepton decays of the nucleon resonances. The constraints on the transition form factors from the quark counting rules are taken into account explicitly. The remaining parameters of the model are fixed by fitting the available photo- and electroproduction data and using results of the multichannel partial-wave analysis of the $πN$ scattering. The results are used to describe dilepton spectra measured at BEVALAC in proton-proton collisions.
The dilepton production in elementary ${pp\to e^{+}e^{-}X}$ reactions at BEVALAC energies $T_{lab}=1÷5$ GeV is investigated. The calculations include direct ${e^{+}e^{-}}$ decays of the vector mesons $ρ^{0}$, $ω$, and $ϕ$, Dalitz decays of the $π^{0}$-, $η$-, $% ρ$-, $ω$-, and $ϕ$-mesons, and of the baryon resonances $% Δ(1232),N(1520),$ $... $ . The subthreshold vector meson production cross sections in $pp$ collisions are treated in a way sufficient to avoid double counting with the inclusive vector meson production. The vector meson dominance model for the transition form factors of the resonance Dalitz decays $R\to e^{+}e^{-}N$ is used in an extended form to ensure correct asymptotics which are in agreement with the quark counting rules. Such a modification gives an unified and consistent description of both $R\to Nγ$ radiative decays and $R\to Nρ(ω)$ meson decays. The effect of multiple pion production on the experimental efficiency for the detection of the dilepton pairs is studied. We find the dilepton yield in reasonable agreement with the experimental data for the set of intermediate energies whereas at the highest energy $T_{lab}=4.88$ GeV the number of dilepton pairs is likely to be overestimated experimentally in the mass range $M=300÷700$ MeV.
The omega production in nucleon-nucleon collisions is described through the decay of intermediate nuclear resonances. Close to threshold the pp --> pp omega cross section is dominated by the off-shell production of omega mesons with masses far below the physical omega mass of 782 MeV. A crucial role plays thereby the N^*(1535) resonance. Due to a strong N omega decay mode this resonance leads to off-shell contributions which are in the vicinity of the threshold about one order of magnitude larger than the experimentally measurable contribution from only the omega peak. After a subtraction of the theoretical "background" from off-shell omega production the available data are accurately reproduced over the entire energy range from very close to threshold up to several GeV above threshold. The scenario of a weaker N^*(1535) --> N omega decay mode which is still consistent with electro- and photo-production data is discussed as well. In the latter case the off-shell contributions to the pp --> pp omega cross section are substantially reduced but the description of the experimental cross section is poor above threshold.
Dynamics of the major USA market indices DJIA, S&P, Nasdaq, and NYSE is analyzed from the point of view of the random walking problem with two-step correlations of the market moves. The parameters characterizing the stochastic dynamics are determined empirically from the historical quotes for the daily, weekly, and monthly series. The results show existence of statistically significant correlations between the subsequent market moves. The weekly and monthly parameters are calculated in terms of the daily parameters, assuming that the Markov chains with two-step correlations give a complete description of the market stochastic dynamics. We show that the macro- and micro-parameters obey the renorm group equation. The comparison of the parameters determined from the renorm group equation with the historical values shows that the Markov chains approach gives reasonable predictions for the weekly quotes and underestimates the probability for continuation of the down trend in the monthly quotes. The return and its dispersion for the "buy-and-hold" and "follow-trend" strategies are calculated. The problem of how to combine these two strategies to reduce the dispersion is discussed and its analytical solution is proposed. The results of the constructing a "computer-based" strategy which combines the series analysis with the candlesticks charting techniques are reported.
Relativistic, kinematically complete phenomenological expressions for the dilepton decay rates of nucleon resonances with arbitrary spin and parity are derived in terms of the magnetic, electric, and Coulomb transition form factors. The dilepton decay rates of the nucleon resonances with masses below 2 GeV are estimated using the extended vector meson dominance model for the transition form factors. The model provides a unified description of the photo- and electroproduction data, the vector meson decays, and the dilepton decays of the nucleon resonances. The constraints on the transition form factors from the quark counting rules are taken into account. The parameters of the model are fixed by fitting the available photo- and electroproduction data and using results of the multichannel partial-wave analysis of the $πN$ scattering. Where experimental data are not available, predictions of the non-relativistic quark models are used as an input. The vector meson coupling constants of the magnetic, electric, and Coulomb types are determined. The dilepton widths and the dilepton spectra from decays of nucleon resonances with masses below 2 GeV are calculated.
Phenomenological expressions are derived for rates of the $Δ(1232)$ radiative and Dalitz decays, $Δ(1232)$ $\to Nγ$ and $Δ(1232)$ $\to Ne^{+}e^{-}$. Earlier calculations of these decays are commented.
The invariant mass spectrum of the $e^{+}e^{-}$ and $μ^{+}μ^{-}$ pairs from decays of light unflavored mesons with masses below the $ϕ(1020)$-meson mass to final states containing along with a dilepton pair one photon, one meson, and two mesons are calculated within the framework of the effective meson theory. The results can be used for simulations of the dilepton spectra in heavy-ion collisions and for experimental searches of dilepton meson decays.