Abstract We revisit our description of randomness in quantum processes that began collaboration Jean Ginibre. The calculations were performed on a worked example: the fluorescence single two-level atom pumped by resonant laser field. This pump is described classically (by function, not an operator). Our aim first to built Kolmogorov-type equation (K-equation) for atomic state, so two parameters...

A fan effect experiment where participants perform recall and recognition tasks on a study set of sentences with three content words was conducted. The aggregate results confirm a fan effect (Anderson, 1974). A model of the recall and recognition tasks was created using Dynamically Structured Holographic memory (DSHM). A comparison to the human data is presented. A discussion of the current res...

Resonant Auger electron spectra were measured for several condensed molecules …Si…CH3†3Cl, SiCl4, PCl3, C3H7SH and CCl4† around Si-, P-, S-, and Cl-1s edges. It was commonly found that the most frequent decay channel after the excitation was a KL2; 3L2; 3 transition. As predicted by a resonant inelastic scattering theory, the phenomenon known as the Auger resonant Raman effect was observed in t...

We use recently proposed tests to extract jumps and cojumps from three types of assets: stock index futures, bond futures, and exchange rates. We then characterize the dynamics of these discontinuities and informally relate them to U.S. macroeconomic releases before using limited dependent variable models to formally model how news surprises explain (co)jumps. Nonfarm payroll and federal funds ...

Asset prices observed in financial markets combine equilibrium prices and market microstructure noise. In this paper, we study how to tell apart large shifts in equilibrium prices from noise using high frequency data. We propose a new nonparametric test which allows us to asymptotically remove the noise from observable price data and to discover jumps in fundamental asset values. We provide its...

The purpose of this study was to examine the effect of 3 different plyometric training frequencies (e.g., 1 day per week, 2 days per week, 4 days per week) associated with 3 different plyometric training volumes on maximal strength, vertical jump performance, and sprinting ability. Forty-two students were randomly assigned to 1 of 4 groups: control (n = 10, 7 sessions of drop jump (DJ) training...

In many commodity markets, the arrival of new information leads to unexpectedly rapid changes – or jumps – in commodity prices. Such arrivals suggest the assumption that log-return relatives are normally distributed may not hold. This article investigates the potential presence of such jumps in the price of crude oil, both in terms of spot prices and the futures prices. The investigation is car...

We consider a process Xt, which is observed on a finite time interval [0, T ], at discrete times 0, ∆n, 2∆n, · · · . This process is an Itô semimartingale with stochastic volatility σ t . Assuming that X has jumps on [0, T ], we derive tests to decide whether the volatility process has jumps occurring simultaneously with the jumps of Xt. There are two different families of tests, for the two po...

The energetics of Ni vacancy jumps in the intermetallic compound NiAl are studied by combining embedded-atom and first-principles calculations. The embedded-atom potential used in this work is fit to both experimental and first-principles data and provides an accurate description of point defect energies and vacancy jump barriers in NiAl. Some of the embedded-atom results reported here, are ind...

Using one-minute oil, gold and copper futures price from September 27, 2009, to July 1, 2020, this paper examines the effects of systematic idiosyncratic (market-specific risk) jumps on intraday correlations, portfolio allocation decisions, diversification benefits. We identify that these commodities contain high proportions market-specific discontinuities, which do not translate into jumps. Co...