To cointegrate or not to cointegrate? That's a topological question

We show that for any multivariate I( 1) process which does not cointegrate, it is possible to find another process sufficient1y elose to it where cointegration applies. Closeness is defined in terms of the spectral density matrices of the respective processes in differences, i.e., a metric which takes into account only the information in the (centred) second moments. The result may explain why in practice cointegration is found a bit "too often". Examples developing this point and simulations giving an insight on the metric used are also presented.

Continuously deformable topological structure

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Disclosing the generic behavior of topological solutions: An orbit-based approach

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Exotic dark spinor fields

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Nonpolynomial potentials with deformable topological structures

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Topological K-equivalence of analytic function-germs

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

EIGENVALUES of FIBONACCI STOCHASTIC ADDING MACHINE

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Finiteness theorem for topological contact equivalence of map germs

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Integrable hierarchy for multidimensional Toda equations and topological-anti-topological fusion

The negative symmetry flows are incorporated into the Riemann-Hilbert problem for the homogeneous A(m)-hierarchy and its (gl) over cap (m + 1, C) extension.A loop group automorphism of order two is used to define a sub-hierarchy of (gl) over cap (m + 1, C) hierarchy containing only the odd symmetry flows. The positive and negative flows of the +/-1 grade coincide with equations of the multidimensional Toda model and of topological-anti-topological fusion. (C) 2002 Elsevier B.V. B.V. All rights reserved.

Vector and axial-vector correlators in a non-local chiral quark model

The behavior of the non-perturbative parts of the isovector-vector and isovector and isosinglet axial-vector correlators at Euclidean momenta is studied in the framework of a covariant chiral quark model with non-local quark-quark interactions. The gauge covariance is ensured with the help of the P-exponents, with the corresponding modification of the quark-current interaction vertices taken into account. The low- and high-momentum behavior of the correlators is compared with the chiral perturbation theory and with the QCD operator product expansion, respectively. The V-A combination of the correlators obtained in the model reproduces quantitatively the ALEPH and OPAL data on hadronic tau decays, transformed into the Euclidean domain via dispersion relations. The predictions for the electromagnetic pi(+/-) - pi(0) mass difference and for the pion electric polarizability are also in agreement with the experimental values. The topological susceptibility of the vacuum is evaluated as a function of the momentum, and its first moment is predicted to be chi'(0) approximate to (50 MeV)(2). In addition, the fulfillment of the Crewther theorem is demonstrated.

On the entropy operator for the general SU(1,1) TFD formulation

In this Letter, an entropy operator for the general unitary SU(1, 1) TFD formulation is proposed and used to lead a bosonic system from zero to finite temperature. Namely, considering the closed bosonic string as the target system, the entropy operator is used to construct the thermal vacuum. The behaviour of such a state under the breve conjugation rules is analyzed and it was shown that the breve conjugation does not affect the thermal effects. From this thermal vacuum the thermal energy, the entropy and the free energy of the closed bosonic string are calculated and the appropriated thermal distribution for the system is found after the free energy minimization. (C) 2004 Elsevier B.V. All rights reserved.

Quadratic gravity in (2+1)D with a topological Chern-Simons term

Three-dimensional quadratic gravity, unlike general relativity in (2+1)D, is dynamically nontrivial and has a well behaved nonrelativistic potential. Here we analyse the changes that occur when a topological Chem-Simons term is added to this theory. It is found that the harmless massive scalar mode of the latter gives rise to a troublesome massive spin-0 ghost, while the massive spin-2 ghost is replaced by two massive physical particles both of spin 2. We also found that light deflection does not have the 'wrong sign' such as in the framework of three-dimensional quadratic gravity.

Massive superstring vertex operator in D=10 superspace

Using the pure spinor formalism for the superstring, the vertex operator for the first massive states of the open superstring is constructed in a manifestly super-Poincare covariant manner. This vertex operator describes a massive spin-two multiplet in terms of ten-dimensional superfields.