The low-temperature specific heat (SH) of overdoped La 2−x Sr x CuO 4 single crystals (0.178 x 0.290) has been measured. For the superconducting samples (0.178x 0.238), the derived gap values (without any adjusting parameters) approach closely onto the theoretical prediction ∆ 0 = 2.14k B T c for the weak-coupling d-wave BCS superconductivity. In addition, the residual term γ(0) of SH at H = 0 increases with x dramatically when beyond x ∼ 0.22, and finally evolves into the value of a complete normal metallic state at higher doping levels, indicating growing amount of unpaired electrons. We argue that this large γ(0) cannot be simply attributed to the pair breaking induced by the impurity scattering, instead the phase separation is possible. PACS numbers: 74.25.Bt,74.20.Rp, 74.25.Dw, 74.72.Dn c = 1 − 82.6(x − 0.16) 2 with T max c = 38 K. The SH measurements were performed on an Oxford Maglab cryogenic system using the thermal relaxation technique, as described in detail previously. 19 The temperature was down to 1.9 K and the magnetic field was applied parallel to c-axis in the measurements.
We give a general approach to infinite dimensional non-Gaussian Analysis which generalizes the work [ADKS94] to measures which possess more singular logarithmic derivative. This framework also includes the possibility to handle measures of Poisson type.
L'accès aux archives du séminaire de probabilités (Strasbourg) (http://portail. mathdoc.fr/SemProba/) implique l'accord avec les conditions générales d'utilisation (http://www.numdam.org/conditions). Toute utilisation commerciale ou impression systématique est constitutive d'une infraction pénale. Toute copie ou impression de ce fichier doit contenir la présente mention de copyright. Article numérisé dans le cadre du programme Numérisation de documents anciens mathématiques http://www.numdam.org/ SOME REMARKS ON THE OPTIONAL DECOMPOSITION THEOREM
This paper is concerned with continuous-time portfolio selection models in a complete market where the objective is to minimize the risk subject to a prescribed expected payoff at the terminal time. The risk is measured by the expectation of a certain function of the deviation of the terminal payoff from its mean. First of all, a model where the risk has different weights on the upside and downside variance is solved explicitly. The limit of this weighted mean-variance problem, as the weight on the upside variance goes to zero, is the mean-semivariance model which is shown to admit no optimal solution. This negative result is further generalized to a mean-downside-risk portfolio selection problem where the risk has nonzero value only when the terminal payoff is lower than its mean. Finally, a general model is investigated where the risk function is convex. Sufficient and necessary conditions for the existence of optimal portfolios are given. Moreover, optimal portfolios are obtained when they do exist. The solution is based on completely solving certain static, constrained optimization problems of random variables. 2005 Elsevier SAS. All rights reserved.
RésuméSélection de portefeuille de moyen-risque en temps continu. Ce papier est consacré à la sélection de portefeuilles à temps continu dans un marché complet. L'objectif est de minimiser le risque associé à un flux ("payoff") versé au temps terminal. Le risque est mesuré par l'espérance d'une certaine fonction de l'écart du flux terminal à sa moyenne. Tout d'abord, un modèle où le risque est pondéré différemment sur et sous la moyenne est résolu explicitement. La limite de ce problème en moyennevariance lorsque les poids tendent vers 0 est un modèle moyenne-semi-variance dont il est montré qu'il n'admet pas de solution optimal. Ce résultat négatif est généralisé à un modèle de sélection de portefeuille où le risque n'existe que lorsque le flux terminal est sous sa moyenne. Finalement un modèle général est étudié dans lequel la fonction de risque est convexe. Des conditions nécesaires et suffisantes pour l'existence d'un portefeuille optimal sont données. En outre, les portefeuilles optimaux sont explicités lorsqu'ils existent. La solution est fondée sur la résolution complète de certains problèmes d'optimisation statique sous contraintes mettant en jeu des variables aléatoires.
scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.