Giuseppe Curci

Radiative correction effects of a very heavy top

Abstract If the top is very heavy, mt ⪢ Mz, the dominant radiative correction effects in all electroweak precision tests can be exactly characterized in terms of two quantities, the ϱ-mparameter and the GIM-violating Z → b b coupling. These quantities can be computed using the standard model lagrangian with vanishing gauge couplings. This is done here up to two loops for arbitrary values of the Higgs mass.

Consistency between the string background field equation of motion and the vanishing of the conformal anomaly

Abstract We prove to all orders in bosonic σ-model perturbation theory that at the fixed ultraviolet point the central charge is constant.

Symanzik's Improved Lagrangian for Lattice Gauge Theory

Abstract It is shown that Symanziks program, to all leading logarithms, can be accomplished, for pure Yang-Mills theory, by adding to the Wilson lagrangian the simplest term of dimension 6 i.e. the ractangle. Moreover no changes in the source terms are needed.

Two loop heavy top effects in the Standard Model

Abstract We give a detailed description of the calculation in the Standard Model of all the m t 4 radiative correction effects to the electroweak precision observables for arbitrary values of the Higgs mass.

The propagator in the A0 = 0 gauge

Abstract We compute the Wilson loop in the A 0 = 0 gauge for abelian and non-abelian theories. We find to fourth order that only two choices for the longitudinal propagator are consistent with the results obtained in the Feynman and Coulomb gauges. In particular the principal value presciption does not work.

QCD corrections to the weak radiative B-meson decay

Abstract The B → X s γ decay, which is sensitive to the top-quark mass, has become now particularly interesting as we expect a t-mass greater than 80 GeV. The QCD corrections play a relevant role, enhancing the GIM suppressed vertex: their computation presents many technical difficulties, which have led to different results in the previous literature. We have performed the calculation off-shell, in all gauges, in the leading logarithmic approximation; we confirm the strong enhancement of the QCD corrected branching ratios.

The energy-momentum tensor for lattice gauge theories

Abstract We show how to construct the energy-momentum tensor for lattice gauge theories by imposing the validity of the Ward identities related to the conservation of this tensor. Such a procedure is carried out both at the perturbative and non-perturbative level, and the one-loop calculation for QED is given. We then clarrify how the correct scale anomaly is recovered on the lattice.

Discrete sine transform for multi-scale realized volatility measures§

In this study we present a new realized volatility estimator based on a combination of the multi-scale regression and discrete sine transform (DST) approaches. Multi-scale estimators similar to that recently proposed by Zhang (2006) can, in fact, be constructed within a simple regression-based approach by exploiting the linear relation existing between the market microstructure bias and the realized volatilities computed at different frequencies. We show how such a powerful multi-scale regression approach can also be applied in the context of the Zhou [Nonlinear Modelling of High Frequency Financial Time Series, pp. 109–123, 1998] or DST orthogonalization of the observed tick-by-tick returns. Providing a natural orthonormal basis decomposition of observed returns, the DST permits the optimal disentanglement of the volatility signal of the underlying price process from the market microstructure noise. The robustness of the DST approach with respect to the more general dependent structure of the microstructure noise is also shown analytically. The combination of the multi-scale regression approach with DST gives a multi-scale DST realized volatility estimator similar in efficiency to the optimal Cramer–Rao bounds and robust against a wide class of noise contamination and model misspecification. Monte Carlo simulations based on realistic models for price dynamics and market microstructure effects show the superiority of DST estimators over alternative volatility proxies for a wide range of noise-to-signal ratios and different types of noise contamination. Empirical analysis based on six years of tick-by-tick data for the S&P 500 index future, FIB 30, and 30 year U.S. Treasury Bond future confirms the accuracy and robustness of DST estimators for different types of real data. §Earlier versions of this paper were circulated under the title ‘A discrete sine transform approach for realized volatility measurement’.

The energy-momentum tensor on the lattice: the scalar case

Abstract We show in an explicit example how to construct the energy-momentum tensor on the lattice satisfying the requirements of conservation and which gives rise to the correct scale anomaly in the limit of zero lattice spacing. This method is of general nature and can be applied also to gauge theories.

Simulation of supersymmetric models with a local Nicolai map

We study the numerical simulation of supersymmetric models having a local Nicolai map. The mapping can be regarded as a stochastic equation and its numerical integration provides an algorithm for the simulation of the original model. In this paper, the method is discussed in details and applied to examples in 0+1 and 1+1 dimensions.