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The finite temperature transition of QCD can be seen as a change in the structure of the hadrons and as a symmetry breaking transition -- a change in the structure of the vacuum. These phenomena are observed differently and carry complementary information. We aim at a correlated analysis involving hadronic correlators and the vacuum structure including field and density correlations, both non-trivial questions., Comment: 3 pages, Talk presented at LATTICE96(finite temperature)

The scaling behavior of pure gauge SU(3) in the region $\beta=5.85 - 7.60$ is examined by a Monte Carlo Renormalization Group analysis. The coupling shifts induced by factor 2 blocking are measured both on 32$^4$ and 16$^4$ lattices with high statistics. A systematic deviation from naive 2-loop scaling is clearly seen. The mean field and effective coupling constant schemes explain part, but not all of the deviation. It can be accounted for by a suitable change of coupling constant, including a correction term ${\cal O}(g^7)$ in the 2-loop lattice $\beta$-function. Based on this improvement, $\sqrt{\sigma}/\Lambda_{\overline {MS}}^{n_f=0}$ is estimated to be $2.2(\pm 0.1)$ from the analysis of the string tension $\sigma$., Comment: 4 pages of A4 format including 7-postscript figures

Usually, the Bayesian inference of the GARCH model is preferably performed by the Markov Chain Monte Carlo (MCMC) method. In this study, we also take an alternative approach to the Bayesian inference by the importance sampling. Using a multivariate Student's t-distribution that approximates the posterior density of the Bayesian inference, we compare the perfor- mance of the MCMC and importance sampling methods. The overall performance can be measured in terms of statistical errors obtained for the same size of Monte Carlo data. The Bayesian inference of the GARCH model is performed by the MCMC method implemented by the Metropolis-Hastings algorithm and the importance sampling method for artificial return data and stock return data. We find that the statistical errors of the GARCH parameters from the importance sampling are smaller than or comparable to those obtained from the MCMC method. Therefore we conclude that the importance sampling method can also be applied effectively for the Bayesian inference of the GARCH model as an alternative method to the MCMC method.

We study the finite-sample effects on returns standardized by the realized volatility constructed as a sum of squared intraday returns and analyze the normality of the standardized returns which is expected to appear from the mixture- of-distributions hypothesis. Using high-frequency data on the Tokyo Stock Exchange we extract the kurtosis of the standardized return by taking into account of the finite-sample effects and also determine the variance at the microstructure noise free limit. Our results suggest that the normality of the standardized returns on the Tokyo Stock Exchange is well recovered and thus the stock price dynamics is consistent with the mixture-of-distribution hypothesis.

1. We compare Monte Carlo results with analytic predictions for the fermion condensate, in the massive one-flavour Schwinger model. 2. We illustrate on the Schwinger model how to facilitate transitions between topological sectors by a simple reweighting method. 3. We discuss exact, non-perturbative improvement of the gauge sector., Three-page contribution to Lat '97 by A.J. van der Sijs. Colourful typo (IR -> UV) corrected

Phase structure of one-flavour QCD C. Alexanch-ou a, 1, A. Borici b, A. Feo a, Ph. de Forcrand c, A. Galli d, F. Jegerlehner e, T. Takaishi f a Department of Natural Sciences, Unh,ersity of Cyprns, CY-1678 Nicosia, Cypnls b Paul Scherrer Institute, CH-5232 Villigen, Switzerland c Swiss Center for Scientific Computing, ETH-Zentnml, CH-8092 Ziirich, Switzerland d ELCA b~formatique, Hofiviesen Str. 26, CH-8057 Ziirich, Switzerland e DESY-IfH Zeuthen, D-15738 Zeuthen, Germany f Hiroshbna University of Economics, 731-01 Hiroshhna, Japan We present a study of the deconfinement phase transition of one-flavour QCD, using the multiboson algorithm [1]. The mass of the Wilson fermions relevant for this study is moderately large and the non-Hermitian multiboson algorithm [2] is a very suitable simulation algorithm. Finite size scaling is studied on lattices of size 83 x 4, 123 x 4 and 163 x 4. For heavy quarks, the behaviour of observables that probe the phase change, such as the Polyakov loop susceptibility, transition. The first-order transition weakens as the quark mass decreases and turns into a crossover. Locating the end-point (/~ep,/¢ep) accurately requires very large lattice sizes, beyond our computer capabilities. We thus consider an effective model, in the same universality class as full QCD but cheaper to simulate. By simulating larger systems, we locate the end-point in the coupling plane of this model. Then we map this end-point back onto full QCD. We thus estimate the end point of the first-order phase transition to occur at a quark mass of about 1.4 GeV. © 1999 Elsevier Science B.V. All rights reserved.