Scale-dependent bias and the halo model

We use a simplified version of the halo model with a power law power spectrum to study scale dependence in galaxy bias at the very large scales relevant to baryon oscillations. In addition to providing a useful pedagogical explanation of the scale dependence of galaxy bias, the model provides an analytic tool for studying how changes in the Halo Occupation Distribution (HOD) impact the scale dependence of galaxy bias on scales between 10 and 1000 Mpc/h, which is useful for interpreting the results of complex N-body simulations. We find that changing the mean number of galaxies per halo of a given mass will change the scale dependence of the bias, but that changing the way the galaxies are distributed within the halo has a smaller effect on the scale dependence of bias at large scales. We use the model to explain the decay in amplitude of the baryon oscillations as k increases, and generalize the model to make predictions about scale dependent galaxy bias when redshift space distortions are introduced.Comment: 13 pages, 2 figures; corrected typos, extended discussion of redshift space distortions, matches published versio

Comonotonic approximations to quantiles of life annuity conditional expected present values: extensions to general arima models and comparison with the bootstrap

This paper aims to provide accurate approximations for the quantiles of the conditional expected present value of the payments made by the annuity provider, given the future path of the Lee-Carter time index. Conditional cohort and period life expectancies are also considered. The paper also addresses some associated simulation issues, which, hitherto, have been unresolved

Time series forecasting with the WARIMAX-GARCH method

It is well-known that causal forecasting methods that include appropriately chosen Exogenous Variables (EVs) very often present improved forecasting performances over univariate methods. However, in practice, EVs are usually difficult to obtain and in many cases are not available at all. In this paper, a new causal forecasting approach, called Wavelet Auto-Regressive Integrated Moving Average with eXogenous variables and Generalized Auto-Regressive Conditional Heteroscedasticity (WARIMAX-GARCH) method, is proposed to improve predictive performance and accuracy but also to address, at least in part, the problem of unavailable EVs. Basically, the WARIMAX-GARCH method obtains Wavelet “EVs” (WEVs) from Auto-Regressive Integrated Moving Average with eXogenous variables and Generalized Auto-Regressive Conditional Heteroscedasticity (ARIMAX-GARCH) models applied to Wavelet Components (WCs) that are initially determined from the underlying time series. The WEVs are, in fact, treated by the WARIMAX-GARCH method as if they were conventional EVs. Similarly to GARCH and ARIMA-GARCH models, the WARIMAX-GARCH method is suitable for time series exhibiting non-linear characteristics such as conditional variance that depends on past values of observed data. However, unlike those, it can explicitly model frequency domain patterns in the series to help improve predictive performance. An application to a daily time series of dam displacement in Brazil shows the WARIMAX-GARCH method to remarkably outperform the ARIMA-GARCH method, as well as the (multi-layer perceptron) Artificial Neural Network (ANN) and its wavelet version referred to as Wavelet Artificial Neural Network (WANN) as in [1], on statistical measures for both in-sample and out-of-sample forecasting

Coulomb gap in a model with finite charge transfer energy

The Coulomb gap in a donor-acceptor model with finite charge transfer energy $\Delta$ describing the electronic system on the dielectric side of the metal-insulator transition is investigated by means of computer simulations on two- and three-dimensional finite samples with a random distribution of equal amounts of donor and acceptor sites. Rigorous relations reflecting the symmetry of the model presented with respect to the exchange of donors and acceptors are derived. In the immediate neighborhood of the Fermi energy $\mu$ the the density of one-electron excitations $g(\epsilon)$ is determined solely by finite size effects and $g(\epsilon)$ further away from $\mu$ is described by an asymmetric power law with a non-universal exponent, depending on the parameter $\Delta$.Comment: 10 pages, 6 figures, submitted to Phys. Rev.

Photon-Photon Scattering, Pion Polarizability and Chiral Symmetry

Recent attempts to detect the pion polarizability via analysis of $\gamma\gamma\rightarrow\pi\pi$ measurements are examined. The connection between calculations based on dispersion relations and on chiral perturbation theory is established by matching the low energy chiral amplitude with that given by a full dispersive treatment. Using the values for the polarizability required by chiral symmetry, predicted and experimental cross sections are shown to be in agreement.Comment: 21 pages(+10 figures available on request), LATEX, UMHEP-38

Is cosmology consistent?

We perform a detailed analysis of the latest CMB measurements (including BOOMERaNG, DASI, Maxima and CBI), both alone and jointly with other cosmological data sets involving, e.g., galaxy clustering and the Lyman Alpha Forest. We first address the question of whether the CMB data are internally consistent once calibration and beam uncertainties are taken into account, performing a series of statistical tests. With a few minor caveats, our answer is yes, and we compress all data into a single set of 24 bandpowers with associated covariance matrix and window functions. We then compute joint constraints on the 11 parameters of the ``standard'' adiabatic inflationary cosmological model. Out best fit model passes a series of physical consistency checks and agrees with essentially all currently available cosmological data. In addition to sharp constraints on the cosmic matter budget in good agreement with those of the BOOMERaNG, DASI and Maxima teams, we obtain a heaviest neutrino mass range 0.04-4.2 eV and the sharpest constraints to date on gravity waves which (together with preference for a slight red-tilt) favors ``small-field'' inflation models.Comment: Replaced to match accepted PRD version. 14 pages, 12 figs. Tiny changes due to smaller DASI & Maxima calibration errors. Expanded neutrino and tensor discussion, added refs, typos fixed. Combined CMB data, window and covariance matrix at http://www.hep.upenn.edu/~max/consistent.html or from [email protected]

Planck-scale quintessence and the physics of structure formation

In a recent paper we considered the possibility of a scalar field providing an explanation for the cosmic acceleration. Our model had the interesting properties of attractor-like behavior and having its parameters of O(1) in Planck units. Here we discuss the effect of the field on large scale structure and CMB anisotropies. We show how some versions of our model inspired by "brane" physics have novel features due to the fact that the scalar field has a significant role over a wider range of redshifts than for typical "dark energy" models. One of these features is the additional suppression of the formation of large scale structure, as compared with cosmological constant models. In light of the new pressures being placed on cosmological parameters (in particular H_0) by CMB data, this added suppression allows our "brane" models to give excellent fits to both CMB and large scale structure data.Comment: 18 pages, 12 figures, submitted to PR

Cosmological parameters from SDSS and WMAP

We measure cosmological parameters using the three-dimensional power spectrum P(k) from over 200,000 galaxies in the Sloan Digital Sky Survey (SDSS) in combination with WMAP and other data. Our results are consistent with a ``vanilla'' flat adiabatic Lambda-CDM model without tilt (n=1), running tilt, tensor modes or massive neutrinos. Adding SDSS information more than halves the WMAP-only error bars on some parameters, tightening 1 sigma constraints on the Hubble parameter from h~0.74+0.18-0.07 to h~0.70+0.04-0.03, on the matter density from Omega_m~0.25+/-0.10 to Omega_m~0.30+/-0.04 (1 sigma) and on neutrino masses from <11 eV to <0.6 eV (95%). SDSS helps even more when dropping prior assumptions about curvature, neutrinos, tensor modes and the equation of state. Our results are in substantial agreement with the joint analysis of WMAP and the 2dF Galaxy Redshift Survey, which is an impressive consistency check with independent redshift survey data and analysis techniques. In this paper, we place particular emphasis on clarifying the physical origin of the constraints, i.e., what we do and do not know when using different data sets and prior assumptions. For instance, dropping the assumption that space is perfectly flat, the WMAP-only constraint on the measured age of the Universe tightens from t0~16.3+2.3-1.8 Gyr to t0~14.1+1.0-0.9 Gyr by adding SDSS and SN Ia data. Including tensors, running tilt, neutrino mass and equation of state in the list of free parameters, many constraints are still quite weak, but future cosmological measurements from SDSS and other sources should allow these to be substantially tightened.Comment: Minor revisions to match accepted PRD version. SDSS data and ppt figures available at http://www.hep.upenn.edu/~max/sdsspars.htm

Search for lepton-flavor violation at HERA

A search for lepton-flavor-violating interactions $e p \to \mu X$ and $e p\to \tau X$ has been performed with the ZEUS detector using the entire HERA I data sample, corresponding to an integrated luminosity of 130 pb^{-1}. The data were taken at center-of-mass energies, $\sqrt{s}$, of 300 and 318 GeV. No evidence of lepton-flavor violation was found, and constraints were derived on leptoquarks (LQs) that could mediate such interactions. For LQ masses below $\sqrt{s}$, limits were set on $\lambda_{eq_1} \sqrt{\beta_{\ell q}}$, where $\lambda_{eq_1}$ is the coupling of the LQ to an electron and a first-generation quark $q_1$, and $\beta_{\ell q}$ is the branching ratio of the LQ to the final-state lepton $\ell$ ($\mu$ or $\tau$) and a quark $q$. For LQ masses much larger than $\sqrt{s}$, limits were set on the four-fermion interaction term $\lambda_{e q_\alpha} \lambda_{\ell q_\beta} / M_{\mathrm{LQ}}^2$ for LQs that couple to an electron and a quark $q_\alpha$ and to a lepton $\ell$ and a quark $q_\beta$, where $\alpha$ and $\beta$ are quark generation indices. Some of the limits are also applicable to lepton-flavor-violating processes mediated by squarks in $R$-Parity-violating supersymmetric models. In some cases, especially when a higher-generation quark is involved and for the process $e p\to \tau X$, the ZEUS limits are the most stringent to date.Comment: 37 pages, 10 figures, Accepted by EPJC. References and 1 figure (Fig. 6) adde

Multijet production in neutral current deep inelastic scattering at HERA and determination of alpha_s

Multijet production rates in neutral current deep inelastic scattering have been measured in the range of exchanged boson virtualities 10 < Q2 < 5000 GeV2. The data were taken at the ep collider HERA with centre-of-mass energy sqrt(s) = 318 GeV using the ZEUS detector and correspond to an integrated luminosity of 82.2 pb-1. Jets were identified in the Breit frame using the k_T cluster algorithm in the longitudinally invariant inclusive mode. Measurements of differential dijet and trijet cross sections are presented as functions of jet transverse energy E_{T,B}{jet}, pseudorapidity eta_{LAB}{jet} and Q2 with E_{T,B}{jet} > 5 GeV and -1 < eta_{LAB}{jet} < 2.5. Next-to-leading-order QCD calculations describe the data well. The value of the strong coupling constant alpha_s(M_Z), determined from the ratio of the trijet to dijet cross sections, is alpha_s(M_Z) = 0.1179 pm 0.0013(stat.) {+0.0028}_{-0.0046}(exp.) {+0.0064}_{-0.0046}(th.)Comment: 22 pages, 5 figure