The use of cluster quality for track fitting in the CSC detector

The new particle accelerators and its experiments create a challenging data processing environment, characterized by large amount of data where only small portion of it carry the expected new scientific information. Modern detectors, such as the Cathode Strip Chamber (CSC), achieve high accuracy of coordinate measurements (between 50 to 70 microns). However, heavy physical backgrounds can decrease the accuracy significantly. In the presence of such background, the charge induced over adjacent CSC strips (cluster) is different from the ideal Matheison distribution. The traditional least squares method which takes the same ideal position error for all clusters loses its optimal properties on contaminated data. A new technique that calculates the cluster quality and uses it to improve the track fitting results is suggested. The algorithm is applied on test beam data, and its performance is compared to other fitting methods. It is shown that the suggested algorithm improves the fitting performance significantly.Comment: Proceedings of 2006 IEEE NSS, San Diego, California, USA, November 200

The fundamental group of a Galois cover of CP^1 X T

Let T be the complex projective torus, and X the surface CP^1 X T. Let X_Gal be its Galois cover with respect to a generic projection to CP^2. In this paper we compute the fundamental group of X_Gal, using the degeneration and regeneration techniques, the Moishezon-Teicher braid monodromy algorithm and group calculations. We show that pi_1(X_Gal) = Z^10.Comment: Published by Algebraic and Geometric Topology at http://www.maths.warwick.ac.uk/agt/AGTVol2/agt-2-20.abs.htm

Volatility Spillovers from the Chinese Stock Market to Economic Neighbours

This paper examines whether there is evidence of spillovers of volatility from the Chinese stock market to its neighbours and trading partners, including Australia, Hong Kong, Singapore, Japan and USA. China’s increasing integration into the global market may have important consequences for investors in related markets. In order to capture these potential effects, we explore these issues using an Autoregressive Moving Average (ARMA) return equation. A univariate GARCH model is then adopted to test for the persistence of volatility in stock market returns, as represented by stock market indices. Finally, univariate GARCH, multivariate VARMA-GARCH, and multivariate VARMA-AGARCH models are used to test for constant conditional correlations and volatility spillover effects across these markets. Each model is used to calculate the conditional volatility between both the Shenzhen and Shanghai Chinese markets and several other markets around the Pacific Basin Area, including Australia, Hong Kong, Japan, Taiwan and Singapore, during four distinct periods, beginning 27 August 1991 and ending 17 November 2010. The empirical results show some evidence of volatility spillovers across these markets in the pre-GFC periods, but there is little evidence of spillover effects from China to relat

Henri Temianka Correspondence; (amram)

This collection contains material pertaining to the life, career, and activities of Henri Temianka, violin virtuoso, conductor, music teacher, and author. Materials include correspondence, concert programs and flyers, music scores, photographs, and books.https://digitalcommons.chapman.edu/temianka_correspondence/3319/thumbnail.jp

Henri Temianka Correspondence; (amram)

This collection contains material pertaining to the life, career, and activities of Henri Temianka, violin virtuoso, conductor, music teacher, and author. Materials include correspondence, concert programs and flyers, music scores, photographs, and books.https://digitalcommons.chapman.edu/temianka_correspondence/1049/thumbnail.jp