Eine mikroökonomische Fundierung der Prognosefähigkeit des Terminkurses für den erwarteten Wechselkurs

Diese Arbeit untersucht die Fragestellung: „Der Terminkurs besitzt eine unverzerrte Prognosefähigkeit für den erwarteten Wechselkurs.“ Diese hypothetische Annahme der unverzerrten Prognosefähigkeit wird in der wissenschaftlichen theoretischen Literatur oft verwendet, in der Regel jedoch in empirischen Untersuchungen verworfen. Diese Arbeit untersucht im Rahmen von theoretischen Modellen, unter welchen Bedingungen die obige Annahme durch ein Modell unterstützt wird. Diese Arbeit stellt fest, dass die Abweichung des erwarteten gleichgewichtigen Wechselkurses vom Terminkurs von drei Einflussfaktoren abhängen kann: Die Varianz des Wechselkurses, die Covarianz des Wechselkurses mit dem Preis des inländisch produzierten Gutes sowie die Covarianz des Wechselkurses mit der erwarteten zukünftigen Szenario. Das Szenario wird bestimmt durch eine mögliche Abweichung des Wechselkurses von der Kaufkraftparität und Risikoaversionsgrad des Investors

Proton tracking in a high-granularity Digital Tracking Calorimeter for proton CT purposes

Radiation therapy with protons as of today utilizes information from x-ray CT in order to estimate the proton stopping power of the traversed tissue in a patient. The conversion from x-ray attenuation to proton stopping power in tissue introduces range uncertainties of the order of 2-3% of the range, uncertainties that are contributing to an increase of the necessary planning margins added to the target volume in a patient. Imaging methods and modalities, such as Dual Energy CT and proton CT, have come into consideration in the pursuit of obtaining an as good as possible estimate of the proton stopping power. In this study, a Digital Tracking Calorimeter is benchmarked for proof-of-concept for proton CT purposes. The Digital Tracking Calorimeteris applied for reconstruction of the tracks and energies of individual high energy protons. The presented prototype forms the basis for a proton CT system using a single technology for tracking and calorimetry. This advantage simplifies the setup and reduces the cost of a proton CT system assembly, and it is a unique feature of the Digital Tracking Calorimeter. Data from the AGORFIRM beamline at KVI-CART in Groningen in the Netherlands and Monte Carlo simulation results are used to in order to develop a tracking algorithm for the estimation of the residual ranges of a high number of concurrent proton tracks. The range of the individual protons can at present be estimated with a resolution of 4%. The readout system for this prototype is able to handle an effective proton frequency of 1 MHz by using 500 concurrent proton tracks in each readout frame, which is at the high end range of present similar prototypes. A future further optimized prototype will enable a high-speed and more accurate determination of the ranges of individual protons in a therapeutic beam.Comment: 21 pages, 8 figure

Software environment for controlling and re-configuration of Xilinx Virtex FPGAs – TWEPP-07

The Time Projection Chamber is one of the detectors of the ALICE experiment, that is currently being commissioned at the Large Hadron Collider at CERN. The Detector Control System is used for control and monitoring of the system. For the TPC Front-End Electronics (FEE) the control node is a Readout Control Unit that communicates to higher layers via Ethernet, using the standard framework DIM. The Readout Control Unit is equipped with commercial SRAM based FPGAs that will experience errors due to the radiation environment they are operating in. This article will present the implemented hardware solution for error correction and will focus on the software environment for configuration and controlling of the system – TWEPP-07

The ALICE TPC, a large 3-dimensional tracking device with fast readout for ultra-high multiplicity events

The design, construction, and commissioning of the ALICE Time-Projection Chamber (TPC) is described. It is the main device for pattern recognition, tracking, and identification of charged particles in the ALICE experiment at the CERN LHC. The TPC is cylindrical in shape with a volume close to 90 m^3 and is operated in a 0.5 T solenoidal magnetic field parallel to its axis. In this paper we describe in detail the design considerations for this detector for operation in the extreme multiplicity environment of central Pb--Pb collisions at LHC energy. The implementation of the resulting requirements into hardware (field cage, read-out chambers, electronics), infrastructure (gas and cooling system, laser-calibration system), and software led to many technical innovations which are described along with a presentation of all the major components of the detector, as currently realized. We also report on the performance achieved after completion of the first round of stand-alone calibration runs and demonstrate results close to those specified in the TPC Technical Design Report.Comment: 55 pages, 82 figure

Multiplicity dependence of jet-like two-particle correlations in p-Pb collisions at sNN\sqrt{s_{NN}} = 5.02 TeV

Two-particle angular correlations between unidentified charged trigger and associated particles are measured by the ALICE detector in p-Pb collisions at a nucleon-nucleon centre-of-mass energy of 5.02 TeV. The transverse-momentum range 0.7 $< p_{\rm{T}, assoc} < p_{\rm{T}, trig} <$ 5.0 GeV/$c$ is examined, to include correlations induced by jets originating from low momen\-tum-transfer scatterings (minijets). The correlations expressed as associated yield per trigger particle are obtained in the pseudorapidity range $|\eta|<0.9$. The near-side long-range pseudorapidity correlations observed in high-multiplicity p-Pb collisions are subtracted from both near-side short-range and away-side correlations in order to remove the non-jet-like components. The yields in the jet-like peaks are found to be invariant with event multiplicity with the exception of events with low multiplicity. This invariance is consistent with the particles being produced via the incoherent fragmentation of multiple parton--parton scatterings, while the yield related to the previously observed ridge structures is not jet-related. The number of uncorrelated sources of particle production is found to increase linearly with multiplicity, suggesting no saturation of the number of multi-parton interactions even in the highest multiplicity p-Pb collisions. Further, the number scales in the intermediate multiplicity region with the number of binary nucleon-nucleon collisions estimated with a Glauber Monte-Carlo simulation.Comment: 23 pages, 6 captioned figures, 1 table, authors from page 17, published version, figures at http://aliceinfo.cern.ch/ArtSubmission/node/161

Anisotropic flow of charged hadrons, pions and (anti-)protons measured at high transverse momentum in Pb-Pb collisions at sNN=2.76\sqrt{s_{\rm NN}}=2.76 TeV

The elliptic, $v_2$, triangular, $v_3$, and quadrangular, $v_4$, azimuthal anisotropic flow coefficients are measured for unidentified charged particles, pions and (anti-)protons in Pb-Pb collisions at $\sqrt{s_{\rm NN}} = 2.76$ TeV with the ALICE detector at the Large Hadron Collider. Results obtained with the event plane and four-particle cumulant methods are reported for the pseudo-rapidity range $|\eta|<0.8$ at different collision centralities and as a function of transverse momentum, $p_{\rm T}$, out to $p_{\rm T}=20$ GeV/$c$. The observed non-zero elliptic and triangular flow depends only weakly on transverse momentum for $p_{\rm T}>8$ GeV/$c$. The small $p_{\rm T}$ dependence of the difference between elliptic flow results obtained from the event plane and four-particle cumulant methods suggests a common origin of flow fluctuations up to $p_{\rm T}=8$ GeV/$c$. The magnitude of the (anti-)proton elliptic and triangular flow is larger than that of pions out to at least $p_{\rm T}=8$ GeV/$c$ indicating that the particle type dependence persists out to high $p_{\rm T}$.Comment: 16 pages, 5 captioned figures, authors from page 11, published version, figures at http://aliceinfo.cern.ch/ArtSubmission/node/186

Centrality dependence of charged particle production at large transverse momentum in Pb-Pb collisions at sNN=2.76\sqrt{s_{\rm{NN}}} = 2.76 TeV

The inclusive transverse momentum ($p_{\rm T}$) distributions of primary charged particles are measured in the pseudo-rapidity range $|\eta|<0.8$ as a function of event centrality in Pb-Pb collisions at $\sqrt{s_{\rm{NN}}}=2.76$ TeV with ALICE at the LHC. The data are presented in the $p_{\rm T}$ range $0.15<p_{\rm T}<50$ GeV/$c$ for nine centrality intervals from 70-80% to 0-5%. The Pb-Pb spectra are presented in terms of the nuclear modification factor $R_{\rm{AA}}$ using a pp reference spectrum measured at the same collision energy. We observe that the suppression of high-$p_{\rm T}$ particles strongly depends on event centrality. In central collisions (0-5%) the yield is most suppressed with $R_{\rm{AA}}\approx0.13$ at $p_{\rm T}=6$-7 GeV/$c$. Above $p_{\rm T}=7$ GeV/$c$, there is a significant rise in the nuclear modification factor, which reaches $R_{\rm{AA}} \approx0.4$ for $p_{\rm T}>30$ GeV/$c$. In peripheral collisions (70-80%), the suppression is weaker with $R_{\rm{AA}} \approx 0.7$ almost independently of $p_{\rm T}$. The measured nuclear modification factors are compared to other measurements and model calculations.Comment: 17 pages, 4 captioned figures, 2 tables, authors from page 12, published version, figures at http://aliceinfo.cern.ch/ArtSubmission/node/284

Effective Rheology of Bubbles Moving in a Capillary Tube

We calculate the average volumetric flux versus pressure drop of bubbles moving in a single capillary tube with varying diameter, finding a square-root relation from mapping the flow equations onto that of a driven overdamped pendulum. The calculation is based on a derivation of the equation of motion of a bubble train from considering the capillary forces and the entropy production associated with the viscous flow. We also calculate the configurational probability of the positions of the bubbles.Comment: 4 pages, 1 figur

Charge separation relative to the reaction plane in Pb-Pb collisions at sNN=2.76\sqrt{s_{\rm NN}}= 2.76 TeV

Measurements of charge dependent azimuthal correlations with the ALICE detector at the LHC are reported for Pb-Pb collisions at $\sqrt{s_{\rm NN}} = 2.76$ TeV. Two- and three-particle charge-dependent azimuthal correlations in the pseudo-rapidity range $|\eta| < 0.8$ are presented as a function of the collision centrality, particle separation in pseudo-rapidity, and transverse momentum. A clear signal compatible with a charge-dependent separation relative to the reaction plane is observed, which shows little or no collision energy dependence when compared to measurements at RHIC energies. This provides a new insight for understanding the nature of the charge dependent azimuthal correlations observed at RHIC and LHC energies.Comment: 12 pages, 3 captioned figures, authors from page 2 to 6, published version, figures at http://aliceinfo.cern.ch/ArtSubmission/node/286

A note on comonotonicity and positivity of the control components of decoupled quadratic FBSDE

In this small note we are concerned with the solution of Forward-Backward Stochastic Differential Equations (FBSDE) with drivers that grow quadratically in the control component (quadratic growth FBSDE or qgFBSDE). The main theorem is a comparison result that allows comparing componentwise the signs of the control processes of two different qgFBSDE. As a byproduct one obtains conditions that allow establishing the positivity of the control process.Comment: accepted for publicatio