220 research outputs found

    Multiple time scales and the empirical models for stochastic volatility

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    The most common stochastic volatility models such as the Ornstein-Uhlenbeck (OU), the Heston, the exponential OU (ExpOU) and Hull-White models define volatility as a Markovian process. In this work we check of the applicability of the Markovian approximation at separate times scales and will try to answer the question which of the stochastic volatility models indicated above is the most realistic. To this end we consider the volatility at both short (a few days) and long (a few months)time scales as a Markovian process and estimate for it the coefficients of the Kramers-Moyal expansion using the data for Dow-Jones Index. It has been found that the empirical data allow to take only the first two coefficients of expansion to be non zero that define form of the volatility stochastic differential equation of Ito. It proved to be that for the long time scale the empirical data support the ExpOU model. At the short time scale the empirical model coincides with ExpOU model for the small volatility quantities only.Comment: 19 pages, 6 figure

    Long-term results 8 years after autologous osteochondral transplantation: 7 T gagCEST and sodium magnetic resonance imaging with morphological and clinical correlation

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    SummaryObjectiveTo correlate long-term clinical outcome and the results of morphological as well as advanced biochemical magnetic resonance imaging (MRI) techniques [T2-mapping, glycosaminoglycan chemical exchange saturation transfer (gagCEST), sodium-23-imaging] in patients after autologous osteochondral transplantation (AOT) in knee joints.MethodNine AOT patients (two female and seven male; median age, 49) had clinical [International Knee Documentation Committee (IKDC), modified Lysholm, visual analog scale (VAS)] and radiological long-term follow-up examinations at a median of 7.9 years (inter-quartile range, 7.7–8.2). Standard morphological MRI and T2-mapping of cartilage were performed on a 3 T MR unit. Biochemical imaging further included sodium-23-imaging and chemical exchange saturation transfer (CEST) imaging at 7 T. The Magnetic resonance Observation of CArtilage Repair Tissue (MOCART) score was used for quantitative assessment of morphological MRI.ResultsClinical outcome was good with a median modified Lysholm score of 90. Median VAS revealed 1.0 and median MOCART score 75 points. The difference between native and repair cartilage was statistically significant for all three biochemical imaging techniques. The strongest correlation was found between the results of the advanced biochemical imaging methods sodium-23 and CEST [ρ = 0.952, 95% confidence interval (CI): (0.753; 0.992)]. Comparing the results from morphological and biochemical imaging, a correlation was found between MOCART score and CEST ratio [ρ = −0.749, 95% CI: (−0.944; −0.169)]. Comparing the results from clinical scores with MRI, a correlation between modified Lysholm and T2-mapping [ρ = −0.667, 95% CI: (−0.992; −0.005)] was observed.ConclusionLong-term clinical outcome in patients 7.9 years after AOT was good, but did not correlate with morphological and biochemical imaging results except for T2-mapping

    Erratum: Micromachined Fabry-PĂ©rot Interferometer with Embedded Nanochannels for Nanoscale Fluid Dynamics

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    In ref 1, the erroneous numbers are not discussed in detail, yet we brieïŹ‚y noted, p 349, the observation of an enhanced ïŹżlling speed with respect to the Lucas Washburn equation...

    Micromachined Fabry-Perot interferometer with embedded nanochannels for nanoscale fluid dynamics

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    We describe a microfabricated Fabry-PĂ©rot interferometer with nanochannels of various heights between 6 and 20 nm embedded in its cavity. By multiple beam interferometry, the device enables the study of liquid behavior in the nanochannels without using fluorescent substances. During filling studies of ethanol and water, an intriguing filling mode for partially wetting water was observed, tentatively attributed to the entrapment of a large amount of gas inside the channels

    Lagrangian description of the fluid flow with vorticity in the relativistic cosmology

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    We develop the Lagrangian perturbation theory in the general relativistic cosmology, which enables us to take into account the vortical effect of the dust matter. Under the Lagrangian representation of the fluid flow, the propagation equation for the vorticity as well as the density is exactly solved. Based on this, the coupling between the density and vorticity is clarified in a non-perturbative way. The relativistic correspondence to the Lagrangian perturbation theory in the Newtonian cosmology is also emphasized.Comment: 14 pages (RevTeX); accepted for publication in Phys. Rev.

    Search for direct production of charginos and neutralinos in events with three leptons and missing transverse momentum in √s = 7 TeV pp collisions with the ATLAS detector

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    A search for the direct production of charginos and neutralinos in final states with three electrons or muons and missing transverse momentum is presented. The analysis is based on 4.7 fb−1 of proton–proton collision data delivered by the Large Hadron Collider and recorded with the ATLAS detector. Observations are consistent with Standard Model expectations in three signal regions that are either depleted or enriched in Z-boson decays. Upper limits at 95% confidence level are set in R-parity conserving phenomenological minimal supersymmetric models and in simplified models, significantly extending previous results

    Jet size dependence of single jet suppression in lead-lead collisions at sqrt(s(NN)) = 2.76 TeV with the ATLAS detector at the LHC

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    Measurements of inclusive jet suppression in heavy ion collisions at the LHC provide direct sensitivity to the physics of jet quenching. In a sample of lead-lead collisions at sqrt(s) = 2.76 TeV corresponding to an integrated luminosity of approximately 7 inverse microbarns, ATLAS has measured jets with a calorimeter over the pseudorapidity interval |eta| < 2.1 and over the transverse momentum range 38 < pT < 210 GeV. Jets were reconstructed using the anti-kt algorithm with values for the distance parameter that determines the nominal jet radius of R = 0.2, 0.3, 0.4 and 0.5. The centrality dependence of the jet yield is characterized by the jet "central-to-peripheral ratio," Rcp. Jet production is found to be suppressed by approximately a factor of two in the 10% most central collisions relative to peripheral collisions. Rcp varies smoothly with centrality as characterized by the number of participating nucleons. The observed suppression is only weakly dependent on jet radius and transverse momentum. These results provide the first direct measurement of inclusive jet suppression in heavy ion collisions and complement previous measurements of dijet transverse energy imbalance at the LHC.Comment: 15 pages plus author list (30 pages total), 8 figures, 2 tables, submitted to Physics Letters B. All figures including auxiliary figures are available at http://atlas.web.cern.ch/Atlas/GROUPS/PHYSICS/PAPERS/HION-2011-02

    Measurement of the top pair production cross section in 8 TeV proton-proton collisions using kinematic information in the lepton plus jets final state with ATLAS

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    A measurement is presented of the ttˉt\bar{t} inclusive production cross-section in pppp collisions at a center-of-mass energy of s=8\sqrt{s}=8 TeV using data collected by the ATLAS detector at the CERN Large Hadron Collider. The measurement was performed in the lepton+jets final state using a data set corresponding to an integrated luminosity of 20.3 fb−1^{-1}. The cross-section was obtained using a likelihood discriminant fit and bb-jet identification was used to improve the signal-to-background ratio. The inclusive ttˉt\bar{t} production cross-section was measured to be 260±1(stat.)−23+22(syst.)±8(lumi.)±4(beam)260\pm 1{\textrm{(stat.)}} ^{+22}_{-23} {\textrm{(syst.)}}\pm 8{\textrm{(lumi.)}}\pm 4{\mathrm{(beam)}} pb assuming a top-quark mass of 172.5 GeV, in good agreement with the theoretical prediction of 253−15+13253^{+13}_{-15} pb. The ttˉ→(e,ÎŒ)+jetst\bar{t}\to (e,\mu)+{\mathrm{jets}} production cross-section in the fiducial region determined by the detector acceptance is also reported.Comment: Published version, 19 pages plus author list (35 pages total), 3 figures, 2 tables, all figures including auxiliary figures are available at http://atlas.web.cern.ch/Atlas/GROUPS/PHYSICS/PAPERS/TOPQ-2013-06

    Search for a CP-odd Higgs boson decaying to Zh in pp collisions at √s=8TeV with the ATLAS detector

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    A search for a heavy, CP-odd Higgs boson, A, decaying into a Zboson and a 125GeV Higgs boson, h, with the ATLAS detector at the LHC is presented. The search uses proton–proton collision data at a centre-of-mass energy of 8TeV corresponding to an integrated luminosity of 20.3fb−1. Decays of CP-even hbosons to ττor bbpairs with the Zboson decaying to electron or muon pairs are considered, as well as h →bbdecays with the Zboson decaying to neutrinos. No evidence for the production of an Aboson in these channels is found and the 95% confidence level upper limits derived for σ(gg→A) ×BR(A →Zh) ×BR(h →fÂŻf)are 0.098–0.013pb for f=τand 0.57–0.014pb for f=bin a range of mA=220–1000GeV. The results are combined and interpreted in the context of two-Higgs-doublet models. Published by Elsevier B.V. This is an open access article under the CC BY license (http://creativecommons
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