The Term Structure of Expected Inflation Based on Bond and TIPS

预期通货膨胀期限结构（thetermstructureofexpectedinflation）指具有相同风险及流动性的债券，其预期通货膨胀率变化随到期日的时间长短不同而产生不同的结构。它是一个国家宏观经济政策运行效率的基准之一，同时也是一个国家获取市场对未来通货膨胀预期信息的重要手段。相对于利率的期限结构，预期通货膨胀期限结构更为复杂。本文旨在构建预期通货膨胀期限结构动态模型，即将预期通货膨胀作为一个直接的主要影响因素，运用套利定价理论的方法，构建预期通货膨胀期限结构模型。首先，基于一般债券的预期通货膨胀期限结构动态模型是在回顾了国外相关模型的基础上，利用套利定价理论和Merton的连续时间研...For the past last 30 years, tremendous progress has been made in modeling the dynamics of the term structure of interest rates and expected inflation, which plays an instrumental role in determining prices and hedging portfolios of fixed-income derivative securities. The term structure of expected inflation is a key to assessing the credibility of fiscal and monetary policies, to examining how bor...学位：经济学博士院系专业：经济学院金融系_金融学(含保险学)学号：B20011203

Pattern Recognition and Event Reconstruction in Particle Physics Experiments

This report reviews methods of pattern recognition and event reconstruction used in modern high energy physics experiments. After a brief introduction into general concepts of particle detectors and statistical evaluation, different approaches in global and local methods of track pattern recognition are reviewed with their typical strengths and shortcomings. The emphasis is then moved to methods which estimate the particle properties from the signals which pattern recognition has associated. Finally, the global reconstruction of the event is briefly addressed.Comment: 101 pages, 58 figure

The Outer Tracker Detector of the HERA-B Experiment Part I: Detector

The HERA-B Outer Tracker is a large system of planar drift chambers with about 113000 read-out channels. Its inner part has been designed to be exposed to a particle flux of up to 2.10^5 cm^-2 s^-1, thus coping with conditions similar to those expected for future hadron collider experiments. 13 superlayers, each consisting of two individual chambers, have been assembled and installed in the experiment. The stereo layers inside each chamber are composed of honeycomb drift tube modules with 5 and 10 mm diameter cells. Chamber aging is prevented by coating the cathode foils with thin layers of copper and gold, together with a proper drift gas choice. Longitudinal wire segmentation is used to limit the occupancy in the most irradiated detector regions to about 20 %. The production of 978 modules was distributed among six different laboratories and took 15 months. For all materials in the fiducial region of the detector good compromises of stability versus thickness were found. A closed-loop gas system supplies the Ar/CF4/CO2 gas mixture to all chambers. The successful operation of the HERA-B Outer Tracker shows that a large tracker can be efficiently built and safely operated under huge radiation load at a hadron collider.Comment: 28 pages, 14 figure

The Outer Tracker Detector of the HERA-B Experiment. Part II: Front-End Electronics

The HERA-B Outer Tracker is a large detector with 112674 drift chamber channels. It is exposed to a particle flux of up to 2x10^5/cm^2/s thus coping with conditions similar to those expected for the LHC experiments. The front-end readout system, based on the ASD-8 chip and a customized TDC chip, is designed to fulfil the requirements on low noise, high sensitivity, rate tolerance, and high integration density. The TDC system is based on an ASIC which digitizes the time in bins of about 0.5 ns within a total of 256 bins. The chip also comprises a pipeline to store data from 128 events which is required for a deadtime-free trigger and data acquisition system. We report on the development, installation, and commissioning of the front-end electronics, including the grounding and noise suppression schemes, and discuss its performance in the HERA-B experiment

Determination of the Michel Parameters rho, xi, and delta in tau-Lepton Decays with tau --> rho nu Tags

Using the ARGUS detector at the $e^+ e^-$ storage ring DORIS II, we have measured the Michel parameters $\rho$, $\xi$, and $\xi\delta$ for $\tau^{\pm}\to l^{\pm} \nu\bar\nu$ decays in $\tau$-pair events produced at center of mass energies in the region of the $\Upsilon$ resonances. Using $\tau^\mp \to \rho^\mp \nu$ as spin analyzing tags, we find $\rho_{e}=0.68\pm 0.04 \pm 0.08$, $\xi_{e}= 1.12 \pm 0.20 \pm 0.09$, $\xi\delta_{e}= 0.57 \pm 0.14 \pm 0.07$, $\rho_{\mu}= 0.69 \pm 0.06 \pm 0.08$, $\xi_{\mu}= 1.25 \pm 0.27 \pm 0.14$ and $\xi\delta_{\mu}= 0.72 \pm 0.18 \pm 0.10$. In addition, we report the combined ARGUS results on $\rho$, $\xi$, and $\xi\delta$ using this work und previous measurements.Comment: 10 pages, well formatted postscript can be found at http://pktw06.phy.tu-dresden.de/iktp/pub/desy97-194.p

Aging Studies for the Large Honeycomb Drift Tube System of the Outer Tracker of HERA-B

The HERA-B Outer Tracker consists of drift tubes folded from polycarbonate foil and is operated with Ar/CF4/CO2 as drift gas. The detector has to stand radiation levels which are similar to LHC conditions. The first prototypes exposed to radiation in HERA-B suffered severe radiation damage due to the development of self-sustaining currents (Malter effect). In a subsequent extended R&D program major changes to the original concept for the drift tubes (surface conductivity, drift gas, production materials) have been developed and validated for use in harsh radiation environments. In the test program various aging effects (like Malter currents, gain loss due to anode aging and etching of the anode gold surface) have been observed and cures by tuning of operation parameters have been developed.Comment: 14 pages, 6 figures, to be published in the Proceedings of the International Workshop On Aging Phenomena In Gaseous Detectors, 2-5 Oct 2001, Hamburg, German

An NLO QCD analysis of inclusive cross-section and jet-production data from the ZEUS experiment

The ZEUS inclusive differential cross-section data from HERA, for charged and neutral current processes taken with e+ and e- beams, together with differential cross-section data on inclusive jet production in e+ p scattering and dijet production in \gamma p scattering, have been used in a new NLO QCD analysis to extract the parton distribution functions of the proton. The input of jet data constrains the gluon and allows an accurate extraction of \alpha_s(M_Z) at NLO; \alpha_s(M_Z) = 0.1183 \pm 0.0028(exp.) \pm 0.0008(model) An additional uncertainty from the choice of scales is estimated as \pm 0.005. This is the first extraction of \alpha_s(M_Z) from HERA data alone.Comment: 37 pages, 14 figures, to be submitted to EPJC. PDFs available at http://durpdg.dur.ac.uk/hepdata in LHAPDFv

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

ZEUS Next-to-leading-order QCD Analysis of Data on Deep Inelastic Scattering

Next-to-leading-order QCD analyses of the ZEUS data on deep inelastic scattering together with fixed-target data have been performed, from which the gluon and quark densities of the proton and the value of the strong coupling constant (Formula presented) were extracted. The study includes a full treatment of the experimental systematic uncertainties including point-to-point correlations. The resulting uncertainties in the parton density functions are presented. A combined fit for (Formula presented) and the gluon and quark densities yields a value for (Formula presented) in agreement with the world average. The parton density functions derived from ZEUS data alone indicate the importance of HERA data in determining the sea quark and gluon distributions at low x. The limits of applicability of the theoretical formalism have been explored by comparing the fit predictions to ZEUS data at very low (Formula presented) © 2003 The American Physical Society