Paired accelerated arames: The perfect interferometer with everywhere smooth wave amplitudes

Rindler's acceleration-induced partitioning of spacetime leads to a nature-given interferometer. It accomodates quantum mechanical and wave mechanical processes in spacetime which in (Euclidean) optics correspond to wave processes in a ``Mach-Zehnder'' interferometer: amplitude splitting, reflection, and interference. These processes are described in terms of amplitudes which behave smoothly across the event horizons of all four Rindler sectors. In this context there arises quite naturally a complete set of orthonormal wave packet histories, one of whose key properties is their "explosivity index". In the limit of low index values the wave packets trace out fuzzy world lines. By contrast, in the asymptotic limit of high index values, there are no world lines, not even fuzzy ones. Instead, the wave packet histories are those of entities with non-trivial internal collapse and explosion dynamics. Their details are described by the wave processes in the above-mentioned Mach-Zehnder interferometer. Each one of them is a double slit interference process. These wave processes are applied to elucidate the amplification of waves in an accelerated inhomogeneous dielectric. Also discussed are the properties and relationships among the transition amplitudes of an accelerated finite-time detector.Comment: 38 pages, RevTex, 10 figures, 4 mathematical tutorials. Html version of the figures and of related papers available at http://www.math.ohio-state.edu/~gerlac

Natural linewidth analysis of d-band photoemission from Ag(110)

We report a high-resolution angle-resolved study of photoemission linewidths observed for Ag(110). A careful data analysis yields k$-resolved upper limits for the inverse inelastic lifetimes of$d$-holes at the X-point of the bulk band structure. At the upper$d$-band edge the hole-lifetime is$\tau_h \geq 22 $fs, i.e. more than one order of magnitude larger than predicted for a free-electron gas. Following calculations for$d$-hole dynamics in Cu (I.\ Campillo et al., Phys. Rev. Lett., in press) we interpret the lifetime enhancement by a small scattering cross-section of $d$- and $sp$-states below the Fermi level. With increasing distance to $E_F$ the $d$-hole lifetimes get shorter because of the rapidly increasing density of d-states and contributions of intra-$d$-band scattering processes, but remain clearly above free-electron-model predictions.Comment: 14 pages, 7 figure

Quantum Mechanical Carrier of the Imprints of Gravitation

We exhibit a purely quantum mechanical carrier of the imprints of gravitation by identifying for a relativistic system a property which (i) is independent of its mass and (ii) expresses the Poincare invariance of spacetime in the absence of gravitation. This carrier consists of the phase and amplitude correlations of waves in oppositely accelerating frames. These correlations are expressed as a Klein-Gordon-equation-determined vector field whose components are the ``Planckian power'' and the ``r.m.s. thermal fluctuation'' spectra. The imprints themselves are deviations away from this vector field.Comment: 8 pages, RevTex. Html version of this and related papers on accelerated frames available at http://www.math.ohio-state.edu/~gerlac

Test Beam Results of Geometry Optimized Hybrid Pixel Detectors

The Multi-Chip-Module-Deposited (MCM-D) technique has been used to build hybrid pixel detector assemblies. This paper summarises the results of an analysis of data obtained in a test beam campaign at CERN. Here, single chip hybrids made of ATLAS pixel prototype read-out electronics and special sensor tiles were used. They were prepared by the Fraunhofer Institut fuer Zuverlaessigkeit und Mikrointegration, IZM, Berlin, Germany. The sensors feature an optimized sensor geometry called equal sized bricked. This design enhances the spatial resolution for double hits in the long direction of the sensor cells.Comment: Contribution to Proceedings of Pixel2005 Workshop, Bonn Germany 200

Bubble wall perturbations coupled with gravitational waves

We study a coupled system of gravitational waves and a domain wall which is the boundary of a vacuum bubble in de Sitter spacetime. To treat the system, we use the metric junction formalism of Israel. We show that the dynamical degree of the bubble wall is lost and the bubble wall can oscillate only while the gravitational waves go across it. It means that the gravitational backreaction on the motion of the bubble wall can not be ignored.Comment: 23 pages with 3 eps figure

Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intra-day Range

Value-at-Risk (VaR) is commonly used for financial risk measurement. It has recently become even more important, especially during the 2008-09 global financial crisis. We pro- pose some novel nonlinear threshold conditional autoregressive VaR (CAViaR) models that incorporate intra-day price ranges. Model estimation and inference are performed using the Bayesian approach via the link with the Skewed-Laplace distribution. We examine how a range of risk models perform during the 2008-09 financial crisis, and evaluate how the crisis aects the performance of risk models via forecasting VaR. Empirical analysis is conducted on five Asia-Pacific Economic Cooperation stock market indices as well as two exchange rate series. We examine violation rates, back-testing criteria, market risk charges and quantile loss function values to measure and assess the forecasting performance of a variety of risk models. The proposed threshold CAViaR model, incorporating range information, is shown to forecast VaR more eficiently than other models, across the series considered, which should be useful for financial practitioners.Value-at-Risk; CAViaR model; Skewed-Laplace distribution; intra-day range; backtesting, Markov chain Monte Carlo.

Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intra-day Range

Value-at-Risk (VaR) is commonly used for financial risk measurement. It has recently become even more important, especially during the 2008-09 global financial crisis. We propose some novel nonlinear threshold conditional autoregressive VaR (CAViaR) models that incorporate intra-day price ranges. Model estimation and inference are performed using the Bayesian approach via the link with the Skewed-Laplace distribution. We examine how a range of risk models perform during the 2008-09 financial crisis, and evaluate how the crisis affects the performance of risk models via forecasting VaR. Empirical analysis is conducted on five Asia-Pacific Economic Cooperation stock market indices as well as two exchange rate series. We examine violation rates, back-testing criteria, market risk charges and quantile loss function values to measure and assess the forecasting performance of a variety of risk models. The proposed threshold CAViaR model, incorporating range information, is shown to forecast VaR more efficiently than other models, across the series considered, which should be useful for financial practitioners.Value-at-Risk; CAViaR model; Skewed-Laplace distribution; intra-day range; backtesting; Markov chain Monte Carlo