Prospects for Observing the low-density Cosmic Web in Lyman-alpha Emission

Mapping the intergalactic medium (IGM) in Lyman-$\alpha$ emission would yield unprecedented tomographic information on the large-scale distribution of baryons and potentially provide new constraints on the UV background and various feedback processes relevant to galaxy formation. Here, we use a cosmological hydrodynamical simulation to examine the Lyman-$\alpha$ emission of the IGM due to collisional excitations and recombinations in the presence of a UV background. We focus on gas in large-scale-structure filaments in which Lyman-$\alpha$ radiative transfer effects are expected to be moderate. At low density the emission is primarily due to fluorescent re-emission of the ionising UV background due to recombinations, while collisional excitations dominate at higher densities. We discuss prospects of current and future observational facilities to detect this emission and find that the emission of filaments of the cosmic web will typically be dominated by the halos and galaxies embedded in them, rather than by the lower density filament gas outside halos. Detecting filament gas directly would require a very long exposure with a MUSE-like instrument on the ELT. Our most robust predictions that act as lower limits indicate this would be slightly less challenging at lower redshifts ($z \lesssim 4$). We also find that there is a large amount of variance between fields in our mock observations. High-redshift protoclusters appear to be the most promising environment to observe the filamentary IGM in Lyman-$\alpha$ emission.Comment: 20 pages, 13 figures. Accepted for publication in Astronomy & Astrophysics. Accepted version contains several revisions following suggestions made in the review proces

Efficiency of S&P CNX Nifty Index Option of the National Stock Exchange (NSE), India, using Box Spread Arbitrage Strategy

Box spread is a trading strategy in which one simultaneously buys and sells options having the same underlying asset and time to expiration, but different exercise prices. This study examined the efficiency of European style S&P CNX Nifty Index options of National Stock Exchange, (NSE) India by making use of high-frequency data on put and call options written on Nifty (Time-stamped transactions data) for the time period between 1st January 2002 and 31st December 2005 using box-spread arbitrage strategy. The advantages of box-spreads include reduced joint hypothesis problem since there is no consideration of pricing model or market equilibrium, no consideration of inter-market non-synchronicity since trading box spreads involve only one market, computational simplicity with less chances of mis-specification error, estimation error and the fact that buying and selling box spreads more or less replicates risk-free lending and borrowing. One thousand three hundreds and fifty eight exercisable box-spreads were found for the time period considered of which 78 Box spreads were found to be profitable after incorporating transaction costs (32 profitable box spreads were identified for the year 2002, 19 in 2003, 14 in 2004 and 13 in 2005) The results of our study suggest that internal option market efficiency has improved over the years for S&P CNX Nifty Index options of NSE India.    

A Unique Case of Bilateral Valsalva Retinopathy

This is a Photo Essay and does not have an abstract