1,415 research outputs found
Prospects for Observing the low-density Cosmic Web in Lyman-alpha Emission
Mapping the intergalactic medium (IGM) in Lyman- 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- 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- 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 (). 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- 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.   Â
A Unique Case of Bilateral Valsalva Retinopathy
This is a Photo Essay and does not have an abstract
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