12,103 research outputs found
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Application of stochastic methods in the valuation of social security pension schemes
A Model of Two Dimensional Turbulence Using Random Matrix Theory
We derive a formula for the entropy of two dimensional incompressible
inviscid flow, by determining the volume of the space of vorticity
distributions with fixed values for the moments Q_k= \int_w(x)^k d^2 x. This
space is approximated by a sequence of spaces of finite volume, by using a
regularization of the system that is geometrically natural and connected with
the theory of random matrices. In taking the limit we get a simple formula for
the entropy of a vortex field. We predict vorticity distributions of maximum
entropy with given mean vorticity and enstrophy; also we predict the
cylindrically symmetric vortex field with maximum entropy. This could be an
approximate description of a hurricane.Comment: latex, 12 pages, 2 figures, acknowledgement adde
Determination of mass of IGR J17091-3624 from "Spectro-Temporal" variations during onset-phase of the 2011 outburst
The 2011 outburst of the black hole candidate IGR J17091-3624 followed the
canonical track of state transitions along with the evolution of Quasi-Periodic
Oscillation (QPO) frequencies before it began exhibiting various variability
classes similar to GRS 1915+105. We use this canonical evolution of spectral
and temporal properties to determine the mass of IGR J17091-3624, using three
different methods, viz : Photon Index () - QPO frequency ()
correlation, QPO frequency () - Time (day) evolution and broadband
spectral modelling based on Two Component Advective Flow. We provide a combined
mass estimate for the source using a Naive Bayes based joint likelihood
approach. This gives a probable mass range of 11.8 M - 13.7
M. Considering each individual estimate and taking the lowermost and
uppermost bounds among all three methods, we get a mass range of 8.7
M - 15.6 M with 90% confidence. We discuss the probable
implications of our findings in the context of two component accretion flow.Comment: 10 pages, 5 figures (4 in colour), 2 tables. Accepted for publication
in Ap
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A reason for unreason: returns based beliefs in game theory
Players cooperate in experiments more than game theory would predict. We introduce the ‘returns-based beliefs’ approach: the expected returns of a particular strategy in proportion to total expected returns of all strategies. Using a decision analytic solution concept, Luce’s (1959) probabilistic choice model, and ‘hyperpriors’ for ambiguity in players’ cooperability, our approach explains empirical observations in various classes of games including the Prisoner’s and Traveler’s Dilemmas. Testing the closeness of fit of our model on Selten and Chmura (2008) data for completely mixed 2 × 2 games shows that with loss aversion, returns-based beliefs explain the data better than other equilibrium concepts
Pan-African alkali granites and syenites of Kerala as imprints of taphrogenic magmatism in the South Indian shield
Granite and syenite plutons with alkaline affinities ranging in age from 550 to 750 Ma sporadically puncture the Precambrian granulites of the Kerala region. All the bodies are small (20 to 60 sq km), E-W to NW-SE elongated elliptical intrusives with sharp contacts and lie on or close to major late Proterozoic lineaments. Geochemical plots of A-F-M and An-Ab-Or relations show an apparent alkali enrichment trend on the former, but the plutons define relatively distinct fields on the latter. Most of the plutons are adamellitic to granitic by chemistry. The variations of SiO2 with log sub 10 K2O/MgO (1) brings out the distinct alkaline nature of the plutons. Some of the granites are extremely potassic, like the Peralimala pluton, which shows up to 11.8 percent K2O. On a SiO2-Al2O3-Na2O+K2O (mol percent) plot, the plutons vary from peraluminous to peralkaline, but none are nepheline normative. Low MgO, low to moderate CaO and high Fe2O3/FeO values are other common characteristics. Among trace elements, depletion of Ba, Sr and Rb with high K/Ba and K/Rb values are typical. Overall, the plutons show a trend of decreasing K/Rb ratio with increasing K content. Individual plutons show more clearly defined trends similar to those from granitic masses characterized by plagioclase fractionation
A Framework for Finding Anomalous Objects at the LHC
Search for new physics events at the LHC mostly rely on the assumption that
the events are characterized in terms of standard-reconstructed objects such as
isolated photons, leptons, and jets initiated by QCD-partons. While such
strategy works for a vast majority of physics beyond the standard model
scenarios, there are examples aplenty where new physics give rise to anomalous
objects (such as collimated and equally energetic particles, decays due to long
lived particles etc.) in the detectors, which can not be classified as any of
the standard-objects. Varied methods and search strategies have been proposed,
each of which is trained and optimized for specific models, topologies, and
model parameters. Further, as LHC keeps excluding all expected candidates for
new physics, the need for a generic method/tool that is capable of finding the
unexpected can not be understated. In this paper, we propose one such method
that relies on the philosophy that all anomalous objects are
standard-objects. The anomaly finder, we suggest, simply is a collection of
vetoes that eliminate all standard-objects up to a pre-determined acceptance
rate. Any event containing at least one anomalous object (that passes all these
vetoes), can be identified as a candidate for new physics. Subsequent offline
analyses can determine the nature of the anomalous object as well as of the
event, paving a robust way to search for these new physics scenarios in a
model-independent fashion. Further, since the method relies on learning only
the standard-objects, for which control samples are readily available from
data, one can build the analysis in an entirely data-driven way.Comment: 32 pages, 5 tables and 12 figures; v2: references added; v3:
Practical guideline given for implementation at the LHC, comments added on
the possibility of inclusion of Muons and b-jets in the framework. Accepted
for publication in Nuclear Physics B; v4: Title fixed from v3 to match
journal version, funding information update
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