6,879 research outputs found
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 kdd\tau_h \geq 22
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 - and -states below
the Fermi level. With increasing distance to the -hole lifetimes get
shorter because of the rapidly increasing density of d-states and contributions
of intra--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
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