4,516 research outputs found
Superconducting cosmic strings as sources of cosmological fast radio bursts
In this paper we calculate the radio burst signals from three kinds of
structures of superconducting cosmic strings. By taking into account the
observational factors including scattering and relativistic effects, we derive
the event rate of radio bursts as a function of redshift with the theoretical
parameters and of superconducting strings. Our analyses
show that cusps and kinks may have noticeable contributions to the event rate
and in most cases cusps would dominate the contribution, while the kink-kink
collisions tend to have secondary effects. By fitting theoretical predictions
with the normalized data of fast radio bursts, we for the first time constrain
the parameter space of superconducting strings and report that the parameter
space of and fit the observation well although the statistic
significance is low due to the lack of observational data. Moreover, we derive
two types of best fittings, with one being dominated by cusps with a redshift
, and the other dominated by kinks at the range of the maximal event
rate.Comment: 13 pages, 2 figures, 1 table; references update
Bounding Option Prices Using SDP With Change Of Numeraire
Recently, given the first few moments, tight upper and lower bounds of the no arbitrage prices can be obtained by solving semidefinite programming (SDP) or linear programming (LP) problems. In this paper, we compare SDP and LP formulations of the European-style options pricing problem and prefer SDP formulations due to the simplicity of moments constraints. We propose to employ the technique of change of numeraire when using SDP to bound the European type of options. In fact, this problem can then be cast as a truncated Hausdorff moment problem which has necessary and sufficient moment conditions expressed by positive semidefinite moment and localizing matrices. With four moments information we show stable numerical results for bounding European call options and exchange options. Moreover, A hedging strategy is also identified by the dual formulation.moments of measures, semidefinite programming, linear programming, options pricing, change of numeraire
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