4,957 research outputs found
Solar X-ray spectrum reproduced in vacuum
Desired low energy X rays are produced by modifying commercial ion tubes and combining them with standard power supplies and control circuitry. These X rays have less deviation from the solar X ray spectrum in energy and intensity
Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework
This paper provides an insight to the time-varying dynamics of the shape of
the distribution of financial return series by proposing an exponential
weighted moving average model that jointly estimates volatility, skewness and
kurtosis over time using a modified form of the Gram-Charlier density in which
skewness and kurtosis appear directly in the functional form of this density.
In this setting VaR can be described as a function of the time-varying higher
moments by applying the Cornish-Fisher expansion series of the first four
moments. An evaluation of the predictive performance of the proposed model in
the estimation of 1-day and 10-day VaR forecasts is performed in comparison
with the historical simulation, filtered historical simulation and GARCH model.
The adequacy of the VaR forecasts is evaluated under the unconditional,
independence and conditional likelihood ratio tests as well as Basel II
regulatory tests. The results presented have significant implications for risk
management, trading and hedging activities as well as in the pricing of equity
derivatives
Gravitational collapse of plasmas in General Relativity
We provide a covariant derivation of plasma physics coupled to gravitation by
utilizing the 3+1 formulation of general relativity, including a discussion of
the Lorentz force law. We then reduce the system to the spherically symmetric
case and show that all regions of the spacetime can be represented in a single
coordinate system, thus revoking the need for junction conditions. We further
show that the region exterior to the collapsing region is naturally described
by the charged Vaidya spacetime in non-null coordinates.Comment: Talk given at the Spanish Relativity Meeting, Tenerife, September
200
Quantum criticality of the sub-ohmic spin-boson model
We revisit the critical behavior of the sub-ohmic spin-boson model. Analysis
of both the leading and subleading terms in the temperature dependence of the
inverse static local spin susceptibility at the quantum critical point,
calculated using a numerical renormalization-group method, provides evidence
that the quantum critical point is interacting in cases where the
quantum-to-classical mapping would predict mean-field behavior. The subleading
term is shown to be consistent with an w/T scaling of the local dynamical
susceptibility, as is the leading term. The frequency and temperature
dependences of the local spin susceptibility in the strong-coupling
(delocalized) regime are also presented. We attribute the violation of the
quantum-to-classical mapping to a Berry-phase term in a continuum path-integral
representation of the model. This effect connects the behavior discussed here
with its counterparts in models with continuous spin symmetry.Comment: 9 pages, 10 figure
Universal out-of-equilibrium Transport in Kondo-correlated quantum dots: Renormalized dual Fermions on the Keldysh contour
The nonlinear conductance of semiconductor heterostructures and single
molecule devices exhibiting Kondo physics has recently attracted attention. We
address the observed sample dependence of the measured steady state transport
coefficients by considering additional electronic contributions in the
effective low-energy model underlying these experiments that are absent in
particle-hole symmetric setups. A novel version of the superperturbation theory
of Hafermann et al. in terms of dual fermions is developed, which correctly
captures the low-temperature behavior. We compare our results with the measured
transport coefficients.Comment: 5 pages, 2 figure
Climate model simulation of winter warming and summer cooling following the 1991 Mount Pinatubo volcanic eruption
We simulate climate change for the 2-year period following the eruption of Mount Pinatubo in the Philippines on June 15, 1991, with the ECHAM4 general circulation model (GCM). The model was forced by realistic aerosol spatial-time distributions and spectral radiative characteristics calculated using Stratospheric Aerosol, and Gas Experiment II extinctions and Upper Atmosphere Research Satellite-retrieved effective radii. We calculate statistical ensembles of GCM simulations with and without volcanic aerosols for 2 years after the eruption for three different sea surface temperatures (SSTs): climatological SST, El Nino-type SST of 1991-1993, and La Nina-type SST of 1984-1986. We performed detailed comparisons of calculated fields with observations, We analyzed the atmospheric response to Pinatubo radiative forcing and the ability of the GCM to reproduce it with different SSTs. The temperature of the tropical lower stratosphere increased by 4 K because of aerosol absorption of terrestrial longwave and solar near-infrared radiation. The heating is larger than observed, but that is because in this simulation we did not account for quasi-biennial oscillation (QBO) cooling and the cooling effects of volcanically induced ozone depletion. We estimated that both QBO and ozone depletion decrease the stratospheric temperature by about 2 K. The remaining 2 K stratospheric warming is in good agreement with observations. By comparing the runs with the Pinatubo aerosol forcing with those with no aerosols, we find that the model calculates a general cooling of the global troposphere, but with a clear winter warming pattern of surface air temperature over Northern Hemisphere continents. This pattern is consistent with the observed temperature patterns. The stratospheric heating and tropospheric summer cooling are directly caused by aerosol radiative effects, but the winter warming is indirect, produced by dynamical responses to the enhanced stratospheric latitudinal temperature gradient. The aerosol radiative forcing, stratospheric thermal response, and summer tropospheric cooling do not depend significantly on SST. The stratosphere-troposphere dynamic interactions and tropospheric climate response in winter are sensitive to SST
Generalized Parton Distributions of ^3He
A realistic microscopic calculation of the unpolarized quark Generalized
Parton Distribution (GPD) of the nucleus is presented. In
Impulse Approximation, is obtained as a convolution between the GPD of
the internal nucleon and the non-diagonal spectral function, describing
properly Fermi motion and binding effects. The proposed scheme is valid at low
values of , the momentum transfer to the target, the most relevant
kinematical region for the coherent channel of hard exclusive processes. The
obtained formula has the correct forward limit, corresponding to the standard
deep inelastic nuclear parton distributions, and first moment, giving the
charge form factor of . Nuclear effects, evaluated by a modern realistic
potential, are found to be larger than in the forward case. In particular, they
increase with increasing the momentum transfer when the asymmetry of the
process is kept fixed, and they increase with the asymmetry at fixed momentum
transfer. Another relevant feature of the obtained results is that the nuclear
GPD cannot be factorized into a -dependent and a
-independent term, as suggested in prescriptions proposed for finite
nuclei. The size of nuclear effects reaches 8 % even in the most important part
of the kinematical range under scrutiny. The relevance of the obtained results
to study the feasibility of experiments is addressed.Comment: 23 pages, 8 figures; Discussion in section II enlarged; discussion in
section IV shortened. Final version accepted by Phys. Rev.
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