Common stochastic trends and aggregation in heterogeneous panels

In nonstationary heterogeneous panels where the number of units is finite and where each unit cointegrates, a large number of conditions needs to be satisfied for cointegration to be preserved in the aggregate relationship. In reality, the conditions most likely will not hold. This paper takes a closer look at what happens when the conditions are violated. In this case, the question of whether an aggregate relationship is observationally equivalent to a cointegrating equation is of particular interest. We derive a measure of the degree of noncointegration of the aggregate estimates, and we explore its asymptotic properties

Finding an Effective Metric Used for Bijective S-Box Generation by Genetic Algorithms

In cryptography, S-box is a basic component of symmetric key algorithms which performs nonlinear substitution. S-boxes need to be highly nonlinear, so that the cipher can resist linear cryptanalysis. The main criteria for cryptographically strong (n × n) S-box are: • High non linearity; • High algebraic degree; • Balanced structure; • Good auto correlation properties. Our task was to give some suggestions for finding an effective metric used for generation bijective optimal S-Box. Because of the given problem’s complexity, our group considered different approaches and we gave a few suggestions for problem solving

Hybrid modeling of collaborative freight transportation planning using agent-based simulation, auction-based mechanisms, and optimization

This is the author accepted manuscript. The final version is available from SAGE Publications via the DOI in this recordThe sharing economy is a peer-to-peer economic model characterized by people and organizations sharing resources. With the emergence of such economies, an increasing number of logistics providers seek to collaborate and derive benefit from the resultant economic efficiencies, sustainable operations, and network resilience. This study investigates the potential for collaborative planning enabled through a Physical Internet-enabled logistics system in an urban area that acts as a freight transport hub with several e-commerce warehouses. Our collaborative freight transportation planning approach is realized through a three-layer structured hybrid model that includes agent-based simulation, auction mechanism, and optimization. A multi-agent model simulates a complex transportation network, an auction mechanism facilitates allocating transport services to freight requests, and a simulation–optimization technique is used to analyze strategic transportation planning under different objectives. Furthermore, sensitivity analyses and Pareto efficiency experiments are conducted to draw insights regarding the effect of parameter settings and multi-objectives. The computational results demonstrate the efficacy of our developed model and solution approach, tested on a real urban freight transportation network in a major US city

Dynamic multilateral markets

We study dynamic multilateral markets, in which players' payoffs result from intra-coalitional bargaining. The latter is modeled as the ultimatum game with exogenous (time-invariant) recognition probabilities and unanimity acceptance rule. Players in agreeing coalitions leave the market and are replaced by their replicas, which keeps the pool of market participants constant over time. In this infinite game, we establish payoff uniqueness of stationary equilibria and the emergence of endogenous cooperation structures when traders experience some degree of (heterogeneous) bargaining frictions. When we focus on market games with different player types, we derive, under mild conditions, an explicit formula for each type's equilibrium payoff as the market frictions vanish

The Lick AGN Monitoring Project 2011: Dynamical Modeling of the Broad-Line Region

We present models of the H$\beta$-emitting broad-line region (BLR) in seven Seyfert 1 galaxies from the Lick AGN (Active Galactic Nucleus) Monitoring Project 2011 sample, drawing inferences on the BLR structure and dynamics as well as the mass of the central supermassive black hole. We find that the BLR is generally a thick disk, viewed close to face-on, with preferential emission back toward the ionizing source. The dynamics in our sample range from near-circular elliptical orbits to inflowing or outflowing trajectories. We measure black hole masses of $\log_{10}(M_{\rm BH}/M_\odot) = 6.48^{+0.21}_{-0.18}$ for PG 1310$-$108, $7.50^{+0.25}_{-0.18}$ for Mrk 50, $7.46^{+0.15}_{-0.21}$ for Mrk 141, $7.58^{+0.08}_{-0.08}$ for Mrk 279, $7.11^{+0.20}_{-0.17}$ for Mrk 1511, $6.65^{+0.27}_{-0.15}$ for NGC 4593, and $6.94^{+0.14}_{-0.14}$ for Zw 229$-$015. We use these black hole mass measurements along with cross-correlation time lags and line widths to recover the scale factor $f$ used in traditional reverberation mapping measurements. Combining our results with other studies that use this modeling technique, bringing our sample size to 16, we calculate a scale factor that can be used for measuring black hole masses in other reverberation mapping campaigns. When using the root-mean-square (rms) spectrum and using the line dispersion to measure the line width, we find $\log_{10}(f_{{\rm rms},\sigma})_{\rm pred} = 0.57 \pm 0.19$. Finally, we search for correlations between $f$ and other AGN and BLR parameters and find marginal evidence that $f$ is correlated with $M_{\rm BH}$ and the BLR inclination angle, but no significant evidence of a correlation with the AGN luminosity or Eddington ratio.Comment: 26 pages, 14 figures. Accepted for publication in Ap

The Lick AGN Monitoring Project 2011: Spectroscopic Campaign and Emission-Line Light Curves

In the Spring of 2011 we carried out a 2.5 month reverberation mapping campaign using the 3 m Shane telescope at Lick Observatory, monitoring 15 low-redshift Seyfert 1 galaxies. This paper describes the observations, reductions and measurements, and data products from the spectroscopic campaign. The reduced spectra were fitted with a multicomponent model in order to isolate the contributions of various continuum and emission-line components. We present light curves of broad emission lines and the AGN continuum, and measurements of the broad H-beta line widths in mean and root-mean square (rms) spectra. For the most highly variable AGNs we also measured broad H-beta line widths and velocity centroids from the nightly spectra. In four AGNs exhibiting the highest variability amplitudes, we detect anticorrelations between broad H-beta width and luminosity, demonstrating that the broad-line region "breathes" on short timescales of days to weeks in response to continuum variations. We also find that broad H-beta velocity centroids can undergo substantial changes in response to continuum variations; in NGC 4593 the broad H-beta velocity shifted by ~250 km/s over a one-month duration. This reverberation-induced velocity shift effect is likely to contribute a significant source of confusion noise to binary black hole searches that use multi-epoch quasar spectroscopy to detect binary orbital motion. We also present results from simulations that examine biases that can occur in measurement of broad-line widths from rms spectra due to the contributions of continuum variations and photon-counting noise.Comment: 33 pages, 28 figures, accepted for publication in ApJ Supplement Serie

The Lick AGN Monitoring Project 2011: Reverberation Mapping of Markarian 50

The Lick AGN Monitoring Project 2011 observing campaign was carried out over the course of 11 weeks in Spring 2011. Here we present the first results from this program, a measurement of the broad-line reverberation lag in the Seyfert 1 galaxy Mrk 50. Combining our data with supplemental observations obtained prior to the start of the main observing campaign, our dataset covers a total duration of 4.5 months. During this time, Mrk 50 was highly variable, exhibiting a maximum variability amplitude of a factor of 4 in the U-band continuum and a factor of 2 in the H-beta line. Using standard cross-correlation techniques, we find that H-beta and H-gamma lag the V-band continuum by tau_cen = 10.64(-0.93,+0.82) and 8.43(-1.28,+1.30) days, respectively, while the lag of He II 4686 is unresolved. The H-beta line exhibits a symmetric velocity-resolved reverberation signature with shorter lags in the high-velocity wings than in the line core, consistent with an origin in a broad-line region dominated by orbital motion rather than infall or outflow. Assuming a virial normalization factor of f=5.25, the virial estimate of the black hole mass is (3.2+-0.5)*10^7 solar masses. These observations demonstrate that Mrk 50 is among the most promising nearby active galaxies for detailed investigations of broad-line region structure and dynamics.Comment: Accepted for publication in ApJ Letters. 6 pages, 4 figure

Extreme Starbursts in the Local Universe

The "Extreme starbursts in the local universe" workshop was held at the Insituto de Astrofisica de Andalucia in Granada, Spain on 21-25 June 2010. Bearing in mind the advent of a new generation of facilities such as JWST, Herschel, ALMA, eVLA and eMerlin, the aim of the workshop was to bring together observers and theorists to review the latest results. The purpose of the workshop was to address the following issues: what are the main modes of triggering extreme starbursts in the local Universe? How efficiently are stars formed in extreme starbursts? What are the star formation histories of local starburst galaxies? How well do the theoretical simulations model the observations? What can we learn about starbursts in the distant Universe through studies of their local counterparts? How important is the role of extreme starbursts in the hierarchical assembly of galaxies? How are extreme starbursts related to the triggering of AGN in the nuclei of galaxies? Overall, 41 talks and 4 posters with their corresponding 10 minutes short talks were presented during the workshop. In addition, the workshop was designed with emphasis on discussions, and therefore, there were 6 discussion sessions of up to one hour during the workshop. Here is presented a summary of the purposes of the workshop as well as a compilation of the abstracts corresponding to each of the presentations. The summary and conclusions of the workshop along with a description of the future prospects by Sylvain Veilleux can be found in the last section of this document. A photo of the assistants is included.Comment: worksho

The Lick AGN Monitoring Project 2011: Dynamical Modeling of the Broad Line Region in Mrk 50

We present dynamical modeling of the broad line region (BLR) in the Seyfert 1 galaxy Mrk 50 using reverberation mapping data taken as part of the Lick AGN Monitoring Project (LAMP) 2011. We model the reverberation mapping data directly, constraining the geometry and kinematics of the BLR, as well as deriving a black hole mass estimate that does not depend on a normalizing factor or virial coefficient. We find that the geometry of the BLR in Mrk 50 is a nearly face-on thick disk, with a mean radius of 9.6(+1.2,-0.9) light days, a width of the BLR of 6.9(+1.2,-1.1) light days, and a disk opening angle of 25\pm10 degrees above the plane. We also constrain the inclination angle to be 9(+7,-5) degrees, close to face-on. Finally, the black hole mass of Mrk 50 is inferred to be log10(M(BH)/Msun) = 7.57(+0.44,-0.27). By comparison to the virial black hole mass estimate from traditional reverberation mapping analysis, we find the normalizing constant (virial coefficient) to be log10(f) = 0.78(+0.44,-0.27), consistent with the commonly adopted mean value of 0.74 based on aligning the M(BH)-{\sigma}* relation for AGN and quiescent galaxies. While our dynamical model includes the possibility of a net inflow or outflow in the BLR, we cannot distinguish between these two scenarios.Comment: Accepted for publication in ApJ. 8 pages, 6 figure

Herschel-ATLAS: the far-infrared properties and star-formation rates of broad absorption line quasi-stellar objects

We have used data from the Herschel-ATLAS at 250, 350 and 500 \mu m to determine the far-infrared (FIR) properties of 50 Broad Absorption Line Quasars (BAL QSOs). Our sample contains 49 high-ionization BAL QSOs (HiBALs) and 1 low-ionization BAL QSO (LoBAL) which are compared against a sample of 329 non-BAL QSOs. These samples are matched over the redshift range 1.5 \leq z < 2.3 and in absolute i-band magnitude over the range -28 \leq M_{i} \leq -24. Of these, 3 BAL QSOs (HiBALs) and 27 non-BAL QSOs are detected at the > 5 sigma level. We calculate star-formation rates (SFR) for our individually detected HiBAL QSOs and the non-detected LoBAL QSO as well as average SFRs for the BAL and non-BAL QSO samples based on stacking the Herschel data. We find no difference between the HiBAL and non-BAL QSO samples in the FIR, even when separated based on differing BAL QSO classifications. Using Mrk 231 as a template, the weighted mean SFR is estimated to be \approx240\pm21 M_{\odot} yr^{-1} for the full sample, although this figure should be treated as an upper limit if AGN-heated dust makes a contribution to the FIR emission. Despite tentative claims in the literature, we do not find a dependence of {\sc C\,iv} equivalent width on FIR emission, suggesting that the strength of any outflow in these objects is not linked to their FIR output. These results strongly suggest that BAL QSOs (more specifically HiBALs) can be accommodated within a simple AGN unified scheme in which our line-of-sight to the nucleus intersects outflowing material. Models in which HiBALs are caught towards the end of a period of enhanced spheroid and black-hole growth, during which a wind terminates the star-formation activity, are not supported by the observed FIR properties.Comment: 11 pages, 4 figures, 4 tables. Accepted for publication in MNRA