General equilibrium in asset markets with or without short-selling

Equilibrium Theory;Assets

A model for a large investor trading at market indifference prices. I: single-period case

We develop a single-period model for a large economic agent who trades with market makers at their utility indifference prices. A key role is played by a pair of conjugate saddle functions associated with the description of Pareto optimal allocations in terms of the utility function of a representative market maker.Comment: Shorten from 69 to 30 pages due to referees' requests; a part of the previous version has been moved to "The stochastic field of aggregate utilities and its saddle conjugate", arXiv:1310.728

The 2009 edition of the GEISA spectroscopic database

The updated 2009 edition of the spectroscopic database GEISA (Gestionet Etudedes Informations Spectroscopiques Atmospheriques ; Management and Study of Atmospheric Spectroscopic Information) is described in this paper. GEISA is a computer-accessible system comprising three independent sub-databases devoted, respectively, to: line parameters, infrared and ultraviolet/visible absorption cross-sections, microphysical and optical properties of atmospheric aerosols. In this edition, 50 molecules are involved in the line parameters sub-database, including 111 isotopologues, for a total of 3,807,997 entries, in the spectral range from 10-6 to 35,877.031cm-1. GEISA, continuously developed and maintained at LMD (Laboratoirede Meteorologie Dynamique, France) since 1976, is implemented on the IPSL/CNRS(France) ‘‘Ether’’ Products and Services Centre WEB site (http://ether.ipsl.jussieu.fr), where all archived spectroscopic data can be handled through general and user friendly associated managements of software facilities. More than 350 researchers are registered for online use of GEISA

Search for the doubly heavy baryon Ξbc+\it{\Xi}_{bc}^{+} decaying to J/ψΞc+J/\it{\psi} \it{\Xi}_{c}^{+}

A first search for the $\it{\Xi}_{bc}^{+}\to J/\it{\psi}\it{\Xi}_{c}^{+}$ decay is performed by the LHCb experiment with a data sample of proton-proton collisions, corresponding to an integrated luminosity of $9\,\mathrm{fb}^{-1}$ recorded at centre-of-mass energies of 7, 8, and $13\mathrm{\,Te\kern -0.1em V}$. Two peaking structures are seen with a local (global) significance of $4.3\,(2.8)$ and $4.1\,(2.4)$ standard deviations at masses of $6571\,\mathrm{Me\kern -0.1em V\!/}c^2$ and $6694\,\mathrm{Me\kern -0.1em V\!/}c^2$, respectively. Upper limits are set on the $\it{\Xi}_{bc}^{+}$ baryon production cross-section times the branching fraction relative to that of the $B_{c}^{+}\to J/\it{\psi} D_{s}^{+}$ decay at centre-of-mass energies of 8 and $13\mathrm{\,Te\kern -0.1em V}$, in the $\it{\Xi}_{bc}^{+}$ and in the $B_{c}^{+}$ rapidity and transverse-momentum ranges from 2.0 to 4.5 and 0 to $20\,\mathrm{Ge\kern -0.1em V\!/}c$, respectively. Upper limits are presented as a function of the $\it{\Xi}_{bc}^{+}$ mass and lifetime.Comment: All figures and tables, along with machine-readable versions and any supplementary material and additional information, are available at https://cern.ch/lhcbproject/Publications/p/LHCb-PAPER-2022-005.html (LHCb public pages

Search for Gravitational Waves Associated with Gamma-Ray Bursts Detected by Fermi and Swift during the LIGO-Virgo Run O3b

We search for gravitational-wave signals associated with gamma-ray bursts (GRBs) detected by the Fermi and Swift satellites during the second half of the third observing run of Advanced LIGO and Advanced Virgo (2019 November 1 15:00 UTC-2020 March 27 17:00 UTC). We conduct two independent searches: A generic gravitational-wave transients search to analyze 86 GRBs and an analysis to target binary mergers with at least one neutron star as short GRB progenitors for 17 events. We find no significant evidence for gravitational-wave signals associated with any of these GRBs. A weighted binomial test of the combined results finds no evidence for subthreshold gravitational-wave signals associated with this GRB ensemble either. We use several source types and signal morphologies during the searches, resulting in lower bounds on the estimated distance to each GRB. Finally, we constrain the population of low-luminosity short GRBs using results from the first to the third observing runs of Advanced LIGO and Advanced Virgo. The resulting population is in accordance with the local binary neutron star merger rate. © 2022. The Author(s). Published by the American Astronomical Society

Narrowband Searches for Continuous and Long-duration Transient Gravitational Waves from Known Pulsars in the LIGO-Virgo Third Observing Run

Isolated neutron stars that are asymmetric with respect to their spin axis are possible sources of detectable continuous gravitational waves. This paper presents a fully coherent search for such signals from eighteen pulsars in data from LIGO and Virgo's third observing run (O3). For known pulsars, efficient and sensitive matched-filter searches can be carried out if one assumes the gravitational radiation is phase-locked to the electromagnetic emission. In the search presented here, we relax this assumption and allow both the frequency and the time derivative of the frequency of the gravitational waves to vary in a small range around those inferred from electromagnetic observations. We find no evidence for continuous gravitational waves, and set upper limits on the strain amplitude for each target. These limits are more constraining for seven of the targets than the spin-down limit defined by ascribing all rotational energy loss to gravitational radiation. In an additional search, we look in O3 data for long-duration (hours-months) transient gravitational waves in the aftermath of pulsar glitches for six targets with a total of nine glitches. We report two marginal outliers from this search, but find no clear evidence for such emission either. The resulting duration-dependent strain upper limits do not surpass indirect energy constraints for any of these targets. © 2022. The Author(s). Published by the American Astronomical Society

Search for gravitational-wave transients associated with magnetar bursts in advanced LIGO and advanced Virgo data from the third observing run

Gravitational waves are expected to be produced from neutron star oscillations associated with magnetar giant f lares and short bursts. We present the results of a search for short-duration (milliseconds to seconds) and longduration (∼100 s) transient gravitational waves from 13 magnetar short bursts observed during Advanced LIGO, Advanced Virgo, and KAGRA’s third observation run. These 13 bursts come from two magnetars, SGR1935 +2154 and SwiftJ1818.0−1607. We also include three other electromagnetic burst events detected by FermiGBM which were identified as likely coming from one or more magnetars, but they have no association with a known magnetar. No magnetar giant flares were detected during the analysis period. We find no evidence of gravitational waves associated with any of these 16 bursts. We place upper limits on the rms of the integrated incident gravitational-wave strain that reach 3.6 × 10−²³ Hz at 100 Hz for the short-duration search and 1.1 ×10−²² Hz at 450 Hz for the long-duration search. For a ringdown signal at 1590 Hz targeted by the short-duration search the limit is set to 2.3 × 10−²² Hz. Using the estimated distance to each magnetar, we derive upper limits upper limits on the emitted gravitational-wave energy of 1.5 × 1044 erg (1.0 × 1044 erg) for SGR 1935+2154 and 9.4 × 10^43 erg (1.3 × 1044 erg) for Swift J1818.0−1607, for the short-duration (long-duration) search. Assuming isotropic emission of electromagnetic radiation of the burst fluences, we constrain the ratio of gravitational-wave energy to electromagnetic energy for bursts from SGR 1935+2154 with the available fluence information. The lowest of these ratios is 4.5 × 103

A joint Fermi-GBM and Swift-BAT analysis of gravitational-wave candidates from the third gravitational-wave observing run

We present Fermi Gamma-ray Burst Monitor (Fermi-GBM) and Swift Burst Alert Telescope (Swift-BAT) searches for gamma-ray/X-ray counterparts to gravitational-wave (GW) candidate events identified during the third observing run of the Advanced LIGO and Advanced Virgo detectors. Using Fermi-GBM onboard triggers and subthreshold gamma-ray burst (GRB) candidates found in the Fermi-GBM ground analyses, the Targeted Search and the Untargeted Search, we investigate whether there are any coincident GRBs associated with the GWs. We also search the Swift-BAT rate data around the GW times to determine whether a GRB counterpart is present. No counterparts are found. Using both the Fermi-GBM Targeted Search and the Swift-BAT search, we calculate flux upper limits and present joint upper limits on the gamma-ray luminosity of each GW. Given these limits, we constrain theoretical models for the emission of gamma rays from binary black hole mergers