Influence of Super-Horizon Scales on Cosmological Observables Generated during Inflation

Using the techniques of out-of-equilibrium field theory, we study the influence on the properties of cosmological perturbations generated during inflation on observable scales coming from fluctuations corresponding today to scales much bigger than the present Hubble radius. We write the effective action for the coarse-grained inflaton perturbations integrating out the sub-horizon modes, which manifest themselves as a colored noise and lead to memory effects. Using the simple model of a scalar field with cubic self-interactions evolving in a fixed de Sitter background, we evaluate the two- and three-point correlation function on observable scales. Our basic procedure shows that perturbations do preserve some memory of the super-horizon-scale dynamics, in the form of scale-dependent imprints in the statistical moments. In particular, we find a blue tilt of the power-spectrum on large scales, in agreement with the recent results of the WMAP collaboration which show a suppression of the lower multipoles in the Cosmic Microwave Background anisotropies, and a substantial enhancement of the intrinsic non-Gaussianity on large scalesComment: 19 pages, 5 figures. One reference adde

Non-Gaussian halo assembly bias

The strong dependence of the large-scale dark matter halo bias on the (local) non-Gaussianity parameter, f_NL, offers a promising avenue towards constraining primordial non-Gaussianity with large-scale structure surveys. In this paper, we present the first detection of the dependence of the non-Gaussian halo bias on halo formation history using N-body simulations. We also present an analytic derivation of the expected signal based on the extended Press-Schechter formalism. In excellent agreement with our analytic prediction, we find that the halo formation history-dependent contribution to the non-Gaussian halo bias (which we call non-Gaussian halo assembly bias) can be factorized in a form approximately independent of redshift and halo mass. The correction to the non-Gaussian halo bias due to the halo formation history can be as large as 100%, with a suppression of the signal for recently formed halos and enhancement for old halos. This could in principle be a problem for realistic galaxy surveys if observational selection effects were to pick galaxies occupying only recently formed halos. Current semi-analytic galaxy formation models, for example, imply an enhancement in the expected signal of ~23% and ~48% for galaxies at z=1 selected by stellar mass and star formation rate, respectively.Comment: 20 pages, 9 figures, submitted to JCAP. v2: accepted version, minor change

Multidimensional Quasi-Monte Carlo Malliavin Greeks

We investigate the use of Malliavin calculus in order to calculate the Greeks of multidimensional complex path-dependent options by simulation. For this purpose, we extend the formulas employed by Montero and Kohatsu-Higa to the multidimensional case. The multidimensional setting shows the convenience of the Malliavin Calculus approach over different techniques that have been previously proposed. Indeed, these techniques may be computationally expensive and do not provide flexibility for variance reduction. In contrast, the Malliavin approach exhibits a higher flexibility by providing a class of functions that return the same expected value (the Greek) with different accuracies. This versatility for variance reduction is not possible without the use of the generalized integral by part formula of Malliavin Calculus. In the multidimensional context, we find convenient formulas that permit to improve the localization technique, introduced in Fourni\'e et al and reduce both the computational cost and the variance. Moreover, we show that the parameters employed for variance reduction can be obtained \textit{on the flight} in the simulation. We illustrate the efficiency of the proposed procedures, coupled with the enhanced version of Quasi-Monte Carlo simulations as discussed in Sabino, for the numerical estimation of the Deltas of call, digital Asian-style and Exotic basket options with a fixed and a floating strike price in a multidimensional Black-Scholes market.Comment: 22 pages, 6 figure

Liberty Requires Accountability : The Appointments Clause, Lucia v. SEC, and the Next Constitutional Controversy

“Liberty requires accountability” is the essential precept which animates the Appointments Clause of Article II. This constitutional safeguard assures that those who exercise the sovereign power of the United States remain accountable both to the Chief Executive who appointed them and to the People who elected that President. The proviso was most recently tested in Lucia v. SEC, and, most assuredly, shall be in controversy again. After first expositing the high Court’s extensive Appointments Clause jurisprudence presaging Lucia, this Article thoroughly explores this newest Article II landmark, before concluding with commentary upon future Appointments Clause challenges expected to soon arrive before the Supreme Cour

Pricing and Hedging Asian Basket Options with Quasi-Monte Carlo Simulations

In this article we consider the problem of pricing and hedging high-dimensional Asian basket options by Quasi-Monte Carlo simulation. We assume a Black-Scholes market with time-dependent volatilities and show how to compute the deltas by the aid of the Malliavin Calculus, extending the procedure employed by Montero and Kohatsu-Higa (2003). Efficient path-generation algorithms, such as Linear Transformation and Principal Component Analysis, exhibit a high computational cost in a market with time-dependent volatilities. We present a new and fast Cholesky algorithm for block matrices that makes the Linear Transformation even more convenient. Moreover, we propose a new-path generation technique based on a Kronecker Product Approximation. This construction returns the same accuracy of the Linear Transformation used for the computation of the deltas and the prices in the case of correlated asset returns while requiring a lower computational time. All these techniques can be easily employed for stochastic volatility models based on the mixture of multi-dimensional dynamics introduced by Brigo et al. (2004).Comment: 16 page

optimization of solar integration in biomass fuelled steam plants

Abstract This paper is focused on solar-biomass integration and presents a thermodynamic analysis of solar power utilization replacing the steam bleeds of a regenerative Hirn cycle plant, biomass fuelled, in feedwater pre heating process. In solar-biomass integrated configuration an energy conversion efficiency of solar energy has been evaluated in order to compare the use of solar energy in solo and hybrid configurations. Such efficiency has been adopted as optimization parameter for the best hybrid plant configuration, varying steam pressure and regeneration parameters

On cosmological observables in a swiss-cheese universe

Photon geodesics are calculated in a swiss-cheese model, where the cheese is made of the usual Friedmann-Robertson-Walker solution and the holes are constructed from a Lemaitre-Tolman-Bondi solution of Einstein's equations. The observables on which we focus are the changes in the redshift, in the angular-diameter--distance relation, in the luminosity-distance--redshift relation, and in the corresponding distance modulus. We find that redshift effects are suppressed when the hole is small because of a compensation effect acting on the scale of half a hole resulting from the special case of spherical symmetry. However, we find interesting effects in the calculation of the angular distance: strong evolution of the inhomogeneities (as in the approach to caustic formation) causes the photon path to deviate from that of the FRW case. Therefore, the inhomogeneities are able to partly mimic the effects of a dark-energy component. Our results also suggest that the nonlinear effects of caustic formation in cold dark matter models may lead to interesting effects on photon trajectories.Comment: 25 pages, 21 figures; replaced to fit the version accepted for publication in Phys. Rev.

Severe Thyroid-associated Ophtalmopathy and Hashimoto´s Thyroiditis in Euthyroid Patient

info:eu-repo/semantics/publishedVersio

Toward Tool-Independent Summaries for Symbolic Execution (Artifact)

The artifact contains the extended versions of the tools angr and AVD with support for the symbolic reflection API proposed in the paper. Additionally, the artifact contains the source code of SumBoundVerify, our novel tool for the bounded-verification of symbolic summaries for the C programming language. The artifact contains all the scripts and datasets required to obtain the results presented in the paper, including: a library of 67 symbolic summaries implemented using the proposed symbolic reflection API; two symbolic test suites designed to test two open source C libraries; and the source code of the third-party summaries that were validated checked with SumBoundVerify

Toward Tool-Independent Summaries for Symbolic Execution

We introduce a new symbolic reflection API for implementing tool-independent summaries for the symbolic execution of C programs. We formalise the proposed API as a symbolic semantics and extend two state-of-the-art symbolic execution tools with support for it. Using the proposed API, we implement 67 tool-independent symbolic summaries for a total of 26 libc functions. Furthermore, we present SumBoundVerify, a fully automatic summary validation tool for checking the bounded correctness of the symbolic summaries written using our symbolic reflection API. We use SumBoundVerify to validate 37 symbolic summaries taken from 3 state-of-the-art symbolic execution tools, angr, Binsec and Manticore, detecting a total of 24 buggy summaries