Constraining cosmological parameters with the clustering properties of galaxy clusters in optical and X-ray bands

(abridged) We use a theoretical model to predict the clustering properties of galaxy clusters. Our technique accounts for past light-cone effects on the observed clustering and follows the non-linear evolution of the dark matter correlation function and cluster bias factor. A linear treatment of redshift-space distortions is also included. We perform a maximum-likelihood analysis by comparing the theoretical predictions to a set of observational data, both in the optical (APM and EDCC catalogues) and X-ray band (RASS1 Bright Sample, BCS, XBACs, REFLEX). In the framework of CDM models, we compute the constraints on cosmological parameters. Our results show that X-ray data are more powerful than optical ones, allowing smaller regions in the parameter space. We find that the clustering properties of clusters are almost independent of the matter density parameter and of the presence of a cosmological constant, while they appear to be strongly dependent on the shape parameter. Using the X-ray data only, we obtain Gamma~0.1 and 0.4<sigma_8<1.1 for the Einstein-de Sitter model, while 0.14<Gamma<0.22 and 0.6<sigma_8<1.3 for open and flat models with Omega_0m=0.3. Finally, we use our model to make predictions on the correlation length of galaxy clusters expected in future surveys. In particular, we show the results for an optical catalogue with characteristics similar to the EIS project and for a very deep X-ray catalogue with the characteristics of the XMM/LSS survey. We find that clusters at high redshifts are expected to have larger a correlation length than local ones.Comment: 15 pages, Latex using MN style. Revised version accepted for publication in MNRA

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

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

Gauge-Invariant Temperature Anisotropies and Primordial Non-Gaussianity

We provide the gauge-invariant expression for large-scale cosmic microwave background temperature fluctuations at second-order in perturbation theory. It enables to unambiguously define the nonlinearity parameter f_NL which is used by experimental collaborations to pin down the level of Non-Gaussianity in the temperature fluctuations. Furthermore, it contains a primordial term encoding all the information about the Non-Gaussianity generated at primordial epochs and about the mechanism which gave rise to cosmological perturbations, thus neatly disentangling the primordial contribution to Non-Gaussianity from the one caused by the post-inflationary evolution.Comment: 4 pages, LaTeX file. Revised to match the version to appear in Phys. Rev. Let

Intelligent copolymers based on poly (N-isopropylacrylamide) PNIPAm with potential use in biomedical applications. Part i: PNIPAm functionalization with 3-butenoic acid and piperazine

The synthesis and characterization of the thermosensitive copolymers based on Poly (N-Isopropylacrylamide) (PNIPAm) and 3-butenoic acid and functionalized with piperazine was carried out. The free radical polymerization of the PNIPA copolymer with 3-butenoic acid was performed under microwave radiation. After obtaining this copolymer, the carboxyl groups present in the copolymer chain were activated with 1-ethyl- (3-3-dimethylaminopropyl) carbodiimide in the presence of N-hydroxysuccinimide, improving its reactivity to incorporate the piperazine through its amino group. The characterization consisted: differential scanning calorimetric and ultraviolet-visible spectrophotometry to determine the LCST phase transition temperature, ranging from (30-35)°C. Structurally it was analyzed by infrared spectroscopy. A morphological analysis was performed using scanning electron microscopy, after simulating an injectable process, with the objective to observe internally the porosity and interconnectivity. The biocompatibility was evaluated through hemocompatibility tests and it was observed that the copolymers obtained were not cytotoxic. In base of the results, the chemical structure of these new copolymers confers a functionality that allows them to serve as nuclei to graft other molecules, such as polysaccharides. Then, the results obtained on the LCST temperature, porosity, interconnected pore network morphology, the ability to be injectable and the biocompatible nature of these copolymers are indicative that these new synthetic biomaterials have the potential to be used in biomedical, pharmacological and for tissue engineering. Also, once their biocompatibility was demonstrate, they may serve to generate interesting compounds having chemical anchor points for the possible addition of polysaccharides using insertion reactions, thereby generating graft copolymers with potential use in biomedical applications

Report on the Minors’ Abortion Rights Project

The goal of this study was to learn more about the experience of minors in states with parental involvement laws who do not involve their parents in their abortion decision, and must therefore seek judicial authorization for an abortion, and to use this knowledge to explore ways to minimize the burden of these laws. At the outset, it should be made clear that having this goal does not indicate that we support imposing third-party involvement requirements on teens seeking to abort. Our research, as well as the work of others (much of which is cited in this report), raises serious questions about the value of compelling teens to give notice to or obtain the consent of a third party before terminating an unwanted pregnancy. However, in light of the Supreme Court‘s unequivocal acceptance of the constitutionality of these laws, and the fact that they are a reality for teens in a majority of states, we wanted to explore ways to make these laws less burdensome for teens

On the spatial distribution of dark matter halos

We study the spatial distribution of dark matter halos in the Universe in terms of their number density contrast, related to the underlying dark matter fluctuation via a non-local and non-linear bias random field. The description of the matter dynamics is simplified by adopting the `truncated' Zel'dovich approximation to obtain both analytical results and simulated maps. The halo number density field in our maps and its probability distribution reproduce with excellent accuracy those of halos in a high-resolution N-body simulation with the same initial conditions. Our non-linear and non-local bias prescription matches the N-body halo distribution better than any Eulerian linear and local bias.Comment: 4 pages, LaTeX (uses emulateapj; included psfig.tex), 3 figures, 1 table. Shortened version, matching the size requirements of ApJ Letters. Accepted for publicatio