Tracing the bounds on Bell-type inequalities

Bell-type inequalities and violations thereof reveal the fundamental differences between standard probability theory and its quantum counterpart. In the course of previous investigations ultimate bounds on quantum mechanical violations have been found. For example, Tsirelson's bound constitutes a global upper limit for quantum violations of the Clauser-Horne-Shimony-Holt (CHSH) and the Clauser-Horne (CH) inequalities. Here we investigate a method for calculating the precise quantum bounds on arbitrary Bell-type inequalities by solving the eigenvalue problem for the operator associated with each Bell-type inequality. Thereby, we use the min-max principle to calculate the norm of these self-adjoint operators from the maximal eigenvalue yielding the upper bound for a particular set of measurement parameters. The eigenvectors corresponding to the maximal eigenvalues provide the quantum state for which a Bell-type inequality is maximally violated.Comment: presented at: Foundations of Probability and Physics-3, Vaexjoe University, Sweden, June 7-12, 200

The dynamics of hourly electricity prices

The dynamics of hourly electricity prices in day-ahead markets is an important element of competitive power markets that were only established in the last decade. In electricity markets, the market microstructure does not allow for continuous trading, since operators require advance notice in order to verify that the schedule is feasible and lies within transmission constraints. Instead agents have to submit their bids and offers for delivery of electricity for all hours of the next day before a specified market closing time. We suggest the use of dynamic semiparametric factor models (DSFM) for the behavior of hourly electricity prices. We find that a model with three factors is able to explain already a high proportion of the variation in hourly electricity prices. Our analysis also provides insights into the characteristics of the market, in particular with respect to the driving factors of hourly prices and their dynamic behavior through time.Power Markets, Dynamic Semiparametric Factor Models, Day-ahead Electricity Prices

Does Benford's law hold in economic research and forecasting?

First and higher order digits in data sets of natural and socio-economic processes often follow a distribution called Benford's law. This phenomenon has been used in many business and scientific applications, especially in fraud detection for financial data. In this paper, we analyse whether Benford's law holds in economic research and forecasting. First, we examine the distribution of leading digits of regression coefficients and standard errors in research papers, published in Empirica and Applied Economics Letters. Second, we analyse forecasts of GDP growth and CPI inflation in Germany, published in Consensus Forecasts. There are two main findings: The relative frequencies of the first and second digits in economic research are broadly consistent with Benford's law. In sharp contrast, the second digits of Consensus Forecasts exhibit a massive excess of zeros and fives, raising doubts on their information content. --Benford's Law,fraud detection,regression coefficients and standard errors,growth and inflation forecasts

Orbital frequencies in the carbonate sedimentary record: distorted by diagenesis?

The most important archive of Earth’s climate change through geologic history is the sedimentary rock record. Rhythmic sedimentary alternations are usually interpreted as a consequence of periodic variations in the orbital parameters of the Earth. This interpretation enables the application of cyclostratigraphy as a very precise chronometer, when based on the assumption that orbital frequencies are faithfully recorded in the sedimentary archive. However, there are numerous uncertainties with the application of this concept. Particularly in carbonates, sediment properties such as mineralogical composition and fossil associations are severely altered during post-depositional alteration (diagenesis). We here point out that the assumption of a 1:1 recording of orbital signals in many cases is questionable for carbonate rhythmites. We use computer simulations to show the effect of diagenetic overprint on records of orbital signals in the carbonate record. Such orbital signals may be distorted in terms of frequency, amplitude, and phase by diagenetic processes, and cycles not present in the insolation record may emerge. This questions the routine use of carbonate rhythmites for chronostratigraphic datin

A Large Along-Track Baseline Approach for Ground Moving Target Indication Using TanDEM-X

In the paper a new method for ground moving target indication (GMTI) using two satellites (i.e. the TerraSAR-X and the TanDEM-X satellite) together is presented. The along-track baseline between the satellites is chosen to be in the order of several kilometres, so that each satellite observes the same moving vehicles at different times in the order of one to several seconds. The proposed method allows the estimation of the ground velocity of the moving targets as well as the estimation of the broadside positions without the need of complex bistatic processing techniques

Screening of winter barley varieties (Hordeum vulgare) for resistance against loose smut (Ustilago nuda) and covered smut (Ustilago hordei) in Germany

Up to now organic farmers depend greatly on conventionally bred and produced varieties of barley. A turning point was set in 2004 by EU regulation No. 1452/2003 restricting the use of conventionally propagated seed and planting material for organic agriculture. Concerning smut fungi in barley, conventional seed producer's attention was rarely directed to plant resistance due to the possibility of chemical seed treatment (controlling the diseases completely). A main problem for organic seed producers is that organically produced seeds have to fulfil the same regular phytosanitary requirements like conventionally produced seeds. For the production of certified seeds not more than five ears infected with Ustilago hordei (Uh) and/or U. nuda (Un) are allowed on an area of 150 m² in Germany (RUTZ 1998). Though warm or hot water treatment can give excellent control of Un and Uh in organic farming (WINTER et al. 1996), the effect is not sufficient for seed production. Even biological control agents (for example Tillecur®) cannot reach the demands of the guidelines reliably. As an effective way to keep the restrictions remains the cultivation of resistant varieties. Aim of the presented study was to screen winter barley varieties for their degree of smut resistance in Germany. It started in 2000 (KLAUSE & SPIESS 2003) and is sponsored within the Federal Organic Farming Scheme since 2002