94 research outputs found

    The SKA Particle Array Prototype: The First Particle Detector at the Murchison Radio-astronomy Observatory

    Full text link
    We report on the design, deployment, and first results from a scintillation detector deployed at the Murchison Radio-astronomy Observatory (MRO). The detector is a prototype for a larger array -- the Square Kilometre Array Particle Array (SKAPA) -- planned to allow the radio-detection of cosmic rays with the Murchison Widefield Array and the low-frequency component of the Square Kilometre Array. The prototype design has been driven by stringent limits on radio emissions at the MRO, and to ensure survivability in a desert environment. Using data taken from Nov.\ 2018 to Feb.\ 2019, we characterize the detector response while accounting for the effects of temperature fluctuations, and calibrate the sensitivity of the prototype detector to through-going muons. This verifies the feasibility of cosmic ray detection at the MRO. We then estimate the required parameters of a planned array of eight such detectors to be used to trigger radio observations by the Murchison Widefield Array.Comment: 17 pages, 14 figures, 3 table

    Intermediate Tail Dependence: A Review and Some New Results

    Full text link
    The concept of intermediate tail dependence is useful if one wants to quantify the degree of positive dependence in the tails when there is no strong evidence of presence of the usual tail dependence. We first review existing studies on intermediate tail dependence, and then we report new results to supplement the review. Intermediate tail dependence for elliptical, extreme value and Archimedean copulas are reviewed and further studied, respectively. For Archimedean copulas, we not only consider the frailty model but also the recently studied scale mixture model; for the latter, conditions leading to upper intermediate tail dependence are presented, and it provides a useful way to simulate copulas with desirable intermediate tail dependence structures.Comment: 25 pages, 1 figur

    Limb, sex, but not acute dietary capsaicin, modulate the near-infrared spectroscopy-vascular occlusion test estimate of muscle metabolism

    Get PDF
    The downward slope during the near-infrared spectroscopy (NIRS)-vascular occlusion test (NIRS-VOT) is purported as a simplified estimate of metabolism. Whether or not the NIRS-VOT exhibits sex- or limb-specificity or may be acutely altered remains to be elucidated. Thus, we investigated if there is limb- or sex specificity in tissue desaturation rates (DeO2) during a NIRS-VOT, and if acute dietary capsaicin may alter this estimate of muscle metabolism. Young healthy men (n = 25, 21 ± 4 years) and women (n = 20, 20 ± 1 years) ingested either placebo or capsaicin, in a counterbalanced, single-blind, crossover design after which a simplified NIRS-VOT was conducted to determine the DeO2 (%/s), as an estimate of oxidative muscle metabolism, in both the forearm (flexors) and thigh (vastus lateralis). There was a significant limb effect with the quadriceps having a greater DeO2 than the forearm (-2.31 ± 1.34 vs. -1.78 ± 1.22%/s, p = 0.007, ηp 2 = 0.19). There was a significant effect of sex on DeO2 (p = 0.005, ηp 2 = 0.203) with men exhibiting a lesser DeO2 than women (-1.73 ± 1.03 vs. -2.36 ± 1.32%/s, respectively). This manifested in significant interactions of limb*capsaicin (p = 0.001, ηp 2 = 0.26) as well as limb*capsaicin*sex on DeO2 (p = 0.013, ηp 2 = 0.16) being observed. Capsaicin does not clearly alter O2-dependent muscle metabolism, but there was apparent limb and sex specificity, interacting with capsaicin in this NIRS-derived assessment

    Managing Portfolio Risk Using Multivariate Extreme Value Methods

    Full text link
    This paper provides a strategy for portfolio risk management by inferring extreme movements in financial markets. The core of the provided strategy is a statistical model for the joint tail distribution that attempts to capture accurately the data generating process through an extremal modelling for the univariate margins and the multivariate dependence structure. It takes into account the asymmetric behavior of extreme negative and positive returns, the heterogeneous temporal and cross-sectional lead-lag extremal dependencies among the portfolio constituents. The strategy facilitates scenario generation for future returns, estimation of portfolio profit-and-loss distribution and calculation of risk measures, and hence, enabling us to answer several questions of economic interest. We illustrate the usefulness of our proposal by an application to stock market returns for the G5 economies

    The extremal analysis of processes sampled at different frequencies.

    Full text link
    The observed extremes of a discrete time process depend on the process itself and the sampling frequency. We develop theoretical results which show how to account for the effect of sampling frequency on extreme values, thus enabling us to analyse systematically extremal data from series with different sampling rates. We present statistical methodology based on these results which we illustrate though simulations and by applications to sea-waves and rainfall data
    corecore