Radio and infrared study of the star forming region IRAS 20286+4105

A multi-wavelength investigation of the star forming complex IRAS 20286+4105, located in the Cygnus-X region, is presented here. Near-infrared K-band data is used to revisit the cluster / stellar group identified in previous studies. The radio continuum observations, at 610 and 1280 MHz show the presence of a HII region possibly powered by a star of spectral type B0 - B0.5. The cometary morphology of the ionized region is explained by invoking the bow-shock model where the likely association with a nearby supernova remnant is also explored. A compact radio knot with non-thermal spectral index is detected towards the centre of the cloud. Mid-infrared data from the Spitzer Legacy Survey of the Cygnus-X region show the presence of six Class I YSOs inside the cloud. Thermal dust emission in this complex is modelled using Herschel far-infrared data to generate dust temperature and column density maps. Herschel images also show the presence of two clumps in this region, the masses of which are estimated to be {\sim} 175 M{\sun} and 30 M{\sun}. The mass-radius relation and the surface density of the clumps do not qualify them as massive star forming sites. An overall picture of a runaway star ionizing the cloud and a triggered population of intermediate-mass, Class I sources located toward the cloud centre emerges from this multiwavelength study. Variation in the dust emissivity spectral index is shown to exist in this region and is seen to have an inverse relation with the dust temperature.Comment: 20 pages, 16 figures, accepted for publication in MNRA

Joint Measurability and Temporal Steering

Quintino et. al. (Phys. Rev. Lett. 113, 160402 (2014)) and Uola et. al. (Phys. Rev. Lett. 113, 160403 (2014)) have recently established an intrinsic relation between non-joint measurability and Einstein-Podolsky- Rosen steering. They showed that a set of measurements is incompatible (i.e., not jointly measurable) if and only if it can be used for the demonstration of steering. In this paper, we prove the temporal analog of this result viz., a set of measurements are incompatible if and only if it exhibits temporal steering.Comment: 6 pages,no figures, typos corrected, improved presentation; To appear in JOSA B feature issue "80 years of Steering and the Einstein-Podolsky-Rosen Paradox

Probing the massive star forming environment - a multiwavelength investigation of the filamentary IRDC G333.73+0.37

We present a multiwavelength study of the filamentary infrared dark cloud (IRDC) G333.73+0.37. The region contains two distinct mid-infrared sources S1 and S2 connected by dark lanes of gas and dust. Cold dust emission from the IRDC is detected at seven wavelength bands and we have identified 10 high density clumps in the region. The physical properties of the clumps such as temperature: 14.3-22.3 K and mass: 87-1530 M_sun are determined by fitting a modified blackbody to the spectral energy distribution of each clump between 160 micron and 1.2 mm. The total mass of the IRDC is estimated to be $~4700 M_sun. The molecular line emission towards S1 reveals signatures of protostellar activity. Low frequency radio emission at 1300 and 610 MHz is detected towards S1 (shell-like) and S2 (compact morphology), confirming the presence of newly formed massive stars in the IRDC. Photometric analysis of near and mid-infrared point sources unveil the young stellar object population associated with the cloud. Fragmentation analysis indicates that the filament is supercritical. We observe a velocity gradient along the filament, that is likely to be associated with accretion flows within the filament rather than rotation. Based on various age estimates obtained for objects in different evolutionary stages, we attempt to set a limit to the current age of this cloud.Comment: 26 pages, 20 figures, accepted by Ap

A new perspective on the anomalies in the monthly closings of the Dow Jones Industrial Average

Version of RecordThis study explores three types of month effects in the Dow Jones Industrial Average: (a) for a given period, if the mean of monthly percentage changes of each month was different from zero, (b) for a given period, if the mean of monthly percentage changes for a month was different from the means of all the other months, and (c) for a given period, if the variance of the monthly percentage changes for a month was different from the variances of all the other months. For our entire data set (May 1896 to December 2002) we find that the means of monthly percentage changes of only July, August, January and December were significantly greater than zero (months put in descending order). But the means of none of these three months were significantly higher compared to the means of all the other months. With a mean percentage change of -1.25%, only September appears with significant negative returns. And this mean is significantly lower compared to the means of all the other months. In other words, for the entire data set, we have a negative September effect. Month effect with respect to variance (variance of monthly percentage changes for a month being significantly different from all the other months) was found for January, February and December (lower variances), and April (higher variance). When we look at the first half of the twentieth century versus the second half, we see more pronounced month effects in the second half - considering all three types of effects we analyze. December exhibited all three types of effects in this period. When we sub-divide the last century into four 25-year periods, we find more pronounced month effects in the last quarter than in the previous three quarters. When we sub-divide the data into 10-year periods, we do not find any consistent and discernible pattern. The month effect varies with the time period we consider and the type of effect we analyze. Though one would expect the DJIA stocks to be free from seasonal patterns since each one of them are closely followed by a large number of analysts, the existence of any type of month effect is surprising. However, given that no discernible pattern is detectable is a reflection of efficiency of the DJIA stocks to a large degree.Hamid, S. A. & Dhakar, T. S. (2003). A new perspective on the anomalies in the monthly closings of the Dow Jones Industrial Average (Working Paper No. 2003-04). Southern New Hampshire University, Center for Financial Studies

A Comparative Study: Globalization and Development of Regions of Europe, Asia Pacific, and Latin America

Globalization is one of the most significant concepts of our time that has led to countless academic discussions and public debates. Several empirical literatures have explored how globalization has impacted developed and developing economies. It is critical to study the effects of regional globalization and the impact of different methodological perspectives. This paper examines the effects of globalization across various regions of Europe, Asia Pacific and Latin America. The secondary data used for this paper is obtained from Statista and the World Bank. The methodologies used include One-way Anova, Regression Analysis and Ancova. The findings of the Anova show how globalization significantly impacts the regions discussed in this paper. This indicates that the regions derived substantial benefits from globalization. The regression analysis results highlight that there is no relationship between globalization and democracy, and the Ancova results support that the interaction of region and democracy is not significant. We therefore conclude that the growth and development of these regions related to globalization is based on increased competition, employment, investment and capital flows, foreign trade, spread of technical know-how, spread of culture, high standard of education, and structural institutions. This paper provides a platform to better inform policy makers in these regions, as well as the world, on how the benefits of globalization lead to the expansion and growth of developed and developing countries. Keywords: Globalization Index, Europe, Asia Pacific, Latin America, Democracy Index, Ancova DOI: 10.7176/IAGS/89-03 Publication date: January 31st 202

Global shock transmission to emerging markets

Author's OriginalThe process of global integration has intensified the competition in world markets during the 1990s. In the new environment, many developing countries are increasingly relying upon greater trade integration for upgrading their international competitiveness and promoting their dynamic comparative advantage. In view of growing global integration, this paper attempts to analyze whether Indian, Hungarian and Polish economies have become more internationalized as a result of economic reforms embraced by each of these countries in early 1990s and hence vulnerable to global economic cycles: the integration hypothesis. The paper applies variance decompositions derived from vector auto regression to assess the degree of economic integration of the three economies with U.S. economy. The study concludes that, in the pre-liberalization period U.S. economy did not influence the Indian, Hungarian and Polish economies. Shocks from U.S. had no impact on their aggregates. In the post liberalization period, however, the results are mixed. Hungarian aggregates show very low degree of integration with US followed by Poland, and India. Although, all the three countries have shown varying degrees of integration in the post-liberalization period, none of the economies are found to be overly vulnerable to international shocks. It can be argued that despite opening of economy and transition towards integration with the global economy, the degree of integration across countries still remains significantly low.Dasari, U., Dhakar, T. S., & Samii, M. (2003, July). Global shock transmission to emerging markets. Paper presented at the Academy of International Business Annual Meeting, Monterey, California. Retrieved from http://academicarchive.snhu.ed