640 research outputs found
Thermodynamic constraints on matter creation models
Entropy is a fundamental concept from Thermodynamics and it can be used to
study models on context of Creation Cold Dark Matter (CCDM). From conditions on
the first ()\footnote{Throughout the present work we will use
dots to indicate time derivatives and dashes to indicate derivatives with
respect to scale factor.} and second order () time derivatives of
total entropy in the initial expansion of Sitter through the radiation and
matter eras until the end of Sitter expansion, it is possible to estimate the
intervals of parameters. The total entropy () is calculated as sum of
the entropy at all eras ( and ) plus the entropy of the
event horizon (). This term derives from the Holographic Principle where
it suggests that all information is contained on the observable horizon. The
main feature of this method for these models are that thermodynamic equilibrium
is reached in a final de Sitter era. Total entropy of the universe is
calculated with three terms: apparent horizon (), entropy of matter
() and entropy of radiation (). This analysis allows to
estimate intervals of parameters of CCDM models.Comment: 16 pages, 11 figures. Replaced in order to match accepted versio
On the mass distribution of neutron stars
The distribution of masses for neutron stars is analyzed using the Bayesian
statistical inference, evaluating the likelihood of proposed gaussian peaks by
using fifty-four measured points obtained in a variety of systems. The results
strongly suggest the existence of a bimodal distribution of the masses, with
the first peak around , and a much wider second peak at . The results support earlier views related to the different
evolutionary histories of the members for the first two peaks, which produces a
natural separation (even if no attempt to "label" the systems has been made
here), and argues against the single-mass scale viewpoint. The bimodal
distribution can also accommodate the recent findings of
masses quite naturally. Finally, we explore the existence of a subgroup around
, finding weak, if any, evidence for it. This recently
claimed low-mass subgroup, possibly related to core collapse events,
has a monotonically decreasing likelihood and does not stand out clearly from
the rest of the sample.Comment: 11 pp., 3 figures, submitted to MNRAS Letter
Bayesian analysis of CCDM Models
Creation of Cold Dark Matter (CCDM), in the context of Einstein Field
Equations, leads to negative creation pressure, which can be used to explain
the accelerated expansion of the Universe. In this work we tested six different
spatially flat models for matter creation using statistical tools, at light of
SN Ia data: Akaike Information Criterion (AIC), Bayesian Information Criterion
(BIC) and Bayesian Evidence (BE). These approaches allow to compare models
considering goodness of fit and number of free parameters, penalizing excess of
complexity. We find that JO model is slightly favoured over LJO/CDM
model, however, neither of these, nor model can be
discarded from the current analysis. Three other scenarios are discarded either
from poor fitting, either from excess of free parameters.Comment: 16 pages, 6 figures, 6 tables. Corrected some text and language in
new versio
Term Structure Movements Implicit in Option Prices
This paper analyzes how including options in the estimation of a dynamic term structure model impacts the way it captures term structure movements. Two versions of a multi-factor Gaussian model are compared: One adopting only bonds data, and the other adopting a joint dataset of bonds and options. Term structure movements extracted under each version behave distinctly, with slope and curvature presenting higher mean reversion rates when options are adopted. The composition of bond risk premium is also affected, with considerably more weight attributed to the level factor when options are included. The inclusion of options in the estimation of the dynamic model also improves the pricing of out-of-sample options.
Identifying Volatility Risk Premium from Fixed Income Asian Options
We provide approximation formulas for at-the-money asian option prices to extract volatility risk premium from a joint dataset of bonds and option prices. The dynamic model generates stochastic volatility and a time-varying volatility risk premium, which explicitly depends on the average cross section of bond yields and on the time series behavior of option prices. When estimated using a joint dataset of Brazilian local bonds and asian options, the model generates bond risk premium strongly correlated (89%) with a widely accepted emerging markets benchmark index, and a negative volatility risk premium implying that investors might be using options as insurance in this market. Volatility premium explains a significant portion (32.5%) of bond premium, confirming that options are indeed important to identify risk premium in dynamic term structure models.
Analysis of Abstracts Presented at the Prosthodontic Research Section of IADR General Sessions 2004–2005: Demographics, Publication Rates, and Factors Contributing to Publication
Purpose: The purposes of this study were to describe the demographics of abstracts presented at the prosthodontics section of IADR General Sessions from 2004 to 2005, evaluate the publication rate of abstracts, and analyze the relationship between variables in abstracts and publication.
Materials and Methods: Prosthodontics research section abstracts from the IADR General Session in 2004 and 2005 were evaluated for: number of authors, presentation type, origin, affiliation, topic, study design, statistics, study outcome, and funding. The publication rate was calculated following a PubMed search. The journal of publication, year of publication, and the length of time before publication were analyzed. Descriptive statistics were used for the data analysis; the relationships between presentation type, study design, study outcome, statistics, funding, and publication were analyzed using logistic regression (α= 0.05).
Results: From 346 abstracts, 37.0% were published. For oral presentations, 40.7% were published; 35.8% of poster presentations were published. The mean duration before publication was 26.4 months. North America had the most abstracts, and Europe had the most publications. Fixed prosthodontic research had the highest number and proportion for publication. A significant association with publication was noted for neutral study outcomes (p= 0.018), studies with funding (p= 0.035), and abstracts from Europe (p= 0.001).
Conclusions: The majority of abstracts from the prosthodontics research section of IADR General Sessions from 2004 and 2005 remain unpublished. A significant association for publication was noted with neutral outcomes, funding, and abstracts from Europe
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