Constraints on the time-scale of nuclear breakup from thermal hard-photon emission

Measured hard photon multiplicities from second-chance nucleon-nucleon collisions are used in combination with a kinetic thermal model, to estimate the break-up times of excited nuclear systems produced in nucleus-nucleus reactions at intermediate energies. The obtained nuclear break-up time for the $^{129}${Xe} + $^{nat}${Sn} reaction at 50{\it A} MeV is $\Delta$$\tau$ $\approx$ 100 -- 300 fm/$c$ for all reaction centralities. The lifetime of the radiating sources produced in seven other different heavy-ion reactions studied by the TAPS experiment are consistent with $\Delta$$\tau$ $\approx$ 100 fm/$c$, such relatively long thermal photon emission times do not support the interpretation of nuclear breakup as due to a fast spinodal process for the heavy nuclear systems studied.Comment: 11 pages, 9 figures, submitted to EPJ

Reducing Disposable Bag Use

Plastic shopping bags were introduced to the consumer market about 25 years ago. Since then, they’ve become-literally-a ubiquitous part of the American landscape. Every year, between 500 billion and one trillion disposable plastic shopping bags are consumed worldwide. In the United States, 100 billion plastic bags are used each year, costing retailers $4 billion, which is passed on to the consumer in the price of goods

Improving market-based forecasts of short-term interest rates: time-varying stationarity and the predictive content of switching regime-expectations

Modeling short-term interest rates as following regime-switching processes has become increasingly popular. Theoretically, regime-switching models are able to capture rational expectations of infrequently occurring discrete events. Technically, they allow for potential time-varying stationarity. After discussing both aspects with reference to the recent literature, this paper provides estimations of various univariate regime-switching specifications for the German three-month money market rate and bivariate specifications additionally including the term spread. However, the main contribution is a multi-step out-of-sample forecasting competition. It turns out that forecasts are improved substantially when allowing for state-dependence. Particularly, the informational content of the term spread for future short rate changes can be exploited optimally within a multivariate regime-switching framework

Initial Semantics for Reduction Rules

We give an algebraic characterization of the syntax and operational semantics of a class of simply-typed languages, such as the language PCF: we characterize simply-typed syntax with variable binding and equipped with reduction rules via a universal property, namely as the initial object of some category of models. For this purpose, we employ techniques developed in two previous works: in the first work we model syntactic translations between languages over different sets of types as initial morphisms in a category of models. In the second work we characterize untyped syntax with reduction rules as initial object in a category of models. In the present work, we combine the techniques used earlier in order to characterize simply-typed syntax with reduction rules as initial object in a category. The universal property yields an operator which allows to specify translations---that are semantically faithful by construction---between languages over possibly different sets of types. As an example, we upgrade a translation from PCF to the untyped lambda calculus, given in previous work, to account for reduction in the source and target. Specifically, we specify a reduction semantics in the source and target language through suitable rules. By equipping the untyped lambda calculus with the structure of a model of PCF, initiality yields a translation from PCF to the lambda calculus, that is faithful with respect to the reduction semantics specified by the rules. This paper is an extended version of an article published in the proceedings of WoLLIC 2012.Comment: Extended version of arXiv:1206.4547, proves a variant of a result of PhD thesis arXiv:1206.455

Predicting recessions with interest rate spreads: a multicountry regime-switching analysis

This study uses Markov-switching models to evaluate the informational content of the term structure as a predictor of recessions in eight OECD countries. The empirical results suggest that for all countries the term spread is sensibly modelled as a two-state regime-switching process. Moreover, our simple univariate model turns out to be a filter that transforms accurately term spread changes into turning point predictions. The term structure is confirmed to be a reliable recession indicator. However, the results of probit estimations show that the markov-switching filter does not significantly improve the forecasting ability of the spread

Distance in spatial interpolation of daily rain gauge data

Spatial interpolation of rain gauge data is important in forcing of hydrological simulations or evaluation of weather predictions, for example. The spatial density of available data sites is often changing with time. This paper investigates the application of statistical distance, like one minus common variance of time series, between data sites instead of geographical distance in interpolation. Here, as a typical representative of interpolation methods the inverse distance weighting interpolation is applied and the test data is daily precipitation observed in Austria. Choosing statistical distance instead of geographical distance in interpolation of an actually available coarse observation network yields more robust interpolation results at sites of a denser network with actually lacking observations. The performance enhancement is in or close to mountainous terrain. This has the potential to parsimoniously densify the currently available observation network. Additionally, the success further motivates search for conceptual rain-orography interaction models as components of spatial rain interpolation algorithms in mountainous terrain

Simulation for KM3NeT using ANTARES-Software

The KM3NeT project is a common European effort for the design of a km3-scale deep-sea neutrino telescope in the Mediterranean. For the upcoming Design Study simulations have been done using modified ANTARES software. Several concepts and ideas have been tested for their merits and feasibility.Comment: Presented at VLVnT2 Workshop, Catania, Siciliy, Italy, 8-11 Nov 200