Testing for Collusion in Asymmetric First-Price Auctions

This paper proposes fully nonparametric tests to detect possible collusion in first-price procurement (auctions). The aim of the tests is to detect possible collusion before knowing whether or not bidders are colluding. Thus we do not rely on data on anti-competitive hearing, and in that sense is ’ex-ante’. We propose a two steps (model selection) procedure: First, we use a reduced form test of independence and symmetry to shortlist bidders whose bidding behavior is at-odds with competitive bidding, and Second, the recovered (latent) cost for these bidders must be higher under collusion than under competition, because collusion dwarfs competition, hence detecting collusion boils down to testing if the estimated cost distribution under collusion first order stochastically dominates that under competition. We propose rank based and Kolmogorov-Smirnov (K-S) tests. We implement the tests for Highway Procurement data in California and conclude that there is no evidence of collusion even though the reduced form test supports collusion.

1-d gravity in infinite point distributions

The dynamics of infinite, asymptotically uniform, distributions of self-gravitating particles in one spatial dimension provides a simple toy model for the analogous three dimensional problem. We focus here on a limitation of such models as treated so far in the literature: the force, as it has been specified, is well defined in infinite point distributions only if there is a centre of symmetry (i.e. the definition requires explicitly the breaking of statistical translational invariance). The problem arises because naive background subtraction (due to expansion, or by "Jeans' swindle" for the static case), applied as in three dimensions, leaves an unregulated contribution to the force due to surface mass fluctuations. Following a discussion by Kiessling, we show that the problem may be resolved by defining the force in infinite point distributions as the limit of an exponentially screened pair interaction. We show that this prescription gives a well defined (finite) force acting on particles in a class of perturbed infinite lattices, which are the point processes relevant to cosmological N-body simulations. For identical particles the dynamics of the simplest toy model is equivalent to that of an infinite set of points with inverted harmonic oscillator potentials which bounce elastically when they collide. We discuss previous results in the literature, and present new results for the specific case of this simplest (static) model starting from "shuffled lattice" initial conditions. These show qualitative properties (notably its "self-similarity") of the evolution very similar to those in the analogous simulations in three dimensions, which in turn resemble those in the expanding universe.Comment: 20 pages, 8 figures, small changes (section II shortened, added discussion in section IV), matches final version to appear in PR

Force distribution in a randomly perturbed lattice of identical particles with 1/r21/r^2 pair interaction

We study the statistics of the force felt by a particle in the class of spatially correlated distribution of identical point-like particles, interacting via a $1/r^2$ pair force (i.e. gravitational or Coulomb), and obtained by randomly perturbing an infinite perfect lattice. In the first part we specify the conditions under which the force on a particle is a well defined stochastic quantity. We then study the small displacements approximation, giving both the limitations of its validity, and, when it is valid, an expression for the force variance. In the second part of the paper we extend to this class of particle distributions the method introduced by Chandrasekhar to study the force probability density function in the homogeneous Poisson particle distribution. In this way we can derive an approximate expression for the probability distribution of the force over the full range of perturbations of the lattice, i.e., from very small (compared to the lattice spacing) to very large where the Poisson limit is recovered. We show in particular the qualitative change in the large-force tail of the force distribution between these two limits. Excellent accuracy of our analytic results is found on detailed comparison with results from numerical simulations. These results provide basic statistical information about the fluctuations of the interactions (i) of the masses in self-gravitating systems like those encountered in the context of cosmological N-body simulations, and (ii) of the charges in the ordered phase of the One Component Plasma.Comment: 23 pages, 10 figure

Initial conditions, Discreteness and non-linear structure formation in cosmology

In this lecture we address three different but related aspects of the initial continuous fluctuation field in standard cosmological models. Firstly we discuss the properties of the so-called Harrison-Zeldovich like spectra. This power spectrum is a fundamental feature of all current standard cosmological models. In a simple classification of all stationary stochastic processes into three categories, we highlight with the name ``super-homogeneous'' the properties of the class to which models like this, with $P(0)=0$, belong. In statistical physics language they are well described as glass-like. Secondly, the initial continuous density field with such small amplitude correlated Gaussian fluctuations must be discretised in order to set up the initial particle distribution used in gravitational N-body simulations. We discuss the main issues related to the effects of discretisation, particularly concerning the effect of particle induced fluctuations on the statistical properties of the initial conditions and on the dynamical evolution of gravitational clustering.Comment: 28 pages, 1 figure, to appear in Proceedings of 9th Course on Astrofundamental Physics, International School D. Chalonge, Kluwer, eds N.G. Sanchez and Y.M. Pariiski, uses crckapb.st pages, 3 figure, ro appear in Proceedings of 9th Course on Astrofundamental Physics, International School D. Chalonge, Kluwer, Eds. N.G. Sanchez and Y.M. Pariiski, uses crckapb.st

A dynamical classification of the range of pair interactions

We formalize a classification of pair interactions based on the convergence properties of the {\it forces} acting on particles as a function of system size. We do so by considering the behavior of the probability distribution function (PDF) P(F) of the force field F in a particle distribution in the limit that the size of the system is taken to infinity at constant particle density, i.e., in the "usual" thermodynamic limit. For a pair interaction potential V(r) with V(r) \rightarrow \infty) \sim 1/r^a defining a {\it bounded} pair force, we show that P(F) converges continuously to a well-defined and rapidly decreasing PDF if and only if the {\it pair force} is absolutely integrable, i.e., for a > d-1, where d is the spatial dimension. We refer to this case as {\it dynamically short-range}, because the dominant contribution to the force on a typical particle in this limit arises from particles in a finite neighborhood around it. For the {\it dynamically long-range} case, i.e., a \leq d-1, on the other hand, the dominant contribution to the force comes from the mean field due to the bulk, which becomes undefined in this limit. We discuss also how, for a \leq d-1 (and notably, for the case of gravity, a=d-2) P(F) may, in some cases, be defined in a weaker sense. This involves a regularization of the force summation which is generalization of the procedure employed to define gravitational forces in an infinite static homogeneous universe. We explain that the relevant classification in this context is, however, that which divides pair forces with a > d-2 (or a < d-2), for which the PDF of the {\it difference in forces} is defined (or not defined) in the infinite system limit, without any regularization. In the former case dynamics can, as for the (marginal) case of gravity, be defined consistently in an infinite uniform system.Comment: 12 pages, 1 figure; significantly shortened and focussed, additional references, version to appear in J. Stat. Phy

Fluctuations in galaxy counts: a new test for homogeneity versus fractality

Fractal properties are usually characterized by means of various statistical tools which deal with spatial average quantities. Here we focus on the determination of fluctuations around the average counts and we develop a test for the study of galaxy distribution both in redshift and magnitude space. Fluctuations in the counts of galaxies, in a fractal distribution, are of the same order of the average number at all scales as a function of redshift and magnitude. We point out that the study of these kind of fluctuations can be a powerful test to understand the nature of galaxy clustering at very large scales.Comment: 7 pages, corrected to match the published versio

Hough Transform Proposal and Simulations for Particle Track Recognition for LHC Phase-II Upgrade

In the near future, LHC experiments will continue future upgrades by overcoming the technological obsolescence of the detectors and the readout capabilities. Therefore, after the conclusion of a data collection period, CERN will have to face a long shutdown to improve overall performance, by updating the experiments, and implementing more advanced technologies and infrastructures. In particular, the largest LHC experiment, i.e., ATLAS, will upgrade parts of the detector, the trigger, and the data acquisition system. In addition, the ATLAS experiment will complete the implementation of new strategies, algorithms for data handling, and transmission to the final storage apparatus. This paper presents an overview of an upgrade planned for the second half of this decade for the ATLAS experiment. In particular, we show a study of a novel pattern recognition algorithm used in the trigger system, which is a device designed to provide the information needed to select physical events from unnecessary background data. The idea is to use a well known mathematical transform, the Hough transform, as the algorithm for the detection of particle trajectories. The effectiveness of the algorithm has already been validated in the past, regardless of particle physics applications, to recognize generic shapes within images. On the contrary, here, we first propose a software emulation tool, and a subsequent hardware implementation of the Hough transform, for particle physics applications. Until now, the Hough transform has never been implemented on electronics in particle physics experiments, and since a hardware implementation would provide benefits in terms of overall Latency, we complete the studies by comparing the simulated data with a physical system implemented on a Xilinx hardware accelerator (FELIX-II card). In more detail, we have implemented a low-abstraction RTL design of the Hough transform on Xilinx UltraScale+ FPGAs as target devices for filtering applications