Oscar Pistorius and the Future Nature of Olympic, Paralympic, and Other Sports

Oscar Pistorius is a Paralympic bionic leg runner and record holder in the 100, 200, and 400 meters who wants to compete in the Olympics. This paper provides an analysis of a) his case; b) the impact of his case on the Olympics, the Paralympics and other -lympics and the relationships between the -lympics; c) the impact on other international and national sports; d) the applicability of the UN Convention on the Rights of Persons with Disabilities. It situates the evaluation of the Pistorius case within the broader doping discourse and the reality that new and emerging science and technology products increasingly generate internal and external human bodily enhancements that go beyond the species-typical, enabling more and more a culture of increasing demand for, and acceptance of modifications of the human body (structure, function, abilities) beyond its species-typical boundaries and the emergence of new social concepts such as transhumanism and the transhumanisation of ableism

Pivotal tricategories and a categorification of inner-product modules

This article investigates duals for bimodule categories over finite tensor categories. We show that finite bimodule categories form a tricategory and discuss the dualities in this tricategory using inner homs. We consider inner-product bimodule categories over pivotal tensor categories with additional structure on the inner homs. Inner-product module categories are related to Frobenius algebras and lead to the notion of $*$-Morita equivalence for pivotal tensor categories. We show that inner-product bimodule categories form a tricategory with two duality operations and an additional pivotal structure. This is work is motivated by defects in topological field theories.Comment: 64 pages, comments are welcom

Modeling record-breaking stock prices

We study the statistics of record-breaking events in daily stock prices of 366 stocks from the Standard and Poors 500 stock index. Both the record events in the daily stock prices themselves and the records in the daily returns are discussed. In both cases we try to describe the record statistics of the stock data with simple theoretical models. The daily returns are compared to i.i.d. RV's and the stock prices are modeled using a biased random walk, for which the record statistics are known. These models agree partly with the behavior of the stock data, but we also identify several interesting deviations. Most importantly, the number of records in the stocks appears to be systematically decreased in comparison with the random walk model. Considering the autoregressive AR(1) process, we can predict the record statistics of the daily stock prices more accurately. We also compare the stock data with simulations of the record statistics of the more complicated GARCH(1,1) model, which, in combination with the AR(1) model, gives the best agreement with the observational data. To better understand our findings, we discuss the survival and first-passage times of stock prices on certain intervals and analyze the correlations between the individual record events. After recapitulating some recent results for the record statistics of ensembles of N stocks, we also present some new observations for the weekly distributions of record events.Comment: 20 pages, 28 figure