19,943 research outputs found
A substructure inside spiral arms, and a mirror image across the Galactic Meridian
While the galactic density wave theory is over 50 years old and well known in
science, whether it fits our own Milky Way disk has been difficult to say. Here
we show a substructure inside the spiral arms. This substructure is reversing
with respect to the Galactic Meridian (longitude zero), and crosscuts of the
arms at negative longitudes appear as mirror images of crosscuts of the arms at
positive longitudes. Four lanes are delineated: mid-arm (extended 12CO gas at
mid arm, HI atoms), in-between offset by about 100 pc (synchrotron, radio
recombination lines), in between offset by about 200 pc (masers, colder dust),
and inner edge (hotter dust seen in Mid-IR and Near-IR).Comment: 25 pages, 2 figures, 10 tables, 1 appendix, accepted 13 February 2016
by Astrophysical Journal (in press
Different studies of the global pitch angle of the Milky Way's spiral arms
There are many published values for the pitch angle of individual spiral
arms, and their wide distribution (from -3 to -28 degrees) begs for various
attempts for a single value. Each of the four statistical methods used here
yields a mean pitch angle in a small range, between -12 and -14 degrees (table
7, figure 2). The final result of our meta-analysis yields a mean global pitch
angle in the Milky Way's spiral arms of -13.1 degrees, plus or minus 0.6
degree.Comment: 18 pages; 2 figures, 7 tables, 1 appendix; accepted on 2015 April 14,
by Monthly Notices of the Royal Astronomical Society (in press
Evading the sign problem in random matrix simulations
We show how the sign problem occurring in dynamical simulations of random
matrices at nonzero chemical potential can be avoided by judiciously combining
matrices into subsets. For each subset the sum of fermionic determinants is
real and positive such that importance sampling can be used in Monte Carlo
simulations. The number of matrices per subset is proportional to the matrix
dimension. We measure the chiral condensate and observe that the statistical
error is independent of the chemical potential and grows linearly with the
matrix dimension, which contrasts strongly with its exponential growth in
reweighting methods.Comment: 4 pages, 3 figures, minor corrections, as published in Phys. Rev.
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Cooperation under incomplete contracting
We examine the notion of the core when cooperation takes place in a setting with time and uncertainty. We do so in a two-period general equilibrium setting with
incomplete markets. Market incompleteness implies that players cannot make all possible binding commitments regarding their actions at different date-events. We
unify various treatments of dynamic core concepts existing in the literature. This results in definitions of the Classical Core, the Segregated Core, the Two-stage Core, the Strong Sequential Core, and the Weak Sequential Core. Except for the Classical Core, all these concepts can be defined by requiring absence of blocking in period 0 and at any date-event in period 1. The concepts only differ with respect to the notion of blocking in period 0. To evaluate these concepts, we study three market structures in detail: strongly complete markets, incomplete markets in finance economies, and incomplete markets in settings with multiple commodities
Risk allocation under liquidity constraints
Abstract Risk allocation games are cooperative games that are used to attribute the risk of a financial entity to its divisions. In this paper, we extend the literature on risk allocation games by incorporating liquidity considerations. A liquidity policy specifies state-dependent liquidity requirements that a portfolio should obey. To comply with the liquidity policy, a financial entity may have to liquidate part of its assets, which is costly. The definition of a risk allocation game under liquidity constraints is not straightforward, since the presence of a liquidity policy leads to externalities. We argue that the standard worst case approach should not be used here and present an alternative definition. We show that the resulting class of transferable utility games coincides with the class of totally balanced games. It follows from our results that also when taking liquidity considerations into account there is always a stable way to allocate risk
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