Iterated Function Systems in Mixed Euclidean and p-adic Spaces

We investigate graph-directed iterated function systems in mixed Euclidean and p-adic spaces. Hausdorff measure and Hausdorff dimension in such spaces are defined, and an upper bound for the Hausdorff dimension is obtained. The relation between the Haar measure and the Hausdorff measure is clarified. Finally, we discus an example in {Bbb R}\times{\Bbb Q}\sb 2 and calculate upper and lower bounds for its Hausdorff dimension.Comment: 10 pages, 2 Figures; Proceedings of the Conference "Fractal 2006" held in Vienna, Austria, from February 12 to February 15, 200

More Kolakoski Sequences

Our goal in this article is to review the known properties of the mysterious Kolakoski sequence and at the same time look at generalizations of it over arbitrary two letter alphabets. Our primary focus will here be the case where one of the letters is odd while the other is even, since in the other cases the sequences in question can be rewritten as (well-known) primitive substitution sequences. We will look at word and letter frequencies, squares, palindromes and complexity.Comment: 17 pages, 3 tables, 1 figur

Stellar Limb-Darkening Coefficients for CoRot and Kepler

Transiting exoplanets provide unparalleled access to the fundamental parameters of both extrasolar planets and their host stars. We present limb-darkening coefficients (LDCs) for the exoplanet hunting CoRot and Kepler missions. The LDCs are calculated with ATLAS stellar atmospheric model grids and span a wide range of Teff, log g, and metallically [M/H]. Both CoRot and Kepler contain wide, nonstandard response functions, and are producing a large inventory of high-quality transiting lightcurves, sensitive to stellar limb darkening. Comparing the stellar model limb darkening to results from the first seven CoRot planets, we find better fits are found when two model intensities at the limb are excluded in the coefficient calculations. This calculation method can help to avoid a major deficiency present at the limbs of the 1D stellar models.Comment: Accepted for publication in A&A. 4 pages, 2 figures, 2 tables. Full versions of tables 1 and 2 containing limb-darkening coefficients available at http://vega.lpl.arizona.edu/~sing

Search for New Particles in 2-Jet Final States in 7 TeV Proton-Proton Collisions with the ATLAS Detector at the LHC

A search for new heavy particles manifested as resonances in two-jet final states is presented. The data were produced in root(s) = 7 TeV proton-proton collisions by the Large Hadron Collider (LHC) and correspond to an integrated luminosity of 315 nb^-1 collected by the ATLAS detector. No resonances were observed. Upper limits were set on the product of cross section and signal acceptance for excited-quark (q*) production as a function of q* mass. These exclude at the 95% CL the q* mass interval 0.30 < m(q*) < 1.26 TeV, extending the reach of previous experiments.Comment: 3 page

TOURIST ARRIVALS AND ECONOMIC GROWTH IN SARAWAK

This study empirically investigates the comovements and the causality relationship between tourist arrivals and economic growth in Sarawak during the period of 1972 to 2004. The empirical evidence clearly shows that the long run causality running from tourist arrivals to economic growth in the estimation period. As one of the income generator for Sarawak, the findings are consistent with economic theory and proffer important policy conclusions.

Dynamics of the Condominium Market in Singapore

This study examines economic and market factors that drive the demand, supply, and pricing of condominiums in Singapore using a 2-stage least squares regression methodology. This empirical study covers a sample period of 12 years from 1988 to 2000. The condominium housing demand model showed that GDP growth and the inflation rate had positive relationships with condominium demand one quarter ahead. However, demand for condominiums was negatively related to one-quarter lagged stock price change, two-quarter lagged condominium housing price change, lagged demand in the previous two quarters, and one-quarter lagged household formation. On the supply side, changes in last-quarter condominium housing stock, condominium commencement, the prime lending rate, and current and lagged-quarter labor costs would adversely affect developers’ decisions to commence new condominium projects. In the condominium price model, the dummy variable used to test the effects of the government’s anti-speculation policies in May 1996, which increased the supply of residential lands and restricted the loan quantum to a limit of 80% of the housing price, was significant and positive. It implied that the policies were effective in dampening condominium prices by 0.32% per quarter for two consecutive quarters in 4Q1996 and 1Q1997.Seniors housing, Korea, consumer behavior, housing policy

Apartment Security: A Note on Gated Access and Rental Rates

This study empirically examines the dynamics of the private industrial market in Singapore using a Vector Error Correction Model (VECM), which is derived based on the theoretical framework of an extended accelerator investment model. The GDP in manufacturing sector (LMGDP) and the composite leading indicator (LCLI) were two unrestricted long-run forcing variables included in the VECM for the industrial space demand, together with a pre-determined error correction mechanism (ecm) and other determinants. The results of the VECM estimation showed negative effects of the changes in the manufacturing GDP (LMGDP) at different lags on the private industrial demand (LPRD). Three possible reasons are hypothesized for the negative manufacturing outputs and industrial space demand relationship. First, firms substitute space for other factors of production when the demand for their output increases. Second, firms take up more space than that required for the existing scale of production and the excess space can be converted to meet the production needs for the short-term surge in the outputs. A possible switch of demand from the private to the public industrial markets during a period of strong output growth may be the third contributory factor. In the generalized forecast error variance decomposition analysis, one-standard deviation shocks to the manufacturing GDP (LMGDP) was found to account for an average 67.10% of the variances of LPRD. However, in shorter terms of less than 15-period, the industrial demand own shocks appeared to be the most important determinant of the variation in industrial real estate demand. It was also found that the most volatile impulse responses from the industrial demand variance.