The National Transport Data Framework

Report by Professor Peter Landshoff (Cambridge University) and Professor John Polak (Imperial College London) on a project for the Department for Transport. emails: [email protected] [email protected] NTDF is designed to be a resource for data owners to deposit descriptions into a central catalogue, so that people can search for data and find data and understand their characteristics. The value of this is to individuals, to commercial organizations, and to public bodies. For example, services that provide better information to travellers will help to make their journey less stressful and persuade them to make more use of public transport. Transport operators need very diverse information to help them plan developments to their services: demographic, geographical, economic etc. And policy makers need a similar range of information to help them decide how to divide their budget and afterwards to evaluate how valuable it has been.This work was supported by the Department for Transport (DfT)

Sample-path Large Deviations in Credit Risk

The event of large losses plays an important role in credit risk. As these large losses are typically rare, and portfolios usually consist of a large number of positions, large deviation theory is the natural tool to analyze the tail asymptotics of the probabilities involved. We first derive a sample-path large deviation principle (LDP) for the portfolio's loss process, which enables the computation of the logarithmic decay rate of the probabilities of interest. In addition, we derive exact asymptotic results for a number of specific rare-event probabilities, such as the probability of the loss process exceeding some given function

Alkali vapor pressure modulation on the 100ms scale in a single-cell vacuum system for cold atom experiments

We describe and characterize a device for alkali vapor pressure modulation on the 100ms timescale in a single-cell cold atom experiment. Its mechanism is based on optimized heat conduction between a current-modulated alkali dispenser and a heat sink at room temperature. We have studied both the short-term behavior during individual pulses and the long-term pressure evolution in the cell. The device combines fast trap loading and relatively long trap lifetime, enabling high repetition rates in a very simple setup. These features make it particularly suitable for portable atomic sensors.Comment: One reference added, one correcte

Operator scaled Wiener bridges

We introduce operator scaled Wiener bridges by incorporating a matrix scaling in the drift part of the SDE of a multidimensional Wiener bridge. A sufficient condition for the bridge property of the SDE solution is derived in terms of the eigenvalues of the scaling matrix. We analyze the asymptotic behavior of the bridges and briefly discuss the question whether the scaling matrix determines uniquely the law of the corresponding bridge.Comment: 21 page

Computing Integer Powers in Floating-Point Arithmetic

We introduce two algorithms for accurately evaluating powers to a positive integer in floating-point arithmetic, assuming a fused multiply-add (fma) instruction is available. We show that our log-time algorithm always produce faithfully-rounded results, discuss the possibility of getting correctly rounded results, and show that results correctly rounded in double precision can be obtained if extended-precision is available with the possibility to round into double precision (with a single rounding).Comment: Laboratoire LIP : CNRS/ENS Lyon/INRIA/Universit\'e Lyon

Development and characterization of tri- and tetra-nucleotide polymorphic microsatellite markers for skipjack tuna (Katsuwonus pelamis)

Skipjack tuna (katsuwonus pelamis) (SJT) is the largest tuna fishery in all the major oceans around the world, and the largest marine fishery in Sri Lanka. Knowledge of genetic population structure and effective population size of SJT in the Indian Ocean and other major oceans, however, is still lacking for better management practices and conservation strategies. We developed microsatellite genetic markers using SJT around Sri Lanka in the Indian Ocean, and characterise one tri- and seven tetra-nucleotide microsatellite loci isolated from enriched genomic libraries from SJT, to provide tools for addressing both conservation and fisheries management questions. An analysis of these eight microsatellite markers in two populations of SJT from eastern Sri Lanka (n = 44) and the Maldives Islands (n = 53) showed that all eight microsatellites were polymorphic with an average number of alleles per locus of 11.80 (range 5-27). Expected heterozygosities at marker loci ranged from 0.450 to 0.961. These markers are being used currently to characterise population structure and extent of natural gene flow in SJT populations from the eastern and western Indian Ocean. No significant linkage disequilibrium was detected among any loci pairs