Failure detection and isolation investigation for strapdown skew redundant tetrad laser gyro inertial sensor arrays

The degree to which flight-critical failures in a strapdown laser gyro tetrad sensor assembly can be isolated in short-haul aircraft after a failure occurrence has been detected by the skewed sensor failure-detection voting logic is investigated along with the degree to which a failure in the tetrad computer can be detected and isolated at the computer level, assuming a dual-redundant computer configuration. The tetrad system was mechanized with two two-axis inertial navigation channels (INCs), each containing two gyro/accelerometer axes, computer, control circuitry, and input/output circuitry. Gyro/accelerometer data is crossfed between the two INCs to enable each computer to independently perform the navigation task. Computer calculations are synchronized between the computers so that calculated quantities are identical and may be compared. Fail-safe performance (identification of the first failure) is accomplished with a probability approaching 100 percent of the time, while fail-operational performance (identification and isolation of the first failure) is achieved 93 to 96 percent of the time

CDO term structure modelling with Levy processes and the relation to market models

This paper considers the modelling of collateralized debt obligations (CDOs). We propose a top-down model via forward rates generalizing Filipovi\'c, Overbeck and Schmidt (2009) to the case where the forward rates are driven by a finite dimensional L\'evy process. The contribution of this work is twofold: we provide conditions for absence of arbitrage in this generalized framework. Furthermore, we study the relation to market models by embedding them in the forward rate framework in spirit of Brace, Gatarek and Musiela (1997).Comment: 16 page

Analysis of Fourier transform valuation formulas and applications

The aim of this article is to provide a systematic analysis of the conditions such that Fourier transform valuation formulas are valid in a general framework; i.e. when the option has an arbitrary payoff function and depends on the path of the asset price process. An interplay between the conditions on the payoff function and the process arises naturally. We also extend these results to the multi-dimensional case, and discuss the calculation of Greeks by Fourier transform methods. As an application, we price options on the minimum of two assets in L\'evy and stochastic volatility models.Comment: 26 pages, 3 figures, to appear in Appl. Math. Financ

Stress Tensor Correlators in the Schwinger-Keldysh Formalism

We express stress tensor correlators using the Schwinger-Keldysh formalism. The absence of off-diagonal counterterms in this formalism ensures that the +- and -+ correlators are free of primitive divergences. We use dimensional regularization in position space to explicitly check this at one loop order for a massless scalar on a flat space background. We use the same procedure to show that the ++ correlator contains the divergences first computed by `t Hooft and Veltman for the scalar contribution to the graviton self-energy.Comment: 14 pages, LaTeX 2epsilon, no figures, revised for publicatio

Potential between external monopole and antimonopole in SU(2) lattice glu odynamics

We present the results of a study of the free energy of a monopole pair in pure SU(2) theory at finite temperature, both below and above the deconfinement tran sition. We find a Yukawa potential between monopoles in both phases. At low temp erature, the screening mass is compatible with the lightest glueball mass. At hi gh temperature, we observe an increased screening mass with no apparent disconti nuity at the phase transition.Comment: LATTICE 99 (Topology and Confinement

Motion-Induced Radiation from a Dynamically Deforming Mirror

A path integral formulation is developed to study the spectrum of radiation from a perfectly reflecting (conducting) surface. It allows us to study arbitrary deformations in space and time. The spectrum is calculated to second order in the height function. For a harmonic traveling wave on the surface, we find many different regimes in which the radiation is restricted to certain directions. It is shown that high frequency photons are emitted in a beam with relatively low angular dispersion whose direction can be controlled by the mechanical deformations of the plate.Comment: 4 pages, 2 eps figues included, final version as appeared in PR

On pricing of interest rate derivatives

At present, there is an explosion of practical interest in the pricing of interest rate (IR) derivatives. Textbook pricing methods do not take into account the leptokurticity of the underlying IR process. In this paper, such a leptokurtic behaviour is illustrated using LIBOR data, and a possible martingale pricing scheme is discussed.Comment: 9 pages, 13 figure

Inadequacy of perfect-reflector models in cavity QED for systems with low-frequency excitations

It is shown that the model of perfectly reflecting boundaries widely employed in cavity QED is unsuitable for systems that have long-wavelength excitations. A prime example is a free charged particle near a reflecting wall. Modeling the wall as perfectly reflecting from the outset ignores evanescent waves that couple to the particle through virtual excitations at low energies, which can lead to errors in order of magnitude and even sign. The example of a free electron near an imperfectly reflecting wall characterized by a constant frequency-independent refractive index n is investigated in detail by determining its energy shift relative to an electron in vacuum through both nonrelativistic and relativistic calculations

Quantum radiation in a plane cavity with moving mirrors

We consider the electromagnetic vacuum field inside a perfect plane cavity with moving mirrors, in the nonrelativistic approximation. We show that low frequency photons are generated in pairs that satisfy simple properties associated to the plane geometry. We calculate the photon generation rates for each polarization as functions of the mechanical frequency by two independent methods: on one hand from the analysis of the boundary conditions for moving mirrors and with the aid of Green functions; and on the other hand by an effective Hamiltonian approach. The angular and frequency spectra are discrete, and emission rates for each allowed angular direction are obtained. We discuss the dependence of the generation rates on the cavity length and show that the effect is enhanced for short cavity lengths. We also compute the dissipative force on the moving mirrors and show that it is related to the total radiated energy as predicted by energy conservation.Comment: 17 pages, 1 figure, published in Physical Review

On the growth of nonuniform lattices in pinched negatively curved manifolds

We study the relation between the exponential growth rate of volume in a pinched negatively curved manifold and the critical exponent of its lattices. These objects have a long and interesting story and are closely related to the geometry and the dynamical properties of the geodesic flow of the manifold