Estimating factor models for multivariate volatilities : an innovation expansion method

We introduce an innovation expansion method for estimation of factor models for conditional variance (volatility) of a multivariate time series. We estimate the factor loading space and the number of factors by a stepwise optimization algorithm on expanding the "white noise space". Simulation and a real data example are given for illustration

Low-energy electron transport with the method of discrete ordinates

The one-dimensional discrete ordinates code ANISN was adapted to transport low energy (a few MeV) electrons. Calculated results obtained with ANISN were compared with experimental data for transmitted electron energy and angular distribution data for electrons normally incident on aluminum slabs of various thicknesses. The calculated and experimental results are in good agreement for a thin slab (0.2 of the electron range), but not for the thicker slabs (0.6 of the electron range). Calculated results obtained with ANISN were also compared with results obtained using Monte Carlo methods

Asymptotics of 4d spin foam models

We study the asymptotic properties of four-simplex amplitudes for various four-dimensional spin foam models. We investigate the semi-classical limit of the Ooguri, Euclidean and Lorentzian EPRL models using coherent states for the boundary data. For some classes of geometrical boundary data, the asymptotic formulae are given, in all three cases, by simple functions of the Regge action for the four-simplex geometry.Comment: 10 pages, Proceedings for the 2nd Corfu summer school and workshop on quantum gravity and quantum geometry, talk given by Winston J. Fairbair

Lorentzian spin foam amplitudes: graphical calculus and asymptotics

The amplitude for the 4-simplex in a spin foam model for quantum gravity is defined using a graphical calculus for the unitary representations of the Lorentz group. The asymptotics of this amplitude are studied in the limit when the representation parameters are large, for various cases of boundary data. It is shown that for boundary data corresponding to a Lorentzian simplex, the asymptotic formula has two terms, with phase plus or minus the Lorentzian signature Regge action for the 4-simplex geometry, multiplied by an Immirzi parameter. Other cases of boundary data are also considered, including a surprising contribution from Euclidean signature metrics.Comment: 30 pages. v2: references now appear. v3: presentation greatly improved (particularly diagrammatic calculus). Definition of "Regge state" now the same as in previous work; signs change in final formula as a result. v4: two references adde

Response of selected plant and insect species to simulated solid rocket exhaust mixtures and to exhaust components from solid rocket fuels

The effects of solid rocket fuel (SRF) exhaust on selected plant and and insect species in the Merritt Island, Florida area was investigated in order to determine if the exhaust clouds generated by shuttle launches would adversely affect the native, plants of the Merritt Island Wildlife Refuge, the citrus production, or the beekeeping industry of the island. Conditions were simulated in greenhouse exposure chambers and field chambers constructed to model the ideal continuous stirred tank reactor. A plant exposure system was developed for dispensing and monitoring the two major chemicals in SRF exhaust, HCl and Al203, and for dispensing and monitoring SRF exhaust (controlled fuel burns). Plants native to Merritt Island, Florida were grown and used as test species. Dose-response relationships were determined for short term exposure of selected plant species to HCl, Al203, and mixtures of the two to SRF exhaust

Equivalent flaw time-of-flight diffraction sizing with ultrasonic phased arrays

Ultrasonic phased array transducers can be used to extend traditional time-of-flight diffraction (TOFD) crack sizing, resulting in more quantitative information about the crack being obtained. Traditional TOFD yields a single length parameter, while the equivalent flaw time-of-flight diffraction crack sizing method (EFTOFD) described here uses data from multiple look-angles to fit an equivalent degenerate ellipsoid to the crack. The size and orientation of the equivalent flaw can be used to estimate the actual crack size

Biological description of Old Plantation Flats Deep Trough, a proposed dredged material disposal site: Interim report

The Old Plantation Trough site biological community was surveyed August 29-30, 1978. Bottom profiles were completed September 9, 1978. An Interim Report containing the procedures, list of stations, hydrographic data, bottom profiles, and species list was prepared and filed October 3, 1978. This report contains tables of numbers and weights of fish and invertebrates collected during the August 1978 survey and thus concludes the report on the Summer Survey

Biological description of Old Plantation Flats Deep Trough, a proposed dredged material disposal site: Interim report

The Old Plantation Deep Trough sampling area in the Virginia portion of the Chesapeake Bay began at the latitudes of the southwestern end of the Cherrystone Inlet channel near Old Plantation Flats (approximately 37°13.S\u27N) and extended north to the latitude of Church Neck at Hungars Creek (approximately 37°25.S\u27N) (see attached Figure 1: Disposal Area 2 and area to the north). Twenty-one stations, one-quarter mile square grid, were occupied on August 29 and 30, 1978 (Table 1 and accompanying Charts). Seven stations were sampled with a lined, 30-foot semiballoon otter trawl, seven sampled with a 48-inch wide crab dredge, and seven were sampled with both gears (Table 1)

The kernel and the injectivity of the EPRL map

In this paper we prove injectivity of the EPRL map for |\gamma|<1, filling the gap of our previous paper.Comment: 17 pages, 3 figure

One vertex spin-foams with the Dipole Cosmology boundary

We find all the spin-foams contributing in the first order of the vertex expansion to the transition amplitude of the Bianchi-Rovelli-Vidotto Dipole Cosmology model. Our algorithm is general and provides spin-foams of arbitrarily given, fixed: boundary and, respectively, a number of internal vertices. We use the recently introduced Operator Spin-Network Diagrams framework.Comment: 23 pages, 30 figure