Parameter estimation of electricity spot models from futures prices

We consider a slight perturbation of the Schwartz-Smith model for the electricity futures prices and the resulting modified spot model. Using the martingale property of the modified price under the risk neutral measure, we derive the arbitrage free model for the spot and futures prices. We estimate the parameters of the model by the method of maximum likelihood using the Kalman filter's estimate of the unobservable state variables, coupled with the usual statistical techniques. The main advantage of the new model is that it avoids the inclusion of artificial noise to the observation equation for the implementation of Kalman filter. The extra noise is build in within the model in an arbitrage free setting

The performance of thin NaI(Tl) scintillator plate for dark matter search

A thin (0.05cm) and wide area (5cmX5cm) NaI(Tl) scintillator was developed. The performance of the thin NaI(Tl) plate, energy resolution, single photoelectron energy and position sensitivity were tested. An excellent energy resolution of 20% (FWHM) at 60keV was obtained. The single photoelectron energy was calculated to be approximately 0.42 0.02keV. Position information in the 5cmx5cm area of the detector was also obtained by analyzing the ratio of the number of photons collected at opposite ends of the detector. The position resolution was obtained to be 1cm (FWHM) in the 5cmx5cm area.Comment: 10 pages. Accepted to Journal of Physical Society of Japa

Clocking hadronization in relativistic heavy ion collisions with balance functions

A novel state of matter has been hypothesized to exist during the early stage of relativistic heavy ion collisions, with normal hadrons not appearing until several fm/c after the start of the reaction. To test this hypothesis, correlations between charges and their associated anticharges are evaluated with the use of balance functions. It is shown that late-stage hadronization is characterized by tightly correlated charge/anticharge pairs when measured as a function of relative rapidity.Comment: 5 pages, 3 figure

Transformations between WISE, 2MASS, SDSS and BVRI photometric systems: I. Transformation equations for dwarfs

We present colour transformations for the conversion of the W1 and W2 magnitudes of WISE photometric system to the Johnson-Cousins' BVRI, SDSS (gri), and 2MASS (JHK_s) photometric systems, for dwarfs. The W3 and W4 magnitudes were not considered due to their insufficient signal to noise ratio (S/N). The coordinates of 825 dwarfs along with their BVRI, gri, and JHK_s data, taken from Bilir et al. (2008) were matched with the coordinates of stars in the preliminary data release of WISE (Wright et al., 2010) and a homogeneous dwarf sample with high S/N ratio have been obtained using the following constraints: 1) the data were dereddened, 2) giants were identified and excluded from the sample, 3) sample stars were selected according to data quality, 4) transformations were derived for sub samples of different metallicity range, and 5) transformations are two colour dependent. These colour transformations, coupled with known absolute magnitudes at shorter wavelenghts, can be used in space density evaluation for the Galactic (thin and thick) discs, at distances larger than the ones evaluated with JHK_s photometry.Comment: 16 pages, including 5 figures and 7 tables, accepted for publication in MNRA

Unique Identification of Graviton Exchange Effects in e^+ e^- Collisions

Many types of new physics can lead to contact interaction-like modifications in e^+ e^- processes below direct production threshold. We examine the possibility of uniquely identifying the effects of graviton exchange, which are anticipated in many extra dimensional theories, from amongst this large set of models by using the moments of the angular distribution of the final state particles. In the case of the e^+ e^- --> f bar{f} process we demonstrate that this technique allows for the unique identification of the graviton exchange signature at the 5 sigma level for mass scales as high as 6 sqrt(s). The extension of this method to the e^+ e^- --> W^+ W^- process is also discussed.Comment: 21 pages, 3 figs, LaTe

A Two-Year Time Delay for the Lensed Quasar SDSS J1029+2623

We present 279 epochs of optical monitoring data spanning 5.4 years from 2007 January to 2012 June for the largest image separation (22.6 arcsec) gravitationally lensed quasar, SDSS J1029+2623. We find that image A leads the images B and C by dt_AB = (744+-10) days (90% confidence); the uncertainty includes both statistical uncertainties and systematic differences due to the choice of models. With only a ~1% fractional error, the interpretation of the delay is limited primarily by cosmic variance due to fluctuations in the mean line-of-sight density. We cannot separate the fainter image C from image B, but since image C trails image B by only 2-3 days in all models, the estimate of the time delay between image A and B is little affected by combining the fluxes of images B and C. There is weak evidence for a low level of microlensing, perhaps created by the small galaxy responsible for the flux ratio anomaly in this system. Interpreting the delay depends on better constraining the shape of the gravitational potential using the lensed host galaxy, other lensed arcs and the structure of the X-ray emission.Comment: Accepted for publication in The Astrophysical Journal. Changes in response to referee's comment

ANOMALOUS GAUGE BOSON INTERACTIONS

We discuss the direct measurement of the trilinear vector boson couplings in present and future collider experiments. The major goals of such experiments will be the confirmation of the Standard Model (SM) predictions and the search for signals of new physics. We review our current theoretical understanding of anomalous trilinear gauge boson self-interactions. If the energy scale of the new physics is $\sim 1$ TeV, these low energy anomalous couplings are expected to be no larger than ${\cal O}(10^{-2})$. Constraints from high precision measurements at LEP and low energy charged and neutral current processes are critically reviewed.Comment: 53 pages with 17 embedded figures, LaTeX, uses axodraw.sty, figures available on request. The complete paper, is available at ftp://phenom.physics.wisc.edu/pub/preprints/1995/madph-95-871.ps.Z or http://phenom.physics.wisc.edu/pub/preprints/1995/madph-95-871.ps.Z Summary of the DPF Working Subgroup on Anomalous Gauge Boson Interactions of the DPF Long Range Planning Stud

Scale Dependence of Halo Bispectrum from Non-Gaussian Initial Conditions in Cosmological N-body Simulations

We study the halo bispectrum from non-Gaussian initial conditions. Based on a set of large $N$-body simulations starting from initial density fields with local type non-Gaussianity, we find that the halo bispectrum exhibits a strong dependence on the shape and scale of Fourier space triangles near squeezed configurations at large scales. The amplitude of the halo bispectrum roughly scales as $f_nl^2$. The resultant scaling on the triangular shape is consistent with that predicted by Jeong & Komatsu based on perturbation theory. We systematically investigate this dependence with varying redshifts and halo mass thresholds. It is shown that the $f_nl$ dependence of the halo bispectrum is stronger for more massive haloes at higher redshifts. This feature can be a useful discriminator of inflation scenarios in future deep and wide galaxy redshift surveys.Comment: 27 pages, 10 figures; revised argument in section 6, added appendix C, JCAP accepted versio

Automated user modeling for personalized digital libraries

Digital libraries (DL) have become one of the most typical ways of accessing any kind of digitalized information. Due to this key role, users welcome any improvements on the services they receive from digital libraries. One trend used to improve digital services is through personalization. Up to now, the most common approach for personalization in digital libraries has been user-driven. Nevertheless, the design of efficient personalized services has to be done, at least in part, in an automatic way. In this context, machine learning techniques automate the process of constructing user models. This paper proposes a new approach to construct digital libraries that satisfy user’s necessity for information: Adaptive Digital Libraries, libraries that automatically learn user preferences and goals and personalize their interaction using this information

Synchronization of Coupled Nonidentical Genetic Oscillators

The study on the collective dynamics of synchronization among genetic oscillators is essential for the understanding of the rhythmic phenomena of living organisms at both molecular and cellular levels. Genetic oscillators are biochemical networks, which can generally be modelled as nonlinear dynamic systems. We show in this paper that many genetic oscillators can be transformed into Lur'e form by exploiting the special structure of biological systems. By using control theory approach, we provide a theoretical method for analyzing the synchronization of coupled nonidentical genetic oscillators. Sufficient conditions for the synchronization as well as the estimation of the bound of the synchronization error are also obtained. To demonstrate the effectiveness of our theoretical results, a population of genetic oscillators based on the Goodwin model are adopted as numerical examples.Comment: 16 pages, 3 figure