FUSE Observations of a Full Orbit of Hercules X-1: Signatures of Disk, Star, and Wind

We observed an entire 1.7 day orbit of the X-ray binary Hercules X-1 with the Far Ultraviolet Spectroscopic Explorer (FUSE). Changes in the O VI 1032,1037 line profiles through eclipse ingress and egress indicate a Keplerian accretion disk spinning prograde with the orbit. These observations may show the first double-peaked accretion disk line profile to be seen in the Hercules X-1 system. Doppler tomograms of the emission lines show a bright spot offset from the Roche lobe of the companion star HZ Her, but no obvious signs of the accretion disk. Simulations show that the bright spot is too far offset from the Roche lobe to result from uneven X-ray heating of its surface. The absence of disk signatures in the tomogram can be reproduced in simulations which include absorption from a stellar wind. We attempt to diagnose the state of the emitting gas from the C III 977, C III 1175, and N III 991 emission lines. The latter may be enhanced through Bowen fluorescence.Comment: Accepted for publication in The Astrophysical Journa

Hercules X-1: Empirical Models of UV Emission Lines

The UV emission lines of Hercules X-1, resolved with the HST GHRS and STIS, can be divided into broad (FWHM 750 km/s) and narrow (FWHM 150 km/s) components. The broad lines can be unambiguously identified with emission from an accretion disk which rotates prograde with the orbit. The narrow lines, previously identified with the X-ray illuminated atmosphere of the companion star, are blueshifted at both phi=0.2 and phi=0.8 and the line flux at phi=0.2 is 0.2 of the flux at phi=0.8. Line ratio diagnostics show that the density of the narrow line region is log n=13.4+/-0.2 and the temperature is T=1.0+/-0.2x10^5 K. The symmetry of the eclipse ingress suggests that the line emission on the surface of the disk is left-right symmetric relative to the orbit. Model fits to the O V, Si IV, and He II line profiles agree with this result, but fits to the N V lines suggest that the receding side of the disk is brighter. We note that there are narrow absorption components in the N V lines with blueshifts of 500 km/s.Comment: To be published in the Astrophysical Journa

Liquidity risk and instabilities in portfolio optimization

We show that including a term which accounts for finite liquidity in portfolio optimization naturally mitigates the instabilities that arise in the estimation of coherent risk measures on finite samples. This is because taking into account the impact of trading in the market is mathematically equivalent to introducing a regularization on the risk measure. We show here that the impact function determines which regularizer is to be used. We also show that any regularizer based on the norm ℓpℓp with p>1p>1 makes the sensitivity of coherent risk measures to estimation error disappear, while regularizers with p<1p<1 do not. The ℓ1ℓ1 norm represents a border case: its “soft” implementation does not remove the instability, but rather shifts its locus, whereas its “hard” implementation (including hard limits or a ban on short selling) eliminates it. We demonstrate these effects on the important special case of expected shortfall (ES) which has recently become the global regulatory market risk measure

Development of hollow electron beams for proton and ion collimation

Magnetically confined hollow electron beams for controlled halo removal in high-energy colliders such as the Tevatron or the LHC may extend traditional collimation systems beyond the intensity limits imposed by tolerable material damage. They may also improve collimation performance by suppressing loss spikes due to beam jitter and by increasing capture efficiency. A hollow electron gun was designed and built. Its performance and stability were measured at the Fermilab test stand. The gun will be installed in one of the existing Tevatron electron lenses for preliminary tests of the hollow-beam collimator concept, addressing critical issues such as alignment and instabilities of the overlapping proton and electron beams.Comment: 3 pp. 1st International Particle Accelerator Conference: IPAC'10, 23-28 May 2010: Kyoto, Japa

Measurement and correction of the 3rd order resonance in the Tevatron

At Fermilab Tevatron BPM system has been recently upgraded resulting in much better accuracy of beam position measurements and improvements of data acquisition for turn-by-turn measurements. That allows one to record the beam position at each turn for 8000 turns for all BPMs (118 in each plane) with accuracy of about 10-20 ìm. In the last decade a harmonic analysis tool has been developed at CERN that allows relating each FFT line derived from the BPM data with a particular non-linear resonance in the machine. In fact, one can even detect the longitudinal position of the sources of these resonances. Experiments have been performed at the Tevatron in which beams have been kicked to various amplitudes to analyze the 3rd order resonance. It was possible to address this rather large resonance to some regular machine sextupoles. An alternative sextupole scheme allowed the suppression of this resonance by a good factor of 2. Lastly, the experimental data are compared with model calculations

Channeling and Volume Reflection Based Crystal Collimation of Tevatron Circulating Beam Halo (T-980)

The T980 crystal collimation experiment is underway at the Tevatron to determine if this technique could increase 980 GeV beam-halo collimation efficiency at high-energy hadron colliders such as the Tevatron and the LHC. T980 also studies various crystal types and parameters. The setup has been substantially enhanced during the Summer 2009 shutdown by installing a new O-shaped crystal in the horizontal goniometer, as well as adding a vertical goniometer with two alternating crystals (O-shaped and multi-strip) and additional beam diagnostics. First measurements with the new system are quite encouraging, with channeled and volume-reflected beams observed on the secondary collimators as predicted. Investigation of crystal collimation efficiencies with crystals in volume reflection and channeling modes are described in comparison with an amorphous primary collimator. Results on the system performance are presented for the end-of-store studies and for entire collider stores. The first investigation of colliding beam collimation simultaneously using crystals in both the vertical and horizontal plane has been made in the regime with horizontally channeled and vertically volume-reflected beams. Planning is underway for significant hardware improvements during the FY10 summer shutdown and for dedicated studies during the final year of Tevatron operation and also for a "post-collider beam physics running" period.Comment: 3 pp. 1st International Particle Accelerator Conference: IPAC'10, 23-28 May 2010: Kyoto, Japa

Beam halo dynamics and control with hollow electron beams

Experimental measurements of beam halo diffusion dynamics with collimator scans are reviewed. The concept of halo control with a hollow electron beam collimator, its demonstration at the Tevatron, and its possible applications at the LHC are discussed.Comment: 5 pages, 4 figures, in Proceedings of the 52nd ICFA Advanced Beam Dynamics Workshop on High-Intensity and High-Brightness Hadron Beams (HB2012), Beijing, China, 17-21 September 201

Network information and connected correlations

Entropy and information provide natural measures of correlation among elements in a network. We construct here the information theoretic analog of connected correlation functions: irreducible $N$--point correlation is measured by a decrease in entropy for the joint distribution of $N$ variables relative to the maximum entropy allowed by all the observed $N-1$ variable distributions. We calculate the ``connected information'' terms for several examples, and show that it also enables the decomposition of the information that is carried by a population of elements about an outside source.Comment: 4 pages, 3 figure

Regularizing Portfolio Optimization

The optimization of large portfolios displays an inherent instability to estimation error. This poses a fundamental problem, because solutions that are not stable under sample fluctuations may look optimal for a given sample, but are, in effect, very far from optimal with respect to the average risk. In this paper, we approach the problem from the point of view of statistical learning theory. The occurrence of the instability is intimately related to over-fitting which can be avoided using known regularization methods. We show how regularized portfolio optimization with the expected shortfall as a risk measure is related to support vector regression. The budget constraint dictates a modification. We present the resulting optimization problem and discuss the solution. The L2 norm of the weight vector is used as a regularizer, which corresponds to a diversification "pressure". This means that diversification, besides counteracting downward fluctuations in some assets by upward fluctuations in others, is also crucial because it improves the stability of the solution. The approach we provide here allows for the simultaneous treatment of optimization and diversification in one framework that enables the investor to trade-off between the two, depending on the size of the available data set