Spectral states and accretion geometries in Galactic black hole binaries

Black hole X-ray binaries, binary systems where matter from a companion star is accreted by a stellar mass black hole, thereby releasing enormous amounts of gravitational energy converted into radiation, are seen as strong X-ray sources in the sky. As a black hole can only be detected via its interaction with its surroundings, these binary systems provide important evidence for the existence of black holes. There are now at least twenty cases where the measured mass of the X-ray emitting compact object in a binary exceeds the upper limit for a neutron star, thus inferring the presence of a black hole. These binary systems serve as excellent laboratories not only to study the physics of accretion but also to test predictions of general relativity in strongly curved space time. An understanding of the accretion flow onto these, the most compact objects in our Universe, is therefore of great importance to physics. We are only now slowly beginning to understand the spectra and variability observed in these X-ray sources. During the last decade, a framework has developed that provides an interpretation of the spectral evolution as a function of changes in the physics and geometry of the accretion flow driven by a variable accretion rate. This doctoral thesis presents studies of two black hole binary systems, Cygnus~X-1 and GRS~1915+105, plus the possible black hole candidate Cygnus~X-3, and the results from an attempt to interpret their observed properties within this emerging framework. The main result presented in this thesis is an interpretation of the spectral variability in the enigmatic source Cygnus~X-3, including the nature and accretion geometry of its so-called hard spectral state. The results suggest that the compact object in this source, which has not been uniquely identified as a black hole on the basis of standard mass measurements, is most probably a massive, ~30 Msun, black hole, and thus the most massive black hole observed in a binary in our Galaxy so far. In addition, results concerning a possible observation of limit-cycle variability in the microquasar GRS~1915+105 are presented as well as evidence of `mini-hysteresis' in the extreme hard state of Cygnus X-1.

Measuring the Cosmic Microwave Background : Topics along the analysis pipeline

The first quarter of the 20th century witnessed a rebirth of cosmology, study of our Universe, as a field of scientific research with testable theoretical predictions. The amount of available cosmological data grew slowly from a few galaxy redshift measurements, rotation curves and local light element abundances into the first detection of the cos- mic microwave background (CMB) in 1965. By the turn of the century the amount of data exploded incorporating fields of new, exciting cosmological observables such as lensing, Lyman alpha forests, type Ia supernovae, baryon acoustic oscillations and Sunyaev-Zeldovich regions to name a few. -- CMB, the ubiquitous afterglow of the Big Bang, carries with it a wealth of cosmological information. Unfortunately, that information, delicate intensity variations, turned out hard to extract from the overall temperature. Since the first detection, it took nearly 30 years before first evidence of fluctuations on the microwave background were presented. At present, high precision cosmology is solidly based on precise measurements of the CMB anisotropy making it possible to pinpoint cosmological parameters to one-in-a-hundred level precision. The progress has made it possible to build and test models of the Universe that differ in the way the cosmos evolved some fraction of the first second since the Big Bang. -- This thesis is concerned with the high precision CMB observations. It presents three selected topics along a CMB experiment analysis pipeline. Map-making and residual noise estimation are studied using an approach called destriping. The studied approximate methods are invaluable for the large datasets of any modern CMB experiment and will undoubtedly become even more so when the next generation of experiments reach the operational stage. -- We begin with a brief overview of cosmological observations and describe the general relativistic perturbation theory. Next we discuss the map-making problem of a CMB experiment and the characterization of residual noise present in the maps. In the end, the use of modern cosmological data is presented in the study of an extended cosmological model, the correlated isocurvature fluctuations. Current available data is shown to indicate that future experiments are certainly needed to provide more information on these extra degrees of freedom. Any solid evidence of the isocurvature modes would have a considerable impact due to their power in model selection.

Impact of cosmic inhomogeneities on SNe observations

We study the impact of cosmic inhomogeneities on the interpretation of SNe observations. We build an inhomogeneous universe model that can confront supernova data and yet is reasonably well compatible with the Copernican Principle. Our model combines a relatively small local void, that gives apparent acceleration at low redshifts, with a meatball model that gives sizeable lensing (dimming) at high redshifts. Together these two elements, which focus on different effects of voids on the data, allow the model to mimic the concordance model.

Essays on Risk Modeling. Applications to Portfolio and Risk Management (summary section only)

In this thesis we deal with the concept of risk. The objective is to bring together and conclude on some normative information regarding quantitative portfolio management and risk assessment. The first essay concentrates on return dependency. We propose an algorithm for classifying markets into rising and falling. Given the algorithm, we derive a statistic: the Trend Switch Probability, for detection of long-term return dependency in the first moment. The empirical results suggest that the Trend Switch Probability is robust over various volatility specifications. The serial dependency in bear and bull markets behaves however differently. It is strongly positive in rising market whereas in bear markets it is closer to a random walk. Realized volatility, a technique for estimating volatility from high frequency data, is investigated in essays two and three. In the second essay we find, when measuring realized variance on a set of German stocks, that the second moment dependency structure is highly unstable and changes randomly. Results also suggest that volatility is non-stationary from time to time. In the third essay we examine the impact from market microstructure on the error between estimated realized volatility and the volatility of the underlying process. With simulation-based techniques we show that autocorrelation in returns leads to biased variance estimates and that lower sampling frequency and non-constant volatility increases the error variation between the estimated variance and the variance of the underlying process. From these essays we can conclude that volatility is not easily estimated, even from high frequency data. It is neither very well behaved in terms of stability nor dependency over time. Based on these observations, we would recommend the use of simple, transparent methods that are likely to be more robust over differing volatility regimes than models with a complex parameter universe. In analyzing long-term return dependency in the first moment we find that the Trend Switch Probability is a robust estimator. This is an interesting area for further research, with important implications for active asset allocation.

On the fundamentals of coherence theory

In the thesis I study various quantum coherence phenomena and create some of the foundations for a systematic coherence theory. So far, the approach to quantum coherence in science has been purely phenomenological. In my thesis I try to answer the question what quantum coherence is and how it should be approached within the framework of physics, the metatheory of physics and the terminology related to them. It is worth noticing that quantum coherence is a conserved quantity that can be exactly defined. I propose a way to define quantum coherence mathematically from the density matrix of the system. Degenerate quantum gases, i.e., Bose condensates and ultracold Fermi systems, form a good laboratory to study coherence, since their entropy is small and coherence is large, and thus they possess strong coherence phenomena. Concerning coherence phenomena in degenerate quantum gases, I concentrate in my thesis mainly on collective association from atoms to molecules, Rabi oscillations and decoherence. It appears that collective association and oscillations do not depend on the spin-statistics of particles. Moreover, I study the logical features of decoherence in closed systems via a simple spin-model. I argue that decoherence is a valid concept also in systems with a possibility to experience recoherence, i.e., Poincaré recurrences. Metatheoretically this is a remarkable result, since it justifies quantum cosmology: to study the whole universe (i.e., physical reality) purely quantum physically is meaningful and valid science, in which decoherence explains why the quantum physical universe appears to cosmologists and other scientists very classical-like. The study of the logical structure of closed systems also reveals that complex enough closed (physical) systems obey a principle that is similar to Gödel's incompleteness theorem of logic. According to the theorem it is impossible to describe completely a closed system within the system, and the inside and outside descriptions of the system can be remarkably different. Via understanding this feature it may be possible to comprehend coarse-graining better and to define uniquely the mutual entanglement of quantum systems.

Sneutrino-antisneutrino oscillations at colliders

Modern elementary particle physics is based on quantum field theories. Currently, our understanding is that, on the one hand, the smallest structures of matter and, on the other hand, the composition of the universe are based on quantum field theories which present the observable phenomena by describing particles as vibrations of the fields. The Standard Model of particle physics is a quantum field theory describing the electromagnetic, weak, and strong interactions in terms of a gauge field theory. However, it is believed that the Standard Model describes physics properly only up to a certain energy scale. This scale cannot be much larger than the so-called electroweak scale, i.e., the masses of the gauge fields W^+- and Z^0. Beyond this scale, the Standard Model has to be modified. In this dissertation, supersymmetric theories are used to tackle the problems of the Standard Model. For example, the quadratic divergences, which plague the Higgs boson mass in the Standard model, cancel in supersymmetric theories. Experimental facts concerning the neutrino sector indicate that the lepton number is violated in Nature. On the other hand, the lepton number violating Majorana neutrino masses can induce sneutrino-antisneutrino oscillations in any supersymmetric model. In this dissertation, I present some viable signals for detecting the sneutrino-antisneutrino oscillation at colliders. At the e-gamma collider (at the International Linear Collider), the numbers of the electron-sneutrino-antisneutrino oscillation signal events are quite high, and the backgrounds are quite small. A similar study for the LHC shows that, even though there are several backrounds, the sneutrino-antisneutrino oscillations can be detected. A useful asymmetry observable is introduced and studied. Usually, the oscillation probability formula where the sneutrinos are produced at rest is used. However, here, we study a general oscillation probability. The Lorentz factor and the distance at which the measurement is made inside the detector can have effects, especially when the sneutrino decay width is very small. These effects are demonstrated for a certain scenario at the LHC.