71 resultados para Threshold models


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Cosmological inflation is the dominant paradigm in explaining the origin of structure in the universe. According to the inflationary scenario, there has been a period of nearly exponential expansion in the very early universe, long before the nucleosynthesis. Inflation is commonly considered as a consequence of some scalar field or fields whose energy density starts to dominate the universe. The inflationary expansion converts the quantum fluctuations of the fields into classical perturbations on superhorizon scales and these primordial perturbations are the seeds of the structure in the universe. Moreover, inflation also naturally explains the high degree of homogeneity and spatial flatness of the early universe. The real challenge of the inflationary cosmology lies in trying to establish a connection between the fields driving inflation and theories of particle physics. In this thesis we concentrate on inflationary models at scales well below the Planck scale. The low scale allows us to seek for candidates for the inflationary matter within extensions of the Standard Model but typically also implies fine-tuning problems. We discuss a low scale model where inflation is driven by a flat direction of the Minimally Supersymmetric Standard Model. The relation between the potential along the flat direction and the underlying supergravity model is studied. The low inflationary scale requires an extremely flat potential but we find that in this particular model the associated fine-tuning problems can be solved in a rather natural fashion in a class of supergravity models. For this class of models, the flatness is a consequence of the structure of the supergravity model and is insensitive to the vacuum expectation values of the fields that break supersymmetry. Another low scale model considered in the thesis is the curvaton scenario where the primordial perturbations originate from quantum fluctuations of a curvaton field, which is different from the fields driving inflation. The curvaton gives a negligible contribution to the total energy density during inflation but its perturbations become significant in the post-inflationary epoch. The separation between the fields driving inflation and the fields giving rise to primordial perturbations opens up new possibilities to lower the inflationary scale without introducing fine-tuning problems. The curvaton model typically gives rise to relatively large level of non-gaussian features in the statistics of primordial perturbations. We find that the level of non-gaussian effects is heavily dependent on the form of the curvaton potential. Future observations that provide more accurate information of the non-gaussian statistics can therefore place constraining bounds on the curvaton interactions.

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Fusion power is an appealing source of clean and abundant energy. The radiation resistance of reactor materials is one of the greatest obstacles on the path towards commercial fusion power. These materials are subject to a harsh radiation environment, and cannot fail mechanically or contaminate the fusion plasma. Moreover, for a power plant to be economically viable, the reactor materials must withstand long operation times, with little maintenance. The fusion reactor materials will contain hydrogen and helium, due to deposition from the plasma and nuclear reactions because of energetic neutron irradiation. The first wall divertor materials, carbon and tungsten in existing and planned test reactors, will be subject to intense bombardment of low energy deuterium and helium, which erodes and modifies the surface. All reactor materials, including the structural steel, will suffer irradiation of high energy neutrons, causing displacement cascade damage. Molecular dynamics simulation is a valuable tool for studying irradiation phenomena, such as surface bombardment and the onset of primary damage due to displacement cascades. The governing mechanisms are on the atomic level, and hence not easily studied experimentally. In order to model materials, interatomic potentials are needed to describe the interaction between the atoms. In this thesis, new interatomic potentials were developed for the tungsten-carbon-hydrogen system and for iron-helium and chromium-helium. Thus, the study of previously inaccessible systems was made possible, in particular the effect of H and He on radiation damage. The potentials were based on experimental and ab initio data from the literature, as well as density-functional theory calculations performed in this work. As a model for ferritic steel, iron-chromium with 10% Cr was studied. The difference between Fe and FeCr was shown to be negligible for threshold displacement energies. The properties of small He and He-vacancy clusters in Fe and FeCr were also investigated. The clusters were found to be more mobile and dissociate more rapidly than previously assumed, and the effect of Cr was small. The primary damage formed by displacement cascades was found to be heavily influenced by the presence of He, both in FeCr and W. Many important issues with fusion reactor materials remain poorly understood, and will require a huge effort by the international community. The development of potential models for new materials and the simulations performed in this thesis reveal many interesting features, but also serve as a platform for further studies.

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This thesis studies quantile residuals and uses different methodologies to develop test statistics that are applicable in evaluating linear and nonlinear time series models based on continuous distributions. Models based on mixtures of distributions are of special interest because it turns out that for those models traditional residuals, often referred to as Pearson's residuals, are not appropriate. As such models have become more and more popular in practice, especially with financial time series data there is a need for reliable diagnostic tools that can be used to evaluate them. The aim of the thesis is to show how such diagnostic tools can be obtained and used in model evaluation. The quantile residuals considered here are defined in such a way that, when the model is correctly specified and its parameters are consistently estimated, they are approximately independent with standard normal distribution. All the tests derived in the thesis are pure significance type tests and are theoretically sound in that they properly take the uncertainty caused by parameter estimation into account. -- In Chapter 2 a general framework based on the likelihood function and smooth functions of univariate quantile residuals is derived that can be used to obtain misspecification tests for various purposes. Three easy-to-use tests aimed at detecting non-normality, autocorrelation, and conditional heteroscedasticity in quantile residuals are formulated. It also turns out that these tests can be interpreted as Lagrange Multiplier or score tests so that they are asymptotically optimal against local alternatives. Chapter 3 extends the concept of quantile residuals to multivariate models. The framework of Chapter 2 is generalized and tests aimed at detecting non-normality, serial correlation, and conditional heteroscedasticity in multivariate quantile residuals are derived based on it. Score test interpretations are obtained for the serial correlation and conditional heteroscedasticity tests and in a rather restricted special case for the normality test. In Chapter 4 the tests are constructed using the empirical distribution function of quantile residuals. So-called Khmaladze s martingale transformation is applied in order to eliminate the uncertainty caused by parameter estimation. Various test statistics are considered so that critical bounds for histogram type plots as well as Quantile-Quantile and Probability-Probability type plots of quantile residuals are obtained. Chapters 2, 3, and 4 contain simulations and empirical examples which illustrate the finite sample size and power properties of the derived tests and also how the tests and related graphical tools based on residuals are applied in practice.

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This thesis studies binary time series models and their applications in empirical macroeconomics and finance. In addition to previously suggested models, new dynamic extensions are proposed to the static probit model commonly used in the previous literature. In particular, we are interested in probit models with an autoregressive model structure. In Chapter 2, the main objective is to compare the predictive performance of the static and dynamic probit models in forecasting the U.S. and German business cycle recession periods. Financial variables, such as interest rates and stock market returns, are used as predictive variables. The empirical results suggest that the recession periods are predictable and dynamic probit models, especially models with the autoregressive structure, outperform the static model. Chapter 3 proposes a Lagrange Multiplier (LM) test for the usefulness of the autoregressive structure of the probit model. The finite sample properties of the LM test are considered with simulation experiments. Results indicate that the two alternative LM test statistics have reasonable size and power in large samples. In small samples, a parametric bootstrap method is suggested to obtain approximately correct size. In Chapter 4, the predictive power of dynamic probit models in predicting the direction of stock market returns are examined. The novel idea is to use recession forecast (see Chapter 2) as a predictor of the stock return sign. The evidence suggests that the signs of the U.S. excess stock returns over the risk-free return are predictable both in and out of sample. The new "error correction" probit model yields the best forecasts and it also outperforms other predictive models, such as ARMAX models, in terms of statistical and economic goodness-of-fit measures. Chapter 5 generalizes the analysis of univariate models considered in Chapters 2 4 to the case of a bivariate model. A new bivariate autoregressive probit model is applied to predict the current state of the U.S. business cycle and growth rate cycle periods. Evidence of predictability of both cycle indicators is obtained and the bivariate model is found to outperform the univariate models in terms of predictive power.

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The ageing of the labour force and falling employment rates have forced policy makers in industrialized countries to find means of increasing the well-being of older workers and of lengthening their work careers. The main objective of this thesis was to study longitudinally how health, functional capacity, subjective well-being, and lifestyle change as people grow older, and what effect retirement has on these factors and on their relationships. The present study is a follow-up questionnaire study of Finnish municipal workers, conducted in 1981 to 1997 at the Finnish Institute of Occupational Health. In 1981, a postal questionnaire was sent to 7344 municipal workers in different parts of Finland. The respondents were born between 1923 and 1937. A total of 6257 persons responded to the first questionnaire. In the end, a total of 3817 persons had responded to all four (1981, 1985, 1992, 1997) questionnaires. (The response rate was 69% of the living participants). Cross-tabulations, comparison of means, logistic regression analyses and general linear models with repeated measures were used to derive the results. The transition from work life to retirement, and the following years as a pensioner were associated with many changes. Involvement in various activities increased during the transition stage but later decreased to the previous level. Physical exercise was an exception: it became increasingly popular over the years. Perceived health improved markedly from the working stage to the retirement transition stage, even though morbidity increased steadily during the follow-up. On the other hand, functional capacity decreased over the follow-up, especially among those who were occupationally active until the retirement stage. Subjective well-being remained stable during the follow-up period. There were, however, great differences based on the type of work, favouring those whose work had been mental in nature. The impact of activity level on maintaining well-being became greater during the follow-up, whereas the effect of physical functioning diminished. Good physical functioning and an active life-style contributed to staying on at work until normal retirement age. Also work-related factors, i.e. possibilities for development and influence at work, responsibility for others, meaningful work, and satisfaction with working time arrangements were positively related to continuing working. The transition from work to retirement had a positive impact on a person s health and functional capacity. The study results support the view that it should be possible to ease one s work pace during the last years of a work career. This might lower the threshold between work and retirement and convince people that there will still be time to enjoy retirement also a few years later.

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We present the results of a search for Higgs bosons predicted in two-Higgs-doublet models, in the case where the Higgs bosons decay to tau lepton pairs, using 1.8 inverse fb of integrated luminosity of proton-antiproton collisions recorded by the CDF II experiment at the Fermilab Tevatron. Studying the observed mass distribution in events where one or both tau leptons decay leptonically, no evidence for a Higgs boson signal is observed. The result is used to infer exclusion limits in the two-dimensional parameter space of tan beta versus m(A).

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We present the results of a search for Higgs bosons predicted in two-Higgs-doublet models, in the case where the Higgs bosons decay to tau lepton pairs, using 1.8 inverse fb of integrated luminosity of proton-antiproton collisions recorded by the CDF II experiment at the Fermilab Tevatron. Studying the observed mass distribution in events where one or both tau leptons decay leptonically, no evidence for a Higgs boson signal is observed. The result is used to infer exclusion limits in the two-dimensional parameter space of tan beta versus m(A).

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A search for new physics using three-lepton (trilepton) data collected with the CDF II detector and corresponding to an integrated luminosity of 976 pb-1 is presented. The standard model predicts a low rate of trilepton events, which makes some supersymmetric processes, such as chargino-neutralino production, measurable in this channel. The mu+mu+l signature is investigated, where l is an electron or a muon, with the additional requirement of large missing transverse energy. In this analysis, the lepton transverse momenta with respect to the beam direction (pT) are as low as 5 GeV/c, a selection that improves the sensitivity to particles which are light as well as to ones which result in leptonically decaying tau leptons. At the same time, this low-p_T selection presents additional challenges due to the non-negligible heavy-quark background at low lepton momenta. This background is measured with an innovative technique using experimental data. Several dimuon and trilepton control regions are investigated, and good agreement between experimental results and standard-model predictions is observed. In the signal region, we observe one three-muon event and expect 0.4+/-0.1 mu+mu+l events

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We combine results from searches by the CDF and D0 collaborations for a standard model Higgs boson (H) in the process gg->H->W+W- in p=pbar collisions at the Fermilab Tevatron Collider at sqrt{s}=1.96 TeV. With 4.8 fb-1 of integrated luminosity analyzed at CDF and 5.4 fb-1 at D0, the 95% Confidence Level upper limit on \sigma(gg->H) x B(H->W+W-) is 1.75 pb at m_H=120 GeV, 0.38 pb at m_H=165 GeV, and 0.83 pb at m_H=200 GeV. Assuming the presence of a fourth sequential generation of fermions with large masses, we exclude at the 95% Confidence Level a standard-model-like Higgs boson with a mass between 131 and 204 GeV.

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This research is connected with an education development project for the four-year-long officer education program at the National Defence University. In this curriculum physics was studied in two alternative course plans namely scientific and general. Observations connected to the later one e.g. student feedback and learning outcome gave indications that action was needed to support the course. The reform work was focused on the production of aligned course related instructional material. The learning material project produced a customized textbook set for the students of the general basic physics course. The research adapts phases that are typical in Design Based Research (DBR). The research analyses the feature requirements for physics textbook aimed at a specific sector and frames supporting instructional material development, and summarizes the experiences gained in the learning material project when the selected frames have been applied. The quality of instructional material is an essential part of qualified teaching. The goal of instructional material customization is to increase the product's customer centric nature and to enhance its function as a support media for the learning process. Textbooks are still one of the core elements in physics teaching. The idea of a textbook will remain but the form and appearance may change according to the prevailing technology. The work deals with substance connected frames (demands of a physics textbook according to the PER-viewpoint, quality thinking in educational material development), frames of university pedagogy and instructional material production processes. A wide knowledge and understanding of different frames are useful in development work, if they are to be utilized to aid inspiration without limiting new reasoning and new kinds of models. Applying customization even in the frame utilization supports creative and situation aware design and diminishes the gap between theory and practice. Generally, physics teachers produce their own supplementary instructional material. Even though customization thinking is not unknown the threshold to produce an entire textbook might be high. Even though the observations here are from the general physics course at the NDU, the research gives tools also for development in other discipline related educational contexts. This research is an example of an instructional material development work together the questions it uncovers, and presents thoughts when textbook customization is rewarding. At the same time, the research aims to further creative customization thinking in instruction and development. Key words: Physics textbook, PER (Physics Education Research), Instructional quality, Customization, Creativity

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Evidence is reported for a narrow structure near the $J/\psi\phi$ threshold in exclusive $B^+\to J/\psi\phi K^+$ decays produced in $\bar{p} p $ collisions at $\sqrt{s}=1.96 \TeV$. A signal of $14\pm5$ events, with statistical significance in excess of 3.8 standard deviations, is observed in a data sample corresponding to an integrated luminosity of $2.7 \ifb$, collected by the CDF II detector. The mass and natural width of the structure are measured to be $4143.0\pm2.9(\mathrm{stat})\pm1.2(\mathrm{syst}) \MeVcc$ and $11.7^{+8.3}_{-5.0}(\mathrm{stat})\pm3.7(\mathrm{syst}) \MeVcc$.