7 resultados para SPACING DISTRIBUTIONS

em Helda - Digital Repository of University of Helsinki


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Measurements of inclusive charged-hadron transverse-momentum and pseudorapidity distributions are presented for proton-proton collisions at sqrt(s) = 0.9 and 2.36 TeV. The data were collected with the CMS detector during the LHC commissioning in December 2009. For non-single-diffractive interactions, the average charged-hadron transverse momentum is measured to be 0.46 +/- 0.01 (stat.) +/- 0.01 (syst.) GeV/c at 0.9 TeV and 0.50 +/- 0.01 (stat.) +/- 0.01 (syst.) GeV/c at 2.36 TeV, for pseudorapidities between -2.4 and +2.4. At these energies, the measured pseudorapidity densities in the central region, dN(charged)/d(eta) for |eta|

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In this paper, we examine the predictability of observed volatility smiles in three major European index options markets, utilising the historical return distributions of the respective underlying assets. The analysis involves an application of the Black (1976) pricing model adjusted in accordance with the Jarrow-Rudd methodology as proposed in 1982. Thereby we adjust the expected future returns for the third and fourth central moments as these represent deviations from normality in the distributions of observed returns. Thus, they are considered one possible explanation to the existence of the smile. The obtained results indicate that the inclusion of the higher moments in the pricing model to some extent reduces the volatility smile, compared with the unadjusted Black-76 model. However, as the smile is partly a function of supply, demand, and liquidity, and as such intricate to model, this modification does not appear sufficient to fully capture the characteristics of the smile.

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Myrkyllisten aineiden jakaumat ja vaikutusmallit jätealueiden ympäristöriskien analyysissä.

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Toeplitz operators are among the most important classes of concrete operators with applications to several branches of pure and applied mathematics. This doctoral thesis deals with Toeplitz operators on analytic Bergman, Bloch and Fock spaces. Usually, a Toeplitz operator is a composition of multiplication by a function and a suitable projection. The present work deals with generalizing the notion to the case where the function is replaced by a distributional symbol. Fredholm theory for Toeplitz operators with matrix-valued symbols is also considered. The subject of this thesis belongs to the areas of complex analysis, functional analysis and operator theory. This work contains five research articles. The articles one, three and four deal with finding suitable distributional classes in Bergman, Fock and Bloch spaces, respectively. In each case the symbol class to be considered turns out to be a certain weighted Sobolev-type space of distributions. The Bergman space setting is the most straightforward. When dealing with Fock spaces, some difficulties arise due to unboundedness of the complex plane and the properties of the Gaussian measure in the definition. In the Bloch-type spaces an additional logarithmic weight must be introduced. Sufficient conditions for boundedness and compactness are derived. The article two contains a portion showing that under additional assumptions, the condition for Bergman spaces is also necessary. The fifth article deals with Fredholm theory for Toeplitz operators having matrix-valued symbols. The essential spectra and index theorems are obtained with the help of Hardy space factorization and the Berezin transform, for instance. The article two also has a part dealing with matrix-valued symbols in a non-reflexive Bergman space, in which case a condition on the oscillation of the symbol (a logarithmic VMO-condition) must be added.