3 resultados para HIDDEN-MARKOV MODEL

em ArchiMeD - Elektronische Publikationen der Universität Mainz - Alemanha


Relevância:

90.00% 90.00%

Publicador:

Resumo:

Although the Standard Model of particle physics (SM) provides an extremely successful description of the ordinary matter, one knows from astronomical observations that it accounts only for around 5% of the total energy density of the Universe, whereas around 30% are contributed by the dark matter. Motivated by anomalies in cosmic ray observations and by attempts to solve questions of the SM like the (g-2)_mu discrepancy, proposed U(1) extensions of the SM gauge group have raised attention in recent years. In the considered U(1) extensions a new, light messenger particle, the hidden photon, couples to the hidden sector as well as to the electromagnetic current of the SM by kinetic mixing. This allows for a search for this particle in laboratory experiments exploring the electromagnetic interaction. Various experimental programs have been started to search for hidden photons, such as in electron-scattering experiments, which are a versatile tool to explore various physics phenomena. One approach is the dedicated search in fixed-target experiments at modest energies as performed at MAMI or at JLAB. In these experiments the scattering of an electron beam off a hadronic target e+(A,Z)->e+(A,Z)+l^+l^- is investigated and a search for a very narrow resonance in the invariant mass distribution of the lepton pair is performed. This requires an accurate understanding of the theoretical basis of the underlying processes. For this purpose it is demonstrated in the first part of this work, in which way the hidden photon can be motivated from existing puzzles encountered at the precision frontier of the SM. The main part of this thesis deals with the analysis of the theoretical framework for electron scattering fixed-target experiments searching for hidden photons. As a first step, the cross section for the bremsstrahlung emission of hidden photons in such experiments is studied. Based on these results, the applicability of the Weizsäcker-Williams approximation to calculate the signal cross section of the process, which is widely used to design such experimental setups, is investigated. In a next step, the reaction e+(A,Z)->e+(A,Z)+l^+l^- is analyzed as signal and background process in order to describe existing data obtained by the A1 experiment at MAMI with the aim to give accurate predictions of exclusion limits for the hidden photon parameter space. Finally, the derived methods are used to find predictions for future experiments, e.g., at MESA or at JLAB, allowing for a comprehensive study of the discovery potential of the complementary experiments. In the last part, a feasibility study for probing the hidden photon model by rare kaon decays is performed. For this purpose, invisible as well as visible decays of the hidden photon are considered within different classes of models. This allows one to find bounds for the parameter space from existing data and to estimate the reach of future experiments.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

In dieser Arbeit geht es um die Schätzung von Parametern in zeitdiskreten ergodischen Markov-Prozessen im allgemeinen und im CIR-Modell im besonderen. Beim CIR-Modell handelt es sich um eine stochastische Differentialgleichung, die von Cox, Ingersoll und Ross (1985) zur Beschreibung der Dynamik von Zinsraten vorgeschlagen wurde. Problemstellung ist die Schätzung der Parameter des Drift- und des Diffusionskoeffizienten aufgrund von äquidistanten diskreten Beobachtungen des CIR-Prozesses. Nach einer kurzen Einführung in das CIR-Modell verwenden wir die insbesondere von Bibby und Sørensen untersuchte Methode der Martingal-Schätzfunktionen und -Schätzgleichungen, um das Problem der Parameterschätzung in ergodischen Markov-Prozessen zunächst ganz allgemein zu untersuchen. Im Anschluss an Untersuchungen von Sørensen (1999) werden hinreichende Bedingungen (im Sinne von Regularitätsvoraussetzungen an die Schätzfunktion) für die Existenz, starke Konsistenz und asymptotische Normalität von Lösungen einer Martingal-Schätzgleichung angegeben. Angewandt auf den Spezialfall der Likelihood-Schätzung stellen diese Bedingungen zugleich lokal-asymptotische Normalität des Modells sicher. Ferner wird ein einfaches Kriterium für Godambe-Heyde-Optimalität von Schätzfunktionen angegeben und skizziert, wie dies in wichtigen Spezialfällen zur expliziten Konstruktion optimaler Schätzfunktionen verwendet werden kann. Die allgemeinen Resultate werden anschließend auf das diskretisierte CIR-Modell angewendet. Wir analysieren einige von Overbeck und Rydén (1997) vorgeschlagene Schätzer für den Drift- und den Diffusionskoeffizienten, welche als Lösungen quadratischer Martingal-Schätzfunktionen definiert sind, und berechnen das optimale Element in dieser Klasse. Abschließend verallgemeinern wir Ergebnisse von Overbeck und Rydén (1997), indem wir die Existenz einer stark konsistenten und asymptotisch normalen Lösung der Likelihood-Gleichung zeigen und lokal-asymptotische Normalität für das CIR-Modell ohne Einschränkungen an den Parameterraum beweisen.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

In this thesis we consider systems of finitely many particles moving on paths given by a strong Markov process and undergoing branching and reproduction at random times. The branching rate of a particle, its number of offspring and their spatial distribution are allowed to depend on the particle's position and possibly on the configuration of coexisting particles. In addition there is immigration of new particles, with the rate of immigration and the distribution of immigrants possibly depending on the configuration of pre-existing particles as well. In the first two chapters of this work, we concentrate on the case that the joint motion of particles is governed by a diffusion with interacting components. The resulting process of particle configurations was studied by E. Löcherbach (2002, 2004) and is known as a branching diffusion with immigration (BDI). Chapter 1 contains a detailed introduction of the basic model assumptions, in particular an assumption of ergodicity which guarantees that the BDI process is positive Harris recurrent with finite invariant measure on the configuration space. This object and a closely related quantity, namely the invariant occupation measure on the single-particle space, are investigated in Chapter 2 where we study the problem of the existence of Lebesgue-densities with nice regularity properties. For example, it turns out that the existence of a continuous density for the invariant measure depends on the mechanism by which newborn particles are distributed in space, namely whether branching particles reproduce at their death position or their offspring are distributed according to an absolutely continuous transition kernel. In Chapter 3, we assume that the quantities defining the model depend only on the spatial position but not on the configuration of coexisting particles. In this framework (which was considered by Höpfner and Löcherbach (2005) in the special case that branching particles reproduce at their death position), the particle motions are independent, and we can allow for more general Markov processes instead of diffusions. The resulting configuration process is a branching Markov process in the sense introduced by Ikeda, Nagasawa and Watanabe (1968), complemented by an immigration mechanism. Generalizing results obtained by Höpfner and Löcherbach (2005), we give sufficient conditions for ergodicity in the sense of positive recurrence of the configuration process and finiteness of the invariant occupation measure in the case of general particle motions and offspring distributions.