A fully automated hot-wall multiplasma-monochamber reactor for thin film deposition

We present a study on the development and the evaluation of a fully automated radio-frequency glow discharge system devoted to the deposition of amorphous thin film semiconductors and insulators. The following aspects were carefully addressed in the design of the reactor: (1) cross contamination by dopants and unstable gases, (2) capability of a fully automated operation, (3) precise control of the discharge parameters, particularly the substrate temperature, and (4) high chemical purity. The new reactor, named ARCAM, is a multiplasma-monochamber system consisting of three separated plasma chambers located inside the same isothermal vacuum vessel. Thus, the system benefits from the advantages of multichamber systems but keeps the simplicity and low cost of monochamber systems. The evaluation of the reactor performances showed that the oven-like structure combined with a differential dynamic pumping provides a high chemical purity in the deposition chamber. Moreover, the studies of the effects associated with the plasma recycling of material from the walls and of the thermal decomposition of diborane showed that the multiplasma-monochamber design is efficient for the production of abrupt interfaces in hydrogenated amorphous silicon (a-Si:H) based devices. Also, special attention was paid to the optimization of plasma conditions for the deposition of low density of states a-Si:H. Hence, we also present the results concerning the effects of the geometry, the substrate temperature, the radio frequency power and the silane pressure on the properties of the a-Si:H films. In particular, we found that a low density of states a-Si:H can be deposited at a wide range of substrate temperatures (100°C

Extreme times in financial markets.

We apply the theory of continuous time random walks (CTRWs) to study some aspects involving extreme events in financial time series. We focus our attention on the mean exit time (MET). We derive a general equation for this average and compare it with empirical results coming from high-frequency data of the U.S. dollar and Deutsche mark futures market. The empirical MET follows a quadratic law in the return length interval which is consistent with the CTRW formalism.

Random diffusion and leverage effect in financial markets

We prove that Brownian market models with random diffusion coefficients provide an exact measure of the leverage effect [J-P. Bouchaud et al., Phys. Rev. Lett. 87, 228701 (2001)]. This empirical fact asserts that past returns are anticorrelated with future diffusion coefficient. Several models with random diffusion have been suggested but without a quantitative study of the leverage effect. Our analysis lets us to fully estimate all parameters involved and allows a deeper study of correlated random diffusion models that may have practical implications for many aspects of financial markets.

Uniform-price assignment markets

Uniform-price assignment games are introduced as those assignment markets with the core reduced to a segment. In these games, for all active agents, competitive prices are uniform although products may be non-homogeneous. A characterization in terms of the assignment matrix is given. The only assignment markets where all submarkets are uniform are the Bohm-Bawerk horse markets. We prove that for uniform-price assignment games the kernel, or set of symmetrically-pairwise bargained allocations, either coincides with the core or reduces to the nucleolus

Multi-sided Böhm-Bawerk assignment markets: the nucleolus and the core-center

En aquest treball mostrem que, a diferència del cas bilateral, per als mercats multilaterals d'assignació coneguts amb el nom de Böhm-Bawerk assignment games, el nucleolus i el core-center, i. e. el centre de masses del core, no coincideixen en general. Per demostrar-ho provem que donant un m-sided Böhm-Bawerk assignment game les dues solucions anteriors poden obtenir-se respectivament del nucleolus i el core-center d'un joc convex definit en el conjunt format pels m sectors. Encara més, provem que per calcular el nucleolus d'aquest últim joc només les coalicions formades per un jugador o m-1 jugadors són importants. Aquests resultats simplifiquen el càlcul del nucleolus d'un multi-sided ¿¿ohm-Bawerk assignment market amb un número molt elevat d'agents.

Vertical Syndication-Proof Competitive Prices in Multilateral Markets

[eng] A multi-sided Böhm-Bawerk assignment game (Tejada, to appear) is a model for a multilateral market with a finite number of perfectly complementary indivisible commodities owned by different sellers, and inflexible demand and support functions. We show that for each such market game there is a unique vector of competitive prices for the commodities that is vertical syndication-proof, in the sense that, at those prices, syndication of sellers each owning a different commodity is neither beneficial nor detrimental for the buyers. Since, moreover, the benefits obtained by the agents at those prices correspond to the nucleolus of the market game, we provide a syndication-based foundation for the nucleolus as an appropriate solution concept for market games. For different solution concepts a syndicate can be disadvantageous and there is no escape to Aumman’s paradox (Aumann, 1973). We further show that vertical syndicationproofness and horizontal syndication-proofness – in which sellers of the same commodity collude – are incompatible requirements under some mild assumptions. Our results build on a self-interesting link between multi-sided Böhm-Bawerk assignment games and bankruptcy games (O’Neill, 1982). We identify a particular subset of Böhm-Bawerk assignment games and we show that it is isomorphic to the whole class of bankruptcy games. This isomorphism enables us to show the uniqueness of the vector of vertical syndication-proof prices for the whole class of Böhm-Bawerk assignment market using well-known results of bankruptcy problems.

Symmetrically multilateral-bargained allocations in multi-sided assignment markets

[cat] Aquest treball tracta d’extendre la noció d’equilibri simètric de negociació bilateral introduït per Rochford (1983) a jocs d’assignació multilateral. Un pagament corresponent a un equilibri simètric de negociación multilateral (SMB) és una imputación del core que garanteix que qualsevol agent es troba en equilibri respecte a un procés de negociación entre tots els agents basat en allò que cadascun d’ells podria rebre -i fer servir com a amenaça- en un ’matching’ òptim diferent al que s’ha format. Es prova que, en el cas de jocs d’assignació multilaterals, el conjunt de SMB és sempre no buit i que, a diferència del cas bilateral, no sempre coincideix amb el kernel (Davis and Maschler, 1965). Finalment, responem una pregunta oberta per Rochford (1982) tot introduïnt un conjunt basat en la idea de kernel, que, conjuntament amb el core, ens permet caracteritzar el conjunt de SMB.

Complements and substitutes in multilateral assignment markets

[cat] En aquest treball provo que, en mercats d’assignació amb més de dos costats, agents de diferents sectors poden no ser complementaris mentre que agents del mateix sector poden no ser substituts. Shapley (1962) va provar que això mai pot succeïr quan el mercat d’assignació només té dos costats. No obstant, demostro que existeixen condicions suficients que garanteixen la substitutabilitat i la complementarietat entre agents en aquests tipus de mercats. A més, provo que, quan els béns al mercat son homogenis, el resultat de Shapley (1962) es manté.

Iowa Power Fund Board Project Report Update, July 29, 2009

Amana Farms is using an anaerobic digestion, which is a two-stage digester that converts manure and other organic wastes into three valuable by-products: 1) Biogas – to fuel an engine/generator set to create electricity; 2) Biosolids - used as a livestock bedding material or as a soil amendment; 3) Liquid stream - will be applied as a low-odor fertilizer to growing crops. (see Business Plan appendix H) The methane biogas will be collected from the two stages of the anaerobic digestion vessel and used for fuel in the combined heat and power engine/generator sets. The engine/generator sets are natural gasfueled reciprocating engines modified to burn biogas. The electricity produced by the engine/generator sets will be used to offset on-farm power consumption and the excess power will be sold directly to Amana Society Service Company as a source of green power. The waste heat, in the form of hot water, will be collected from both the engine jacket liquid cooling system and from the engine exhaust (air) system. Approximately 30 to 60% of this waste heat will be used to heat the digester. The remaining waste heat will be used to heat other farm buildings and may provide heat for future use for drying corn or biosolids. The digester effluent will be pumped from the effluent pit at the end of the anaerobic digestion vessel to a manure solids separator. The mechanical manure separator will separate the effluent digested waste stream into solid and liquid fractions. The solids will be dewatered to approximately a 35% solid material. Some of the separated solids will be used by the farm for a livestock bedding replacement. The remaining separated solids may be sold to other farms for livestock bedding purposes or sold to after-markets, such as nurseries and composters for soil amendment material. The liquid from the manure separator, now with the majority of the large solids removed, will be pumped into the farm’s storage lagoon. A significant advantage of the effluent from the anaerobic digestion treatment process is that the viscosity of the effluent is such that the liquid effluent can now be pumped through an irrigation nozzle for field spreading.

Sex-chromosome turnovers: the hot-potato model.

Abstract Sex-determining systems often undergo high rates of turnover but for reasons that remain largely obscure. Two recent evolutionary models assign key roles, respectively, to sex-antagonistic (SA) mutations occurring on autosomes and to deleterious mutations accumulating on sex chromosomes. These two models capture essential but distinct key features of sex-chromosome evolution; accordingly, they make different predictions and present distinct limitations. Here we show that a combination of features from the two models has the potential to generate endless cycles of sex-chromosome transitions: SA alleles accruing on a chromosome after it has been co-opted for sex induce an arrest of recombination; the ensuing accumulation of deleterious mutations will soon make a new transition ineluctable. The dynamics generated by these interactions share several important features with empirical data, namely, (i) that patterns of heterogamety tend to be conserved during transitions and (ii) that autosomes are not recruited randomly, with some chromosome pairs more likely than others to be co-opted for sex.