Search for Anomalous Production of Events with a Photon, Jet, b-quark Jet, and Missing Transverse Energy

We present a signature-based search for anomalous production of events containing a photon, two jets, of which at least one is identified as originating from a b quark, and missing transverse energy. The search uses data corresponding to 2.0/fb of integrated luminosity from p-pbar collisions at a center-of-mass energy of sqrt(s)=1.96 TeV, collected with the CDF II detector at the Fermilab Tevatron. From 6,697,466 events with a photon candidate with transverse energy ET> 25 GeV, we find 617 events with missing transverse energy > 25 GeV and two or more jets with ET> 15 GeV, at least one identified as originating from a b quark, versus an expectation of 607+- 113 events. Increasing the requirement on missing transverse energy to 50 GeV, we find 28 events versus an expectation of 30+-11 events. We find no indications of non-standard-model phenomena.

First Measurement of the tt̅ Differential Cross Section dσ/dMtt̅ in pp̅ Collisions at √s=1.96 TeV

We present a measurement of the $\ttbar$ differential cross section with respect to the $\ttbar$ invariant mass, dSigma/dMttbar, in $\ppbar$ collisions at $\sqrt{s}=1.96$ TeV using an integrated luminosity of $2.7\invfb$ collected by the CDF II experiment. The $\ttbar$ invariant mass spectrum is sensitive to a variety of exotic particles decaying into $\ttbar$ pairs. The result is consistent with the standard model expectation, as modeled by \texttt{PYTHIA} with \texttt{CTEQ5L} parton distribution functions.

Essays on the Modeling and Prediction of Volatility and Higher Moments of Stock Returns (summary section only)

One of the most fundamental and widely accepted ideas in finance is that investors are compensated through higher returns for taking on non-diversifiable risk. Hence the quantification, modeling and prediction of risk have been, and still are one of the most prolific research areas in financial economics. It was recognized early on that there are predictable patterns in the variance of speculative prices. Later research has shown that there may also be systematic variation in the skewness and kurtosis of financial returns. Lacking in the literature so far, is an out-of-sample forecast evaluation of the potential benefits of these new more complicated models with time-varying higher moments. Such an evaluation is the topic of this dissertation. Essay 1 investigates the forecast performance of the GARCH (1,1) model when estimated with 9 different error distributions on Standard and Poor’s 500 Index Future returns. By utilizing the theory of realized variance to construct an appropriate ex post measure of variance from intra-day data it is shown that allowing for a leptokurtic error distribution leads to significant improvements in variance forecasts compared to using the normal distribution. This result holds for daily, weekly as well as monthly forecast horizons. It is also found that allowing for skewness and time variation in the higher moments of the distribution does not further improve forecasts. In Essay 2, by using 20 years of daily Standard and Poor 500 index returns, it is found that density forecasts are much improved by allowing for constant excess kurtosis but not improved by allowing for skewness. By allowing the kurtosis and skewness to be time varying the density forecasts are not further improved but on the contrary made slightly worse. In Essay 3 a new model incorporating conditional variance, skewness and kurtosis based on the Normal Inverse Gaussian (NIG) distribution is proposed. The new model and two previously used NIG models are evaluated by their Value at Risk (VaR) forecasts on a long series of daily Standard and Poor’s 500 returns. The results show that only the new model produces satisfactory VaR forecasts for both 1% and 5% VaR Taken together the results of the thesis show that kurtosis appears not to exhibit predictable time variation, whereas there is found some predictability in the skewness. However, the dynamic properties of the skewness are not completely captured by any of the models.

Performance Persistence of International Stock Funds

People saving in mutual funds often look at historical performance before they decide which funds to invest in. The implicit assumption made is that superior performance is likely to be repeated in the future. The findings presented in this study, which investigates funds sold on the Swedish market, support such an approach provided that the time horizons are limited to one year. International stock funds that have performed strongly one year are likely to outperform their peers also the following years. But if the historical and future time horizons are extended to two or three years, the positive relationship between past and future performance vanishes in most cases. Persistence tests focusing on the aggregated performance of fund companies were also carried out. These tests produced results rather similar to those on the individual fund level.

Thermal correlation functions of twisted quantum fields

We derive the thermal correlators for twisted quantum fields on noncommutative spacetime. We show that the thermal expectation value of the number operator is same as in commutative spacetime, but that higher correlators are sensitive to the noncommutativity parameters phi(mu nu).

Modelling the chemical weathering fluxes at the watershed scale in the Tropics (Mule Hole, South India): Relative contribution of the smectite/kaolinite assemblage versus primary minerals

We investigate the chemical weathering processes and fluxes in a small experimental watershed (SEW) through a modelling approach. The study site is the Mule Hole SEW developed on a gneissic basement located in the climatic gradient of the Western Ghats, South India. The model couples a lumped hydrological model simulating the water budget at the watershed scale to the WITCH model estimating the dissolution/precipitation rates of minerals using laboratory kinetic laws. Forcing functions and parameters of the simulation are defined by the field data. The coupled model is calibrated with stream and groundwater compositions through the testing of a large range of smectite solubility and abundance in the soil horizons. We found that, despite the low abundance of smectite in the dominant soil type of the watershed (4 vol.%), their net dissolution provides 75% of the export of dissolved silica, while primary silicate mineral dissolution releases only 15% of this flux. Overall, smectites (modelled as montmorillonites) are not stable under the present day climatic conditions. Furthermore, the dissolution of trace carbonates in the saprolitic horizon provides 50% of the calcium export at the watershed scale. Modelling results show the contrasted behavior of the two main soil types of the watershed: red soils (88% of the surface) are provider of calcium, while black soils (smectite-rich and characterized by a lower drainage) consumes calcium through overall carbonate precipitation. Our model results stress the key role played by minor/accessory minerals and by the thermodynamic properties of smectite minerals, and by the drainage of the weathering profiles on the weathering budget of a tropical watershed. (C) 2010 Elsevier B.V. All rights reserved.

Analysis of forest soil chemistry and hydrology with a dynamic model ACIDIC.

In this study we analyze how the ion concentrations in forest soil solution are determined by hydrological and biogeochemical processes. A dynamic model ACIDIC was developed, including processes common to dynamic soil acidification models. The model treats up to eight interacting layers and simulates soil hydrology, transpiration, root water and nutrient uptake, cation exchange, dissolution and reactions of Al hydroxides in solution, and the formation of carbonic acid and its dissociation products. It includes also a possibility to a simultaneous use of preferential and matrix flow paths, enabling the throughfall water to enter the deeper soil layers in macropores without first reacting with the upper layers. Three different combinations of routing the throughfall water via macro- and micropores through the soil profile is presented. The large vertical gradient in the observed total charge was simulated succesfully. According to the simulations, gradient is mostly caused by differences in the intensity of water uptake, sulfate adsorption and organic anion retention at the various depths. The temporal variations in Ca and Mg concentrations were simulated fairly well in all soil layers. For H+, Al and K there were much more variation in the observed than in the simulated concentrations. Flow in macropores is a possible explanation for the apparent disequilibrium of the cation exchange for H+ and K, as the solution H+ and K concentrations have great vertical gradients in soil. The amount of exchangeable H+ increased in the O and E horizons and decreased in the Bs1 and Bs2 horizons, the net change in whole soil profile being a decrease. A large part of the decrease of the exchangeable H+ in the illuvial B horizon was caused by sulfate adsorption. The model produces soil water amounts and solution ion concentrations which are comparable to the measured values, and it can be used in both hydrological and chemical studies of soils.

Physical properties of a boreal clay soil under differently managed perennial vegetation

The physical properties of surface soil horizons, essentially pore size, shape, continuity and affinity for water, regulate water entry into the soil. These properties are prone to changes caused by natural forces and human activity. The hydraulic properties of the surface soil greatly impact the generation of surface runoff and accompanied erosion, the major concern of agricultural water protection. The general target of this thesis was to improve our understanding of the structural and hydraulic properties of boreal clay soils. Physical properties of a clayey surface soil (0 - 10 cm, clay content 51%), with a micaceous/illitic mineralogy subjected to three different management practices of perennial vegetation, were studied. The study sites were vegetated buffer zones located side by side in SW Finland: 1) natural vegetation with no management, 2) harvested once a year, and 3) grazed by cattle. The soil structure, hydraulic properties, shrinkage properties and soil water repellency were determined at all sites. Two distinct flow domains were evident. The surface soil was characterized by subangular blocky, angular blocky and platy aggregates. Hence, large, partially accommodated, irregular elongated pores dominated the macropore domain at all sites. The intra-aggregate pore system was mostly comprised of pores smaller than 30 μm, which are responsible for water storage. Macropores at the grazed site, compacted by hoof pressure, were horizontally oriented and pore connectivity was poorest, which decreased water and air flux compared with other sites. Drying of the soil greatly altered its structure. The decrease in soil volume between wet and dry soil was 7 - 10%, most of which occurred in the moisture range of field conditions. Structural changes, including irreversible collapse of interaggregate pores, began at matric potentials around -6 kPa indicating, instability of soil structure against increasing hydraulic stress. Water saturation and several freezethaw cycles between autumn and spring likely weakened the soil structure. Soil water repellency was observed at all sites at the time of sampling and when soil was dryer than about 40 vol.%. (matric potential < -6 kPa). Therefore, water repellency contributes to water flow over a wide moisture range. Water repellency was also observed in soils with low organic carbon content (< 2%), which suggests that this phenomenon is common in agricultural soils of Finland due to their relatively high organic carbon content. Aggregate-related pedofeatures of dense infillings described as clay intrusions were found at all sites. The formation of these intrusions was attributed to clay dispersion and/or translocation during spring thaw and drying of the suspension in situ. These processes generate very new aggregates whose physical properties are most probably different from those of the bulk soil aggregates. Formation of the clay infillings suggested that prolonged wetness in autumn and spring impairs soil structure due to clay dispersion, while on the other hand it contributes to the pedogenesis of the soil. The results emphasize the dynamic nature of the physical properties of clay soils, essentially driven by their moisture state. In a dry soil, fast preferential flow is favoured by abundant macropores including shrinkage cracks and is further enhanced by water repellency. Increase in soil moisture reduces water repellency, and swelling of accommodated pores lowers the saturated hydraulic conductivity. Moisture- and temperature-related processes significantly alter soil structure over a time span of 1 yr. Thus, the pore characteristics as well as the hydraulic properties of soil are time-dependent.

Application of nonlinear filtering to credit risk

Merton's model views equity as a call option on the asset of the firm. Thus the asset is partially observed through the equity. Then using nonlinear filtering an explicit expression for likelihood ratio for underlying parameters in terms of the nonlinear filter is obtained. As the evolution of the filter itself depends on the parameters in question, this does not permit direct maximum likelihood estimation, but does pave the way for the `Expectation-Maximization' method for estimating parameters. (C) 2010 Elsevier B.V. All rights reserved.

Formation and preservation of pedogenic carbonates in South India, links with paleo-monsoon and pedological conditions: Clues from Sr isotopes, U-Th series and REEs

The influence of the pedogenic and climatic contexts on the formation and preservation of pedogenic carbonates in a climosequence in the Western Ghats (Karnataka Plateau, South West India) has been studied. Along the climosequence, the current mean annual rainfall (MAR) varies within a 80 km transect from 6000 mm at the edge of the Plateau to 500 mm inland. Pedogenic carbonates occur in the MAR range of 500-1200 mm. In the semi-arid zone (MAR: 500-900 mm), carbonates occur (i) as rhick hardpan calcretes on pediment slopes and (ii) as nodular horizons in polygenic black soils (i.e. vertisols). In the sub-humid zone (MAR: 900-1500 mm), pedogenic carbonates are disseminated in the black soil matrices either as loose, irregular and friable nodules of millimetric size or as indurated botryoidal nodules of centimetric to pluricentimetric size. They also occur at the top layers of the saprolite either as disseminated pluricentimetric indurated nodules or carbonate-cemented lumps of centimetric to decimetric size. Chemical and isotopic (Sr-87/Sr-86) compositions of the carbonate fraction were determined after leaching with 0.25 N HCl. The corresponding residual fractions containing both primary minerals and authigenic clays were digested separately and analyzed. The trend defined by the Sr-87/Sr-86 signatures of both labile carbonate fractions and corresponding residual fractions indicates that a part of the labile carbonate fraction is genetically linked to the local soil composition. Considering the residual fraction of each sample as the most likely lithogenic source of Ca in carbonates, it is estimated that from 24% to 82% (55% on average) of Ca is derived from local bedrock weathering, leading to a consumption of an equivalent proportion of atmospheric CO2. These values indicate that climatic conditions were humid enough to allow silicate weathering: MAR at the time of carbonate formation likely ranged from 400 to 700 mm, which is 2- to 3-fold less than the current MAR at these locations. The Sr, U and Mg contents and the (U-234/U-238) activity ratio in the labile carbonate fraction help to understand the conditions of carbonate formation. The relatively high concentrations of Sr, U and Mg in black soil carbonates may indicate fast growth and accumulation compared to carbonates in saprolite, possibly due to a better confinement of the pore waters which is supported by their high (U-234/U-238) signatures, and/or to higher content of dissolved carbonates in the pore waters. The occurrence of Ce, Mn and Fe oxides in the cracks of carbonate reflects the existence of relatively humid periods after carbonate formation. The carbonate ages determined by the U-Th method range from 1.33 +/- 0.84 kyr to 7.5 +/- 2.7 kyr and to a cluster of five ages around 20 kyr, i.e. the Last Glacial Maximum period. The young occurrences are only located in the black soils, which therefore constitute sensitive environments for trapping and retaining atmospheric CO2 even on short time scales. The maximum age of carbonates depends on their location in the climatic gradient: from about 20 kyr for centimetric nodules at Mule Hole (MAR = 1100 mm/yr) to 200 kyr for the calcrete at Gundlupet (MAR = 700 mm/yr, Durand et al., 2007). The intensity of rainfall during wet periods would indeed control the lifetime of pedogenic carbonates and thus the duration of inorganic carbon storage in soils. (C) 2010 Elsevier Ltd. All rights reserved.

An ab-initio study of the role of lone pairs in the structure and insulator-metal transition in SnO and PbO

We have performed density functional calculations on tetragonal SnO and PbO (litharge) in the space group P4/nmm with the specific intention of examining the role played by Sn 5s and Pb 6s lone pairs in stabilizing the structure, and in giving rise to semi-metallic behavior (of SnO at ambient pressure and of PbO in the gamma phase). Use of the electron localization function has permitted real-space visualization of the lone pair in these structures. We also discuss the electronic structure of the orthorhombic PbO (massicot, space group Pbma) which again has localized lone pairs, contrary to some earlier expectation. (C) 2002 Editions scientifiques et medicales Elsevier SAS. All rights reserved.

Effect of granularity on the insulator-superconductor transition in ultrathin Bi films

We have studied the insulator-superconductor transition (IST) by tuning the thickness in quench-condensed Bi films. The resistive transitions of the superconducting films are smooth and can be considered to represent ''homogeneous'' films. The observation of an IST very close to the quantum resistance for pairs R-square(N) similar to h/4e(2) on several substrates supports this idea. The relevant length scales here are the localization length, and the coherence length. However, at the transition, the localization length is much higher than the superconducting coherence length, contrary to expectation for a "homogeneous" transition. This suggests the invalidity of a purely fermionic model for the transition. Furthermore, the current-voltage characteristics of the superconducting films are hysteretic, and show the films to be granular. The relevant energy scales here are the Josephson coupling energy and the charging energy. However, Josephson coupling energies (E-J) and the charging energies (E-c) at the IST, they are found to obey the relation E-j < E-c. This is again contrary to expectation, for the IST in a granular or inhomogeneous system. Hence, a purely bosonic picture of the transition is also inconsistent with our observations. We conclude that the IST observed in our experiments may be either an intermediate case between the fermioinc and bosonic mechanisms, or in a regime of charge and vortex dynamics for which a quantitative analysis has not yet been done.

Structural Rigidity of Paranemic Crossover and Juxtapose DNA Nanostructures

Crossover motifs are integral components for designing DNA-based nanostructures and nanomechanical devices due to their enhanced rigidity compared to the normal B-DNA. Although the structural rigidity of the double helix B-DNA has been investigated extensively using both experimental and theoretical tools, to date there is no quantitative information about structural rigidity and the mechanical strength of parallel crossover DNA motifs. We have used fully atomistic molecular dynamics simulations in explicit solvent to get the force-extension curve of parallel DNA nanostructures to characterize their mechanical rigidity. In the presence of monovalent Na(+) ions, we find that the stretch modulus (gamma(1)) of the paranemic crossover and its topoisomer JX DNA structure is significantly higher (similar to 30%) compared to normal B-DNA of the same sequence and length. However, this is in contrast to the original expectation that these motifs are almost twice as rigid compared to the double-stranded B-DNA. When the DNA motif is surrounded by a solvent with Mg(2+) counterions, we find an enhanced rigidity compared to Na(+) environment due to the electrostatic screening effects arising from the divalent nature of Mg(2+) ions. To our knowledge, this is the first direct determination of the mechanical strength of these crossover motifs, which can be useful for the design of suitable DNA for DNA-based nanostructures and nanomechanical devices with improved structural rigidity.

An Empirical Analysis of Heterogeneity in IEEE 802.11 MAC Protocol Implementations and its Implications

Wireless LAN (WLAN) market consists of IEEE 802.11 MAC standard conformant devices (e.g., access points (APs), client adapters) from multiple vendors. Certain third party certifications such as those specified by the Wi-Fi alliance have been widely used by vendors to ensure basic conformance to the 802.11 standard, thus leading to the expectation that the available devices exhibit identical MAC level behavior. In this paper, however, we present what we believe to be the first ever set of experimental results that highlight the fact that WLAN devices from different vendors in the market can have heterogeneous MAC level behavior. Specifically, we demonstrate with examples and data that in certain cases, devices may not be conformant with the 802.11 standard while in other cases, they may differ in significant details that are not a part of mandatory specifications of the standard. We argue that heterogeneous MAC implementations can adversely impact WLAN operations leading to unfair bandwidth allocation, potential break-down of related MAC functionality and difficulties in provisioning the capacity of a WLAN. However, on the positive side, MAC level heterogeneity can be useful in applications such as vendor/model level device fingerprinting.

Dispersion and vaporization of biofuels and conventional fuels in a crossflow pre-mixer

In lean premixed pre-vaporized (LPP) combustion, controlled atomization, dispersion and vaporization of different types of liquid fuel in the premixer are the key factors required to stabilize the combustion process and improve the efficiency. The dispersion and vaporization process for biofuels and conventional fuels sprayed into a crossflow pre-mixer have been simulated and analyzed with respect to vaporization rate, degree of mixedness and homogeneity. Two major biofuels under investigation are Ethanol and Rapeseed Methyl Esters (RME), while conventional fuels are gasoline and jet-A. First, the numerical code is validated by comparing with the experimental data of single n-heptane and decane droplet evaporating under both moderate and high temperature convective air now. Next, the spray simulations were conducted with monodispersed droplets with an initial diameter of 80 mu m injected into a turbulent crossflow of air with a typical velocity of 10 m/s and temperature of around 800K. Vaporization time scales of different fuels are found to be very different. The droplet diameter reduction and surface temperature rise were found to be strongly dependent on the fuel properties. Gasoline droplet exhibited a much faster vaporization due a combination of higher vapor pressure and smaller latent heat of vaporization compared to other fuels. Mono-dispersed spray was adopted with the expectation of achieving more homogeneous fuel droplet size than poly-dispersed spray. However, the diameter histogram in the zone near the pre-mixer exit shows a large range of droplet diameter distributions for all the fuels. In order to improve the vaporization performance, fuels were pre-heated before injection. Results show that the Sauter mean diameter of ethanol improved from 52.8% of the initial injection size to 48.2%, while jet-A improved from 48.4% to 18.6% and RME improved from 63.5% to 31.3%. The diameter histogram showed improved vaporization performance of jet-A. (C) 2011 Elsevier Ltd. All rights reserved.