999 resultados para Kyle model


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A longstanding unresolved question is whether the one-period Kyle Model of an informed trader and a noisily informed market maker has an equilibrium that is different from the closed-form solution derived by Kyle (1985). This note advances what is known about this open problem.

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Turbulence affects traditional free space optical communication by causing speckle to appear in the received beam profile. This occurs due to changes in the refractive index of the atmosphere that are caused by fluctuations in temperature and pressure, resulting in an inhomogeneous medium. The Gaussian-Schell model of partial coherence has been suggested as a means of mitigating these atmospheric inhomogeneities on the transmission side. This dissertation analyzed the Gaussian-Schell model of partial coherence by verifying the Gaussian-Schell model in the far-field, investigated the number of independent phase control screens necessary to approach the ideal Gaussian-Schell model, and showed experimentally that the Gaussian-Schell model of partial coherence is achievable in the far-field using a liquid crystal spatial light modulator. A method for optimizing the statistical properties of the Gaussian-Schell model was developed to maximize the coherence of the field while ensuring that it does not exhibit the same statistics as a fully coherent source. Finally a technique to estimate the minimum spatial resolution necessary in a spatial light modulator was developed to effectively propagate the Gaussian-Schell model through a range of atmospheric turbulence strengths. This work showed that regardless of turbulence strength or receiver aperture, transmitting the Gaussian-Schell model of partial coherence instead of a fully coherent source will yield a reduction in the intensity fluctuations of the received field. By measuring the variance of the intensity fluctuations and the received mean, it is shown through the scintillation index that using the Gaussian-Schell model of partial coherence is a simple and straight forward method to mitigate atmospheric turbulence instead of traditional adaptive optics in free space optical communications.

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The Easy-Play Model is a useful framework for facilitating sport among a diverse group of participants of different ages and ability levels. The model’s focus on de-emphasizing competitiveness in an effort to establish an optimally competitive environment has facilitated positive play experiences. This study investigated the experiences of players who have been a part of a weekly soccer program implementing the Easy-Play Model. In-depth interviews of 8 participants provided insight concerning the benefits and weaknesses of the approach and the notable experiences of the players. Results provided data confirming the model’s effectiveness in facilitating positive social interactions, safe play experiences where injury is generally a negligible concern, and productive opportunities to be physically active through sport. This study of the Easy-Play Model sets the foundation for future research which should further add to our understanding of productive ways to engage people in physical activity through sport.

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We study the phase diagram of the two-dimensional N = 1 Wess-Zumino model using Wilson fermions and the fermion loop formulation. We give a complete non-perturbative determination of the ground state structure in the continuum and infinite volume limit. We also present a determination of the particle spectrum in the supersymmetric phase, in the supersymmetry broken phase and across the supersymmetry breaking phase transition. In the supersymmetry broken phase we observe the emergence of the Goldstino particle.

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We derive the fermion loop formulation for the supersymmetric nonlinear O(N) sigma model by performing a hopping expansion using Wilson fermions. In this formulation the fermionic contribution to the partition function becomes a sum over all possible closed non-oriented fermion loop configurations. The interaction between the bosonic and fermionic degrees of freedom is encoded in the constraints arising from the supersymmetry and induces flavour changing fermion loops. For N ≥ 3 this leads to fermion loops which are no longer self-avoiding and hence to a potential sign problem. Since we use Wilson fermions the bare mass needs to be tuned to the chiral point. For N = 2 we determine the critical point and present boson and fermion masses in the critical regime.

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We study the phase diagram of the two-dimensional N=1 Wess-Zumino model on the lattice using Wilson fermions and the fermion loop formulation. We give a complete nonperturbative determination of the ground state structure in the continuum and infinite volume limit. We also present a determination of the particle spectrum in the supersymmetric phase, in the supersymmetry broken phase and across the supersymmetry breaking phase transition. In the supersymmetry broken phase, we observe the emergence of the Goldstino particle.

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Fleck and Johnson (Int. J. Mech. Sci. 29 (1987) 507) and Fleck et al. (Proc. Inst. Mech. Eng. 206 (1992) 119) have developed foil rolling models which allow for large deformations in the roll profile, including the possibility that the rolls flatten completely. However, these models require computationally expensive iterative solution techniques. A new approach to the approximate solution of the Fleck et al. (1992) Influence Function Model has been developed using both analytic and approximation techniques. The numerical difficulties arising from solving an integral equation in the flattened region have been reduced by applying an Inverse Hilbert Transform to get an analytic expression for the pressure. The method described in this paper is applicable to cases where there is or there is not a flat region.