الصفحة 1
الصفحة 1
Multiple Stars Across the H-R Diagram ; Proceedings of the ESO Workshop held in Garching, Germany, 12-15 July 2005
Stars show a marked tendency to be in systems of different multiplicity, ranging from simple binaries and triples to globular clusters with several 10,000's of stars. The formation and evolution of multiple systems remains a challenging part of astrophysics, and the contributions in this book report on the significant progress that had been made in this research field in the last years. The reader will find a variety of research topics addressed, such as the dynamical evolution in multiple stars, the effects of the environment on multiple system parameters, stellar evolution within multiple stars, multiplicity of massive stars, pre-main sequence and intermediate mass stars, multiplicity of low-mass stars from embedded protostars to open clusters, and brown dwarfs and extrasolar planets in multiples.
High Resolution Infrared Spectroscopy in Astronomy ; Proceedings of an ESO Workshop Held at Garching, Germany, 18-21 November 2003
Two specialized new instruments for ESO's VLT, VISIR and CRIRES, spawned the idea for this workshop. CRIRES is a dedicated very high resolution infrared spectrograph; VISIR features a high resolution spectroscopic mode. Together, the instruments combine the sensitivity of an 8m-telescope with the now well-established reliability of VLT-facility instruments. High resolution here means that lines in cool stellar atmospheres and HII-regions can be resolved. The astrophysical topics discussed in this rather specialized workshop range from the inner solar system to active galactic nuclei. There are many possibilities for new discoveries with these instruments, but the unique capability, which becomes available through high-resolution infrared spectroscopy, is the observation of molecular rotational-vibrational transitions in many astrophysical environments. Particularly interesting and surprising in this context, many papers on modeling and laboratory spectroscopy at the workshop appear to indicate that astronomical observations are lagging a bit behind in this field. The papers are an interesting mix of reports from existing high resolution facilities, reports on modeling efforts of synthetic spectra and reports on laboratory spectra. In this sense, a fruitful exchange between molecular physics and astronomy was again accomplished and is documented in this volume.
High performance computing in science and engineering, Garching 2004 ; Transaction of the KONWIHR Result Workshop, October 14-15, 2004, Technical University of Munich, Garching, Germany
This volume of High Performance Computing in Science and Engineering is fully dedicated to the final report of KONWIHR, the Bavarian Competence Network for Technical and Scientific High Performance Computing. It covers projects from basic research in computer science to develop tools for high performance computing as well as applications from biology, chemistry, electrical engineering, geology, mathematics, physics, computational fluid dynamics, materials science and computer science.
Heating versus Cooling in Galaxies and Clusters of Galaxies ; Proceedings of the MPA/ESO/MPE/USM Joint Astronomy Conference held in Garching, Germany, 6-11 August 2006
The present volume is the record of a recent topical conference on the interplay between heating and cooling processes in galaxies and clusters of galaxies. The volume documents recent progress in our understanding of the dense central regions of these objects.
Growing Black Holes: Accretion in a Cosmological Context ; Proceedings of the MPA/ESO/MPE/USM Joint Astronomy Conference Held at Garching, Germany, 21-25 June 2004
Supermassive black holes are now believed to play an important role in the evolution of the Universe. Every respectable galaxy hosts in its center a black hole that appears to regulate the growth of the galaxy itself. In this book, leading experts in the field review the most recent theoretical and observational results on the following topics: * formation and growth of the first black holes in the Universe and their role in the formation and evolution of galaxies * the physics of black-hole accretion and the production of relativistic jets * binary black-hole mergers and gravitational radiation. Theoretical work is supplemented by the most recent exciting results from space and ground based observatories. This volume is useful research and reference tool for the entire astrophysical community.
Financial risk management with bayesian estimation of GARCH models : Theory and applications
This book presents methodologies for the Bayesian estimation of GARCH models and their application to financial risk management. The study of these models from a Bayesian viewpoint is relatively recent and can be considered very promising due to the advantages of the Bayesian approach, in particular the possibility of obtaining small-sample results and integrating these results in a formal decision model. The first two chapters introduce the work and give an overview of the Bayesian paradigm for inference. The next three chapters describe the estimation of the GARCH model with Normal innovations and the linear regression models with conditionally Normal and Student-t-GJR errors. The sixth chapter shows how agents facing different risk perspectives can select their optimal Value at Risk Bayesian point estimate and documents that the differences between individuals can be substantial in terms of regulatory capital.
Estimation in Conditionally Heteroscedastic Time Series Models
ARCH (autoregressive conditionally heteroscedastic), is well-suited for the description of economic and financial price. Nowadays ARCH has been replaced by more general and more sophisticated models, such as GARCH (generalized autoregressive heteroscedastic). This monograph concentrates on mathematical statistical problems associated with fitting conditionally heteroscedastic time series models to data. This includes the classical statistical issues of consistency and limiting distribution of estimators. Particular attention is addressed to (quasi) maximum likelihood estimation and misspecified models, along to phenomena due to heavy-tailed innovations. The used methods are based on techniques applied to the analysis of stochastic recurrence equations. Proofs and arguments are given wherever possible in full mathematical rigour. Moreover, the theory is illustrated by examples and simulation studies.
