Thesis (Ph. D.)--University of Hong Kong, 1988.

Thesis--M. Phil., University of Hong Kong, 1987.

Thesis (M.A.)--Kutztown State College, 1974. / Source: Masters Abstracts International, Volume: 45-06, page: 3057. Typescript. Abstract precedes thesis as preliminary leaves [1] Includes bibliographical references (leaf 20).

The first portion of this thesis develops efficient samplers for the Pólya-Gamma distribution, an essential component of the eponymous data augmentation technique that can be used to simulate posterior distributions derived from logistic likelihoods. Building fast computational schemes for such models is important due to their broad use across a range of disciplines, including economics, political science, epidemiology, ecology, psychology, and neuroscience. The second portion of this thesis explores models of time-varying covariance matrices for financial time series. Covariance matrices describe the dynamics of risk and the ability to forecast future variance and covariance has a direct impact on the investment decisions made by individuals, banks, funds, and governments. Two options are pursued. The first incorporates information from high-frequency statistics into factor stochastic volatility models while the second models high-frequency statistics directly. The performance of each is assessed based upon its ability to hedge risk within a class of similarly risky assets. / text

published_or_final_version / Physics / Master / Master of Philosophy

The launch of the Fermi Gamma-ray Space Telescope marked a new era in observing gamma-rays from astrophysical sources. Fermi’s high sensitivity in the ~ 0.1−300GeV energy range opens an important window in the observation of the gamma-ray emissions from pulsar binaries, which emit most of their radiation energy in the gamma-ray range. We can now observe the gamma-ray emissions from pulsar binaries at an unprecedented accuracy, and investigate their origin in detail. In this thesis, we present the studies on two systems of pulsar binary of two distinct classes. The gamma-ray emissions from the high-mass gamma-ray binary LS 5039 were studied using the latest data from Fermi. The emission is modulated according to the 3.9 hr orbital period of the system. The results can be explained by the contribution of three components: the pulsar magnetospheric emission, the pulsar wind emission and the emissions from the shock formed from the interaction between the pulsar wind and companion’s stellar wind. The results were compared with observed data from Fermi and also in X-ray and TeV. In addition, the emissions from the millisecond pulsar PSR J1023+0038 and its low mass binary companion were also studied. This system recently went through a transition from the rotation-powered state to the accretion state, after going the opposite way in 2007. This state transition, discovered through the disappearance of radio pulsation, was accompanied by the brightening in GeV, X-ray and UV fluxes. A detailed Fermi observation was performed, supplemented by multi-wavelength observations. It was found that the emission from this system can also be described by the emissions from the pulsar magnetosphere, the pulsar wind and its shock. These two systems, although of distinct classes of pulsar binaries, provide complementary cases for the study of high-energy radiation processes in pulsar binaries. / published_or_final_version / Physics / Master / Master of Philosophy

Although much progress has been made in our understanding of gamma-ray bursts (GRBs) and their afterglows in the last few decades, some critical questions remain unanswered. One of these questions regards the form in which energy is transported from the explosion to the site at which the gamma-rays are produced -- i.e. is the energy carried in the kinetic energy of electrons and/or protons, or is much of it stored in a magnetic field? This dissertation documents a series of attempts to more clearly understand the nature of GRB outflows. First, we explore the possibility that the GRB is produced by an external shock, created when a baryonic outflow is decelerated by the surrounding medium. Next, emission from the external reverse shock is used to try to determine if the GRB ejecta is pair enriched. We then use data from several interesting, Swift-detected GRBs pin down the GRB emission radius, bulk Lorentz factor, magnetic field strength, and electron energy. We end by describing our nearly model independent method of modeling the GRB radiation as a combination of synchrontron and synchrontron self-Compton. We find that the GRB is likely to be produced by the syncrontron self-Compton radiation mechanism and predict that the accompanying prompt optical emission should be very high. If bright optical radiation during the GRB is not found, we think that this is good evidence that the acceleration of electrons is taking place repeatedly on a short timescale, effectively ruling out shock-based acceleration models.

The aim of this thesis is to study Gamma-Ray Burst (GRB) progenitors and central engines, I begin by examining unexpected plateaus in GRB light curves and place constraints on the central engine, that are consistent with a proto-magnetar. Next I compare these to the normal plateaus seen in the light curve and expand my investigation to include flares. Finally I investigate whether some giant flares could actually be a GRB if the GRB in those light curves could be a progenitor.

published_or_final_version / Physics / Master / Master of Philosophy

published_or_final_version / Physics / Master / Master of Philosophy