Free-Space Optical (FSO) communication through the terrestrial atmospheric channel offers many benefits in the wireless communications arena, like power efficiency; suitability for secure communications; absence of electromagnetic interference; and potentially very high bandwidth. An optical beam propagating through the atmosphere is subject to optical turbulence. Optical turbulence is a random process that distorts the intensity and phase structure of a propagating optical beam and induces a varying signal at the receiver of an FSO communication link. This phenomenon (usually referred to as scintillation) degrades the performance of the FSO link by increasing the probability of error. In this dissertation we seek to characterize the effects of the scintillation-induced power fluctuations by determining the channel capacity of the optical link using numerical methods. We find that capacity decreases monotonically with increasing turbulence strength in weak turbulence conditions, but it is non-monotonic in strong turbulence conditions. We show that low-density parity-check (LDPC) codes provide strong error control capabilities in this channel if a perfect interleaver is used. Multiple transmit optical beams can be used to reduce scintillation. We characterize the spatial correlation of the atmospheric optical channel and determine a scintillation model for the multiple-beam scheme. With this model we can predict the effective reduction in scintillation as a function of the system design parameters. A Multi-channel FSO communications system based on orbital angular momentum (OAM)-carrying beams is studied. We analyze the effects of turbulence on the system and find that turbulence induces attenuation and crosstalk among OAM channels. Based on a model in which the constituent channels are binary symmetric and crosstalk is a Gaussian noise source, we find optimal sets of OAM states at each turbulence condition studied, and determine the aggregate capacity of the multi-channel system at those conditions. At very high data rates the FSO channel shows inter-symbol interference (ISI). We address the problem of joint sequence detection in ISI channels and decoding of LDPC codes. We derive the belief propagation equations that allow the simultaneous detection and decoding of a LDPC codeword in a ISI channel.

No description available.

本研究以台灣證券交易所1995年2月至2008年所有上市公司的資料為樣本，比較Jegadeesh and Titman (1993)提出的價格動能策略、Moskowitz and Grinblatt (1999)提出的產業動能策略以及George and Hwang (2004)的52週高價動能策略之間的獲利能力。研究分別進行了月平均報酬比較、元月效果檢視、配對比較、迴歸分析以及加入定錨效果的強韌性檢視。 / 結果發現，在持有期為6個月下，只有52週高價動能策略的獲利能力為顯著且報酬率最佳，月平均報酬率達1.12%，且其對報酬率的解釋能力無法被價格動能策略或產業動能策略給替代，然而52週高價動能策略卻能部分替代價格及產業動能策略的解釋能力，顯示52週高價動能策略相較於價格及產業動能策略而言有優勢性。本研究也發現動能策略投資組合的報酬率存在元月效應，無論是哪一種動能策略的贏家或輸家，在一月份的報酬皆大幅顯著的高於其他11個月份，顯示元月效應的確存在且會影響分析的結果。 / 而最後在迴歸分析裡，結果顯示在控制了公司市值、前一期報酬率、各動能投資策略的影響後，無論是全樣本或一月份除外，依然只有52週高價動能策略的獲利能力是顯著的。然而在經過F-F三因子模型風險調整後，各動能策略投資組合的報酬率皆下降，其中價格動能策略投資組合有顯著的負報酬率，而產業動能策略與52週動能策略投資組合則有不顯著的負報酬率，顯示動能投資策略可能暴露在市場風險下，投資人在採用動能投資策略進行投資決策時應謹慎對待。而強韌性的結果顯示加入定錨效果指標後，其對本研究之結果無顯著的改變。

In this study, it is determined that excess returns on the OMX 30 are confirmed to rise in anticipation of monetary policy decisions made by the central banks of Sweden and The United States of America. Those findings were manifested at a greater magnitude on the first day prior to the announcements and on a statistically significant level one day prior to monetary policy decisions from the Federal Open Market Committee. Moreover, excess returns beyond the average rate were found to be substantially higher on the first and third day prior monetary policy decisions from the Swedish Central bank (Riksbanken) albeit not on a statistically significant level. The results drawn from the data in the study were reinforced by findings in similar tests conducted during times of global recession.

Tidal stream energy has gained attention as a source of predictable and renewable energy. Devices resembling underwater wind turbines, placed in fast tidal streams, have been proposed to extract this energy. Arrays of many such devices will need to be deployed to deliver a significant amount of energy to the electricity grid. One consequence of energy extraction is that the array provides a resistance to the tidal stream, which may change the local and far field hydrodynamics, which in turn affects the power available to the array. Array-scale hydrodynamic changes affect the flow presented to the devices, which in turn affects the total resistance the array provides to the flow. This thesis is concerned with the interactions between device, array, and the tidal stream resource, to better understand the power potential of turbine arrays. Linear momentum actuator disc theory is employed to describe the operation of an idealised turbine array partially spanning a wide channel. The model is comprised of two quasi-independent sub-models, an array-scale model, describing flow phenomena around the array, which provides the upstream boundary condition to the device-scale model, describing the flow around a device. The thrust applied by the array is the sum of the thrust applied by the devices, completing the sub-model coupling. The numerical simulation of arrays in depth-averaged simulations is then investigated using the two-scale concept developed in the analytic partial-array model. It is shown that the device-scale flow must be modelled with a sub-grid scale model in order to correctly describe the unresolved device-scale flow and hence estimate the power available to an idealised array. Turbulence modelling in depth-averaged simulations of turbine arrays is also discussed. Temporal variations in tidal amplitude and strength mean that generator capacity will need to be economically matched to the available resource. As device performance may consequently depart from the relationship derived in idealised models when power capping is employed, blade element momentum theory is modified to parameterise tidal turbine performance during power capping. The array-scale effect of power capping is studied in depth-averaged simulations, in which it is shown that a significant reduction in device thrust may occur during power capping, reducing the impact of energy extraction from the tidal stream.

Final accepted manuscripts of parts 4 and 5 from Roadmap on Structured Light, authored by Masud Mansuripur, College of Optical Sciences, The University of Arizona.

Using the Student Investment Fund at Claremont McKenna College as a proxy for inexperienced investors, I demonstrate that inexperienced investors using fundamental analysis produce momentum-like buying patterns. The results show that the Student Investment Fund is on average buying stocks that outperform Carhart’s four-factor asset pricing model in the year before purchase. As a result, the Student Investment Fund has, on average, underperformed the S&P500 by .48% per year since 1996. My thesis explores why the Student Investment Fund may have adopted momentum-like purchasing patterns and what steps can be taken to remedy it.

In this thesis, resonance enhanced multiphoton ionisation (REMPI) in combination with time-of-flight mass spectrometry (TOF-MS) has been used to detect nascent photofragments resulting from the UV dissociation of a variety of small molecules. The translational anisotropy and angular momentum polarisation of these photofragments has been measured and used to elucidate the underlying photodissociation dynamics. Firstly, the photodissociation of NO₂ at 320nm has been investigated and the vector correlations of the nascent NO photofragments have been measured in terms of a set of semi-classical bipolar moments. The measured angular momentum alignment is found to be consistent with an impulsive model for the dissociation, with <b>&mu;</b> and <b>&nu;</b> in the same molecular plane and both preferentially perpendicular to <b>J</b>, whilst angular momentum orientation measurements provide evidence for an additional torque due to the O-N-O bond opening during dissociation. These measurements were taken using a rotationally cooled, skimmed molecular beam and significant deviations were found between the bipolar moments measured using this source and previous measurements using a rotationally hotter source. The effect of parent molecular rotations on the measured bipolar moments has been quantified and successfully used to explain these deviations. The photodissociation of Cl₂ has been studied in the wavelength region (320-350)nm. UV absorption in this wavelength region may result in two dissociation channels, (Cl+Cl) and (Cl+Cl*), and the angular momentum polarisation of both the Cl(²P_3/2) and Cl*(²P_1/2) photofragments has been measured. This angular momentum polarisation has been reported in terms of a polarisation parameter formalism which, together with the measured translational anisotropies, has been used to determine the different potential energy surfaces contributing to the dissociation process. Translational anisotropy measurements of the Cl(²P_3/2) fragments have shown that, for the ground-state channel, dissociation results from a pure perpendicular transition to the C state, whilst alignment measurements show that non-adiabatic transitions to the A state are significant at large internuclear separations. The measured alignment parameters are found to be relatively constant for all dissociation wavelengths and are consistent with theoretical predictions. Translational anisotropy measurements of the Cl(2P_1/2) photofragments show that, for the excited-state channel, dissociation occurs following a mixed parallel and perpendicular excitation to the B and C states respectively and the interference between these two dissociation pathways has been shown to result in angular momentum orientation. The predissociation dynamics of the C ³&Pi;_g (&nu;=0) and (&nu;=1) Rydberg states of O₂ has been extensively studied. The translational anisotropy and angular momentum alignment of the O(³P) and O(¹D) photofragments resulting from this predissociation has been measured in terms of a polarisation parameter formalism, which has been extended for a two-photon dissociation process. Measurements have been taken at various fixed wavelengths within the two bands in order to investigate the differences in the predissociation dynamics of intermediate levels with different values of |&Omega;|(=0,1,2 in this case). The translational anisotropy is found to be dependent on the dissociation wavelength with the variations found to be consistent with rotational depolarisation due to the long lifetime of the excited C state. All photofragments have been found to be aligned, with the relationship between the measured O(³P) and O(¹D) alignment being found to be consistent with a diabatic model of the dissociation. In addition, all photofragments are found to display coherent orientation resulting from interference between two possible two-photon absorption pathways. The measured orientation is affected by rotational depolarisation due to the long lifetime of the excited C state; once this effect is accounted for the orientation is found to be nearly constant over all dissociation wavelengths. The origin of the coherent orientation is attributed to two-photon absorption to different spin-orbit components of the C state.

The performance of the ATLAS missing transverse momentum (ETmiss) high-level trigger during 2015 operation is presented. In 2015, the Large Hadron Collider operated at a higher centre-of-mass energy and shorter bunch spacing (sqrt(s) = 13 TeV and 25 ns, respectively) than in previous operation. In future operation, the Large Hadron Collider will operate at even higher instantaneous luminosity (O(10^34 cm^−2 s^−1)) and produce a higher average number of interactions per bunch crossing, <mu>. These operating conditions will pose significant challenges to the ETmiss trigger efficiency and rate. An overview of the new algorithms implemented to address these challenges, and of the existing algorithms is given. An integrated luminosity of 1.4 fb^−1 with <mu> = 14 was collected from pp collisions of the Large Hadron Collider by the ATLAS detector during October and November 2015 and was used to study the efficiency, correlation with offline reconstruction, and rates of the trigger algorithms. The performance was found to be satisfactory. From these studies, recommendations for future operating specifications of the trigger were made. / Graduate / 0798, / jchiu@uvic.ca

Many interesting physical processes produce non-interacting particles that could only be measured using the missing transverse momentum. The increase of the proton beam intensity in the Large Hadron Collider (LHC) provides sensitivity to rare physics processes while inevitably increasing the number of simultaneous proton collisions in each event. The missing transverse momentum (MET) is a variable of great interest, defined as the negative sum of the transverse momentum of all visible particles. The precision of the MET determination deteriorates as the complexity of the recorded data escalates. Given the current complexity of data analysis, a new algorithm is developed to effectively determine the MET. Several well-understood physics processes were used to test the effectiveness of the newly designed algorithm. The performance of the new algorithm is also compared to that of the standard algorithm used in the ATLAS experiment. / Graduate