Jerzy Sawicki Dies in Crash; Was Theoretical Physicist

Crash of '87 — Was it expected?

Available online 12 September 2009 We develop a dynamic framework to identify aggregate market fears ahead of a major market crash through the skewness premium of European options. Our methodology is based on measuring the distribution of a skewness premium through a q-Gaussian density and a maximum entropy principle. Our findings indicate that the October 19th, 1987 crash was predictable from ...

Jerzy Konorski JERZY KONORSKI MEMORIAL ADDRESS 0

Jerzy MARTYNA

In this paper, we investigate the impact of mobility on the performance of multi-hop wireless ad hoc and sensor networks. We introduced some models of mobility in these networks and studied their behavior in realistic situations. It concerns the basic relationship between link length and message transmission. Additionally, we take into consideration the probability of successful transmission in...

Journal club. A theoretical physicist examines exotic particles lurking in new materials.

such a device might work to hide an object outside its confines. In their theoretical scheme, the custommade shield creates an ‘anti-object’ image that cancels out the light-scattering of the hidden object nearby, so that in optical terms the whole system is replaced by empty space. The researchers provide a prescription for making anti-objects of arbitrary shape embedded in slabs of metamateri...

Lim , Jason Morton , and Jerzy

This workshop was sponsored by AIM and the NSF and it brought in participants from the US, Canada and the European Union to Palo Alto, CA to work to translate questions from quantum computing, complexity theory, statistical learning theory, signal processing, and data analysis to problems in geometry and representation theory. In all these areas, varieties in spaces of tensors that are invarian...