arXiv subjects

Qinyu Wu

Publications and source records attributed to Qinyu Wu.

33 records · Page 2Linked to original sources

arXiv2024

Triggering the Untriggered: The First Einstein Probe-Detected Gamma-Ray Burst 240219A and Its Implications

The Einstein Probe (EP) achieved its first detection and localization of a bright X-ray flare, EP240219a, on 2024 February 19, during its commissioning phase. Subsequent targeted searches triggered by the EP240219a alert identified a faint, untriggered gamma-ray burst (GRB) in the archived data of Fermi Gamma-ray Burst Monitor (GBM), Swift Burst Alert Telescope (BAT), and Insight-HXMT/HE. The EP Wide-field X-ray Telescope (WXT) light curve reveals a long duration of approximately 160 s with a slow decay, whereas the Fermi/GBM light curve shows a total duration of approximately 70 s. The peak in the Fermi/GBM light curve occurs slightly later with respect to the peak seen in the EP/WXT light curve. Our spectral analysis shows that a single cutoff power-law (PL) model effectively describes the joint EP/WXT--Fermi/GBM spectra in general, indicating coherent broad emission typical of GRBs. The model yielded a photon index of $\sim -1.70 \pm 0.05$ and a peak energy of $\sim 257 \pm 134$ keV. After detection of GRB 240219A, long-term observations identified several candidates in optical and radio wavelengths, none of which was confirmed as the afterglow counterpart during subsequent optical and near-infrared follow-ups. The analysis of GRB 240219A classifies it as an X-ray rich GRB (XRR) with a high peak energy, presenting both challenges and opportunities for studying the physical origins of X-ray flashes, XRRs, and classical GRBs. Furthermore, linking the cutoff PL component to nonthermal synchrotron radiation suggests that the burst is driven by a Poynting flux-dominated outflow.

astro-ph.HE↗

arXiv2024

Disappointment concordance and duet expectiles

We introduce an axiom of disappointment-concordance (disco) aversion for a preference relation over acts in an Anscombe-Aumann setting. This axiom means that the decision maker, facing the sum of two acts, dislikes the situation where both acts realize simultaneously as disappointments. Our main result is that, under strict monotonicity and continuity, the axiom of disco aversion characterizes preference relations represented by a new class of functionals belonging to the Gilboa-Schmeidler family, which we call the duet expectiled utilities. When the outcome space is the real line, a duet expectiled utility becomes a duet expectile, which involves two endogenous probability measures. It further becomes a usual expectile, ,a statistical quantity popular in regression and risk measures, when these two probability measures coincide. We discuss properties of duet expectiles and connections with fundamental concepts including probabilistic sophistication, risk aversion, and uncertainty aversion.

econ.TH↗

arXiv2024

Probabilistic risk aversion for generalized rank-dependent functions

Probabilistic risk aversion, defined through quasi-convexity in probabilistic mixtures, is a common useful property in decision analysis. We study a general class of non-monotone mappings, called the generalized rank-dependent functions, which includes the preference models of expected utilities, dual utilities, and rank-dependent utilities as special cases, as well as signed Choquet functions used in risk management. Our results fully characterize probabilistic risk aversion for generalized rank-dependent functions: This property is determined by the distortion function, which is precisely one of the two cases: those that are convex and those that correspond to scaled quantile-spread mixtures. Our result also leads to seven equivalent conditions for quasi-convexity in probabilistic mixtures of dual utilities and signed Choquet functions. As a consequence, although probabilistic risk aversion is quite different from the classic notion of strong risk aversion for generalized rank-dependent functions, these two notions coincide for dual utilities under an additional continuity assumption.

econ.TH↗

arXiv2024

Monotonic mean-deviation risk measures

Mean-deviation models, along with the existing theory of coherent risk measures, are well studied in the literature. In this paper, we characterize monotonic mean-deviation (risk) measures from a general mean-deviation model by applying a risk-weighting function to the deviation part. The form is a combination of the deviation-related functional and the expectation, and such measures belong to the class of consistent risk measures. The monotonic mean-deviation measures admit an axiomatic foundation via preference relations. By further assuming the convexity and linearity of the risk-weighting function, the characterizations for convex and coherent risk measures are obtained, giving rise to many new explicit examples of convex and nonconvex consistent risk measures. Further, we specialize in the convex case of the monotonic mean-deviation measure and obtain its dual representation. The worst-case values of the monotonic mean-deviation measures are analyzed under two popular settings of model uncertainty. Further, we establish asymptotic consistency and normality of the natural estimators of the monotonic mean-deviation measures.Finally, the monotonic mean-deviation measures are applied to a problem of portfolio selection using financial data.

q-fin.RM↗

arXiv2024

Model Aggregation for Risk Evaluation and Robust Optimization

We introduce a new approach for prudent risk evaluation based on stochastic dominance, which will be called the model aggregation (MA) approach. In contrast to the classic worst-case risk (WR) approach, the MA approach produces not only a robust value of risk evaluation but also a robust distributional model, independent of any specific risk measure. The MA risk evaluation can be computed through explicit formulas in the lattice theory of stochastic dominance, and under some standard assumptions, the MA robust optimization admits a convex-program reformulation. The MA approach for Wasserstein and mean-variance uncertainty sets admits explicit formulas for the obtained robust models. Via an equivalence property between the MA and the WR approaches, new axiomatic characterizations are obtained for the Value-at-Risk (VaR) and the Expected Shortfall (ES, also known as CVaR). The new approach is illustrated with various risk measures and examples from portfolio optimization.

q-fin.RM↗

arXiv2024

Radiation Effects on Scientific CMOS Detectors for X-ray Astronomy: II. Total Ionizing Dose Irradiation

Complementary metal-oxide-semiconductor (CMOS) detectors are a competitive choice for current and upcoming astronomical missions. To understand the performance variations of CMOS detectors in space environment, we investigate the total ionizing dose effects on custom-made large-format X-ray CMOS detectors. Three CMOS detector samples were irradiated with a Co-60 source with a total dose of 70 krad and 105 krad. We test and compare the performance of these detectors before and after irradiation. After irradiation, the dark current increases by roughly 20 to 100 times, and the readout noise increases from 3 e- to 6 e-. The bias level at 50 ms integration time decreases by 13 to 18 Digital Number (DN) at -30 degree. The energy resolution increases from about 150 eV to about 170 eV at 4.5 keV at -30 degree. The conversion gain of the detectors varies for less than 2% after the irradiation. Furthermore, there are about 50 pixels whose bias at 50 ms has changed by more than 20 DN after the exposure to the radiation and about 30 to 140 pixels whose readout noise has increased by over 20 e- at -30 degree at 50 ms integration time. These results demonstrate that the performances of large-format CMOS detectors do not suffer significant degeneration in space environment.

astro-ph.IM↗

arXiv2023

Radiation effects on scientific CMOS sensors for X-ray astronomy: I. proton irradiation

Complementary metal-oxide-semiconductor (CMOS) sensors are a competitive choice for future X-ray astronomy missions. Typically, CMOS sensors on space astronomical telescopes are exposed to a high dose of irradiation. We investigate the impact of irradiation on the performance of two scientific CMOS (sCMOS) sensors between -30 to 20 degree at high gain mode (7.5 times), including the bias map, readout noise, dark current, conversion gain, and energy resolution. The two sensors are irradiated with 50 MeV protons with a total dose of 5.3*10^10 p/cm^2. After the exposure, the bias map, readout noise and conversion gain at various temperatures are not significantly degraded, nor is the energy resolution at -30 degree. However, after the exposure the dark current has increased by hundreds of times, and for every 20 degree increase in temperature, the dark current also increases by an order of magnitude. Therefore, at room temperature, the fluctuations of the dark currents dominate the noise and lead to a serious degradation of the energy resolution. Moreover, among the 4k * 4k pixels, there are about 100 pixels whose bias at 50 ms has changed by more than 10 DN (~18 e-), and about 10 pixels whose readout noise has increased by over 15 e- at -30 degree. Fortunately, the influence of the dark current can be reduced by decreasing the integration time, and the degraded pixels can be masked by regular analysis of the dark images. Some future X-ray missions will likely operate at -30 degree, under which the dark current is too small to significantly affect the X-ray performance. Our investigations show the high tolerance of the sCMOS sensors for proton radiation and prove their suitability for X-ray astronomy applications.

astro-ph.IM↗

arXiv2023

An Aluminum-coated sCMOS sensor for X-Ray Astronomy

In recent years, tremendous progress has been made on scientific Complementary Metal Oxide Semiconductor (sCMOS) sensors, making them a promising device for future space X-ray missions. We have customized a large-format sCMOS sensor, G1516BI, dedicated for X-ray applications. In this work, a 200 nm thick aluminum layer is successfully sputtered on the surface of this sensor. This Al-coated sensor, named EP4K, shows consistent performance with the uncoated version. The readout noise of the EP4K sensor is around 2.5 e- and the dark current is less than 0.01 e-/pixel/s at -30 degree. The maximum frame rate is 20 Hz in the current design. The ratio of single pixel events of the sensor is 45.0%. The energy resolution can reach 153.2 eV at 4.51 keV and 174.2 eV at 5.90 keV at -30 degree. The optical transmittance of the aluminum layer is approximately 1e-8 to 1e-10 for optical lights from 365 to 880 nm, corresponding to an effective aluminum thickness of around 140 to 160 nm. The good X-ray performance and low optical transmittance of this Al-coated sCMOS sensor make it a good choice for space X-ray missions. The Lobster Eye Imager for Astronomy (LEIA), which has been working in orbit for about one year, is equipped with four pieces of EP4K sensors. Furthermore, 48 pieces of EP4K sensors are used on the Wide-field X-ray Telescope (WXT) on the Einstein Probe (EP) satellite, which will be launched at the end of 2023.

astro-ph.IM↗

arXiv2023

Investigating the image lag of a scientific CMOS sensor in X-ray detection

In recent years, scientific CMOS (sCMOS) sensors have been vigorously developed and have outperformed CCDs in several aspects: higher readout frame rate, higher radiation tolerance, and higher working temperature. For silicon image sensors, image lag will occur when the charges of an event are not fully transferred inside pixels. It can degrade the image quality for optical imaging, and deteriorate the energy resolution for X-ray spectroscopy. In this work, the image lag of a sCMOS sensor is studied. To measure the image lag under low-light illumination, we constructed a new method to extract the image lag from X-ray photons. The image lag of a customized X-ray sCMOS sensor GSENSE1516BSI is measured, and its influence on X-ray performance is evaluated. The result shows that the image lag of this sensor exists only in the immediately subsequent frame and is always less than 0.05% for different incident photon energies and under different experimental conditions. The residual charge is smaller than 0.5 e- with the highest incident photon charge around 8 ke-. Compared to the readout noise level around 3 e-, the image lag of this sensor is too small to have a significant impact on the imaging quality and the energy resolution. The image lag shows a positive correlation with the incident photon energy and a negative correlation with the temperature. However, it has no dependence on the gain setting and the integration time. These relations can be explained qualitatively by the non-ideal potential structure inside the pixels. This method can also be applied to the study of image lag for other kinds of imaging sensors.

astro-ph.IM↗

arXiv2023

Improving the X-ray energy resolution of a scientific CMOS detector by pixel-level gain correction

Scientific Complementary Metal Oxide Semiconductor (sCMOS) sensors are finding increasingly more applications in astronomical observations, thanks to their advantages over charge-coupled devices (CCDs) such as a higher readout frame rate, higher radiation tolerance, and higher working temperature. In this work, we investigate the performance at the individual pixel level of a large-format sCMOS sensor, GSENSE1516BSI, which has 4096 * 4096 pixels, each of 15 μm in size. To achieve this, three areas on the sCMOS sensor, each consisting of 99 * 99 pixels, are chosen for the experiment. The readout noise, conversion gain and energy resolutions of the individual pixels in these areas are measured from a large number (more than 25,000) of X-ray events accumulated for each of the pixels through long time exposures. The energy resolution of these pixels can reach 140 eV at 6.4 keV at room temperature and shows a significant positive correlation with the readout noise. The accurate gain can also be derived individually for each of the pixels from its X-ray spectrum obtained. Variations of the gain values are found at a level of 0.56% statistically among the 30 thousand pixels in the areas studied. With the gain of each pixel determined accurately, a precise gain correction is performed pixel by pixel in these areas, in contrast to the standardized ensemble gain used in the conventional method. In this way, we could almost completely eliminate the degradation of energy resolutions caused by gain variations among pixels. As a result, the energy resolution at room temperature can be significantly improved to 124.6 eV at 4.5 keV and 140.7 eV at 6.4 keV. This pixel-by-pixel gain correction method can be applied to all kinds of CMOS sensors, and is expected to find interesting applications in X-ray spectroscopic observations in the future.

astro-ph.IM↗

arXiv2023

Conditional generalized quantiles based on expected utility model and equivalent characterization of properties

As a counterpart to the (static) risk measures of generalized quantiles and motivated by Bellini et al. (2018), we propose a new kind of conditional risk measure called conditional generalized quantiles. We first show their well-definedness and they can be equivalently characterised by a conditional first order condition. We also discuss their main properties, and, especially, We give the characterization of coherency/convexity. For potential applications as a dynamic risk measure, we study their time consistency properties, and establish their equivalent characterizations among conditional generalized quantiles.

q-fin.MF↗

arXiv2022

X-ray performance of a customized large-format scientifc CMOS detector

In recent years, the performance of Scientifc Complementary Metal Oxide Semiconductor (sCMOS) sensors has been improved signifcantly. Compared with CCD sensors, sCMOS sensors have various advantages, making them potentially better devices for optical and X-ray detection, especially in time-domain astronomy. After a series of tests of sCMOS sensors, we proposed a new dedicated high-speed, large-format X-ray detector in 2016 cooperating with Gpixel Inc. This new sCMOS sensor has a physical size of 6 cm by 6 cm, with an array of 4096 by 4096 pixels and a pixel size of 15 um. The frame rate is 20.1 fps under current condition and can be boosted to a maximum value around 100 fps. The epitaxial thickness is increased to 10 um compared to the previous sCMOS product. We show the results of its frst taped-out product in this work. The dark current of this sCMOS is lower than 10 e/pixel/s at 20C, and lower than 0.02 e/pixel/s at -30C. The Fixed Pattern Noise (FPN) and the readout noise are lower than 5 e in high-gain situation and show a small increase at low temperature. The energy resolution reaches 180.1 eV (3.1%) at 5.90 keV for single-pixel events and 212.3 eV (3.6%) for all split events. The continuous X-ray spectrum measurement shows that this sensor is able to response to X-ray photons from 500 eV to 37 keV. The excellent performance, as demonstrated from these test results, makes sCMOS sensor an ideal detector for X-ray imaging and spectroscopic application.

astro-ph.IM↗

arXiv2022

Risk Concentration and the Mean-Expected Shortfall Criterion

Expected Shortfall (ES, also known as CVaR) is the most important coherent risk measure in finance, insurance, risk management, and engineering. Recently, Wang and Zitikis (2021) put forward four economic axioms for portfolio risk assessment and provide the first economic axiomatic foundation for the family of ES. In particular, the axiom of no reward for concentration (NRC) is arguably quite strong, which imposes an additive form of the risk measure on portfolios with a certain dependence structure. We move away from the axiom of NRC by introducing the notion of concentration aversion, which does not impose any specific form of the risk measure. It turns out that risk measures with concentration aversion are functions of ES and the expectation. Together with the other three standard axioms of monotonicity, translation invariance and lower semicontinuity, concentration aversion uniquely characterizes the family of ES. In addition, we establish an axiomatic foundation for the problem of mean-ES portfolio selection and new explicit formulas for convex and consistent risk measures. Finally, we provide an economic justification for concentration aversion via a few axioms on the attitude of a regulator towards dependence structures.

q-fin.MF↗

arXiv2017

Dark Matter Results From 54-Ton-Day Exposure of PandaX-II Experiment

We report a new search of weakly interacting massive particles (WIMPs) using the combined low background data sets in 2016 and 2017 from the PandaX-II experiment in China. The latest data set contains a new exposure of 77.1 live day, with the background reduced to a level of 0.8$\times10^{-3}$ evt/kg/day, improved by a factor of 2.5 in comparison to the previous run in 2016. No excess events were found above the expected background. With a total exposure of 5.4$\times10^4$ kg day, the most stringent upper limit on spin-independent WIMP-nucleon cross section was set for a WIMP with mass larger than 100 GeV/c$^2$, with the lowest exclusion at 8.6$\times10^{-47}$ cm$^2$ at 40 GeV/c$^2$.

astro-ph.CO↗

arXiv2017

Update of the trigger system of the PandaX-II experiment

PandaX-II experiment is a dark matter direct detection experiment using about half-ton of liquid xenon as the sensitive target. The electrical pulses detected by photomultiplier tubes from scintillation photons of xenon are recorded by waveform digitizers. The data acquisition of Pandax-II relies on a trigger system that generates common trigger signals for all waveform digitizers. Previously an analog device-based trigger system was used for the data acquisition system. In this paper we present a new FPGA-based trigger system. The design of this system and trigger algorithms are described. The performance of this system on real data is presented.

physics.ins-det↗