Some Results on the Complexity of Numerical Integration

This is a survey (21 pages, 124 references) written for the MCQMC 2014 conference in Leuven, April 2014. We start with the seminal paper of Bakhvalov (1959) and end with new results on the curse of dimension and on the complexity of oscillatory integrals. Some small errors of earlier versions are corrected

NLO QCD corrections to the production of Higgs plus two jets at the LHC

We present the calculation of the NLO QCD corrections to the associated production of a Higgs boson and two jets, in the infinite top-mass limit. We discuss the technical details of the computation and we show the numerical impact of the radiative corrections on several observables at the LHC. The results are obtained by using a fully automated framework for fixed order NLO QCD calculations based on the interplay of the packages GoSam and Sherpa. The evaluation of the virtual corrections constitutes an application of the d-dimensional integrand-level reduction to theories with higher dimensional operators. We also present first results for the one-loop matrix elements of the partonic processes with a quark-pair in the final state, which enter the hadronic production of a Higgs boson together with three jets in the infinite top-mass approximation.Comment: 9 pages, 7 figures, references added, published in Phys.Lett.

Type I and Type II Fractional Brownian Motions: a Reconsideration

The so-called type I and type II fractional Brownian motions are limit distributions associated with the fractional integration model in which pre-sample shocks are either included in the lag structure, or suppressed. There can be substantial differences between the distributions of these two processes and of functionals derived from them, so that it becomes an important issue to decide which model to use as a basis for inference. Alternative methods for simulating the type I case are contrasted, and for models close to the nonstationarity boundary, truncating infinite sums is shown to result in a significant distortion of the distribution. A simple simulation method that overcomes this problem is described and implemented. The approach also has implications for the estimation of type I ARFIMA models, and a new conditional ML estimator is proposed, using the annual Nile minima series for illustration.Fractional Brownian motion, long memory, ARFIMA, simulation.