13,522 research outputs found

    Commotonicity and maximum stop-loss premiums.

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    In this paper, we investigate the relationship between comonotonicity and stop-loss order. We prove our main results by using a characterization of stop-loss order within the framework of Yaari's (1987) dual theory of choice under risk. Wang and Dhaene (1997) explore related problems in the case of bivariate random variables. We extend their work to an arbitrary sum of random variables and present several examples illustrating our results.

    A mechanism for pair formation in strongly correlated systems

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    We start from a Hamiltonian describing non-interacting fermions and add bosons to the model, with a Jaynes-Cummings-like interaction between the bosons and fermions. Because of the specific form of the interaction the model can be solved exactly. In the ground state, part of the electrons form bound pairs with opposite momentum and spin. The model also shows a gap in the kinetic energy of the fermions, but not in the spectrum of the full Hamiltonian. This gap is not of a mean-field nature, but is due to the Pauli exclusion principle.Comment: 13 pages, corrected some notations and made some clarification

    Semileptonic decays in the limit of a heavy daughter quark

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    The rate of the semileptonic decay b to c l v is calculated with order alphas^2 accuracy, as an expansion around the limit of equal masses of the b and c quarks. Recent results obtained around the limit of the c-quark much lighter than b are confirmed. Details of the new expansion method are described.Comment: 7 pages, 5 figure

    On the Classification of Automorphic Lie Algebras

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    It is shown that the problem of reduction can be formulated in a uniform way using the theory of invariants. This provides a powerful tool of analysis and it opens the road to new applications of these algebras, beyond the context of integrable systems. Moreover, it is proven that sl2-Automorphic Lie Algebras associated to the icosahedral group I, the octahedral group O, the tetrahedral group T, and the dihedral group Dn are isomorphic. The proof is based on techniques from classical invariant theory and makes use of Clebsch-Gordan decomposition and transvectants, Molien functions and the trace-form. This result provides a complete classification of sl2-Automorphic Lie Algebras associated to finite groups when the group representations are chosen to be the same and it is a crucial step towards the complete classification of Automorphic Lie Algebras.Comment: 29 pages, 1 diagram, 9 tables, standard LaTeX2e, submitted for publicatio

    Notes on the Verlinde formula in non-rational conformal field theories

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    We review and extend evidence for the validity of a generalized Verlinde formula in particular non-rational conformal field theories. We identify a subset of representations of the chiral algebra in non-rational conformal field theories that give rise to an analogue of the relation between modular S-matrices and fusion coefficients in rational conformal field theories. To that end we review and extend the Cardy-type brane calculations in bosonic and supersymmetric Liouville theory (and its duals) as well as in the hyperbolic three-plane H3+. We analyze the three-point functions of Liouville theory and of H3+ in detail to directly identify the fusion coefficients from the operator product expansion.Comment: 29 pages, 6 figures, v2: minor corrections, PRD versio

    Kinetic Antiferromagnetism in the Triangular Lattice

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    We show that the motion of a single hole in the infinite UU Hubbard model with frustrated hopping leads to weak metallic antiferromagnetism of kinetic origin. An intimate relationship is demonstrated between the simplest versions of this problem in 1 and 2 dimensions, and two of the most subtle many body problems, namely the Heisenberg Bethe ring in 1-d and the 2-dimensional triangular lattice Heisenberg antiferromagnet.Comment: 10 pages, 2 figures, 5 supplementary figures; Figures fixe
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