2,213 research outputs found
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Extreme behavior of bivariate elliptical distributions
This paper exploits a stochastic representation of bivariate elliptical distributions in order to obtain asymptotic results which are determined by the tail behavior of the generator. Under certain specified assumptions, we present the limiting distribution of componentwise maxima, the limiting upper copula, and a bivariate version of the classical peaks over threshold result
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Asymptotic tail probabilities for large claims reinsurance of a portfolio of dependent risks
We consider a dependent portfolio of insurance contracts. Asymptotic tail probabilities of the ECOMOR and LCR reinsurance amounts are obtained under certain assumptions about the dependence structure
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Dependence and the asymptotic behavior of large claims reinsurance
We consider an extension of the classical compound Poisson risk model, where the waiting time between two consecutive claims and the forthcoming claim are no longer independent. Asymptotic tail probabilities of the reinsurance amount under ECOMOR and LCR treaties are obtained. Simulation results are provided in order to illustrate this
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Extreme behavior of multivariate phase-type distributions
This paper investigates the limiting distributions of the componentwise maxima and minima of suitably normalized iid multivariate phase-type random vectors. In the case of maxima, a large parametric class of multivariate extreme value (MEV) distributions is obtained. The flexibility of this new class is exemplified in the bivariate setup. For minima, it is shown that the dependence structure of the Marshall-Olkin class arises in the limit
Robust study design is as important on the social as it is on the ecological side of applied ecological research
1. The effective management of natural systems often requires resource users to change their behaviour. This has led to many applied ecologists using research tools developed by social scientists. This comes with challenges as ecologists often lack relevant disciplinary training.
2. Using an example from the current issue of Journal of Applied Ecology that investigated how conservation interventions influenced conservation outcomes, we discuss the challenges of conducting interdisciplinary science. We illustrate our points using examples from research investigating the role of law enforcement and outreach activities in limiting illegal poaching
and the application of the theory of planned behaviour to conservation.
3. Synthesis and applications. Interdisciplinary research requires equal rigour to be applied to ecological and social aspects. Researchers with a natural science background need to access expertise and training in the principles of social science research design and methodology, in order to permit a more balanced interdisciplinary understanding of socialâecological system
Pion production in deeply virtual Compton scattering
Using a soft pion theorem based on chiral symmetry and a
resonance model we propose an estimate for the production cross section of low
energy pions in the deeply virtual Compton scattering (DVCS) process. In
particular, we express the processes in terms of
generalized parton distributions. We provide estimates of the contamination of
the DVCS observables due to this associated pion
production processes when the experimental data are not fully exclusive, for a
set of kinematical conditions representative of present or planned experiments
at JLab, HERMES and COMPASS.Comment: 50 pages, 22 figure
Quark-Hadron Duality and Form Factors
We use local quark-hadron duality to estimate the purely nonperturbative soft
contribution to the form factors. Our results are in
agreement with existing experimental data. We predict that the ratio
is small for all accessible , in contrast to the
pQCD expectations that .Comment: 15 pages, LaTeX + 4 PS-figures enclosed in one uuencoded, compressed
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Polynomials for Torus Links from Chern-Simons Gauge Theories
Invariant polynomials for torus links are obtained in the framework of the
Chern-Simons topological gauge theory. The polynomials are computed as vacuum
expectation values on the three-sphere of Wilson line operators representing
the Verlinde algebra of the corresponding rational conformal field theory. In
the case of the gauge theory our results provide explicit expressions
for the Jones polynomial as well as for the polynomials associated to the
-state () vertex models (Akutsu-Wadati polynomials). By means of the
Chern-Simons coset construction, the minimal unitary models are analyzed,
showing that the corresponding link invariants factorize into two
polynomials. A method to obtain skein rules from the Chern-Simons knot
operators is developed. This procedure yields the eigenvalues of the braiding
matrix of the corresponding conformal field theory.Comment: 50 page
PT-Symmetry Quantum Electrodynamics--PTQED
The construction of -symmetric quantum electrodynamics is
reviewed. In particular, the massless version of the theory in 1+1 dimensions
(the Schwinger model) is solved. Difficulties with unitarity of the -matrix
are discussed.Comment: 11 pages, 1 figure, contributed to Proceedings of 6th International
Workshop on Pseudo-Hermitian Hamiltonians in Quantum Physic
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