Bayesian inference for partially observed stochastic differential equations driven by fractional Brownian motion

We consider continuous-time diffusion models driven by fractional Brownian motion. Observations are assumed to possess a nontrivial likelihood given the latent path. Due to the non-Markovian and high-dimensional nature of the latent path, estimating posterior expectations is computationally challenging. We present a reparameterization framework based on the Davies and Harte method for sampling stationary Gaussian processes and use it to construct a Markov chain Monte Carlo algorithm that allows computationally efficient Bayesian inference. The algorithm is based on a version of hybrid Monte Carlo simulation that delivers increased efficiency when used on the high-dimensional latent variables arising in this context. We specify the methodology on a stochastic volatility model, allowing for memory in the volatility increments through a fractional specification. The method is demonstrated on simulated data and on the S&P 500/VIX time series. In the latter case, the posterior distribution favours values of the Hurst parameter smaller than 1/2 , pointing towards medium-range dependence

Geometric variations of the Boltzmann entropy

We perform a calculation of the first and second order infinitesimal variations, with respect to energy, of the Boltzmann entropy of constant energy hypersurfaces of a system with a finite number of degrees of freedom. We comment on the stability interpretation of the second variation in this framework.Comment: 9 pages, no figure

A stochastic derivation of the geodesic rule

We argue that the geodesic rule, for global defects, is a consequence of the randomness of the values of the Goldstone field $\phi$ in each causally connected volume. As these volumes collide and coalescence, $\phi$ evolves by performing a random walk on the vacuum manifold $\mathcal{M}$. We derive a Fokker-Planck equation that describes the continuum limit of this process. Its fundamental solution is the heat kernel on $\mathcal{M}$, whose leading asymptotic behavior establishes the geodesic rule.Comment: 12 pages, No figures. To be published in Int. Jour. Mod. Phys.

A Time Purified Separated Antiproton Beam At The AGS

Physic

Measurement of masses in the [Formula: see text] system by kinematic endpoints in pp collisions at [Formula: see text].

A simultaneous measurement of the top-quark, W-boson, and neutrino masses is reported for [Formula: see text] events selected in the dilepton final state from a data sample corresponding to an integrated luminosity of 5.0 fb-1 collected by the CMS experiment in pp collisions at [Formula: see text]. The analysis is based on endpoint determinations in kinematic distributions. When the neutrino and W-boson masses are constrained to their world-average values, a top-quark mass value of [Formula: see text] is obtained. When such constraints are not used, the three particle masses are obtained in a simultaneous fit. In this unconstrained mode the study serves as a test of mass determination methods that may be used in beyond standard model physics scenarios where several masses in a decay chain may be unknown and undetected particles lead to underconstrained kinematics

Measurement of WZ and ZZ production in pp collisions at [Formula: see text] in final states with b-tagged jets.

Measurements are reported of the WZ and ZZ production cross sections in proton-proton collisions at [Formula: see text][Formula: see text] in final states where one Z boson decays to b-tagged jets. The other gauge boson, either W or Z, is detected through its leptonic decay (either [Formula: see text], [Formula: see text] or [Formula: see text], [Formula: see text], or [Formula: see text]). The results are based on data corresponding to an integrated luminosity of 18.9 fb[Formula: see text] collected with the CMS detector at the Large Hadron Collider. The measured cross sections, [Formula: see text] and [Formula: see text], are consistent with next-to-leading order quantum chromodynamics calculations

Measurement of differential cross sections for the production of a pair of isolated photons in pp collisions at [Formula: see text].

A measurement of differential cross sections for the production of a pair of isolated photons in proton-proton collisions at [Formula: see text] is presented. The data sample corresponds to an integrated luminosity of 5.0[Formula: see text] collected with the CMS detector. A data-driven isolation template method is used to extract the prompt diphoton yield. The measured cross section for two isolated photons, with transverse energy above 40 and 25[Formula: see text] respectively, in the pseudorapidity range [Formula: see text], [Formula: see text] and with an angular separation [Formula: see text], is [Formula: see text][Formula: see text]. Differential cross sections are measured as a function of the diphoton invariant mass, the diphoton transverse momentum, the azimuthal angle difference between the two photons, and the cosine of the polar angle in the Collins-Soper reference frame of the diphoton system. The results are compared to theoretical predictions at leading, next-to-leading, and next-to-next-to-leading order in quantum chromodynamics

Measurement of jet multiplicity distributions in [Formula: see text] production in pp collisions at [Formula: see text].

The normalised differential top quark-antiquark production cross section is measured as a function of the jet multiplicity in proton-proton collisions at a centre-of-mass energy of 7[Formula: see text] at the LHC with the CMS detector. The measurement is performed in both the dilepton and lepton+jets decay channels using data corresponding to an integrated luminosity of 5.0[Formula: see text]. Using a procedure to associate jets to decay products of the top quarks, the differential cross section of the [Formula: see text] production is determined as a function of the additional jet multiplicity in the lepton+jets channel. Furthermore, the fraction of events with no additional jets is measured in the dilepton channel, as a function of the threshold on the jet transverse momentum. The measurements are compared with predictions from perturbative quantum chromodynamics and no significant deviations are observed