Exponential martingales and changes of measure for counting processes

We give sufficient criteria for the Dol\'eans-Dade exponential of a stochastic integral with respect to a counting process local martingale to be a true martingale. The criteria are adapted particularly to the case of counting processes and are sufficiently weak to be useful and verifiable, as we illustrate by several examples. In particular, the criteria allow for the construction of for example nonexplosive Hawkes processes as well as counting processes with stochastic intensities depending on diffusion processes

Measurement of D*+/- meson production in jets from pp collisions at sqrt(s) = 7 TeV with the ATLAS detector

This paper reports a measurement of D*+/- meson production in jets from proton-proton collisions at a center-of-mass energy of sqrt(s) = 7 TeV at the CERN Large Hadron Collider. The measurement is based on a data sample recorded with the ATLAS detector with an integrated luminosity of 0.30 pb^-1 for jets with transverse momentum between 25 and 70 GeV in the pseudorapidity range |eta| < 2.5. D*+/- mesons found in jets are fully reconstructed in the decay chain: D*+ -> D0pi+, D0 -> K-pi+, and its charge conjugate. The production rate is found to be N(D*+/-)/N(jet) = 0.025 +/- 0.001(stat.) +/- 0.004(syst.) for D*+/- mesons that carry a fraction z of the jet momentum in the range 0.3 < z < 1. Monte Carlo predictions fail to describe the data at small values of z, and this is most marked at low jet transverse momentum.Comment: 10 pages plus author list (22 pages total), 5 figures, 1 table, matches published version in Physical Review

Search for supersymmetry in final states with jets, missing transverse momentum and one isolated lepton in sqrt{s} = 7 TeV pp collisions using 1 fb-1 of ATLAS data

We present an update of a search for supersymmetry in final states containing jets, missing transverse momentum, and one isolated electron or muon, using 1.04 fb^-1 of proton-proton collision data at sqrt{s} = 7 TeV recorded by the ATLAS experiment at the LHC in the first half of 2011. The analysis is carried out in four distinct signal regions with either three or four jets and variations on the (missing) transverse momentum cuts, resulting in optimized limits for various supersymmetry models. No excess above the standard model background expectation is observed. Limits are set on the visible cross-section of new physics within the kinematic requirements of the search. The results are interpreted as limits on the parameters of the minimal supergravity framework, limits on cross-sections of simplified models with specific squark and gluino decay modes, and limits on parameters of a model with bilinear R-parity violation.Comment: 18 pages plus author list (30 pages total), 9 figures, 4 tables, final version to appear in Physical Review

Reducing heterotic M-theory to five dimensional supergravity on a manifold with boundary

This paper constructs the reduction of heterotic $M$-theory in eleven dimensions to a supergravity model on a manifold with boundary in five dimensions using a Calabi-Yau three-fold. New results are presented for the boundary terms in the action and for the boundary conditions on the bulk fields. Some general features of dualisation on a manifold with boundary are used to explain the origin of some topological terms in the action. The effect of gaugino condensation on the fermion boundary conditions leads to a `twist' in the chirality of the gravitino which can provide an uplifting mechanism in the vacuum energy to cancel the cosmological constant after moduli stabilisation.Comment: 16 pages, RevTe

Measurement of tau polarization in W->taunu decays with the ATLAS detector in pp collisions at sqrt(s) = 7 TeV

In this paper, a measurement of tau polarization in W->taunu decays is presented. It is measured from the energies of the decay products in hadronic tau decays with a single final state charged particle. The data, corresponding to an integrated luminosity of 24 pb^-1, were collected by the ATLAS experiment at the Large Hadron Collider in 2010. The measured value of the tau polarization is Ptau = -1.06 +/- 0.04 (stat) + 0.05 (syst) - 0.07 (syst), in agreement with the Standard Model prediction, and is consistent with a physically allowed 95% CL interval [-1,-0.91]. Measurements of tau polarization have not previously been made at hadron colliders.Comment: 10 pages plus author list (25 pages total), 4 figures, 4 tables, revised author list, matches published EPJC versio

Readiness of the ATLAS liquid argon calorimeter for LHC collisions

The ATLAS liquid argon calorimeter has been operating continuously since August 2006. At this time, only part of the calorimeter was readout, but since the beginning of 2008, all calorimeter cells have been connected to the ATLAS readout system in preparation for LHC collisions. This paper gives an overview of the liquid argon calorimeter performance measured in situ with random triggers, calibration data, cosmic muons, and LHC beam splash events. Results on the detector operation, timing performance, electronics noise, and gain stability are presented. High energy deposits from radiative cosmic muons and beam splash events allow to check the intrinsic constant term of the energy resolution. The uniformity of the electromagnetic barrel calorimeter response along eta (averaged over phi) is measured at the percent level using minimum ionizing cosmic muons. Finally, studies of electromagnetic showers from radiative muons have been used to cross-check the Monte Carlo simulation. The performance results obtained using the ATLAS readout, data acquisition, and reconstruction software indicate that the liquid argon calorimeter is well-prepared for collisions at the dawn of the LHC era.ATLAS Collaboration, for complete list of authors see http://dx.doi.org/10.1140/epjc/s10052-010-1354-y</p

Bounding separable recourse functions with limited distribution information

The recourse function in a stochastic program with recourse can be approximated by separable functions of the original random variables or linear transformations of them. The resulting bound then involves summing simple integrals. These integrals may themselves be difficult to compute or may require more information about the random variables than is available. In this paper, we show that a special class of functions has an easily computable bound that achieves the best upper bound when only first and second moment constraints are available.Peer Reviewedhttp://deepblue.lib.umich.edu/bitstream/2027.42/44185/1/10479_2005_Article_BF02204821.pd