Non-Abelian Discrete Groups from the Breaking of Continuous Flavor Symmetries

We discuss the possibility of obtaining a non-abelian discrete flavor symmetry from an underlying continuous, possibly gauged, flavor symmetry SU(2) or SU(3) through spontaneous symmetry breaking. We consider all possible cases, where the continuous symmetry is broken by small representations. "Small" representations are these which couple at leading order to the Standard Model fermions transforming as two- or three-dimensional representations of the flavor group. We find that, given this limited representation content, the only non-abelian discrete group which can arise as a residual symmetry is the quaternion group D_2'.Comment: 15 page

Systematic approach to leptogenesis in nonequilibrium QFT: self-energy contribution to the CP-violating parameter

In the baryogenesis via leptogenesis scenario the self-energy contribution to the CP-violating parameter plays a very important role. Here, we calculate it in a simple toy model of leptogenesis using the Schwinger-Keldysh/Kadanoff-Baym formalism as starting point. We show that the formalism is free of the double-counting problem typical for the canonical Boltzmann approach. Within the toy model, medium effects increase the CP-violating parameter. In contrast to results obtained earlier in the framework of thermal field theory, the medium corrections are linear in the particle number densities. In the resonant regime quantum corrections lead to modified expressions for the CP-violating parameter and for the decay width. Most notably, in the maximal resonant regime the Boltzmann picture breaks down and an analysis in the full Kadanoff-Baym formalism is required.Comment: 28 pages, 14 figure

A Continuous Time GARCH Process Driven by a Lévy Process: Stationarity and Second Order Behaviour

We use a discrete time analysis, giving necessary and sufficient conditions for the almost sure convergence of ARCH(1) and GARCH(1,1) discrete time models, tosuggest an extension of the (G)ARCH concept to continuous time processes. Our "COGARCH" (continuous time GARCH) model, based on a single background driving Levy process, is different from, though related to, other continuous time stochastic volatility models that have been proposed. The model generalises the essential features of discrete time GARCH processes, and is amenable to further analysis, possessing useful Markovian and stationarity properties

A Continuous Time GARCH Process of Higher Order

A continuous time GARCH model of order (p,q) is introduced, which is driven by a single Lévy process. It extends many of the features of discrete time GARCH(p,q) processes to a continuous time setting. When p=q=1, the process thus defined reduces to the COGARCH(1,1) process of Klüppelberg, Lindner and Maller (2004). We give sufficient conditions for the existence of stationary solutions and show that the volatility process has the same autocorrelation structure as a continuous time ARMA process. The autocorrelation of the squared increments of the process is also investigated, and conditions ensuring a positive volatility are discussed

Estimating the COGARCH(1,1) model - a first go

We suggest moment estimators for the parameters of a continuous time GARCH(1,1) process based on equally spaced observations. Using the fact that the increments of the COGARCH(1,1) process are ergodic, the resulting estimators are consistent. We investigate the quality of our estimators in a simulation study based on the compound Poisson driven COGARCH model. The estimated volatility with corresponding residual analysis is also presented

Detecting atmospheric neutrino oscillations in the ATLAS detector at CERN

We discuss the possibility to study oscillations of atmospheric neutrinos in the ATLAS experiment at CERN. Due to the large total detector mass, a significant number of events is expected, and during the shutdown phases of the LHC, reconstruction of these events will be possible with very good energy and angular resolutions, and with charge identification. We argue that 500 live days of neutrino running could be achieved, and that a total of ~160 contained \nu_\mu events and ~360 upward going muons could be collected during this time. Despite the low statistics, the excellent detector resolution will allow for an unambiguous confirmation of atmospheric neutrino oscillations and for measurements of the leading oscillation parameters. Though our detailed simulations show that the sensitivity of ATLAS is worse than that of dedicated neutrino experiments, we demonstrate that more sophisticated detectors, e.g. at the ILC, could be highly competitive with upcoming superbeam experiments, and might even give indications for the mass hierarchy and for the value of theta-13.Comment: 8 pages, 4 figures, 2 tables, RevTeX 4; modified treatment of upward going muons, results unchanged; matches published versio

A Limit Theorem for Copulas

We characterize convergence of a sequence of d-dimensional random vectors by convergence of the one-dimensional margins and of the copula. The result is applied to the approximation of portfolios modelled by t-copulas with large degrees of freedom, and to the convergence of certain dependence measures of bivariate distributions

Optimization of a neutrino factory oscillation experiment

We discuss the optimization of a neutrino factory experiment for neutrino oscillation physics in terms of muon energy, baselines, and oscillation channels (gold, silver, platinum). In addition, we study the impact and requirements for detector technology improvements, and we compare the results to beta beams. We find that the optimized neutrino factory has two baselines, one at about 3000 to 5000km, the other at about 7500km (``magic'' baseline). The threshold and energy resolution of the golden channel detector have the most promising optimization potential. This, in turn, could be used to lower the muon energy from about 50GeV to about 20GeV. Furthermore, the inclusion of electron neutrino appearance with charge identification (platinum channel) could help for large values of \sin^2 2 \theta_{13}. Though tau neutrino appearance with charge identification (silver channel) helps, in principle, to resolve degeneracies for intermediate \sin^2 2 \theta_{13}, we find that alternative strategies may be more feasible in this parameter range. As far as matter density uncertainties are concerned, we demonstrate that their impact can be reduced by the combination of different baselines and channels. Finally, in comparison to beta beams and other alternative technologies, we clearly can establish a superior performance for a neutrino factory in the case \sin^2 2 \theta_{13} < 0.01.Comment: 51 pages, 25 figures, 6 tables, references corrected, final version to appear in Phys. Rev.