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

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

The discrete flavor symmetry D5

We consider the standard model (SM) extended by the flavor symmetry D5 and search for a minimal model leading to viable phenomenology. We find that it contains four Higgs fields apart from the three generations of fermions whose left- and left-handed conjugate parts do not transform in the same way under D5. We provide two numerical fits for the case of Dirac and Majorana neutrinos to show the viability of our low energy model. The fits can accommodate all data with the neutrinos being normally ordered. For Majorana neutrinos two of the right-handed neutrinos are degenerate. Concerning the Higgs sector we find that all potentials constructed with three SM-like Higgs doublets transforming as 1+2 under D5 have a further unwanted global U(1) symmetry. Therefore we consider the case of four Higgs fields forming two D5 doublets and show that this potential leads to viable solutions in general, however it does not allow spontaneous CP-violation (SCPV) for an arbitrary vacuum expectation value (VEV) configuration. Finally, we discuss extensions of our model to grand unified theories (GUTs) as well as embeddings of D5 into the continuous flavor symmetries SO(3)_f and SU(3)_f.Comment: 22 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 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

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

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