Extreme value theory for moving average processes with light-tailed innovations

We consider stationary infinite moving average processes of the form $Y_n = \sum c_i Z_{n+i}$, where the sum ranges over the integers, (Z_i) is a sequence of iid random variables with ``light tails'' and (c_i) is a sequence of positive and summable coefficients. By light tails we mean that Z_0 has a bounded density $f(t)$ behaving asymptotically like $v(t) \exp (-g(t) )$, where v(t) behaves roughly like a constant as t goes to infinity, and g(t) is strictly convex satisfying certain asymptotic regularity conditions. We show that the iid sequence associated with Y_0 is in the maximum domain of attraction of the Gumbel distribution. Under additional regular variation conditions on g, it is shown that the stationary sequence (Y_n) has the same extremal behaviour as its associated iid sequence. This generalizes results of Rootz\'en (1986, 1987), where $g(t) = t^p$ and $v(t)=c t^d$ for p > 1, positive c and a real constant d

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

Review of the Returns to ACIAR's Bilateral R&D Investments

Research and Development/Tech Change/Emerging Technologies,

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

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

Exploiting the directional sensitivity of the Double Chooz near detector

In scintillator detectors, the forward displacement of the neutron in the reaction $\bar\nu_e+p\to e^++n$ provides neutrino directional information as demonstrated by the CHOOZ reactor experiment with 2,500 events. The near detector of the forthcoming Double Chooz experiment will collect $1.6\times10^5$ events per year, enough to determine the average neutrino direction with a $1 \sigma$ half-cone aperture of $2.3^\circ$ in one year. It is more difficult to separate the two Chooz reactors that are viewed at a separation angle $\phi=30^\circ$. If their strengths are known and approximately equal, the azimuthal location of each reactor is obtained with $\pm6^\circ$ ($1 \sigma$) and the probability of confusing them with a single source is less than 11%. Five year's data reduce this ``confusion probability'' to less than 0.3%, i.e., a $3 \sigma$ separation is possible. All of these numbers improve rapidly with increasing angular separation of the sources. For a setup with $\phi=90^\circ$ and one year's data, the azimuthal $1 \sigma$ uncertainty for each source decreases to $\pm3.2^\circ$. Of course, for Double Chooz the two reactor locations are known, allowing one instead to measure their individual one-year integrated power output to $\pm11$ ($1 \sigma$), and their five-year integrated output to $\pm4.8$ ($1 \sigma$).Comment: 7 pages, 10 figure

Human Posterior Parietal Cortex Plans Where to Reach and What to Avoid

In this time-resolved functional magnetic resonance imaging (fMRI) study, we aimed to trace the neuronal correlates of covert planning processes that precede visually guided motor behavior. Specifically, we asked whether human posterior parietal cortex has prospective planning activity that can be distinguished from activity related to retrospective visual memory and attention. Although various electrophysiological studies in monkeys have demonstrated such motor planning at the level of parietal neurons, comparatively little support is provided by recent human imaging experiments. Rather, a majority of experiments highlights a role of human posterior parietal cortex in visual working memory and attention. We thus sought to establish a clear separation of visual memory and attention from processes related to the planning of goal-directed motor behaviors. To this end, we compared delayed-response tasks with identical mnemonic and attentional demands but varying degrees of motor planning. Subjects memorized multiple target locations, and in a random subset of trials targets additionally instructed (1) desired goals or (2) undesired goals for upcoming finger reaches. Compared with the memory/attention-only conditions, both latter situations led to a specific increase of preparatory fMRI activity in posterior parietal and dorsal premotor cortex. Thus, posterior parietal cortex has prospective plans for upcoming behaviors while considering both types of targets relevant for action: those to be acquired and those to be avoided