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

Search for physics beyond the standard model in events with τ leptons, jets, and large transverse momentum imbalance in pp collisions at [Formula: see text].

A search for physics beyond the standard model is performed with events having one or more hadronically decaying τ leptons, highly energetic jets, and large transverse momentum imbalance. The data sample corresponds to an integrated luminosity of 4.98 fb-1 of proton-proton collisions at [Formula: see text] collected with the CMS detector at the LHC in 2011. The number of observed events is consistent with predictions for standard model processes. Lower limits on the mass of the gluino in supersymmetric models are determined