Results for "Giacomo Nannicini"

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Performance of hybrid quantum/classical variational heuristics for combinatorial optimizationMay 30 2018Dec 13 2018The recent literature on near-term applications for quantum computers contains several examples of the applications of hybrid quantum/classical variational approaches. This methodology can be applied to a variety of optimization problems, but its practical ... More
An Introduction to Quantum Computing, Without the PhysicsAug 11 2017Nov 19 2018This paper is a gentle but rigorous introduction to quantum computing intended for discrete mathematicians. Starting from a small set of assumptions on the behavior of quantum computing devices, we analyze their main characteristics, stressing the differences ... More
Toward breaking the curse of dimensionality: an FPTAS for stochastic dynamic programs with multidimensional actions and scalar statesNov 28 2018We propose a Fully Polynomial-Time Approximation Scheme (FPTAS) for stochastic dynamic programs with multidimensional action, scalar state, convex costs and linear state transition function. The action spaces are polyhedral and described by parametric ... More
Improving Variational Quantum Optimization using CVaRJul 10 2019Hybrid quantum/classical variational algorithms can be implemented on noisy intermediate-scale quantum computers and can be used to find solutions for combinatorial optimization problems. Approaches discussed in the literature minimize the expectation ... More
A local branching heuristic for MINLPsDec 11 2008Local branching is an improvement heuristic, developed within the context of branch-and-bound algorithms for MILPs, which has proved to be very effective in practice. For the binary case, it is based on defining a neighbourhood of the current incumbent ... More
Generalized metallic structuresJul 22 2018We study the properties of a generalized metallic, a generalized product and a generalized complex structure induced on the generalized tangent bundle of $M$ by a metallic Riemannian structure $(J,g)$ on $M$, providing conditions for their integrability ... More
Layered 2D crystals by design: optimisation of Sb$_2$Te$_3$-GeTe van der Waals superlatticesSep 04 2015Herein a genetic algorithm for optimising the design of layered 2D heterostructure is proposed. As a proof-of-concept it is applied to Sb$_2$Te$_3$-GeTe phase-change material superlattices, and the resulting lowest energy structure is grown experimentally. ... More
Fast paths in large-scale dynamic road networksApr 09 2007Jun 27 2007Efficiently computing fast paths in large scale dynamic road networks (where dynamic traffic information is known over a part of the network) is a practical problem faced by several traffic information service providers who wish to offer a realistic fast ... More
An effective algorithm for hyperparameter optimization of neural networksMay 23 2017A major challenge in designing neural network (NN) systems is to determine the best structure and parameters for the network given the data for the machine learning problem at hand. Examples of parameters are the number of layers and nodes, the learning ... More
Globally Optimal Symbolic RegressionOct 29 2017Nov 15 2017In this study we introduce a new technique for symbolic regression that guarantees global optimality. This is achieved by formulating a mixed integer non-linear program (MINLP) whose solution is a symbolic mathematical expression of minimum complexity ... More
Norden structures on cotangent bundlesMay 22 2018We study prolongation of Norden structures on manifolds to their generalized tangent bundles and to their cotangent bundles. In particular, by using methods of generalized geometry, we prove that the cotangent bundle of a complex Norden manifold $(M,J,g)$ ... More
Breaking the 49-Qubit Barrier in the Simulation of Quantum CircuitsOct 16 2017Dec 11 2018With the current rate of progress in quantum computing technologies, systems with more than 50 qubits will soon become reality. Computing ideal quantum state amplitudes for devices of such and larger sizes is a fundamental step to assess their fidelity, ... More
Precision Electroweak Physics and Higgsless Models in Warped SpaceSep 14 2004We study tree level corrections to precision electroweak physics in the recently proposed Higgsless models in warped space. Such models inherit from their similarity with technicolor theories a large contribution to the oblique parameters, S in particular. ... More
SUSY Particles Searches at LEP and Interpretations within the MSSMOct 08 2002Searches for R-parity conserving supersymmetric particles have been performed in e+e- data collected by LEP detectors, at centre-of-mass energies up to 209GeV, corresponding to an integrated luminosity of 3.1fb-1. The results and their interpretation ... More
The Construction of the CMS Silicon Strip TrackerJan 16 2008The CMS Silicon Strip tracker is a very large scale tracker entirely based on silicon strip detectors technology. The integration of modules, electronics, mechanics and services has been completed within the last eighteen months; first large standalone ... More
Biaxiality in the asymptotic analysis of a 2-D Landau-de Gennes model for liquid crystalsJul 30 2013Jan 08 2014We consider the Landau-de Gennes variational problem on a bound\-ed, two dimensional domain, subject to Dirichlet smooth boundary conditions. We prove that minimizers are maximally biaxial near the singularities, that is, their biaxiality parameter reaches ... More
Compressing redundant information in Markov chainsMay 03 2006Jun 23 2006Given a strongly stationary Markov chain and a finite set of stopping rules, we prove the existence of a polynomial algorithm which projects the Markov chain onto a minimal Markov chain without redundant information. Markov complexity is hence defined ... More
The construction and commissioning of the CMS Silicon Strip TrackerSep 19 2008Oct 06 2008As the start up date for LHC approaches, the detectors are readying for data taking. Here a review will be given on the construction phase with insights into the various difficulties encountered during the process. An overview will also be given of the ... More
Bayesian complementary clustering, MCMC and Anglo-Saxon placenamesSep 24 2014Jul 02 2015Common cluster models for multi-type point processes model the aggregation of points of the same type. In complete contrast, in the study of Anglo-Saxon settlements it is hypothesized that administrative clusters involving complementary names tend to ... More
The topologies of Supersymmetry signals at LEPSep 12 2002The topologies arising from the production of supersymmetric particles at the LEP collider are briefly reviewed recalling detector requirements, simulation and other experimental issues.
An Unexpected Effect in ALEPH: Long-Term Displacements of the Silicon Vertex DetectorMay 16 2002The ALEPH Silicon Vertex Detector for LEP2 featured a laser survey system to monitor its mechanical stability. The analysis of laser system data from 1997 to 2000 showed that VDET suffered a time-dependent displacement. It resulted to be compatible with ... More
Sinusoidal Gravitational Waves from the Nuclei of Active GalaxiesMay 26 1993It is believed that most quasars and galaxies present two common features: the presence in their core of a supermassive object, and the experience of one or more encounters with other galaxies. In this scenario, it is likely that a substantial fraction ... More
Generation of discrete random variables in scalable frameworkNov 21 2016In this paper, we face the problem of simulating discrete random variables with general and varying distribution in a scalable framework, where fully parallelizable operations should be preferred. Compared with classical algorithms, we add randomness, ... More
Development and characterization of detectors for large area application in neutron scattering and small area application in neutron reflectometryMay 29 2019Neutron scattering techniques offer a unique combination of structural and the dynamic information of atomic and molecular systems over a wide range of distances and times. The increasing complexity in science investigations driven by technological advances ... More
Constructions of Locally Recoverable Codes which are OptimalJun 29 2018We provide a Galois theoretical framework which allows to produce good polynomials for the Tamo and Barg construction of optimal locally recoverable codes (LRC). Our approach allows to prove existence results and to construct new good polynomials, which ... More
Line defects in the small elastic constant limit of a three-dimensional Landau-de Gennes modelJan 21 2015Apr 16 2016We consider the Landau-de Gennes variational model for nematic liquid crystals, in three-dimensional domains. More precisely, we study the asymptotic behaviour of minimizers as the elastic constant tends to zero, under the assumption that minimizers are ... More
Don't follow the leader: How ranking performance reduces meritocracyJul 18 2019In the name of meritocracy, modern economies devote increasing amounts of resources to quantifying and ranking the performance of individuals and organisations. Rankings send out powerful signals, which lead to identify the actions of top performers as ... More
CMS Inner Tracker Detector ModulesNov 06 2004The production of silicon detector modules that will instrument the CMS Inner Tracker has nowadays reached 1300 units out of the approximately 3700 needed in total, with an overall yield close to 96%. A description of the module design, the assembly procedures ... More
The CMS Si-strip TrackerFeb 03 2004The Compact Muon Solenoid (CMS) experiment at LHC features the largest Silicon Strip Tracker (SST) ever build. This device is immersed in a 4T magnetic field and, in conjunction with a Pixel system, it allows the momentum of the charged particles to be ... More
Almost periodic functions and hyperbolic countingOct 19 2016In this paper we prove the existence of asymptotic moments, and an estimate on the tails of the limiting distribution, for a specific class of almost periodic functions. Then we introduce the hyperbolic circle problem, proving an estimate on the asymptotic ... More
A frequency approach to topological identification and graphical modelingAug 07 2011This works explores and illustrates recent results developed by the author in field of dynamical network analysis. The considered approach is blind, i.e., no a priori assumptions on the interconnected systems are available. Moreover, the perspective is ... More
Observations of Gamma-ray Bursts in the Fermi eraApr 20 2013May 23 2013The Fermi observatory, with its Gamma-Ray Bursts monitor (GBM) and Large Area Telescope (LAT), is observing Gamma-ray Bursts with unprecedented spectral coverage and sensitivity, from ~10 keV to > 300 GeV. In the first 3 years of the mission it observed ... More
The Moment Guided Monte Carlo method for the Boltzmann equationJul 04 2012Jul 09 2013In this work we propose a generalization of the Moment Guided Monte Carlo method developed in [11]. This approach permits to reduce the variance of the particle methods through a matching with a set of suitable macroscopic moment equations. In order to ... More
Game Theory (Open Access textbook with 165 solved exercises)Dec 21 2015This is an Open Access textbook on non-cooperative Game Theory with 165 solved exercises.
Generation of discrete random variables in scalable frameworksNov 21 2016Jul 10 2017In this paper, we face the problem of simulating discrete random variables with general and varying distributions in a scalable framework, where fully parallelizable operations should be preferred. The new paradigm is inspired by the context of discrete ... More
On the selection of polynomials for the DLP quasi-polynomial time algorithm in small characteristicJun 26 2017Feb 28 2019In this paper we characterize the set of polynomials $f\in\mathbb F_q[X]$ satisfying the following property: there exists a positive integer $d$ such that for any positive integer $\ell$ less or equal than the degree of $f$, there exists $t_0$ in $\mathbb ... More
A semi-analytical model of the Galilean satellites' dynamicsFeb 21 2018Jul 26 2018The Galilean satellites' dynamics has been studied extensively during the last century. In the past it was common to use analytical expansions in order to get simple models to integrate, but with the new generation computers it became prevalent the numerical ... More
Sylvester's law of inertia for quadratic forms on vector bundlesJul 08 2013Aug 06 2013This paper presents a generalisation of Sylvester's law of inertia to real non-degenerate quadratic forms on a fixed real vector bundle over a connected locally connected paracompact Hausdorff space. By interpreting the classical inertia as a complete ... More
Results from cosmics and first LHC beam with the ALICE HMPID detectorJul 27 2009Sep 21 2009The ALICE HMPID (High Momentum Particle IDentification) detector has been designed to identify charged pions and kaons in the range 1 < p < 3 GeV/c and protons in the range 1.5 < p < 5 GeV/c. It consists of seven identical proximity focusing RICH (Ring ... More
Gravitational Waves from a Population of Galactic Neutron StarsJan 05 1998The existence of a large number of asymmetric, rotating neutron stars, each individually emitting periodic or quasi-periodic gravitational waves in the frequency band around 100 Hz, raises the possibility of detecting their combined signals, by exploiting ... More
Induced paramagnetic states by localized $π$-loops in grain boundariesMar 11 2003Recent experiments on high-temperature superconductors show paramagnetic behavior localized at grain boundaries (GB). This paramagnetism can be attributed to the presence unconventional d-wave induced $\pi$-junctions. By modeling the GB as an array of ... More
Massive binary star mergers in galactic nuclei: implications for blue stragglers, binary S-stars and gravitational wavesMar 07 2019Most of the stars are believed to be born in binaries or higher-multiplicity systems. The implications of the presence of a binary population in galactic nuclei have been under scrutiny only recently. Observations suggest that our Galactic Centre harbours ... More
Nbd is not cartesian closedJul 19 2017In this short note it is shown that the category of neighborhood spaces is not cartesian closed.
The emergence of the concept of filter in topological categoriesJul 19 2017In all approaches to convergence where the concept of filter is taken as primary, the usual motivation is the notion of neighborhood filter in a topological space. However, these approaches often lead to spaces more general than topological ones, thereby ... More
Dynamical origin of S-type planets in close binary starsDec 06 2018Understanding the origin of planets that have formed in binary stars is fundamental to constrain theories of binary and planet formation. The planet occurrence rate in binaries with a separation $\lesssim 50$ AU is only $\sim$ one third that of wider ... More
Tidal breakup of quadruple stars in the Galactic CentreApr 26 2018Jun 07 2018The most likely origin of hypervelocity stars (HVSs) is the tidal disruption of a binary star by the supermassive black hole (MBH) in the Galactic Centre (GC). However, HE0437-5439, a $9$ M$_\odot$ B-type main-sequence star moving with a heliocentric ... More
Higgs and Beyond Standard Model Searches at LEPNov 06 2004Extensive searches for Higgs bosons and other new phenomena predicted by extensions of the Standard Model have been performed at LEP. A summary is given reviewing the principal aspects and presenting a selection of results.
Relativity Experiments in the Solar SystemApr 27 1995Recent theoretical works on alternative metric theories of gravity give greater significance to solar-system tests of General Relativity. In particular, it is suggested that the post-Newtonian parameter $\gamma$ ought to be determined with great precision ... More
Cryptanalysis of a non-commutative key exchange protocolJun 22 2013In the papers by Alvarez et al. and Pathak and Sanghi a non-commutative based public key exchange is described. A similiar version of it has also been patented (US7184551). In this paper we present a polynomial time attack that breaks the variants of ... More
Epitopological and pseudotopological fundamental group functorsJul 18 2017In these notes the epitopological and pseudotopological fundamental group functors are introduced. These are functors from the category of pointed epitopological and pseudotopological spaces respectively, to the category of their respective group-objects. ... More
Foliations induced by metallic structuresMar 10 2019We give necessary and sufficient conditions for the real distributions defined by a metallic pseudo-Riemannian structure to be integrable and geodesically invariant, in terms of associated tensor fields to the metallic structures and of adapted connections. ... More
Generalized quasi-statistical structuresSep 13 2018Given a non-degenerate $(0,2)$-tensor field $h$ on a smooth manifold $M$, we consider a natural generalized complex and a generalized product structure on the generalized tangent bundle $TM\oplus T^*M$ of $M$ and we show that they are $\nabla$-integrable, ... More
User Longevity and Engagement in Mobile Multiplayer Sports Management GamesMar 10 2017Mobile games are extremely popular and engage millions of people every day. Even if they are often quite simple, their development features a high degree of difficulty and requires close attention to both achieve a high satisfaction from users and grant ... More
Implicit-Explicit multistep methods for hyperbolic systems with multiscale relaxationApr 08 2019We consider the development of high order space and time numerical methods based on Implicit-Explicit (IMEX) multistep time integrators for hyperbolic systems with relaxation. More specifically, we consider hyperbolic balance laws in which the convection ... More
Binary interaction algorithms for the simulation of flocking and swarming dynamicsMar 04 2012Microscopic models of flocking and swarming takes in account large numbers of interacting individ- uals. Numerical resolution of large flocks implies huge computational costs. Typically for $N$ interacting individuals we have a cost of $O(N^2)$. We tackle ... More
A canonical form for Gaussian periodic processesFeb 28 2012This article provides a representation theorem for a set of Gaussian processes; this theorem allows to build Gaussian processes with arbitrary regularity and to write them as limit of random trigonometric series. We show via Karhunen-Love theorem that ... More
Light 't Hooft Top PartnersNov 16 2015May 05 2016Vector-like quarks, usually dubbed top partners, are a common presence in composite Higgs models. Being composite objects, their mass is expected to be of the order of their inverse size, that is the condensation scale of the new strong interactions. ... More
Eisenstein Polynomials over Function FieldsJun 17 2015In this paper we compute the density of monic and non-monic Eisenstein polynomials of fixed degree having entries in an integrally closed subring of a function field over a finite field.
Coherence-based multivariate analysis of high frequency stock market valuesMay 18 2008The paper tackles the problem of deriving a topological structure among stock prices from high frequency historical values. Similar studies using low frequency data have already provided valuable insights. However, in those cases data need to be collected ... More
Inverse Ising problem for one-dimensional chains with arbitrary finite-range couplingsSep 26 2011Nov 15 2011We study Ising chains with arbitrary multispin finite-range couplings, providing an explicit solution of the associated inverse Ising problem, i.e. the problem of inferring the values of the coupling constants from the correlation functions. As an application, ... More
Robustness of large-scale stochastic matrices to localized perturbationsAug 31 2013May 16 2015Upper bounds are derived on the total variation distance between the invariant distributions of two stochastic matrices differing on a subset W of rows. Such bounds depend on three parameters: the mixing time and the minimal expected hitting time on W ... More
Interacting Generalized Pólya Urn SystemsJan 07 2016We consider a system of interacting Generalized P\'olya Urns (GPUs) having irreducible mean replacement matrices. The interaction is modeled through the probability to sample the colors from each urn, that is defined as convex combination of the urn proportions ... More
Multi-scale control variate methods for uncertainty quantification in kinetic equationsOct 25 2018Kinetic equations play a major rule in modeling large systems of interacting particles. Uncertainties may be due to various reasons, like lack of knowledge on the microscopic interaction details or incomplete informations at the boundaries. These uncertainties, ... More
Causality re-establishedApr 28 2018Causality never gained the status of a "law" or "principle" in physics. Some recent literature even popularized the false idea that causality is a notion that should be banned from theory. Such misconception relies on an alleged universality of reversibility ... More
Independence on the Abelian Projection of Monopole Condensation in QCDJun 18 2002It is proven that dual superconductivity of QCD vacuum in the confining phase is an intinsic property, independent on the choice of the abelian projection used to define the monopoles.
Gauge Invariance and Lattice MonopolesSep 17 2010The number and the location of monopoles in Lattice configurations depend on the choice of the gauge, in contrast to the obvious requirement that monopoles, as physical objects, have a gauge-invariant status. It is proved, starting from non-abelian Bianchi ... More
About Monopoles in QCDSep 08 2015The hypothesis is analysed that the monopoles condensing in QCD vacuum to make it a dual superconductor are classical solutions of the equations of motion.
Analytic Estimate of the Order Parameter for Monopole Condensation in QCDOct 18 2006The disorder parameter $<\mu>$ for the condensation of monopoles in QCD is estimated analytically in terms of gauge invariant field strength correlators. The continuum limit is discussed.
Confinement of color: open problems and perspectivesFeb 06 2006Some basic features of confinement are reviewed, in particular the symmetry patterns of the dual dynamics. Open problems and possible directions of progress are discussed.
Mechanisms of colour confinementMar 06 1996The dual superconductivity of QCD vacuum as a mechanism for colour confinement is reviewed. Recent evidence from lattice of monopole condensation is presented.
Non-equilibrium superconductivity in driven alkali-doped fulleridesFeb 15 2017Aug 16 2017We investigate the formation of non-equilibrium superconducting states in driven alkali-doped fullerides A$_3$C$_{60}$. Within a minimal three-orbital model for the superconductivity of these materials, it was recently demonstrated theoretically that ... More
A Novel Nanoporous Graphite Based on Graphynes: First Principles Structure and Carbon Dioxide Preferential PhysisorptionOct 05 2016Ubiquitous graphene is a stricly 2D material representing an ideal adsorbing platform due to its large specific surface area as well as its mechanical strength and resistance to both thermal and chemical stresses. However, graphene as a bulk material ... More
Searching for dark matter in final states with two jets and missing transverse energyDec 19 2018Feb 19 2019We reemphasise the usefulness of angular correlations in LHC searches for missing transverse energy ($E_T^{\mathrm{miss}}$) signatures that involve jet $(j)$ pairs with large invariant mass. For the case of mono-jet production via gluon-fusion, we develop ... More
Scalable Importance Tempering and Bayesian Variable SelectionMay 01 2018We propose a Monte Carlo algorithm to sample from high-dimensional probability distributions that combines Markov chain Monte Carlo (MCMC) and importance sampling. We provide a careful theoretical analysis, including guarantees on robustness to high-dimensionality, ... More
Stability and optimality of multi-scale transportation networks with distributed dynamic tollsMar 21 2018Jan 29 2019We study transportation networks controlled by dynamical feedback tolls. We consider a multiscale transportation network model whereby the dynamics of the traffic flows are intertwined with those of the drivers' route choices. The latter are influenced ... More
Assessing Financial Model RiskJul 02 2013Jul 10 2013Model risk has a huge impact on any risk measurement procedure and its quantification is therefore a crucial step. In this paper, we introduce three quantitative measures of model risk when choosing a particular reference model within a given class: the ... More
The squashed entanglement of the noiseless quantum Gaussian attenuator and amplifierMay 21 2019Jun 10 2019We determine the maximum squashed entanglement achievable between sender and receiver of the noiseless quantum Gaussian attenuators and amplifiers, and prove that it is achieved sending half of an infinitely squeezed two-mode vacuum state. The key ingredient ... More
Towards an ultra efficient kinetic scheme Part II: The high order caseDec 02 2012In a recent paper we presented a new ultra efficient numerical method for solving kinetic equations of the Boltzmann type (G. Dimarco, R. Loubere, Towards an ultra efficient kinetic scheme. Part I: basics on the 689 BGK equation, J. Comp. Phys., (2013), ... More
Gradient of the Objective Function for an Anisotropic Centroidal Voronoi Tessellation (CVT) - A revised, detailed derivationAug 24 2014In their recent article (2010), Levy and Liu introduced a generalization of Centroidal Voronoi Tessellation (CVT) - namely the Lp-CVT - that allows the computation of an anisotropic CVT over a sound mathematical framework. In this article a new objective ... More
The Aw-Rascle traffic model: Enskog-type kinetic derivation and generalisationsJun 25 2019We study the derivation of second order macroscopic traffic models from kinetic descriptions. In particular, we recover the celebrated Aw-Rascle model as the hydrodynamic limit of an Enskog-type kinetic equation out of a precise characterisation of the ... More
Solvability and asymptotic analysis of a generalization of the Caginalp phase field systemJul 20 2011Aug 26 2011We study a diffusion model of phase field type, which consists of a system of two partial differential equations involving as variables the thermal displacement, that is basically the time integration of temperature, and the order parameter. Our analysis ... More
Approximation of target problems in Blackwell spacesJan 13 2009On a weakly Blackwell space we show how to define a Markov chain approximating problem, for the target problem. The approximating problem is proved to converge to the optimal reduced problem under different pseudometrics. A computational example of compression ... More
Diameter bounded equal measure partitions of Ahlfors regular metric measure spacesOct 18 2015Sep 27 2016The algorithm devised by Feige and Schechtman for partitioning higher dimensional spheres into regions of equal measure and small diameter is combined with David and Christ's construction of dyadic cubes to yield a partition algorithm suitable to any ... More
An Ultraviolet Chiral Theory of the Top for the Fundamental Composite (Goldstone) HiggsJul 31 2015Feb 24 2016We introduce a scalar-less anomaly free chiral gauge theory that serves as natural ultraviolet completion of models of fundamental composite (Goldstone) Higgs dynamics. The new theory is able to generate the top mass and furthermore features a built-in ... More
Is F-term hybrid inflation natural within minimal supersymmetric SO(10)?Jun 13 2013We examine whether F-term supersymmetric hybrid inflation can be embedded within the minimal SO(10) model, in a natural way. We show that none of the singlets of the Standard Model symmetries in the minimal set of SO(10) representations can satisfy the ... More
On Canonical Subfield Preserving PolynomialsSep 25 2013Jul 31 2014Explicit monoid structure is provided for the class of canonical subfield preserving polynomials over finite fields. Some classical results and asymptotic estimates will follow as corollaries.
Physics as Quantum Information Processing: Quantum Fields as Quantum AutomataOct 31 2011Dec 20 2011Can we reduce Quantum Field Theory (QFT) to a quantum computation? Can physics be simulated by a quantum computer? Do we believe that a quantum field is ultimately made of a numerable set of quantum systems that are unitarily interacting? A positive answer ... More
Physics as quantum information processingDec 12 2010The experience from Quantum Information has lead us to look at Quantum Theory (QT) and the whole Physics from a different angle. The information-theoretical paradigm---"It from Bit'---prophesied by John Archibald Wheeler is relentlessly advancing. Recently ... More
The Quantum Field as a Quantum ComputerDec 02 2010It is supposed that at very small scales a quantum field is an infinite homogeneous quantum computer. On a quantum computer the information cannot propagate faster than $c=a/\tau$, $a$ and $\tau$ being the minimum space and time distances between gates, ... More
Probabilistic theories: what is special about Quantum Mechanics?Jul 28 2008Apr 16 2009Quantum Mechanics (QM) is a very special probabilistic theory, yet we don't know which operational principles make it so. All axiomatization attempts suffer at least one postulate of a mathematical nature. Here I will analyze the possibility of deriving ... More
Minimal model of financial stylized factsNov 27 2010Mar 09 2011In this work we afford the statistical characterization of a linear Stochastic Volatility Model featuring Inverse Gamma stationary distribution for the instantaneous volatility. We detail the derivation of the moments of the return distribution, revealing ... More
Multivariate trend-cycle extraction with the Hodrick-Prescott filterAug 23 2015The Hodrick-Prescott filter represents one of the most popular method for trend-cycle extraction in macroeconomic time series. In this paper we provide a multivariate generalization of the Hodrick-Prescott filter, based on the seemingly unrelated time ... More
Black hole-neutron star mergers from triplesMar 25 2019Mergers of black hole (BH) and neutron star (NS) binaries are expected to be observed by gravitational wave observatories in the coming years. Until now, LIGO has only set an upper limit on this merger rate. BH-NS binaries are expected to merge in isolation, ... More
Black Hole Mergers from QuadruplesMar 07 2019May 03 2019With the hundreds of merging binary black hole (BH) signals expected to be detected by LIGO/Virgo, LISA and other instruments in the next few years, the modeling of astrophysical channels that lead to the formation of compact-object binaries has become ... More
An equivariant isomorphism theorem for mod $\mathfrak p$ reductions of arboreal Galois representationsMay 01 2019Let $\phi$ be a quadratic, monic polynomial with coefficients in $\mathcal{O}_{F,D}[t]$, where $\mathcal O_{F,D}$ is a localization of a number ring $\mathcal O_F$. In this paper, we first prove that if $\phi$ is non-square and non-isotrivial, then there ... More
Monolithic coupling of implicit material point method with finite element methodNov 27 2018A monolithic coupling between the material point method (MPM) and the finite element method (FEM) is presented. The MPM formulation described is implicit, and the exchange of information between particles and background grid is minimized. The reduced ... More
Dark matter production in association with a single top-quark at the LHC in a two-Higgs-doublet model with a pseudoscalar mediatorDec 11 2017Jan 09 2018The sensitivity of the LHC experiments to the associated production of dark matter with a single top is studied in the framework of an extension of the standard model featuring two Higgs doublets and an additional pseudoscalar mediator. It is found that ... More
Analysis of the Gibbs Sampler for Gaussian hierarchical models via multigrid decompositionMar 17 2017We study the convergence properties of the Gibbs Sampler in the context of posterior distributions arising from Bayesian analysis of Gaussian hierarchical models. We consider centred and non-centred parameterizations as well as their hybrids including ... More
QCD Monopoles on the Lattice and Gauge InvarianceSep 20 2010The long standing problem is solved why the number and the location of monopoles observed in Lattice configurations depend on the choice of the gauge used to detect them, in contrast to the obvious requirement that monopoles, as physical objects, must ... More
On color confinementOct 18 2006The status of the theory of color confinemnt is discussed.