Results for "Jean-Philippe Goldman"

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DisMo: A Morphosyntactic, Disfluency and Multi-Word Unit Annotator. An Evaluation on a Corpus of French Spontaneous and Read SpeechFeb 08 2018We present DisMo, a multi-level annotator for spoken language corpora that integrates part-of-speech tagging with basic disfluency detection and annotation, and multi-word unit recognition. DisMo is a hybrid system that uses a combination of lexical resources, ... More
Crooked HalfspacesNov 18 2012May 17 2013We develop the Lorentzian geometry of a crooked halfspace in 2+1-dimensional Minkowski space. We calculate the affine, conformal and isometric automorphism groups of a crooked halfspace, and discuss its stratification into orbit types, giving an explicit ... More
Gradient estimates for a degenerate parabolic equation with gradient absorption and applicationsAug 10 2007Qualitative properties of non-negative solutions to a quasilinear degenerate parabolic equation with an absorption term depending solely on the gradient are shown, providing information on the competition between the nonlinear diffusion and the nonlinear ... More
Stick-slip Transition in the Scalar Arching ModelJan 07 1998When some granular material contained into a silo is pushed upwards with a piston, an irregular stick-slip motion of the system of grains is observed. We show how one can adapt the `Scalar Arching Model' -- proposed as a model for giant stress fluctuations ... More
Preparing and probing Chern bands with cold atomsJul 28 2015The present Chapter discusses methods by which topological Bloch bands can be prepared in cold-atom setups. Focusing on the case of Chern bands for two-dimensional systems, we describe how topological properties can be triggered by driving atomic gases, ... More
Convex Sobolev inequalities and spectral gapMar 11 2005This note is devoted to the proof of convex Sobolev (or generalized Poincar\'{e}) inequalities which interpolate between spectral gap (or Poincar\'{e}) inequalities and logarithmic Sobolev inequalities. We extend to the whole family of convex Sobolev ... More
The endogenous dynamics of markets: price impact and feedback loopsSep 15 2010We review the evidence that the erratic dynamics of markets is to a large extent of endogenous origin, i.e. determined by the trading activity itself and not due to the rational processing of exogenous news. In order to understand why and how prices move, ... More
The (unfortunate) complexity of the economyApr 06 2009This article is a follow-up of a short essay that appeared in Nature 455, 1181 (2008) [arXiv:0810.5306]. It has become increasingly clear that the erratic dynamics of markets is mostly endogenous and not due to the rational processing of exogenous news. ... More
H2+ and HD+: candidates for a molecular clockMar 27 2014We investigate the leading systematic effects in ro-vibrational spectroscopy of the molecular hydrogen ions H2+ and HD+, in order to assess their potential for the realization of optical clocks that would be sensitive to possible variations of the proton-to-electron ... More
Modeling of the multiwavelength emission of M87 with H.E.S.S. observationsSep 15 2007M87 is the first extragalactic source detected in the TeV range that is not a blazar. The large scale jet of M87 is not aligned with the line of sight. Modification of standard emission models of TeV blazars appears necessary to account for the gamma-ray ... More
Solutions a divers problemes de decision dans un groupe hyperboliqueFeb 05 2007We give solutions to several decision problems in word hyperbolic groups
Very special divisors on real algebraic curvesMay 28 2009We study special linear systems called "very special" whose dimension does not satisfy a Clifford type inequality given by Huisman. We classify all these very special linear systems when they are compounded of an involution. Examples of very special linear ... More
Finite extension of group with infinite conjugacy classesMar 11 2007We characterize the group property of being with infinite conjugacy classes (or icc, i.e. \not= 1 and of which all conjugacy classes except 1 are infinite) for finite extensions of group.
Wreath product of groups with infinite conjugacy classesDec 22 2006We characterise the group property of being with infinite conjugacy classes for wreath products of groups
On The Use of Conjugate Teager-Kaiser Energy Operators with Matched FiltersJul 13 2016This work presents the proof of concept of using energy operator theory based on the conjugate Teager-Kaiser energy operators in matched filters for signal detection in multipath fading channels. To do so, we consider signals in the space $\mathcal{S}(\mathbb{R})$ ... More
Invariance homotopique de certains espaces de configurationsJun 30 2004For a smooth manifold A, we consider the ordered configuration space F_k(AxR) of k distinct points in AxR. We obtain an explicit homotopy construction of the configuration space F_k(AxR) and of the (k-2)-fold suspension of F_k(A). Under certain conditions, ... More
On growth-optimal tax rates and the issue of wealth inequalitiesAug 02 2015Aug 25 2015We introduce a highly stylized, yet non trivial model of the economy, with a public and private sector coupled through a wealth tax and a redistribution policy. The model can be fully solved analytically, and allows one to address the question of optimal ... More
Crises and collective socio-economic phenomena: simple models and challengesSep 02 2012Dec 29 2012Financial and economic history is strewn with bubbles and crashes, booms and busts, crises and upheavals of all sorts. Understanding the origin of these events is arguably one of the most important problems in economic theory. In this paper, we review ... More
Elements for a Theory of Financial RisksJun 08 1998Estimating and controlling large risks has become one of the main concern of financial institutions. This requires the development of adequate statistical models and theoretical tools (which go beyond the traditionnal theories based on Gaussian statistics), ... More
Anomalous relaxation in complex systems: from stretched to compressed exponentialsMay 07 2007We attempt to give a bird's eye view of the physical mechanisms leading to anomalous relaxation, and the relation of this phenomenon with anomalous diffusion and transport. Whereas in some cases these two notions are indeed deeply related, this needs ... More
Predictions of Very High Energy gamma-ray fluxes for three Active Galactic NucleiSep 15 2007M87 is the first extragalactic source detected at the TeV that is not a blazar. To account for the recent observations of M87 made by the High Energy Stereoscopic System (H.E.S.S.) telescope array, we developed a new multi-blob synchrotron self-Compton ... More
Multiwavelength modeling of TeV AGN observed by HESSSep 10 2007Sep 12 2007The High Energy Stereoscopic System (H.E.S.S.) experiment, a ground-based gamma-ray Cherenkov telescope array located in Namibia, has now detected many extragalactic objects, which redshifts range from z=0.00183 up to z=0.2, possibly more. With the increasing ... More
Centralisateurs dans un groupe cristallographique 2-dimensionnelFeb 17 2007Nous explicitons les centralisateurs dans un sous-groupe discret cocompact d'isometrie du plan euclidien ----- We make explicit the centralizers of a discrete cocompact subgroup of isometries of the Euclidean plane.
Sur la conjecture des fibres de SeifertMar 09 2007Nous rappelons l'historique de la demonstration de la conjecture des fibres de Seifert, ainsi que ses motivations et ses diverses generalisations. ----- We recall the history of the proof of the Seibert fiber space conjecture, as well as its motivations ... More
Configuration spaces of an embedding torus and cubical spacesMar 21 2006For a smooth manifold M obtained as an embedding torus, A U Cx[-1,1], we consider the ordered configuration space F_k(M) of k distinct points in M. We show that there is a homotopical cubical resolution of F_k(M) defined from the configuration spaces ... More
Higher Symmetries of the Laplacian via QuantizationJul 28 2011Feb 12 2014We develop a new approach, based on quantization methods, to study higher symmetries of invariant differential operators. We focus here on conformally invariant powers of the Laplacian over a conformally flat manifold and recover results of Eastwood, ... More
Clifford Theorem for real algebraic curvesApr 01 2005We establish for smooth projective real curves the equivalent of the classical Clifford inequality known for complex curves. We also study the cases when equality holds.
Groupe a classes de conjugaisons infinies : quelques exemplesDec 21 2005We consider the group property of being icc. We give several examples of icc groups and study its stability under usual algebraic constructions.
Economics need a scientific revolutionOct 29 2008I argue that the current financial crisis highlights the crucial need of a change of mindset in economics and financial engineering, that should move away from dogmatic axioms and focus more on data, orders of magnitudes, and plausible, albeit non rigorous, ... More
Conformal geometry of the supercotangent and spinor bundlesApr 09 2010Feb 05 2013We establish, via geometric quantization of the supercotangent bundle sM of (M,g), a correspondence between its conformal geometry and those of the spinor bundle. In particular, the Kosmann Lie derivative of spinors is obtained by quantization of the ... More
An introduction to Dunkl theory and its analytic aspectsNov 24 2016Dunkl theory is a far reaching generalization of Fourier analysis and special function theory related to root systems. During the sixties and seventies, it became gradually clear that radial Fourier analysis on rank one symmetric spaces was closely connected ... More
On Lars Hörmander's remark on the characteristic Cauchy problemApr 23 2005Sep 19 2005We extend the results of a work by L. H\"ormander in 1990 concerning the resolution of the characteristic Cauchy problem for second order wave equations with regular first order potentials. The geometrical background of this work was a spatially compact ... More
Conformally equivariant quantization for spinning particlesAug 20 2012Jan 06 2015This work takes place over a conformally flat spin manifold (M,g). We prove existence and uniqueness of the conformally equivariant quantization valued in spinor differential operators, and provide an explicit formula for it when restricted to first order ... More
Monitoring the Extragalactic High Energy SkyJan 21 2019Blazars are jetted active galactic nuclei with a jet pointing close to the line of sight, hence enhancing their intrinsic luminosity and variability. Monitoring these sources is essential in order to catch them flaring and promptly organize follow-up ... More
The Generalization of the Decomposition of Functions by Energy OperatorsAug 15 2012Apr 23 2014This work starts with the introduction of a family of differential energy operators. Energy operators ($Psi_R^+$, $Psi_R^-$) were defined together with a method to decompose the wave equation in a previous work. Here the energy operators are defined following ... More
The conformal approach to asymptotic analysisAug 11 2015This essay was written as an extended version of a talk given at a conference in Strasbourg on "Riemann, Einstein and geometry", organized by Athanase Papadopoulos in September 2014. Its aim is to present Roger Penrose's approach to asymptotic analysis ... More
Power-laws in economy and finance: some ideas from physicsAug 07 2000We discuss several models in order to shed light on the origin of power-law distributions and power-law correlations in financial time series. From an empirical point of view, the exponents describing the tails of the price increments distribution and ... More
Very special divisors on 4-gonal real algebraic curvesApr 05 2013Given a real curve, we study special linear systems called "very special" for which the dimension does not satisfy a Clifford type inequality. We classify all these very special linear systems when the gonality of the curve is small.
The big-bang theory: construction, evolution and statusJun 20 2016Over the past century, rooted in the theory of general relativity, cosmology has developed a very successful physical model of the universe: the {\em big-bang model}. Its construction followed different stages to incorporate nuclear processes, the understanding ... More
Recent advances about the uniqueness of the slowly oscillating periodic solutions of Wright's equationSep 22 2009Sep 24 2009An old conjecture in delay equations states that Wright's equation \[ y'(t)= - \alpha y(t-1) [ 1+y(t)], \alpha \in \mathbb{R} \] has a unique slowly oscillating periodic solution (SOPS) for every parameter value $\alpha>\pi/2$. We reformulate this conjecture ... More
On the regularity of solutions of one dimensional variational obstacle problemsJun 13 2016Sep 03 2016We study the regularity of solutions of one dimensional variational obstacle problems in $W^{1,1}$ when the Lagrangian is locally H\"older continuous and globally elliptic. In the spirit of the work of Sychev ([Syc89, Syc91, Syc92]), a direct method is ... More
An elementary proof of the positivity of the intertwining operator in one--dimensional trigonometric dunkl theoryNov 21 2016This note is devoted to the intertwining operator in the one--dimensional trigonometric Dunkl setting. We obtain a simple integral expression of this operator and deduce its positivity.
Copula-based Hierarchical Aggregation of Correlated Risks. The behaviour of the diversification benefit in Gaussian and Lognormal TreesNov 04 2011Nov 10 2011The benefits of diversifying risks are difficult to estimate quantitatively because of the uncertainties in the dependence structure between the risks. Also, the modelling of multidimensional dependencies is a non-trivial task. This paper focuses on one ... More
Equivariant quantization of spin systemsSep 12 2010We investigate the geometric and conformally equivariant quantizations of the supercotangent bundle of a pseudo-Riemannian manifold $(M,g)$, which is a model for the phase space of a classical spin particle. This is a short review of our previous works. ... More
Conformally Equivariant Quantization - a Complete ClassificationFeb 20 2011Apr 15 2012Conformally equivariant quantization is a peculiar map between symbols of real weight $\delta$ and differential operators acting on tensor densities, whose real weights are designed by $\lambda$ and $\lambda+\delta$. The existence and uniqueness of such ... More
Split extensions of group with infinite conjugacy classesMar 25 2007We characterize the group property of being with infinite conjugacy classes (or icc, i.e. in which all conjugacy classes beside 1 are infinite) for split extensions of groups.
A series representation for the Black-Scholes formulaOct 03 2017Oct 27 2017We prove and test an efficient series representation for the European Black-Scholes call, which generalizes and refines previously known approximations, and works in every market configuration.
On expansions for the Black-Scholes prices and hedge parametersSep 17 2018Dec 10 2018We derive new formulas for the price of the European call and put options in the Black-Scholes model, under the form of uniformly convergent series generalizing previously known approximations. We also provide precise boundaries for the convergence speed ... More
Conformal scattering on the Schwarzschild metricDec 04 2013Oct 17 2015We show that existing decay results for scalar fields on the Schwarzschild metric are sufficient to obtain a conformal scattering theory. Then we re-interpret this as an analytic scattering theory defined in terms of wave operators, with an explicit comparison ... More
Glassy dynamics: mean-field `landscape' pictures versus growing length scale scenariiAug 27 2004This is a short review on the compatibility between (a) mean-field, mode-coupling theories of the glass transition, where potential energy landscape ideas are natural, and (b) the necessity of describing the slowing down of glassy materials in terms of ... More
Aging in glassy systems: new experiments, simple models, and open questionsOct 25 1999Dec 18 2000We review the most striking experimental results on aging in a variety of disordered systems, which reveal similar features but also important differences. We argue that a generic model that reproduce many of these features is that of {\it pinned defects} ... More
Semi-algebraic geometry with rational continuous functionsMar 14 2016Oct 11 2016Let X be an affine real algebraic set . We investigate on the theory of algebraically constructible functions on X and the description of the semi-algebraic subsets of X when we replace the polynomial functions on X by some rational continuous functions ... More
Resonances in two-electron atoms below the critical chargeJul 29 2015The critical nuclear charge Zc required for a heliumlike atom to have at least one bound state was recently determined with high accuracy from variational calculations. Analysis of the wave functions further suggested that the bound state changes smoothly ... More
Conjugacy problem in groups of non-oriented geometrizable 3-manifoldsDec 21 2005We have proved in [Topology, 45 1 (2006)] that fundamental groups of oriented geometrizable 3-manifolds have a solvable conjugacy problem. We now consider the case of groups of non-oriented geometrizable 3-manifolds in order to conclude that fundamental ... More
Fixed points of automorphisms of real algebraic curvesSep 28 2006We bound the number of fixed points of an automorphism of a real curve in terms of the genus and the number of connected components of the real part of the curve. Using this bound, we derive some consequences concerning the maximum order of an automorphism ... More
On stable norm in word hyperbolic groupsMar 09 2007This work is concerned with the stable norm in word hyperbolic groups as defined by Gromov. We give a short elementary proof of one of its basic property, that is existence of a computable uniform non null lower bound for stable norm in a word hyperbolic ... More
Centre, commutativite et conjugaison dans un graphe de groupeOct 28 2005We give characterizations of the center, of conjugated and of commuting elements in a fundamental group of a graph of group. We deduce various results : on the one hand we give a sufficient condition for the center, the centralizers, and the root structures ... More
A model for ripple instabilities in granular mediaJan 28 1998We extend the model of surface granular flow proposed in \cite{bcre} to account for the effect of an external `wind', which acts as to dislodge particles from the static bed, such that a stationary state of flowing grains is reached. We discuss in detail ... More
Dynamics of granular avalanches caused by local perturbationsJul 13 2004Surface flow of granular material is investigated within a continuum approach in two dimensions. The dynamics is described by a non-linear coupling between the two `states' of the granular material: a mobile layer and a static bed. Following previous ... More
Exact Solutions of a Model for Granular AvalanchesAug 11 1999We present exact solutions of the non-linear {\sc bcre} model for granular avalanches without diffusion. We assume a generic sandpile profile consisting of two regions of constant but different slope. Our solution is constructed in terms of characteristic ... More
Control of three heat equations coupled with two cubic nonlinearitiesNov 24 2016We study the null controllability of three parabolic equations. The control is acting only on one of the three equations. The three equations are coupled by means of two cubic nonlinearities. The linearized control system around 0 is not null controllable. ... More
Search for high-energy gamma-ray emission from galaxies of the Local Group with Fermi/LATOct 18 2011Normal galaxies begin to arise from the shadows at high energies, as can be seen with the discovery of high-energy gamma-ray emission from the Andromeda galaxy (M 31) by the Fermi /LAT collaboration. We present a study on the search for high-energy emission ... More
Trend followers lose more often than they gainAug 16 2005We solve exactly a simple model of trend following strategy, and obtain the analytical shape of the profit per trade distribution. This distribution is non trivial and has an option like, asymmetric structure. The degree of asymmetry depends continuously ... More
Worse fluctuation method for fast Value-at-Risk estimatesSep 16 1999We show how one can actually take advantage of the strongly non-Gaussian nature of the fluctuations of financial assets to simplify the calculation of the Value-at-Risk of complex non linear portfolios. The resulting equations are not hard to solve numerically, ... More
Conservation Laws for Cosmological PerurbationsApr 21 1998We briefly recall the problem of defining conserved quantities such as energy in general relativity, and the solution by introducing a symmetric background. We apply the general formalism to perturbed Robertson-Walker spacetimes with de Sitter geometry ... More
Quantum theory of the Generalised Uncertainty Principle and the existence of a Minimal LengthFeb 01 2016We extend significantly previous works on the Hilbert space representations of the Generalized Uncertainty Principle (GUP) in 3+1 dimensions of the form $[X_i,P_j] = i F_{ij}$ where $ F_{ij} = f(P^2) \delta_{ij} + g(P^2) P_i P_j $ for any functions $f$. ... More
Bandwidth smearing in infrared long-baseline interferometry. Application to stellar companion search in fringe-scanning modeJul 10 2013Aug 06 2013In long-baseline interferometry, bandwidth smearing of an extended source occurs at finite bandwidth when its different components produce interference packets that only partially overlap. In this case, traditional model fitting or image reconstruction ... More
If Entry Strategy and Money go Together, What is the Right Side of the Coin?Apr 05 2011The goal of this study is to determine which strategic model, either IO or RBV, allows firms to generate the highest performance on a competitive market. Contrasting with classical studies that mobilize analyses as VARCOMP, we deploy a multi-agent system ... More
The geometry and wetting of capillary foldingMar 18 2014Capillary forces are involved in a variety of natural phenomena, ranging from droplet breakup to the physics of clouds. The forces from surface tension can also be exploited in industrial application provided the length scales involved are small enough. ... More
Seismic motion in urban sites consisting of blocks in welded contact with a soft layer overlying a hard half space: I. Finite set of blocksSep 26 2006We address the problem of the response to a seismic wave of an urban site consisting of $N$ non-identical, non-equispaced blocks overlying a soft layer underlain by a hard substratum. The results of a theoretical analysis, appealing to a space-frequency ... More
Non-Gaussianity in multi-field inflationJul 24 2002This article investigates the generation of non-Gaussianity during inflation. In the context of multi-field inflation, we detail a mechanism that can create significant primordial non-Gaussianities in the adiabatic mode while preserving the scale invariance ... More
Cosmic Strings Lens Phenomenology RevisitedAug 09 2000We present investigations of lens phenomenological properties of cosmic strings for deep galaxy surveys. General results that have obtained for lineic energy distribution are presented first. We stress that generically the local convergence always vanishes ... More
The fine-structure of volatility feedback I: multi-scale self-reflexivityJun 11 2012Sep 23 2013We attempt to unveil the fine structure of volatility feedback effects in the context of general quadratic autoregressive (QARCH) models, which assume that today's volatility can be expressed as a general quadratic form of the past daily returns. The ... More
The joint distribution of stock returns is not ellipticalSep 06 2010Jun 04 2012Using a large set of daily US and Japanese stock returns, we test in detail the relevance of Student models, and of more general elliptical models, for describing the joint distribution of returns. We find that while Student copulas provide a good approximation ... More
Geometrical Aspects of Aging and Rejuvenation in the Ising Spin Glass: A Numerical StudyFeb 05 2002Jun 25 2002We present a comprehensive study of non-equilibrium phenomena in the low temperature phase of the Edwards-Anderson Gaussian spin glass in 3 and 4 spatial dimensions. Many effects can be understood in terms of a time dependent coherence length, $\ell_T$, ... More
Functional Renormalization Description of the Roughening TransitionApr 13 1999We reconsider the problem of the static thermal roughening of an elastic manifold at the critical dimension $d=2$ in a periodic potential, using a perturbative Functional Renormalization Group approach. Our aim is to describe the effective potential seen ... More
Self Consistent Screening Approximation For Critical DynamicsSep 13 1996Feb 03 1997We generalise Bray's self-consistent screening approximation to describe the critical dynamics of the $\phi^4$ theory. In order to obtain the dynamical exponent $z$, we have to make an ansatz for the form of the scaling functions, which fortunately can ... More
Science mapping with asymmetrical paradigmatic proximityMar 15 2008We propose a series of methods to represent the evolution of a field of science at different levels: namely micro, meso and macro levels. We use a previously introduced asymmetric measure of paradigmatic proximity between terms that enables us to extract ... More
Time-dependent Bragg diffraction and short-pulse reflection by one-dimensional photonic crystalsSep 01 2015The time-dependence of the Bragg diffraction by one-dimensional photonic crystals and its influence on the short pulse reflection are studied in the framework of the coupled- wave theory. The indicial response of the photonic crystal is calculated and ... More
Individual and collective stock dynamics: intra-day seasonalitiesSep 24 2010We establish several new stylised facts concerning the intra-day seasonalities of stock dynamics. Beyond the well known U-shaped pattern of the volatility, we find that the average correlation between stocks increases throughout the day, leading to a ... More
The characteristic Cauchy problem for Dirac fields on curved backgroundsMar 03 2009Nov 28 2010On arbitrary spacetimes, we study the characteristic Cauchy problem for Dirac fields on a light-cone. We prove the existence and uniqueness of solutions in the future of the light-cone inside a geodesically convex neighbourhood of the vertex. This is ... More
Goodness-of-Fit tests with Dependent ObservationsJun 15 2011Aug 03 2011We revisit the Kolmogorov-Smirnov and Cram\'er-von Mises goodness-of-fit (GoF) tests and propose a generalisation to identically distributed, but dependent univariate random variables. We show that the dependence leads to a reduction of the "effective" ... More
Quantum theory of the Generalised Uncertainty PrincipleFeb 01 2016Mar 21 2017We extend significantly previous works on the Hilbert space representations of the Generalized Uncertainty Principle (GUP) in 3+1 dimensions of the form $[X_i,P_j] = i F_{ij}$ where $ F_{ij} = f(P^2) \delta_{ij} + g(P^2) P_i P_j $ for any functions $f$. ... More
Quantum frieze patterns in quantum cluster algebras of type AFeb 09 2012We introduce a quantisation of the Coxeter-Conway frieze patterns and prove that they realise quantum cluster variables in quantum cluster algebras associated with linearly oriented Dynkin quivers of type A. As an application, we obtain the explicit polynomials ... More
Foliations between crooked planes in 3-dimensional Minkowski spaceMar 04 2019We show that any two disjoint crooked planes in R^3 are leaves of a crooked foliation. This answers a question asked by Charette and Kim.
Quantization of perturbations during inflation in the 1+3 covariant formalismJan 22 2007May 10 2007This note derives the analogue of the Mukhanov-Sasaki variables both for scalar and tensor perturbations in the 1+3 covariant formalism. The possibility of generalizing them to non-flat Friedmann-Lemaitre universes is discussed.
Schottky groups and maximal representationsSep 15 2016We describe a construction of Schottky type subgroups of automorphism groups of partially cyclically ordered sets. We apply this construction to the Shilov boundary of a Hermitian symmetric space and show that in this setting Schottky subgroups correspond ... More
Weighted Kolmogorov-Smirnov test: Accounting for the tailsJul 31 2012Oct 10 2012Accurate goodness-of-fit tests for the extreme tails of empirical distributions is a very important issue, relevant in many contexts, including geophysics, insurance, and finance. We have derived exact asymptotic results for a generalization of the large-sample ... More
Some applications of first-passage ideas to financeJun 13 2013Many problems in finance are related to first passage times. Among all of them, we chose three on which we contributed personally. Our first example relates Kolmogorov-Smirnov like goodness-of-fit tests, modified in such a way that tail events and core ... More
"Stiff" Field Theory of Interest Rates and Psychological Future TimeMar 29 2004The simplest field theory description of the multivariate statistics of forward rate variations over time and maturities, involves a quadratic action containing a gradient squared rigidity term. However, this choice leads to a spurious kink (infinite ... More
Of Songs and Men: a Model for Multiple Choice with HerdingJun 26 2006We propose a generic model for multiple choice situations in the presence of herding and compare it with recent empirical results from a Web-based music market experiment. The model predicts a phase transition between a weak imitation phase and a strong ... More
Nonlinear Schrödinger equation on real hyperbolic spacesJan 23 2008Mar 05 2008We consider the Schr\"odinger equation with no radial assumption on real hyperbolic spaces. We obtain sharp dispersive and Strichartz estimates for a large family of admissible pairs. As a first consequence, we get strong well-posedness results for NLS. ... More
Non-Gaussian analytic option pricing: a closed formula for the Lévy-stable modelSep 04 2016Sep 12 2016We establish an explicit pricing formula for a class of non-Gaussian models (the Levy-stable, or Log-Levy model with finite moments and stability parameter between 1 and 2) allowing a straightforward evaluation of an European option, without numerical ... More
On the projective geometry of the supercircle: a unified construction of the super cross-ratio and Schwarzian derivativeOct 08 2007Apr 22 2008We consider the standard contact structure on the supercircle, S^{1|1}, and the supergroups E(1|1), Aff(1|1) and SpO(2|1) of contactomorphisms, defining the Euclidean, affine and projective geometry respectively. Using the new notion of (p|q)-transitivity, ... More
Half-turn symmetric FPLs with rare couplings and tilings of hexagonsSep 02 2011In this work, we put to light a formula that relies the number of fully packed loop configurations (FPLs) associated to a given coupling pi to the number of half-turn symmetric FPLs (HTFPLs) of even size whose coupling is a punctured version of the coupling ... More
Enumeration of alternating sign matrices of even size (quasi-)nvariant under a quarter-turn rotationOct 16 2009The aim of this work is to enumerate alternating sign matrices (ASM) that are quasi-invariant under a quarter-turn. The enumeration formula (conjectured by Duchon) involves, as a product of three terms, the number of unrestricted ASM's and the number ... More
Enumeration of alternating sign matrices of even size (quasi)-invariant under a quarter-turn rotationJun 18 2009The aim of this work is to enumerate alternating sign matrices (ASM) that are quasi-invariant under a quarter-turn. The enumeration formula (conjectured by Duchon) involves, as a product of three terms, the number of unrestricted ASM's and the number ... More
Cavity-induced damping and level shifts in a wide aperture spherical resonatorNov 08 2003Jan 04 2005We calculate explicitly the space dependence of the radiative relaxation rates and associated level shifts for a dipole placed in the vicinity of the center of a spherical cavity with a large numerical aperture and a relatively low finesse. In particular, ... More
Will a Large Economy Be Stable?Jan 28 2019Feb 12 2019We study networks of firms with Constant Elasticity of Substitution (CES) production functions. Relying on results from Random Matrix Theory, we argue that such networks generically become unstable when their size increases, when the heterogeneity in ... More
Limit Directions for Lorentzian Coxeter SystemsMar 06 2014Every Coxeter group admits a geometric representation as a group generated by reflections in a real vector space. In the projective representation space, limit directions are limits of injective sequences in the orbit of some base point. Limit roots are ... More