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On the weak convergence of the empirical conditional copula under a simplifying assumptionNov 20 2015When the copula of the conditional distribution of two random variables given a covariate does not depend on the value of the covariate, two conflicting intuitions arise about the best possible rate of convergence attainable by nonparametric estimators ... More

An estimator of the stable tail dependence function based on the empirical beta copulaSep 12 2017The replacement of indicator functions by integrated beta kernels in the definition of the empirical stable tail dependence function is shown to produce a smoothed version of the latter estimator with the same asymptotic distribution but superior finite-sample ... More

Large-sample tests of extreme-value dependence for multivariate copulasMay 11 2011Starting from the characterization of extreme-value copulas based on max-stability, large-sample tests of extreme-value dependence for multivariate copulas are studied. The two key ingredients of the proposed tests are the empirical copula of the data ... More

Nonparametric estimation of extremal dependenceNov 03 2014There is an increasing interest to understand the dependence structure of a random vector not only in the center of its distribution but also in the tails. Extreme-value theory tackles the problem of modelling the joint tail of a multivariate distribution ... More

Bayesian inference for bivariate ranksFeb 09 2018A recommender system based on ranks is proposed, where an expert's ranking of a set of objects and a user's ranking of a subset of those objects are combined to make a prediction of the user's ranking of all objects. The rankings are assumed to be induced ... More

Multivariate regular variation of heavy-tailed Markov chainsJan 15 2007The upper extremes of a Markov chain with regulary varying stationary marginal distribution are known to exhibit under general conditions a multiplicative random walk structure called the tail chain. More generally, if the Markov chain is allowed to switch ... More

Asymptotics of empirical copula processes under non-restrictive smoothness assumptionsDec 09 2010Jul 05 2012Weak convergence of the empirical copula process is shown to hold under the assumption that the first-order partial derivatives of the copula exist and are continuous on certain subsets of the unit hypercube. The assumption is non-restrictive in the sense ... More

Max-stable models for multivariate extremesApr 02 2012Multivariate extreme-value analysis is concerned with the extremes in a multivariate random sample, that is, points of which at least some components have exceptionally large values. Mathematical theory suggests the use of max-stable models for univariate ... More

Peaks over thresholds modelling with multivariate generalized Pareto distributionsDec 06 2016Feb 06 2018When assessing the impact of extreme events, it is often not just a single component, but the combined behaviour of several components which is important. Statistical modelling using multivariate generalized Pareto (GP) distributions constitutes the multivariate ... More

Nonparametric Inference for Max-Stable DependenceAug 17 2012Discussion of "Statistical Modeling of Spatial Extremes" by A. C. Davison, S. A. Padoan and M. Ribatet [arXiv:1208.3378].

On the asymptotic distribution of the mean absolute deviation about the meanJun 16 2014The mean absolute deviation about the mean is an alternative to the standard deviation for measuring dispersion in a sample or in a population. For stationary, ergodic time series with a finite first moment, an asymptotic expansion for the sample mean ... More

Hybrid Copula EstimatorsMay 08 2014Nov 28 2014An extension of the empirical copula is considered by combining an estimator of a multivariate cumulative distribution function with estimators of the marginal cumulative distribution functions for marginal estimators that are not necessarily equal to ... More

Nonparametric estimation of multivariate extreme-value copulasJul 12 2011Nov 29 2011Extreme-value copulas arise in the asymptotic theory for componentwise maxima of independent random samples. An extreme-value copula is determined by its Pickands dependence function, which is a function on the unit simplex subject to certain shape constraints ... More

Regularly varying multivariate time seriesJul 26 2007Jul 26 2007A multivariate, stationary time series is said to be jointly regularly varying if all its finite-dimensional distributions are multivariate regularly varying. This property is shown to be equivalent to weak convergence of the conditional distribution ... More

Generalised regular variation of arbitrary orderJan 11 2009Let $f$ be a measurable, real function defined in a neighbourhood of infinity. The function $f$ is said to be of generalised regular variation if there exist functions $h \not\equiv 0$ and $g > 0$ such that $f(xt) - f(t) = h(x) g(t) + o(g(t))$ as $t \to ... More

Nonparametric estimation of an extreme-value copula in arbitrary dimensionsOct 05 2009Inference on an extreme-value copula usually proceeds via its Pickands dependence function, which is a convex function on the unit simplex satisfying certain inequality constraints. In the setting of an iid random sample from a multivariate distribution ... More

Extreme-Value CopulasNov 05 2009Dec 07 2009Being the limits of copulas of componentwise maxima in independent random samples, extreme-value copulas can be considered to provide appropriate models for the dependence structure between rare events. Extreme-value copulas not only arise naturally in ... More

Extreme value copula estimation based on block maxima of a multivariate stationary time seriesNov 13 2013May 08 2014The core of the classical block maxima method consists of fitting an extreme value distribution to a sample of maxima over blocks extracted from an underlying series. In asymptotic theory, it is usually postulated that the block maxima are an independent ... More

Markov tail chainsApr 29 2013Feb 03 2014The extremes of a univariate Markov chain with regulary varying stationary marginal distribution and asymptotically linear behavior are known to exhibit a multiplicative random walk structure called the tail chain. In this paper, we extend this fact to ... More

Nonparametric estimation of the tree structure of a nested Archimedean copulaApr 04 2013Dec 17 2013One of the features inherent in nested Archimedean copulas, also called hierarchical Archimedean copulas, is their rooted tree structure. A nonparametric, rank-based method to estimate this structure is presented. The idea is to represent the target structure ... More

Rank-based inference for bivariate extreme-value copulasJul 27 2007Aug 26 2009Consider a continuous random pair $(X,Y)$ whose dependence is characterized by an extreme-value copula with Pickands dependence function $A$. When the marginal distributions of $X$ and $Y$ are known, several consistent estimators of $A$ are available. ... More

On the maximum likelihood estimator for the Generalized Extreme-Value distributionJan 21 2016Oct 13 2016The vanilla method in univariate extreme-value theory consists of fitting the three-parameter Generalized Extreme-Value (GEV) distribution to a sample of block maxima. Despite claims to the contrary, the asymptotic normality of the maximum likelihood ... More

Maximum likelihood estimation for the Fréchet distribution based on block maxima extracted from a time seriesNov 24 2015Sep 16 2016The block maxima method in extreme-value analysis proceeds by fitting an extreme-value distribution to a sample of block maxima extracted from an observed stretch of a time series. The method is usually validated under two simplifying assumptions: the ... More

Regularly varying time series in Banach spacesJan 19 2010When a spatial process is recorded over time and the observation at a given time instant is viewed as a point in a function space, the result is a time series taking values in a Banach space. To study the spatio-temporal extremal dynamics of such a time ... More

On the covariance of the asymptotic empirical copula processMar 19 2009Mar 16 2010Conditions are given under which the empirical copula process associated with a random sample from a bivariate continuous distribution has a smaller asymptotic covariance function than the standard empirical process based on observations from the copula. ... More

Tails of multivariate Archimedean copulasJan 12 2009A complete and user-friendly directory of tails of Archimedean copulas is presented which can be used in the selection and construction of appropriate models with desired properties. The results are synthesized in the form of a decision tree: Given the ... More

Tails of correlation mixtures of elliptical copulasDec 17 2009Correlation mixtures of elliptical copulas arise when the correlation parameter is driven itself by a latent random process. For such copulas, both penultimate and asymptotic tail dependence are much larger than for ordinary elliptical copulas with the ... More

Marginal standardization of upper semicontinuous processes. With application to max-stable processesMar 14 2016In the field of spatial extremes, stochastic processes with upper semicontinuous (usc) trajectories have been proposed as random shape functions for max-stable models. In the literature dealing with usc processes, max-stability is defined via a sequences ... More

Tails of random sums of a heavy-tailed number of light-tailed termsMar 01 2007Oct 09 2007The tail of the distribution of a sum of a random number of independent and identically distributed nonnegative random variables depends on the tails of the number of terms and of the terms themselves. This situation is of interest in the collective risk ... More

Nonparametric estimation of pair-copula constructions with the empirical pair-copulaJan 24 2012A pair-copula construction is a decomposition of a multivariate copula into a structured system, called regular vine, of bivariate copulae or pair-copulae. The standard practice is to model these pair-copulae parametrically, which comes at the cost of ... More

A functional limit theorem for dependent sequences with infinite variance stable limitsJan 08 2010Oct 11 2012Under an appropriate regular variation condition, the affinely normalized partial sums of a sequence of independent and identically distributed random variables converges weakly to a non-Gaussian stable random variable. A functional version of this is ... More

The Empirical Beta CopulaJul 15 2016Given a sample from a multivariate distribution $F$, the uniform random variates generated independently and rearranged in the order specified by the componentwise ranks of the original sample look like a sample from the copula of $F$. This idea can be ... More

Nonparametric Bayesian Inference on Bivariate ExtremesNov 17 2009May 11 2012The tail of a bivariate distribution function in the domain of attraction of a bivariate extreme-value distribution may be approximated by the one of its extreme-value attractor. The extreme-value attractor has margins that belong to a three-parameter ... More

The Empirical Beta CopulaJul 15 2016Nov 18 2016Given a sample from a multivariate distribution $F$, the uniform random variates generated independently and rearranged in the order specified by the componentwise ranks of the original sample look like a sample from the copula of $F$. This idea can be ... More

Multivariate peaks over thresholds modelsMar 21 2016Multivariate peaks over thresholds modeling based on generalized Pareto distributions has up to now only been used in few and mostly low-dimensional situations. This paper contributes to the theoretical understanding, physically based models, inference ... More

Second-order refined peaks-over-threshold modelling for heavy-tailed distributionsJan 12 2009Modelling excesses over a high threshold using the Pareto or generalized Pareto distribution (PD/GPD) is the most popular approach in extreme value statistics. This method typically requires high thresholds in order for the (G)PD to fit well and in such ... More

Maximum empirical likelihood estimation of the spectral measure of an extreme-value distributionDec 18 2008Sep 01 2009Consider a random sample from a bivariate distribution function $F$ in the max-domain of attraction of an extreme-value distribution function $G$. This $G$ is characterized by two extreme-value indices and a spectral measure, the latter determining the ... More

When uniform weak convergence fails: Empirical processes for dependence functions and residuals via epi- and hypographsMay 28 2013Aug 14 2014In the past decades, weak convergence theory for stochastic processes has become a standard tool for analyzing the asymptotic properties of various statistics. Routinely, weak convergence is considered in the space of bounded functions equipped with the ... More

Max-factor individual risk models with application to credit portfoliosDec 10 2014Individual risk models need to capture possible correlations as failing to do so typically results in an underestimation of extreme quantiles of the aggregate loss. Such dependence modelling is particularly important for managing credit risk, for instance, ... More

Multivariate peaks over thresholds modelsMar 21 2016Oct 20 2016Multivariate peaks over thresholds modeling based on generalized Pareto distributions has up to now only been used in few and mostly 2-dimensional situations. This paper contributes theoretical understanding, physically based models, inference tools, ... More

Risk Concentration and Diversification: Second-Order PropertiesOct 13 2009Dec 19 2009The quantification of diversification benefits due to risk aggregation plays a prominent role in the (regulatory) capital management of large firms within the financial industry. However, the complexity of today's risk landscape makes a quantifiable reduction ... More

Radial-angular decomposition of regularly varying time series in star-shaped metric spacesApr 01 2016There exist two ways of defining regular variation of a time series in a star-shaped metric space: either by the distributions of finite stretches of the series or by viewing the whole series as a single random element in a sequence space. The two definitions ... More

Statistics for Tail Processes of Markov ChainsMay 29 2014Dec 10 2014At high levels, the asymptotic distribution of a stationary, regularly varying Markov chain is conveniently given by its tail process. The latter takes the form of a geometric random walk, the increment distribution depending on the sign of the process ... More

An M-estimator of spatial tail dependenceMar 08 2014Jan 09 2015Tail dependence models for distributions attracted to a max-stable law are fitted using observations above a high threshold. To cope with spatial, high-dimensional data, a rank-based M-estimator is proposed relying on bivariate margins only. A data-driven ... More

Detecting changes in cross-sectional dependence in multivariate time seriesJun 12 2012May 21 2014Classical and more recent tests for detecting distributional changes in multivariate time series often lack power against alternatives that involve changes in the cross-sectional dependence structure. To be able to detect such changes better, a test is ... More

Measuring Association between Random VectorsJul 21 2011This paper suggests five measures of association between two random vectors X = (X_1, ..., X_p) and Y = (Y_1, ..., Y_q). They are copula based and therefore invariant with respect to the marginal distributions of the components X_i and Y_j. The measures ... More

A method of moments estimator of tail dependenceOct 10 2007Nov 14 2008In the world of multivariate extremes, estimation of the dependence structure still presents a challenge and an interesting problem. A procedure for the bivariate case is presented that opens the road to a similar way of handling the problem in a truly ... More

A continuous updating weighted least squares estimator of tail dependence in high dimensionsJan 19 2016Likelihood-based procedures are a common way to estimate tail dependence parameters. They are not applicable, however, in non-differentiable models such as those arising from recent max-linear structural equation models. Moreover, they can be hard to ... More

Peaks over thresholds modelling with multivariate generalized Pareto distributionsDec 06 2016The multivariate generalized Pareto distribution arises as the limit of a suitably normalized vector conditioned upon at least one component of that vector being extreme. Statistical modelling using multivariate generalized Pareto distributions constitutes ... More

On the smallest poles of topological zeta functionsMay 16 2003We study the local topological zeta function associated to a complex function that is holomorphic at the origin of C^2 (respectively C^3). We determine all possible poles less than -1/2 (respectively -1). On C^2 our result is a generalization of the fact ... More

A Euclidean likelihood estimator for bivariate tail dependenceApr 16 2012The spectral measure plays a key role in the statistical modeling of multivariate extremes. Estimation of the spectral measure is a complex issue, given the need to obey a certain moment condition. We propose a Euclidean likelihood-based estimator for ... More

A Sliding Blocks Estimator for the Extremal IndexDec 22 2008In extreme value statistics for stationary sequences, blocks estimators are usually constructed by using disjoint blocks because exceedances over high thresholds of different blocks can be assumed asymptotically independent. In this paper we focus on ... More

An M-estimator for tail dependence in arbitrary dimensionsDec 05 2011Oct 04 2012Consider a random sample in the max-domain of attraction of a multivariate extreme value distribution such that the dependence structure of the attractor belongs to a parametric model. A new estimator for the unknown parameter is defined as the value ... More

Semiparametric Gaussian copula models: Geometry and efficient rank-based estimationJun 27 2013Oct 01 2014We propose, for multivariate Gaussian copula models with unknown margins and structured correlation matrices, a rank-based, semiparametrically efficient estimator for the Euclidean copula parameter. This estimator is defined as a one-step update of a ... More

$L^p$-estimates for a transmission problem of mixed elliptic-parabolic typeNov 22 2013We consider the situation when an elliptic problem in a subdomain $\Omega_1$ of an $n$-dimensional bounded domain $\Omega$ is coupled via inhomogeneous canonical transmission conditions to a parabolic problem in $\Omega\setminus\Omega_1$. In particular, ... More

Connected, Disconnected and Strange Quark Contributions to HVPSep 06 2016We calculate all neutral vector two-point functions in Chiral Perturbation Theory (ChPT) to two-loop order and use these to estimate the ratio of disconnected to connected contributions as well as contributions involving the strange quark. We extend the ... More

The limit space of a Cauchy sequence of globally hyperbolic spacetimesAug 22 2003Nov 18 2003In this second paper, I construct a limit space of a Cauchy sequence of globally hyperbolic spacetimes. In the second section, I work gradually towards a construction of the limit space. I prove the limit space is unique up to isometry. I als show that, ... More

Radiative and semileptonic decays in Chiral Perturbation TheoryJul 03 2007I give a short overview of what has been done in radiative and semileptonic Kaon decays in Chiral Perturbation Theory. This includes for semileptonic decays the work which has been done to order $p^6$ including preliminary results of isospin breaking ... More

Eta and Eta' physicsOct 22 2007This talk describes the reasons why $\eta$ and $\eta^\prime$ decays are an interesting topic of study for both theory and experiment. The main part discusses the results of the recent calculation of $\eta\to3\pi$ at two-loop order in ChPT. Some puzzling ... More

QCD and Weak Interactions of Light QuarksApr 05 2002This review contains an overview of strong interaction effects in weak decays starting with a historical introduction. It contains a short overview of semileptonic decays and their relevance for measuring CKM matrix elements. The main part is devoted ... More

I : Chiral Perturbation for Kaons II: The $ΔI=1/2$-rule in the Chiral LimitJul 27 1999I : Chiral Perturbation Theory is introduced and its applications to semileptonic and nonleptonic kaon decays are discussed. II: The method of large $N_c$ is used to calculate $K\to\pi\pi$ nonleptonic matrix elements, in particular the matching procedure ... More

Chiral Perturbation TheoryFeb 27 1995A short overview of the current state of Chiral Perturbation Theory is given. This includes a description of the basic assumptions, the usefulness of the external field method is emphasized using a simple lowest order example. Then at next-to-leading ... More

An improved description of charged Higgs boson productionOct 11 2004Many extensions of the Standard Model predict the existence of charged Higgs bosons. In order to be able to find those particles, an accurate description of their production is needed. In Monte Carlo simulations of charged Higgs boson production at hadron ... More

The overhand shuffle mixes in $Θ(n^2\log n)$ stepsJan 24 2005Mar 14 2006The overhand shuffle is one of the ``real'' card shuffling methods in the sense that some people actually use it to mix a deck of cards. A mathematical model was constructed and analyzed by Pemantle [J. Theoret. Probab. 2 (1989) 37--49] who showed that ... More

Turan's problem 10 revisitedSep 11 2006Jun 28 2007In this paper we prove that inf_{|z_k| => 1} max_{v=1,...,n^2} |sum_{k=1}^n z_k^v| = sqrt n+O(n^{0.2625+epsilon}). This improves on the bound O(sqrt (n log n)) of Erdos and Renyi. In the special case of $n+1$ being a prime we have previously proved the ... More

Aspects of nonrelativistic quantum gravityOct 22 2009A nonrelativistic approach to quantum gravity is studied. At least for weak gravitational fields it should be a valid approximation. Such an approach can be used to point out problems and prospects inherent in a more exact theory of quantum gravity, yet ... More

Newtonian Quantum GravityDec 04 2006A Newtonian approach to quantum gravity is studied. At least for weak gravitational fields it should be a valid approximation. Such an approach could be used to point out problems and prospects inherent in a more exact theory of quantum gravity, yet to ... More

A hierarchy of cosmic compact objects - without black holesMar 14 2006We make the case for the existence of a, hitherto unknown and unobserved, hierarchy of ever more compact cosmic objects in the universe. This hypothesis is based on i) the assumption of "elementary" particle sub-constituents on several levels below the ... More

A simple solution to color confinementNov 03 2000We show that color confinement is a direct result of the nonabelian, i.e. nonlinear, nature of the color interaction in quantum chromodynamics. This makes it in general impossible to describe the color field as a collection of elementary quanta (gluons). ... More

Reply to comment on ``A simple explanation of the non-appearance of physical gluons and quarks"Feb 13 2003This is the reply to a comment by Andreas Aste [hep-th/0302103] on a previous article of mine in Can.J.Phys. The counter-arguments used by Aste utilize a mathematical limit without physical meaning. We still contend that in QCD, the particles ``gluons'' ... More

Operations and single particle interferometryDec 15 2003Jan 16 2006Interferometry of single particles with internal degrees of freedom is investigated. We discuss the interference patterns obtained when an internal state evolution device is inserted into one or both the paths of the interferometer. The interference pattern ... More

Replica Symmetry and Combinatorial OptimizationAug 13 2009Dec 01 2009We establish the soundness of the replica symmetric ansatz introduced by M. Mezard and G. Parisi for minimum matching and the traveling salesman problem in the pseudo-dimension d mean field model for d\geq 1. The case d=1 of minimum matching corresponds ... More

The number of unbounded components in the Poisson Boolean model in hyperbolic spaceOct 05 2006Nov 05 2007We consider the Poisson Boolean continuum percolation model in n-dimensional hyperbolic space. In 2 dimensions we show that there are intensities for the underlying Poisson process for which there are infinitely unbounded components in the covered and ... More

Word-level Symbolic Trajectory EvaluationMay 29 2015Symbolic trajectory evaluation (STE) is a model checking technique that has been successfully used to verify industrial designs. Existing implementations of STE, however, reason at the level of bits, allowing signals to take values in {0, 1, X}. This ... More

Towards a fully consistent relativistic quantum mechanics and a change of perspective on quantum gravityAug 26 2005Oct 10 2005This paper can be seen as an exercise in how to adapt quantum mechanics from a strict relativistic perspective while being respectful and critical towards the experimental achievements of the contemporary theory. The result is a fully observer independent ... More

Regular C*-valued weightsMar 13 1997We introduce the notion of a C*-valued weight between two C*-algebras as a generalization of an ordinary weight on a C*-algebra and as a C*-version of operator valued weights on von Neumann algebras. Also, some form of lower semi-continuity will be discussed ... More

Continuum percolation at and above the uniqueness treshold on homogeneous spacesNov 02 2007Nov 21 2007We consider the Poisson Boolean model of continuum percolation on a homogeneous Riemannian manifold $M$. Let $lambda$ be intensity of the Poisson process in the model and let $lambda_u$ be the infimum of the set of intensities that a.s. produce a unique ... More

Chiral Meson Physics at Two LoopsSep 07 2004An overview of Chiral Perturbation Theory calculations in the mesonic sector at the two Loop level is given. Discussed in some detail are the partially quenched case relevant for lattice QCD, the general fitting procedures and $\pi\pi$,$\pi K$ scattering ... More

Penguins 2002: Penguins in $K\toππ$ DecaysJul 05 2002This talk contains a short overview of the history of the interplay of the weak and the strong interaction and CP-violation. It describes the phenomenology and the basic physics mechanisms involved in the Standard Model calculations of $K\to\pi\pi$ decays ... More

Chiral Lagrangians and Nambu-Jona-Lasinio like modelsFeb 17 1995We discuss the low-energy analysis of models involving quarks and four-fermion couplings. The relation with QCD and with other models of mesons and meson plus quarks at low energies is discussed. A short description of how the heat-kernel expansion can ... More

Chiral Dynamics in the Meson Sector at two LoopsJul 07 2003I give a very short introduction to Chiral Perturbation Theory and an overview of the next-to-next-to-leading order three-flavour calculations done. I discuss those relevant for an improvement in the accuracy of the measurement of $V_{us}$ in more detail. ... More

Weak Interactions of Light FlavoursOct 23 2000An overview is given of weak interaction physics of the light flavours. It starts with the definition of the CKM matrix and the measurement of its components in the light-flavour sector via semi-leptonic decays. The main part of the lectures is devoted ... More

Evidential Force AggregationSep 15 2003In this paper we develop an evidential force aggregation method intended for classification of evidential intelligence into recognized force structures. We assume that the intelligence has already been partitioned into clusters and use the classification ... More

On rho in a Decision-Theoretic Apparatus of Dempster-Shafer TheoryMay 16 2003Thomas M. Strat has developed a decision-theoretic apparatus for Dempster-Shafer theory (Decision analysis using belief functions, Intern. J. Approx. Reason. 4(5/6), 391-417, 1990). In this apparatus, expected utility intervals are constructed for different ... More

A neural network and iterative optimization hybrid for Dempster-Shafer clusteringMay 16 2003In this paper we extend an earlier result within Dempster-Shafer theory ["Fast Dempster-Shafer Clustering Using a Neural Network Structure," in Proc. Seventh Int. Conf. Information Processing and Management of Uncertainty in Knowledge-Based Systems (IPMU ... More

On Nonspecific EvidenceMay 16 2003When simultaneously reasoning with evidences about several different events it is necessary to separate the evidence according to event. These events should then be handled independently. However, when propositions of evidences are weakly specified in ... More

Simple group graded rings and maximal commutativityApr 29 2009In this paper we provide necessary and sufficient conditions for strongly group graded rings to be simple. For a strongly group graded ring $R = \bigoplus_{g\in G} R_g$ the grading group $G$ acts, in a natural way, as automorphisms of the commutant of ... More

Equivariant volumes of non-compact quotients and instanton countingSep 29 2006Oct 23 2007Motivated by Nekrasov's instanton counting, we discuss a method for calculating equivariant volumes of non-compact quotients in symplectic and hyper-K\"ahler geometry by means of the Jeffrey-Kirwan residue-formula of non-abelian localization. In order ... More

Compactness Theorems for Invariant ConnectionsApr 07 2000Necessary and sufficient conditions are given for the Palais-Smale Condition C to hold for the Yang-Mills functional for connections that are invariant under a Lie group action on the manifold with orbits of codimension less than or equal to three. As ... More

Generalized Gravity I : Kinematical Setting and reformalizing Quantum Field TheoryJan 28 2008Apr 20 2008The first part of this work deals with the development of a natural differential calculus on non-commutative manifolds. The second part extends the covariance and equivalence principle as well studies its kinematical consequences such as the arising of ... More

Lorentzian Gromov Hausdorff theory as a tool for quantum gravity kinematicsJan 30 2004This thesis start by a review of different approaches to classical and quantum gravity. The main theme is Lorentzian Gromov Hausdorff theory which is an active diffeomorphism invariant theory on the space of Lorentz spaces (think about globally hyperbolic ... More

KMS-weights on C*-algebrasApr 29 1997In this paper, we build a solid framework for KMS-weights on C*-algebras. We use another definition than the one introduced by Combes, but prove that they are equivalent.

The $ΔI=1/2$ rule and other matrix elementsOct 07 1999Recent work by J.Prades and myself on $K\to\pi\pi$ is described. The method we use to consistently connect long and short distances is described and numerical results for the $\Delta I=1/2$ rule and on $B_6$, the parameter relevant for the strong part ... More

Progress in $K\toππ$ DecaysJul 12 1999Recent work by J.~Prades and myself on $K\to\pi\pi$ is described. The first part describes our method to connect in a systematic fashion the short-distance evolution with long-distance matrix-element calculations taking the scheme dependence of the short-distance ... More

Goldstone Boson Production and DecayOct 14 1997Various topics in and around Goldstone Boson Production and Decay in CHPT are discussed, in particular I describe some of the progress in $p^6$ Chiral Perturbation Theory Calculations, the progress in calculating hadronic contributions to the muon anomalous ... More

Quark Mass dependence at Two Loops for Meson PropertiesAug 10 2007Aug 28 2007This talks contains a short introduction to Chiral Perturbation Theory and the existing calculations to two-loop order in the mesonic sector. I include a discussion on which quantities the expansion can be organized in. The present best values of the ... More

Clustering belief functions based on attracting and conflicting metalevel evidenceMay 16 2003In this paper we develop a method for clustering belief functions based on attracting and conflicting metalevel evidence. Such clustering is done when the belief functions concern multiple events, and all belief functions are mixed up. The clustering ... More

Managing Inconsistent IntelligenceMay 16 2003In this paper we demonstrate that it is possible to manage intelligence in constant time as a pre-process to information fusion through a series of processes dealing with issues such as clustering reports, ranking reports with respect to importance, extraction ... More

Finding a Posterior Domain Probability Distribution by Specifying Nonspecific EvidenceMay 16 2003This article is an extension of the results of two earlier articles. In [J. Schubert, On nonspecific evidence, Int. J. Intell. Syst. 8 (1993) 711-725] we established within Dempster-Shafer theory a criterion function called the metaconflict function. ... More

On the solutions to a power sum problemSep 21 2006Oct 15 2006In a recent paper we proved that if (*)=\inf_{|z_k|=1}\max_{v=1,...,n^2-n} |\sum_{k=1}^n z_k^v|, then (*)=\sqrt{n-1} if n-1 is a prime power. We proved that a construction of Fabrykowski gives minimal systems (z_1,...,z_n) to this problem. The construction ... More