Results for "Ole Martin Brokstad"
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Optimal leverage from non-ergodicityFeb 17 2009Aug 09 2010In modern portfolio theory, the balancing of expected returns on investments against uncertainties in those returns is aided by the use of utility functions. The Kelly criterion offers another approach, rooted in information theory, that always implies ... More Menger 1934 revisitedOct 07 2011Karl Menger's 1934 paper on the St. Petersburg paradox contains mathematical errors that invalidate his conclusion that unbounded utility functions, specifically Bernoulli's logarithmic utility, fail to resolve modified versions of the St. Petersburg ... More Predictive Active Set Selection Methods for Gaussian ProcessesFeb 22 2011Jun 23 2011We propose an active set selection framework for Gaussian process classification for cases when the dataset is large enough to render its inference prohibitive. Our scheme consists of a two step alternating procedure of active set update rules and hyperparameter ... More Ergodicity breaking in geometric Brownian motionSep 20 2012Mar 14 2013Geometric Brownian motion (GBM) is a model for systems as varied as financial instruments and populations. The statistical properties of GBM are complicated by non-ergodicity, which can lead to ensemble averages exhibiting exponential growth while any ... More Stochastic Market EfficiencyJan 24 2011It is argued that the simple trading strategy of leveraging or deleveraging an investment in the market portfolio cannot outperform the market. Such stochastic market efficiency places strong constraints on the possible stochastic properties of the market. ... More The A_{2n}^{(2)} Rogers-Ramanujan identitiesSep 20 2013Nov 05 2013The famous Rogers-Ramanujan and Andrews--Gordon identities are embedded in a doubly-infinite family of Rogers-Ramanujan-type identities labelled by positive integers m and n. For fixed m and n the product side corresponds to a specialised character of ... More Origin of the Orbital Ordering in LaMnO$_3$Mar 12 2003We use the temperature of the structural phase transition to determine the Jahn-Teller (JT) coupling constant in the model derived for LaMnO$_3$ which includes both the superexchange between S=2 spins and the JT effect. We also investigate the dependence ... More Modular Nekrasov-Okounkov formulasFeb 09 2019Using Littlewood's map, which decomposes a partition into its $r$-core and $r$-quotient, Han and Ji have shown that many well-known hook-length formulas admit modular analogues. In this paper we present a variant of the Han-Ji `multiplication theorem' ... More Laws of large numbers for Hayashi-Yoshida-type functionalsMar 15 2018In high-frequency statistics and econometrics sums of functionals of increments of stochastic processes are commonly used and statistical inference is based on the asymptotic behaviour of these sums as the mesh of the observation times tends to zero. ... More Jahn-Teller Effect and Superexchange in Half-Doped ManganitesMar 12 2003We investigate the stability of the charge exchange (CE) phase within a microscopic model which describes a single plane as in La$_{0.5}$Sr$_{1.5}$MnO$_4$. The model includes Coulomb interactions (on-site and intersite), the Jahn-Teller term and the superexchange ... More Inverse scattering in multimode structuresJul 22 2007We consider the inverse scattering problem associated with any number of interacting modes in one-dimensional structures. The coupling between the modes is contradirectional in addition to codirectional, and may be distributed continuously or in discrete ... More Conjugate Bailey pairsJun 14 1999In this paper it is shown that the one-dimensional configuration sums of the solvable lattice models of Andrews, Baxter and Forrester and the string functions associated with admissible representations of the affine Lie algebra A$_1^{(1)}$ as introduced ... More New Directions for Trust in the Certificate Authority EcosystemJan 03 2018Many of the benefits we derive from the Internet require trust in the authenticity of HTTPS connections. Unfortunately, the public key certification ecosystem that underwrites this trust has failed us on numerous occasions. Towards an exploration of the ... More Bounded Littlewood identitiesJun 09 2015Feb 19 2018We describe a method, based on the theory of Macdonald-Koornwinder polynomials, for proving bounded Littlewood identities. Our approach provides an alternative to Macdonald's partial fraction technique and results in the first examples of bounded Littlewood ... More Spherical collapse of dark energy with an arbitrary sound speedAug 31 2010Apr 27 2012We consider a generic type of dark energy fluid, characterised by a constant equation of state parameter w and sound speed c_s, and investigate the impact of dark energy clustering on cosmic structure formation using the spherical collapse model. Along ... More Dynamical Functional Theory for Compressed SensingMay 11 2017We introduce a theoretical approach for designing generalizations of the approximate message passing (AMP) algorithm for compressed sensing which are valid for large observation matrices that are drawn from an invariant random matrix ensemble. By design, ... More Self-Averaging Expectation PropagationAug 23 2016We investigate the problem of approximate Bayesian inference for a general class of observation models by means of the expectation propagation (EP) framework for large systems under some statistical assumptions. Our approach tries to overcome the numerical ... More Direct subsurface absorption of hydrogen on Pd(111)Dec 13 1995We summarize and discuss some of the available experimental and theoretical data important for understanding the role played by subsurface sites in dissociative chemisorption calculations for the H$_2$/Pd(111) system. Then we use a semi-empirical potential ... More On extensions of wavelet systems to dual pairs of framesJan 05 2014It is an open problem whether any pair of Bessel sequences with wavelet structure can be extended to a pair of dual frames by adding a pair of singly generated wavelet systems. We consider the particular case where the given wavelet systems are generated ... More Free Field Representations of Extended Superconformal AlgebrasJul 03 1992We study the classical and quantum $G$ extended superconformal algebras from the hamiltonian reduction of affine Lie superalgebras, with even subalgebras $G\oplus sl(2)$. At the classical level we obtain generic formulas for the Poisson bracket structure ... More Avalanche Behavior in an Absorbing State Oslo ModelMay 19 2004Jul 15 2004Self-organized criticality can be translated into the language of absorbing state phase transitions. Most models for which this analogy is established have been investigated for their absorbing state characteristics. In this article, we transform the ... More Escape angles in bulk chi(2) soliton interactionsOct 16 2000Nov 06 2001We develop a theory for non-planar interaction between two identical type I spatial solitons propagating at opposite, but arbitrary transverse angles in quadratic nonlinear (or so-called chi(2)) bulk media. We predict quantitatively the outwards escape ... More Sequential Neural Models with Stochastic LayersMay 24 2016Nov 13 2016How can we efficiently propagate uncertainty in a latent state representation with recurrent neural networks? This paper introduces stochastic recurrent neural networks which glue a deterministic recurrent neural network and a state space model together ... More Toric Construction of Global F-Theory GUTsJan 25 2011Feb 28 2011We systematically construct a large number of compact Calabi-Yau fourfolds which are suitable for F-theory model building. These elliptically fibered Calabi-Yaus are complete intersections of two hypersurfaces in a six dimensional ambient space. We first ... More Logarithmic and complex constant term identitiesDec 14 2011Mar 04 2012In recent work on the representation theory of vertex algebras related to the Virasoro minimal models M(2,p), Adamovic and Milas discovered logarithmic analogues of (special cases of) the famous Dyson and Morris constant term identities. In this paper ... More Domain walls that do not get stuck on impuritiesFeb 19 2019We present a field theoretical model which allows for domain walls that do not get stuck on impurities. For this purpose, we consider a generalized chiral magnet domain wall action with an impurity which couples both to a potential term as well as to ... More Dark energy properties from large future galaxy surveysApr 08 2013Apr 29 2014We perform a detailed forecast on how well a {\sc Euclid}-like survey will be able to constrain dark energy and neutrino parameters from a combination of its cosmic shear power spectrum, galaxy power spectrum, and cluster mass function measurements. We ... More Gutzwiller theory of band magnetism in LaOFeAsSep 05 2011We use the Gutzwiller variational theory to calculate the ground-state phase diagram and quasi-particle bands of LaOFeAs. The Fe3d--As4p Wannier-orbital basis obtained from density-functional theory defines the band part of our eight-band Hubbard model. ... More Quasiperiodic Envelope SolitonsJul 26 1999We analyse nonlinear wave propagation and cascaded self-focusing due to second-harmonic generation in Fibbonacci optical superlattices and introduce a novel concept of nonlinear physics, the quasiperiodic soliton, which describes spatially localized self-trapping ... More Stable rotating dipole solitons in nonlocal optical mediaDec 20 2005We reveal that nonlocality can provide a simple physical mechanism for stabilization of multi-hump optical solitons, and present the first example of stable rotating dipole solitons and soliton spiraling, known to be unstable in all types of realistic ... More Pebble Games and Linear EquationsApr 09 2012Mar 24 2015We give a new, simplified and detailed account of the correspondence between levels of the Sherali-Adams relaxation of graph isomorphism and levels of pebble-game equivalence with counting (higher-dimensional Weisfeiler-Lehman colour refinement). The ... More Modern Regularization Methods for Inverse ProblemsJan 30 2018Regularization methods are a key tool in the solution of inverse problems. They are used to introduce prior knowledge and make the approximation of ill-posed (pseudo-)inverses feasible. In the last two decades interest has shifted from linear towards ... Moremath.NA00A69, 35R30, 47A52, 47J30, 49J40, 49N45, 49R05, 65F22, 65J20,
65J22, 65K10, 65K15, 65M32, 65N21, 65R32, 90C26, 94A08 Debian Astro: An open computing platform for astronomyNov 22 2016Debian Astro is a Debian Pure Blend that aims to distribute the available astronomy software within the Debian operating system. Using Debian as the foundation has unique advantages for end-users and developers such as an easy installation and upgrading ... More Solving systems of linear equations on a quantum computerFeb 05 2013Systems of linear equations are used to model a wide array of problems in all fields of science and engineering. Recently, it has been shown that quantum computers could solve linear systems exponentially faster than classical computers, making for one ... More A New Riemannian Setting for Surface RegistrationJun 03 2011Sep 19 2014We present a new approach for matching regular surfaces in a Riemannian setting. We use a Sobolev type metric on deformation vector fields which form the tangent bundle to the space of surfaces. In this article we compare our approach with the diffeomorphic ... More On the representation of polyhedra by polynomial inequalitiesMar 26 2002Oct 24 2002A beautiful result of Br\"ocker and Scheiderer on the stability index of basic closed semi-algebraic sets implies, as a very special case, that every $d$-dimensional polyhedron admits a representation as the set of solutions of at most $d(d+1)/2$ polynomial ... More Optimal Partitioning for Dual-Pivot QuicksortMar 21 2013Oct 13 2015Dual-pivot quicksort refers to variants of classical quicksort where in the partitioning step two pivots are used to split the input into three segments. This can be done in different ways, giving rise to different algorithms. Recently, a dual-pivot algorithm ... More Neutralino Dark Matter and the CurvatonNov 30 2006Mar 09 2007We build a realistic model of curvaton cosmology, in which the energy content is described by radiation, WIMP dark matter and a curvaton component. We calculate the curvature and isocurvature perturbations, allowing for arbitrary initial density perturbations ... More Algorithmic Optimisations for Iterative Deconvolution MethodsApr 26 2013We investigate possibilities to speed up iterative algorithms for non-blind image deconvolution. We focus on algorithms in which convolution with the point-spread function to be deconvolved is used in each iteration, and aim at accelerating these convolution ... More Self-Awareness of Cloud ApplicationsNov 01 2016Cloud applications today deliver an increasingly larger portion of the Information and Communication Technology (ICT) services. To address the scale, growth, and reliability of cloud applications, self-aware management and scheduling are becoming commonplace. ... More Six problems in frame theoryAug 23 2013We discuss various problems in frame theory that have been open for some years. A short discussion of frame theory is also provided, but it only contains the information that is necessary in order to understand the open problems and their role. Quasi-4-Connected ComponentsFeb 14 2016We introduce a new decomposition of a graphs into quasi-4-connected components, where we call a graph quasi-4-connected if it is 3-connected and it only has separations of order 3 that remove a single vertex. Moreover, we give a cubic time algorithm computing ... More Search for CP Violation in the Decay Z -> b (b bar) gAug 01 1996About three million hadronic decays of the Z collected by ALEPH in the years 1991-1994 are used to search for anomalous CP violation beyond the Standard Model in the decay Z -> b \bar{b} g. The study is performed by analyzing angular correlations between ... More M-branes on U-foldsDec 27 2007We give a preliminary discussion of how the addition of extra coordinates in M-theory, which together with the original ones parametrise a U-fold, can serve as a tool for formulating brane dynamics with manifest U-duality. The redundant degrees of freedom ... More World-volume fields and background coupling of branesJun 18 1998This is the written version of an invited talk delivered at the workshop ``Quantum gravity in the Southern Cone'' held in San Carlos de Bariloche, Argentina, January 7-10, 1998. After giving a brief introduction to the concept of branes and their role ... More Aspects of D-brane actionsDec 14 1996A couple of issues concerning the effective dynamics of D-branes in string theory are discussed. Primarily, I am concerned with linearization of the actions by introduction of non-propagating fields and a full super- and kappa-symmetric description of ... More T-duality and non-geometric solutions from double geometrySep 15 2014Although the introduction of generalised and extended geometry has been motivated mainly by the appearance of dualities upon reductions on tori, it has until now been unclear how (all) the duality transformations arise from first principles in extended ... More Thoughts on Membranes, Matrices and Non-CommutativityOct 11 2004We review the passage from the supermembrane to matrix theory via a consistent truncation following a non-commutative deformation in light-cone gauge. Some indications are given that there should exist a generalisation of non-commutativity involving a ... More Confinement at Weak CouplingNov 03 2005The free energy of U(N) and SU(N) gauge theory was recently found to be of order N^0 to all orders of a perturbative expansion about a center-symmetric orbit of vanishing curvature. Here I consider extended models for which this expansion is perturbatively ... More Quantization in the Presence of Gribov AmbiguitiesOct 21 1998The non-perturbative validity of covariant BRST-quantization of gauge theories on compact Euclidean space-time manifolds is reviewed. BRST-quantization is related to the construction of a Topological Quantum Field Theory (TQFT) of Witten type on the gauge ... More Charge-Ordering Phenomena in One-Dimensional SolidsMay 13 2007As the dimensionality is reduced, the world becomes more and more interesting; novel and fascinating phenomena show up which call for understanding. Physics in one dimension is a fascinating topic for theory and experiment: for the former often a simplification, ... More NNLO contributions to epsilon_K and rare kaon decaysSep 11 2009We discuss the theory prediction of epsilon_K and the rare K -> pi nu nu-bar decays and review the structure and current status of higher-order contributions to these flavour changing processes in the standard model in some detail. This includes the next-to-next-to-leading ... More