Showing 2011Show all

131 papers · 1 filter

q-bio.QM2011

Unbiased degree-preserving randomisation of directed binary networks

E. S. Roberts, A. C. C. Coolen

Randomising networks using a naive `accept-all' edge-swap algorithm is generally biased. Building on recent results for nondirected graphs, we construct an ergodic detailed balance…

math.SP2011★ 5 cited

Singular Schrodinger operators in one dimension

E. B. Davies

We consider a class of singular Schrödinger operators that act in , each of which is constructed from a positive function on . Our analysis is di…

hep-th2011★ 2 cited

Algorithmic deformation of matrix factorisations

Nils Carqueville, Laura Dowdy, Andreas Recknagel

Branes and defects in topological Landau-Ginzburg models are described by matrix factorisations. We revisit the problem of deforming them and discuss various deformation methods as…

hep-th2011★ 5 cited

Excited state g-functions from the Truncated Conformal Space

Gabor Takacs, Gerard Watts

In this paper we consider excited state g-functions, that is, overlaps between boundary states and excited states in boundary conformal field theory. We find a new method to calcul…

hep-th2011★ 162 cited

Duality Invariant Actions and Generalised Geometry

David S. Berman, Hadi Godazgar, Malcolm J. Perry +1

We construct the non-linear realisation of the semi-direct product of E(11) and its first fundamental representation at lowest order and appropriate to spacetime dimensions four to…

q-fin.PR2011★ 7 cited

Funding Valuation Adjustment: a consistent framework including CVA, DVA, collateral,netting rules and re-hypothecation

Andrea Pallavicini, Daniele Perini, Damiano Brigo

In this paper we describe how to include funding and margining costs into a risk-neutral pricing framework for counterparty credit risk. We consider realistic settings and we inclu…