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131 papers · 1 filter
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…
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…
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…
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…
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…
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…