6 papers
A general asymptotic formula for distinct partitions
Vivien Brunel
Many asymptotic formulas exist for unrestricted integer partitions as well as for distinct partitions of integers into a finite number of parts. Szekeres and Canfield have derived…
Operational risk modeled analytically II: the consequences of classification invariance
Vivien Brunel
Most of the banks' operational risk internal models are based on loss pooling in risk and business line categories. The parameters and outputs of operational risk models are sensit…
Analytical models of operational risk and new results on the correlation problem
Vivien Brunel
We propose a portfolio approach for operational risk quantification based on a class of analytical models from which we derive new results on the correlation problem. In particular…
Fermionic field theory for directed percolation in (1+1) dimensions
V. Brunel, K. Oerding, F. van Wijland
We formulate directed percolation in (1+1) dimensions in the language of a reaction-diffusion process with exclusion taking place in one space dimension. We map the master equation…
Edge Logarithmic Corrections probed by Impurity NMR
V. Brunel, M. Bocquet, Th. Jolicoeur
Semi-infinite quantum spin chains display spin autocorrelations near the boundary with power-law exponents that are given by boundary conformal field theories. We show that NMR mea…
Effects of randomness on the antiferromagnetic spin-1 chain
V. Brunel, Th. Jolicoeur
We investigate the effect of weak randomness on the antiferromagnetic anisotropic spin-1 chain. We use Abelian bosonization to construct the low-energy effective theory. A renormal…