1,721,023 research outputs found
Non-Invertible Symmetries from Holography and Branes
Full text linkWe propose a systematic approach to deriving symmetry generators of Quantum
Field Theories in holography. Central to this are the Gauss law constraints in
the Hamiltonian quantization of Symmetry Topological Field Theories (SymTFTs),
which are obtained from supergravity. In turn we realize the symmetry
generators from world-volume theories of D-branes in holography. Our main focus
is on non-invertible symmetries, which have emerged in the past year as a new
type of symmetry in QFTs. We exemplify our proposal in the
holographic confinement setup, dual to 4d Super-Yang Mills. In
the brane-picture, the fusion of non-invertible symmetries naturally arises
from the Myers effect on D-branes. In turn, their action on line defects is
modeled by the Hanany-Witten effect.Comment: 10 pages; published versio
Going Beyond Counting First Authors in Author Co-citation Analysis
Full text linkThe present study examines one of the fundamental aspects of author co-citation analysis (ACA) - the way co-citation
counts are defined. Co-citation counting provides the data on which all subsequent statistical analyses and mappings
are based, and we compare ACA results based on two different types of co-citation counting - the traditional type that
only counts the first one among a cited work's authors on the one hand and a non-traditional type that takes into
account the first 5 authors of a cited work on the other hand. Results indicate that the picture produced through this non-traditional author co-citation counting contains more coherent author groups and is therefore considerably clearer. However, this picture represents fewer specialties in the research field being studied than that produced through the traditional first-author co-citation counting when the same number of top-ranked authors is selected and analyzed. Reasons for these effects are discussed
Variations on the Author
Full text link“Variations on the Author” discusses two of Eduardo Coutinho’s recent films (Um Dia na Vida, from 2010, and Últimas Conversas, posthumously released in 2015) and their contribution to the general question of documentary authorship. The director’s filmography is characterized by a consistent yet self-effacing form of authorial self-inscription: Coutinho often features as an interviewer that rather than express opinions propels discourses; an interviewer that is good at listening. This mode of self-inscription characterizes him as an author who is not expressive but who is nonetheless markedly present on the screen. In Um Dia na Vida, however, Coutinho is completely absent form the image, while Últimas Conversas, on the contrary, includes a confessional prologue that moves the director from the margins to the center of his films. This article examines the ways in which these works stand out in the filmography of a director who offers new insights into the notion of cinematic authorship
Dynamique et dépendance entre marché pétrolier et risque de crédit souverain : Une étude comparée des pays exportateurs de pétrole
No full textThe main objective of this thesis is to provide a better understanding of the relationship between natural resources (oil) and sovereign default risk by retaining as framework of our analysis the period 2010-2017 which includes the 2014 oil slump. To make this contribution concrete, the thesis is divided into three parts. The first part corresponding to Chapter 1 explains the concept of sovereign default risk or sovereign credit risk and the mechanisms by which oil exporting exporting countries adjust to commodity price shocks through a broad review of the literature while drawing up the functioning of the oil market. Chapter 2, which is the first empirical part of our thesis, mobilizes simple regressions as well as cointegration studies and causal analyzes in a bivariate framework to study the extent and direction of the relationship between the volatility of CDS (proxy of the credit quality of oil exporting countries) and the oil market variables in a first step. And then in a second step, we use multivariate modelling with appropriate restrictions reflecting the functioning of the oil market to study the reaction of the volatility of CDS (CDS Market Proxy) markets to the oil price shocks. We show that the reaction of CDS volatility is differentiated according to the nature of the shock underlying the oil price shock and that the oil slump of 2014 had helped to strengthen this link for some countries. Chapter 3 completes the previous analysis by studying the co-movement between the CDS (credit default swaps) market of oil-exporting countries and the different segments of the oil market (physical market and future market) by combining the theory of copulas with models of dynamic correlation. We first establish that the dependence between CDS returns and oil market returns are characterized by different dependencies moving away from a normal copula exhibiting an asymmetric dependence. Finally, we establish that this dependence is variable over time and unstable depending on the country considered in the sample with contagion phenomena marked by the last fall in oil in 2014. An additional result that we were able to establish econometrically, is the superiority of dynamic correlation models augmented by copula-type distributions and the need to retain related measures such as Kendall's tau to assess the dependence between markets, especially in times of stress.Cette thèse a pour objectif principal d’apporter une meilleure compréhension de la relation entre les ressources naturelles (le pétrole) et le risque de défaut souverain en retenant comme cadre d’analyse la période 2010-2017 qui renferme la chute des prix du pétrole de 2014. Pour concrétiser cet apport ,elle est découpée en trois parties. La première partie correspondant au chapitre 1 expose la notion de défaut ou encore de risque de crédit et ses méthodes de mesures et les mécanismes d’ajustement aux chocs des prix du pétrole à travers une large revue de la littérature tout en dressant le fonctionnement du marché pétrolier. Le chapitre 2 qui est la première partie empirique de notre thèse mobilise des régressions simples ainsi que des études de cointégration et des analyses causales dans un cadre bivarié pour étudier l’ampleur et le sens de la relation existant entre la volatilité des CDS (proxy de la qualité de crédit des pays exportateurs) et les variables du marché pétrolier dans un premier temps. Dans un second temps, nous utilisons une modélisation multivariée avec des restrictions appropriées reflétant le fonctionnement du marché pétrolier pour étudier la réaction de la volatilité des marchés des CDS (Proxy du marché des CDS) aux chocs des prix. Nous montrons que la réaction de la volatilité des CDS est différenciée selon la nature du choc qui sous-tend le choc du prix du pétrole et que la chute de 2014 à contribuer à renforcer cette liaison pour certains. Le chapitre 3 complète l’analyse précédente en étudiant le comouvement entre le marché des CDS (credit default swaps) des pays exportateurs de pétrole et les différents compartiments du marché pétrolier (marché physique et marché à terme) en combinant la théorie des copules aux modèles de corrélation dynamique. Nous établissons dans un premier temps que la dépendance entre les rendements des CDS et les rendements du marché du pétrole sont caractérisés par des dépendances différentes s’éloignant d’une copule normale exhibant une dépendance asymétrique. Enfin nous établissons que cette dépendance est variable dans le temps et instable en fonction du pays considéré dans l’échantillon avec des phénomènes de contagion marqué par la dernière chute de pétrole de 2014. Un résultat complémentaire que nous avons pu établir sur le plan économétrique, est la supériorité des modèles de corrélation dynamique augmentée par des distributions de type copule et la nécessité de retenir des mesures afférentes comme le tau de Kendall pour apprécier la dépendance entre les marchés surtout en période de stress
Topics in Holography and Four Dimensional Superconformal Field Theories.
Full text linkStrong dynamics in physical systems underpin a plethora of phenomena in nature. However, there had not exist many theoretical tools for probing such systems in quantum field theories until the discovery of supersymmetry and holography. In this thesis, we use these frameworks to study strongly coupled dynamics. In chapters two and three, we compute the entanglement entropy of several field theories at zero and finite temperature by using a holographic proposal. We find that the scaling of the entanglement entropy as a function of the size of the system is different in the various phases of the theory. This indicates that the entanglement entropy can be used to detect phase transitions in field theories. For all the systems we studied, we use the entanglement entropy to characterise the types of transitions present. In chapters four and five, we find consistent truncations of the fermionic sectors of M-theory and IIB superstring theory compactified on Sasaki-Einstein seven and five manifolds, respectively. The goal in these chapters is to provide string theory and M-theory embeddings of phenomenological studies of condensed matter systems in holography. We were unable to find truncations to a single fermion as is required by many models. The truncations also contain new types of couplings that were not studied in the literature. Thus we also provided motivations for new phenomenological models. In chapter six, we develop methods for constructing strongly interacting N=1 superconformal field theories (SCFT) that contain Gaiotto's T_N theories. We, then, propose the existence of many new four dimensional SCFT's. Finally in chapter seven, we study the low energy dynamics of M5-branes wrapping two dimensional Riemann surfaces inside a Calabi-Yau threefold. By using holography, we argue that the long distance physics is describe by a new class of four dimensional SCFT's. We, then, construct a set of supersymmetric field theories whose low energy limit correspond to a large subclass of these SCFT's. All of the field theories contain T_N's and the constructions use tools developed in chapter six.PhDPhysicsUniversity of Michigan, Horace H. Rackham School of Graduate Studieshttp://deepblue.lib.umich.edu/bitstream/2027.42/94045/1/ibbah_1.pd
Dynamics and Dependence between the Oil Market and Sovereign Credit Risks : A Compartive Study of Oil Exporting Countries
No full textCette thèse a pour objectif principal d’apporter une meilleure compréhension de la relation entre les ressources naturelles (le pétrole) et le risque de défaut souverain en retenant comme cadre d’analyse la période 2010-2017 qui renferme la chute des prix du pétrole de 2014. Pour concrétiser cet apport ,elle est découpée en trois parties. La première partie correspondant au chapitre 1 expose la notion de défaut ou encore de risque de crédit et ses méthodes de mesures et les mécanismes d’ajustement aux chocs des prix du pétrole à travers une large revue de la littérature tout en dressant le fonctionnement du marché pétrolier. Le chapitre 2 qui est la première partie empirique de notre thèse mobilise des régressions simples ainsi que des études de cointégration et des analyses causales dans un cadre bivarié pour étudier l’ampleur et le sens de la relation existant entre la volatilité des CDS (proxy de la qualité de crédit des pays exportateurs) et les variables du marché pétrolier dans un premier temps. Dans un second temps, nous utilisons une modélisation multivariée avec des restrictions appropriées reflétant le fonctionnement du marché pétrolier pour étudier la réaction de la volatilité des marchés des CDS (Proxy du marché des CDS) aux chocs des prix. Nous montrons que la réaction de la volatilité des CDS est différenciée selon la nature du choc qui sous-tend le choc du prix du pétrole et que la chute de 2014 à contribuer à renforcer cette liaison pour certains. Le chapitre 3 complète l’analyse précédente en étudiant le comouvement entre le marché des CDS (credit default swaps) des pays exportateurs de pétrole et les différents compartiments du marché pétrolier (marché physique et marché à terme) en combinant la théorie des copules aux modèles de corrélation dynamique. Nous établissons dans un premier temps que la dépendance entre les rendements des CDS et les rendements du marché du pétrole sont caractérisés par des dépendances différentes s’éloignant d’une copule normale exhibant une dépendance asymétrique. Enfin nous établissons que cette dépendance est variable dans le temps et instable en fonction du pays considéré dans l’échantillon avec des phénomènes de contagion marqué par la dernière chute de pétrole de 2014. Un résultat complémentaire que nous avons pu établir sur le plan économétrique, est la supériorité des modèles de corrélation dynamique augmentée par des distributions de type copule et la nécessité de retenir des mesures afférentes comme le tau de Kendall pour apprécier la dépendance entre les marchés surtout en période de stress.The main objective of this thesis is to provide a better understanding of the relationship between natural resources (oil) and sovereign default risk by retaining as framework of our analysis the period 2010-2017 which includes the 2014 oil slump. To make this contribution concrete, the thesis is divided into three parts. The first part corresponding to Chapter 1 explains the concept of sovereign default risk or sovereign credit risk and the mechanisms by which oil exporting exporting countries adjust to commodity price shocks through a broad review of the literature while drawing up the functioning of the oil market. Chapter 2, which is the first empirical part of our thesis, mobilizes simple regressions as well as cointegration studies and causal analyzes in a bivariate framework to study the extent and direction of the relationship between the volatility of CDS (proxy of the credit quality of oil exporting countries) and the oil market variables in a first step. And then in a second step, we use multivariate modelling with appropriate restrictions reflecting the functioning of the oil market to study the reaction of the volatility of CDS (CDS Market Proxy) markets to the oil price shocks. We show that the reaction of CDS volatility is differentiated according to the nature of the shock underlying the oil price shock and that the oil slump of 2014 had helped to strengthen this link for some countries. Chapter 3 completes the previous analysis by studying the co-movement between the CDS (credit default swaps) market of oil-exporting countries and the different segments of the oil market (physical market and future market) by combining the theory of copulas with models of dynamic correlation. We first establish that the dependence between CDS returns and oil market returns are characterized by different dependencies moving away from a normal copula exhibiting an asymmetric dependence. Finally, we establish that this dependence is variable over time and unstable depending on the country considered in the sample with contagion phenomena marked by the last fall in oil in 2014. An additional result that we were able to establish econometrically, is the superiority of dynamic correlation models augmented by copula-type distributions and the need to retain related measures such as Kendall's tau to assess the dependence between markets, especially in times of stress
Appropriate Similarity Measures for Author Cocitation Analysis
Full text linkWe provide a number of new insights into the methodological discussion about author cocitation analysis. We first argue that the use of the Pearson correlation for measuring the similarity between authors’ cocitation profiles is not very satisfactory. We then discuss what kind of similarity measures may be used as an alternative to the Pearson correlation. We consider three similarity measures in particular. One is the well-known cosine. The other two similarity measures have not been used before in the bibliometric literature. Finally, we show by means of an example that our findings have a high practical relevance.information science;Pearson correlation;cosine;similarity measure;author cocitation analysis
Topological operators, branes, and gravity
No full textIn this talk, we discuss the origins of topological operators in field theory from holography and string theory. In particular, we demonstrate how the physics of branes can capture the many interesting aspects of topological operators. Motivated by this top-down perspective, we explore aspects of the collective coordinates of topological operators and their associated effective field theory. We analyze their decoupling or freezing on the world volume of the operators in quantum field theory versus in gravity. In particular, we argue, they cannot be frozen out or decoupled in the presence of gravity in the generic case. </p
Wireless sensor networks area: security and challenges
Full text linkWireless Sensor Network (WSN) is a high potential and emerging technology with a multitude of important applications such as remote environmental monitoring and target tracking. They are used in crisis or critical situations (military use) and have commercial applications such as construction, also in traffic, as well as the surveillance of homes and smart homes and in many other situations. Wireless sensor networks are a major security problem these days. This level of security has been made weak or rendered obsolete by the possibility of some sort of attack; the innate power and recall limit of the sensor nodes win the usual impractical security solutions. Wireless interface team, they communicate with each other forming a network. This article sheds light on security issues in WSN networks, discuss the know-how of sensor network security research and also future research angles
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