Change points in heavy‐tailed multivariate time series: Methods using precision matrices

We propose two robust data‐driven techniques for detecting network structure change points between heavy‐tailed multivariate time series for situations where both the placement and number of change points are unknown. The first technique utilizes the graphical lasso method to estimate the change points, whereas the second technique utilizes the tlasso method. The techniques not only locate the change points but also estimate an undirected graph (or precision matrix) representing the relationship between the time series within each interval created by pairs of adjacent change points. An inference procedure on the edges is used in the graphs to effectively remove false‐positive edges, which are caused by the data deviating from normality. The techniques are compared using simulated multivariate t‐distributed (heavy‐tailed) time series data and the best method is applied to two financial returns data sets of stocks and indices. The results illustrate the method's ability to determine how the dependence structure of the returns changes over time. This information could potentially be used as a tool for portfolio optimization.     

Early physics reach of the ATLAS detector

The European Physical Journal C - The first year of data taking at ATLAS should be a very challenging and rewarding time. It will include commissioning of the detector and many interesting physics...     

The motion of charged test particles in general relativity

We derive, from the Einstein-Maxwell field equations, the Lorentz equations of motion with radiation reaction for a charged mass particle moving in a background gravitational and electromagnetic field by utilizing a line element for the background space-time in a coordinate system specially adapted to the world line of the particle. The particle is introduced via perturbations of the background space-time (and electromagnetic field) which are singular only on the source world line.     

Expanding the repertoire of cyclopropenium ion phase transfer catalysis: Benzylic fluorination

The application of cyclopropenium ion as a phase transfer catalyst for benzylic fluorination in high yields is reported. Integral to the mechanisms of these fluorination reactions was the role of in situ derived cyclopropenium fluoride complexes, the existence of which was supported by ¹H, ¹⁹F NMR and UV–Vis spectroscopy. Density functional theory calculations were applied to gain insight into the mechanism of these reactions.     

Zur Bestimmung und Trennung des Chroms und zur Analyse von Chrom enthaltenden Substanzen

Ohne Zusammenfassung     

Some neglected niches in the understanding and teaching of numbers and number systems

Cultural questions have attended arithmetic since it began to develop in ancient times. They include possible differences between integers and non-integral numbers and in operating with them, religious and mystical uses and interpretations, the roles of zero, extensions to infinite numbers, and representing numbers by numerals in ways which aid calculation (including the use of algebra). The selection of historical examples given here concentrates on aspects of numbers which are not well known but which could be used in teaching, either at school or undergraduate level. Comments on educational utility are given, mostly at the end of each section; the word “student” refers to learners of all ages.     

Obituary

With the death of Brian Kuttner on 2 January 1992, near Birmingham,England, summability theory has lost one of its leading exponents.During the period 1934–1991 he published over 100 researchpapers, including work on Fourier series, strong summability,Riesz means, Nörlund methods and Tauberian theory. Sincehis death, further papers with joint authorship have continuedto appear; his influence persists.     

13C-NMR. Spectroscopy of Naturally Occurring Substances. XXXV. Labdanic diterpenes

A total carbon shift analysis of several representatives of the labdane diterpene family of natural products is presented. The shift assignment is based on the prior shift designation of some synthetic trans-decalin derivatives.