arXiv subjects

Mark Owen

Publications and source records attributed to Mark Owen.

7 recordsLinked to original sources

arXiv2026

Combinations of measurements that are simultaneous fits of parameters of interest and systematic uncertainties using the BLUE method

Combining estimates of the same physics parameter obtained from different measurements improves the precision and robustness of the parameter determination. Modern particle physics measurements are often performed using likelihood fits that include the physics parameter(s) of interest together with nuisance parameters representing systematic uncertainties. In high-statistics analyses, typical of many analyses at the Large Hadron Collider, these nuisance parameters can be constrained in the likelihood fits. We describe how the Best Linear Unbiased Estimator method for combinations can be applied to both the estimates of the parameters of interest and the estimates of the nuisance parameters. We show with concrete example combinations that including the nuisance parameters can improve the precision on the parameters of interest. We show with pseudo-experiments that the uncertainty reported by the combination is reliable and that the approximate likelihood combination proposed in a previous publication and implemented in the Convino software reports an underestimated uncertainty. The method is implemented in an open-source software tool, Combiner.

physics.data-an↗

arXiv2019

Top2018: Experimental Summary

Top quark physics continues to be an exciting and fast moving research area. The large statistics provided by the LHC are allowing us to measure processes never observed before and to develop new methods to improve the precision for the "bread-and-butter" measurements. Summarising more than thirty talks in a concise way is something of a challenge and hence this document is my own personal biased selection of the many interesting results that were discussed at the workshop.

hep-ex↗

arXiv2017

Top quark properties measurements at the LHC

Highlights of measurements of the properties of the top quark at the LHC are presented. The measurements probe a range of the properties of the top quark, including the structure of the $Wtb$ vertex, the top-Z coupling and the top-quark mass. The results are compared to Standard Model predictions and in some cases limits on physics beyond the Standard Model are also extracted in the context of effective field theory models. The measurements use data collected by the ATLAS and CMS experiments during pp collisions at a centre-of-mass energy of 8 or 13 TeV.

hep-ex↗

arXiv2014

Search for $t\bar{t}H$ production at the LHC

The searches for the production of the Higgs boson associated with a pair of top quarks in the ATLAS and CMS experiments are presented. The searches use a range of final states sensitive to the Higgs boson decaying into b-quark pairs, pairs of vector bosons, pairs of taus and pairs of photons. All the searches use pp collision data at $\sqrt{s} = 8$ TeV collected with the ATLAS and CMS detectors at the LHC in 2012 and some analyses also include the data collected at $\sqrt{s} = 7$ TeV in 2011. The searches in the $b\bar{b}$ and $γγ$ channels observe no excess of events relative to the background expectation, while the CMS search using multi-lepton events observes an excess of slightly more than 3 standard deviations over the background expectation.

hep-ex↗

arXiv2007

Optimal Investment with an Unbounded Random Endowment and Utility-Based Pricing

This paper studies the problem of maximizing the expected utility of terminal wealth for a financial agent with an unbounded random endowment, and with a utility function which supports both positive and negative wealth. We prove the existence of an optimal trading strategy within a class of permissible strategies -- those strategies whose wealth process is a supermartingale under all pricing measures with finite relative entropy. We give necessary and sufficient conditions for the absence of utility-based arbitrage, and for the existence of a solution to the primal problem. We consider two utility-based methods which can be used to price contingent claims. Firstly we investigate marginal utility-based price processes (MUBPP's). We show that such processes can be characterized as local martingales under the normalized optimal dual measure for the utility maximizing investor. Finally, we present some new results on utility indifference prices, including continuity properties and volume asymptotics for the case of a general utility function, unbounded endowment and unbounded contingent claims.

q-fin.PM↗

arXiv2007

Search for Neutral Higgs Boson Production in the Decay h to tau(mu) tau with the D0 Detector

A search for the production of neutral Higgs bosons decaying into tau tau final states is presented. One of the two tau leptons is required to decay into a muon. The data were collected by the D0 detector and correspond to an integrated luminosity of about 1.0 fb-1. No excess is observed above the expected backgrounds. The results are interpreted in the Minimal Supersymmetric Standard Model. In the mass range 90<mA<200 GeV values of tan(beta) larger than 40-60 are excluded for the no-mixing and the mhmax benchmark scenarios.

hep-ex↗

arXiv2006

On utility-based super-replication prices of contingent claims with unbounded payoffs

Consider a financial market in which an agent trades with utility-induced restrictions on wealth. For a utility function which satisfies the condition of reasonable asymptotic elasticity at $-\infty$ we prove that the utility-based super-replication price of an unbounded (but sufficiently integrable) contingent claim is equal to the supremum of its discounted expectations under pricing measures with finite {\it loss-entropy}. For an agent whose utility function is unbounded from above, the set of pricing measures with finite loss-entropy can be slightly larger than the set of pricing measures with finite entropy. Indeed, the former set is the closure of the latter under a suitable weak topology. Central to our proof is the representation of a cone $C_U$ of utility-based super-replicable contingent claims as the polar cone to the set of finite loss-entropy pricing measures. The cone $C_U$ is defined as the closure, under a relevant weak topology, of the cone of all (sufficiently integrable) contingent claims that can be dominated by a zero-financed terminal wealth. We investigate also the natural dual of this result and show that the polar cone to $C_U$ is generated by those separating measures with finite loss-entropy. The full two-sided polarity we achieve between measures and contingent claims yields an economic justification for the use of the cone $C_U$, and an open question.

math.PR↗