Exact Spectral Analysis of Single-h and Multi-h CPM Signals through PAM decomposition and Matrix Series Evaluation

In this paper we address the problem of closed-form spectral evaluation of CPM. We show that the multi-h CPM signal can be conveniently generated by a PTI SM. The output is governed by a Markov chain with the unusual peculiarity of being cyclostationary and reducible; this holds also in the single-h context. Judicious reinterpretation of the result leads to a formalization through a stationary and irreducible Markov chain, whose spectral evaluation is known in closed-form from the literature. Two are the major outcomes of this paper. First, unlike the literature, we obtain a PSD in true closed-form. Second, we give novel insights into the CPM format.Comment: 31 pages, 10 figure

First-Passage Time and Large-Deviation Analysis for Erasure Channels with Memory

This article considers the performance of digital communication systems transmitting messages over finite-state erasure channels with memory. Information bits are protected from channel erasures using error-correcting codes; successful receptions of codewords are acknowledged at the source through instantaneous feedback. The primary focus of this research is on delay-sensitive applications, codes with finite block lengths and, necessarily, non-vanishing probabilities of decoding failure. The contribution of this article is twofold. A methodology to compute the distribution of the time required to empty a buffer is introduced. Based on this distribution, the mean hitting time to an empty queue and delay-violation probabilities for specific thresholds can be computed explicitly. The proposed techniques apply to situations where the transmit buffer contains a predetermined number of information bits at the onset of the data transfer. Furthermore, as additional performance criteria, large deviation principles are obtained for the empirical mean service time and the average packet-transmission time associated with the communication process. This rigorous framework yields a pragmatic methodology to select code rate and block length for the communication unit as functions of the service requirements. Examples motivated by practical systems are provided to further illustrate the applicability of these techniques.Comment: To appear in IEEE Transactions on Information Theor

The mathematical research of William Parry FRS

In this article we survey the mathematical research of the late William (Bill) Parry, FRS

Finite correlation length implies efficient preparation of quantum thermal states

Preparing quantum thermal states on a quantum computer is in general a difficult task. We provide a procedure to prepare a thermal state on a quantum computer with a logarithmic depth circuit of local quantum channels assuming that the thermal state correlations satisfy the following two properties: (i) the correlations between two regions are exponentially decaying in the distance between the regions, and (ii) the thermal state is an approximate Markov state for shielded regions. We require both properties to hold for the thermal state of the Hamiltonian on any induced subgraph of the original lattice. Assumption (ii) is satisfied for all commuting Gibbs states, while assumption (i) is satisfied for every model above a critical temperature. Both assumptions are satisfied in one spatial dimension. Moreover, both assumptions are expected to hold above the thermal phase transition for models without any topological order at finite temperature. As a building block, we show that exponential decay of correlation (for thermal states of Hamiltonians on all induced subgraph) is sufficient to efficiently estimate the expectation value of a local observable. Our proof uses quantum belief propagation, a recent strengthening of strong sub-additivity, and naturally breaks down for states with topological order.Comment: 16 pages, 4 figure

Monte-Carlo methods for NLTE spectral synthesis of supernovae

We present JEKYLL, a new code for modelling of supernova (SN) spectra and lightcurves based on Monte-Carlo (MC) techniques for the radiative transfer. The code assumes spherical symmetry, homologous expansion and steady state for the matter, but is otherwise capable of solving the time-dependent radiative transfer problem in non-local-thermodynamic-equilibrium (NLTE). The method used was introduced in a series of papers by Lucy, but the full time-dependent NLTE capabilities of it have never been tested. Here, we have extended the method to include non-thermal excitation and ionization as well as charge-transfer and two-photon processes. Based on earlier work, the non-thermal rates are calculated by solving the Spencer-Fano equation. Using a method previously developed for the SUMO code, macroscopic mixing of the material is taken into account in a statistical sense. In addition, a statistical Markov-chain model is used to sample the emission frequency, and we introduce a method to control the sampling of the radiation field. Except for a description of JEKYLL, we provide comparisons with the ARTIS, SUMO and CMFGEN codes, which show good agreement in the calculated spectra as well as the state of the gas. In particular, the comparison with CMFGEN, which is similar in terms of physics but uses a different technique, shows that the Lucy method does indeed converge in the time-dependent NLTE case. Finally, as an example of the time-dependent NLTE capabilities of JEKYLL, we present a model of a Type IIb SN, taken from a set of models presented and discussed in detail in an accompanying paper. Based on this model we investigate the effects of NLTE, in particular those arising from non-thermal excitation and ionization, and find strong effects even on the bolometric lightcurve. This highlights the need for full NLTE calculations when simulating the spectra and lightcurves of SNe.Comment: Accepted for publication by Astronomy & Astrophysic

MCMC methods for functions modifying old algorithms to make\ud them faster

Many problems arising in applications result in the need\ud to probe a probability distribution for functions. Examples include Bayesian nonparametric statistics and conditioned diffusion processes. Standard MCMC algorithms typically become arbitrarily slow under the mesh refinement dictated by nonparametric description of the unknown function. We describe an approach to modifying a whole range of MCMC methods which ensures that their speed of convergence is robust under mesh refinement. In the applications of interest the data is often sparse and the prior specification is an essential part of the overall modeling strategy. The algorithmic approach that we describe is applicable whenever the desired probability measure has density with respect to a Gaussian process or Gaussian random field prior, and to some useful non-Gaussian priors constructed through random truncation. Applications are shown in density estimation, data assimilation in fluid mechanics, subsurface geophysics and image registration. The key design principle is to formulate the MCMC method for functions. This leads to algorithms which can be implemented via minor modification of existing algorithms, yet which show enormous speed-up on a wide range of applied problems

Discrete-time classical and quantum Markovian evolutions: Maximum entropy problems on path space

The theory of Schroedinger bridges for diffusion processes is extended to classical and quantum discrete-time Markovian evolutions. The solution of the path space maximum entropy problems is obtained from the a priori model in both cases via a suitable multiplicative functional transformation. In the quantum case, nonequilibrium time reversal of quantum channels is discussed and space-time harmonic processes are introduced.Comment: 34 page