How to Couple from the Past Using a Read-Once Source of Randomness

We give a new method for generating perfectly random samples from the stationary distribution of a Markov chain. The method is related to coupling from the past (CFTP), but only runs the Markov chain forwards in time, and never restarts it at previous times in the past. The method is also related to an idea known as PASTA (Poisson arrivals see time averages) in the operations research literature. Because the new algorithm can be run using a read-once stream of randomness, we call it read-once CFTP. The memory and time requirements of read-once CFTP are on par with the requirements of the usual form of CFTP, and for a variety of applications the requirements may be noticeably less. Some perfect sampling algorithms for point processes are based on an extension of CFTP known as coupling into and from the past; for completeness, we give a read-once version of coupling into and from the past, but it remains unpractical. For these point process applications, we give an alternative coupling method with which read-once CFTP may be efficiently used.Comment: 28 pages, 2 figure

From the discrete to the continuous - towards a cylindrically consistent dynamics

Discrete models usually represent approximations to continuum physics. Cylindrical consistency provides a framework in which discretizations mirror exactly the continuum limit. Being a standard tool for the kinematics of loop quantum gravity we propose a coarse graining procedure that aims at constructing a cylindrically consistent dynamics in the form of transition amplitudes and Hamilton's principal functions. The coarse graining procedure, which is motivated by tensor network renormalization methods, provides a systematic approximation scheme towards this end. A crucial role in this coarse graining scheme is played by embedding maps that allow the interpretation of discrete boundary data as continuum configurations. These embedding maps should be selected according to the dynamics of the system, as a choice of embedding maps will determine a truncation of the renormalization flow.Comment: 22 page

The Tate conjecture for K3 surfaces in odd characteristic

We show that the classical Kuga-Satake construction gives rise, away from characteristic 2, to an open immersion from the moduli of primitively polarized K3 surfaces (of any fixed degree) to a certain regular integral model for a Shimura variety of orthogonal type. This allows us to attach to every polarized K3 surface in odd characteristic an abelian variety such that divisors on the surface can be identified with certain endomorphisms of the attached abelian variety. In turn, this reduces the Tate conjecture for K3 surfaces over finitely generated fields of odd characteristic to a version of the Tate conjecture for certain endomorphisms on the attached Kuga-Satake abelian variety, which we prove. As a by-product of our methods, we also show that the moduli stack of primitively polarized K3 surfaces of degree 2d is quasi-projective and, when d is not divisible by p^2, is geometrically irreducible in characteristic p. We indicate how the same method applies to prove the Tate conjecture for co-dimension 2 cycles on cubic fourfolds

Spatial modeling of extreme snow depth

The spatial modeling of extreme snow is important for adequate risk management in Alpine and high altitude countries. A natural approach to such modeling is through the theory of max-stable processes, an infinite-dimensional extension of multivariate extreme value theory. In this paper we describe the application of such processes in modeling the spatial dependence of extreme snow depth in Switzerland, based on data for the winters 1966--2008 at 101 stations. The models we propose rely on a climate transformation that allows us to account for the presence of climate regions and for directional effects, resulting from synoptic weather patterns. Estimation is performed through pairwise likelihood inference and the models are compared using penalized likelihood criteria. The max-stable models provide a much better fit to the joint behavior of the extremes than do independence or full dependence models.Comment: Published in at http://dx.doi.org/10.1214/11-AOAS464 the Annals of Applied Statistics (http://www.imstat.org/aoas/) by the Institute of Mathematical Statistics (http://www.imstat.org