Testing quantum mechanics: a statistical approach

As experiments continue to push the quantum-classical boundary using increasingly complex dynamical systems, the interpretation of experimental data becomes more and more challenging: when the observations are noisy, indirect, and limited, how can we be sure that we are observing quantum behavior? This tutorial highlights some of the difficulties in such experimental tests of quantum mechanics, using optomechanics as the central example, and discusses how the issues can be resolved using techniques from statistics and insights from quantum information theory.Comment: v1: 2 pages; v2: invited tutorial for Quantum Measurements and Quantum Metrology, substantial expansion of v1, 19 pages; v3: accepted; v4: corrected some errors, publishe

Dynamic Models and Nonlinear Filtering of Wave Propagation in Random Fields

In this paper, a general model of wireless channels is established based on the physics of wave propagation. Then the problems of inverse scattering and channel prediction are formulated as nonlinear filtering problems. The solutions to the nonlinear filtering problems are given in the form of dynamic evolution equations of the estimated quantities. Finally, examples are provided to illustrate the practical applications of the proposed theory.Comment: 12 pages, 1 figur

Duality for nonlinear filtering

This thesis is concerned with the stochastic filtering problem for a hidden Markov model (HMM) with the white noise observation model. For this filtering problem, we make three types of original contributions: (1) dual controllability characterization of stochastic observability, (2) dual minimum variance optimal control formulation of the stochastic filtering problem, and (3) filter stability analysis using the dual optimal control formulation. For the first contribution of this thesis, a backward stochastic differential equation (BSDE) is proposed as the dual control system. The observability (detectability) of the HMM is shown to be equivalent to the controllability (stabilizability) of the dual control system. For the linear-Gaussian model, the dual relationship reduces to classical duality in linear systems theory. The second contribution is to transform the minimum variance estimation problem into an optimal control problem. The constraint is given by the dual control system. The optimal solution is obtained via two approaches: (1) by an application of maximum principle and (2) by the martingale characterization of the optimal value. The optimal solution is used to derive the nonlinear filter. The third contribution is to carry out filter stability analysis by studying the dual optimal control problem. Two approaches are presented through Chapters 7 and 8. In Chapter 7, conditional Poincar\'e inequality (PI) is introduced. Based on conditional PI, various convergence rates are obtained and related to literature. In Chapter 8, the stabilizability of the dual control system is shown to be a necessary and sufficient condition for filter stability on certain finite state space model.Comment: Ph.D. Thesis of the autho

Solution properties of the incompressible Euler system with rough path advection

The present paper aims to establish the local well-posedness of Euler's fluid equations on geometric rough paths. In particular, we consider the Euler equations for the incompressible flow of an ideal fluid whose Lagrangian transport velocity possesses an additional rough-in-time, divergence-free vector field. In recent work, we have demonstrated that this system can be derived from Clebsch and Hamilton-Pontryagin variational principles that possess a perturbative geometric rough path Lie-advection constraint. In this paper, we prove the local well-posedness of the system in -Sobolev spaces with integer regularity and establish a Beale-Kato-Majda (BKM) blow-up criterion in terms of the -norm of the vorticity. In dimension two, we show that the -norms of the vorticity are conserved, which yields global well-posedness and a Wong-Zakai approximation theorem for the stochastic version of the equation.publishedVersionPaid open acces

Sequential Bayesian inference for static parameters in dynamic state space models

A method for sequential Bayesian inference of the static parameters of a dynamic state space model is proposed. The method is based on the observation that many dynamic state space models have a relatively small number of static parameters (or hyper-parameters), so that in principle the posterior can be computed and stored on a discrete grid of practical size which can be tracked dynamically. Further to this, this approach is able to use any existing methodology which computes the filtering and prediction distributions of the state process. Kalman filter and its extensions to non-linear/non-Gaussian situations have been used in this paper. This is illustrated using several applications: linear Gaussian model, Binomial model, stochastic volatility model and the extremely non-linear univariate non-stationary growth model. Performance has been compared to both existing on-line method and off-line methods

Predictability of extreme events in a branching diffusion model

We propose a framework for studying predictability of extreme events in complex systems. Major conceptual elements -- hierarchical structure, spatial dynamics, and external driving -- are combined in a classical branching diffusion with immigration. New elements -- observation space and observed events -- are introduced in order to formulate a prediction problem patterned after the geophysical and environmental applications. The problem consists of estimating the likelihood of occurrence of an extreme event given the observations of smaller events while the complete internal dynamics of the system is unknown. We look for premonitory patterns that emerge as an extreme event approaches; those patterns are deviations from the long-term system's averages. We have found a single control parameter that governs multiple spatio-temporal premonitory patterns. For that purpose, we derive i) complete analytic description of time- and space-dependent size distribution of particles generated by a single immigrant; ii) the steady-state moments that correspond to multiple immigrants; and iii) size- and space-based asymptotic for the particle size distribution. Our results suggest a mechanism for universal premonitory patterns and provide a natural framework for their theoretical and empirical study