46,825 research outputs found
Embedding laws in diffusions by functions of time
We present a constructive probabilistic proof of the fact that if
is standard Brownian motion started at , and is a
given probability measure on such that , then there
exists a unique left-continuous increasing function
and a unique left-continuous
decreasing function such
that stopped at or
has the law . The method of proof relies upon weak convergence arguments
arising from Helly's selection theorem and makes use of the L\'{e}vy metric
which appears to be novel in the context of embedding theorems. We show that
is minimal in the sense of Monroe so that the stopped process
satisfies natural uniform
integrability conditions expressed in terms of . We also show that
has the smallest truncated expectation among all stopping times
that embed into . The main results extend from standard Brownian
motion to all recurrent diffusion processes on the real line.Comment: Published at http://dx.doi.org/10.1214/14-AOP941 in the Annals of
Probability (http://www.imstat.org/aop/) by the Institute of Mathematical
Statistics (http://www.imstat.org
An Optimal Skorokhod Embedding for Diffusions
Given a Brownian motion and a general target law (not necessarily
centered or even integrable) we show how to construct an embedding of in
. This embedding is an extension of an embedding due to Perkins, and is
optimal in the sense that it simultaneously minimises the distribution of the
maximum and maximises the distribution of the minimum among all embeddings of
. The embedding is then applied to regular diffusions, and used to
characterise the target laws for which a -embedding may be found.Comment: 22 pages, 4 figure
Stability and photochemistry of ClO dimers formed at low temperature in the gas phase
The recent observations of elevated concentrations of the ClO radical in the austral spring over Antarctica have implicated catalytic destruction by chlorine in the large depletions seen in the total ozone column. One of the chemical theories consistent with an elevated concentration of the ClO is a cycle involving the formation of the ClO dimer through the association reaction: ClO + ClO = Cl2O2 and the photolysis of the dimer to give the active Cl species necessary for O3 depletion. Here, researchers report experimental studies designed to characterize the dimer of ClO formed by the association reaction at low temperatures. ClO was produced by static photolysis of several different precursor systems: Cl sub 2 + O sub 3; Cl sub 2 O sub 2; OClO + Cl sub 2 O spectroscopy in the U.V. region, which allowed the time dependence of Cl sub 2, Cl sub 2 O, ClO, OClO, O sub 3 and other absorbing molecules to be determined
Theoretical mean colors for RR Lyrae variables
A hydrodynamically pulsating 0.6 solar mass model of a typical RR Lyrae variable was studied with a radiation transport-hydrodynamic computer program to predict theoretical T sub 3 and colors at many phases and to find the proper methods for getting mean colors and the consequent mean effective temperatures. The variable Eddington radiation approximation method was used with gray and with multifrequency absorption coefficients to represent the radiation flow in the outer optically thin layers. Comparison between observed and computed B-V colors indicate that these low Z population 2 models are reasonably accurate using King 1A composition opacities. The well known Oke, Giver, and Searle relation between B-V and T sub e reproduced. Mean colors were found by four different averaging methods. The method that gives a mean color and the mean T sub e closest to the nonpulsating model was the separate intensity means of B and V
3D printing dimensional calibration shape: Clebsch Cubic
3D printing and other layer manufacturing processes are challenged by
dimensional accuracy. Several techniques are used to validate and calibrate
dimensional accuracy through the complete building envelope. The validation
process involves the growing and measuring of a shape with known parameters.
The measured result is compared with the intended digital model. Processes with
the risk of deformation after time or post processing may find this technique
beneficial. We propose to use objects from algebraic geometry as test shapes. A
cubic surface is given as the zero set of a 3rd degree polynomial with 3
variables. A class of cubics in real 3D space contains exactly 27 real lines.
We provide a library for the computer algebra system Singular which, from 6
given points in the plane, constructs a cubic and the lines on it. A surface
shape derived from a cubic offers simplicity to the dimensional comparison
process, in that the straight lines and many other features can be analytically
determined and easily measured using non-digital equipment. For example, the
surface contains so-called Eckardt points, in each of which three of the lines
intersect, and also other intersection points of pairs of lines. Distances
between these intersection points can easily be measured, since the points are
connected by straight lines. At all intersection points of lines, angles can be
verified. Hence, many features distributed over the build volume are known
analytically, and can be used for the validation process. Due to the thin shape
geometry the material required to produce an algebraic surface is minimal. This
paper is the first in a series that proposes the process chain to first define
a cubic with a configuration of lines in a given print volume and then to
develop the point cloud for the final manufacturing. Simple measuring
techniques are recommended.Comment: 8 pages, 1 figure, 1 tabl
Sum of Two Squares - Pair Correlation and Distribution in Short Intervals
In this work we show that based on a conjecture for the pair correlation of
integers representable as sums of two squares, which was first suggested by
Connors and Keating and reformulated here, the second moment of the
distribution of the number of representable integers in short intervals is
consistent with a Poissonian distribution, where "short" means of length
comparable to the mean spacing between sums of two squares. In addition we
present a method for producing such conjectures through calculations in prime
power residue rings and describe how these conjectures, as well as the above
stated result, may by generalized to other binary quadratic forms. While
producing these pair correlation conjectures we arrive at a surprising result
regarding Mertens' formula for primes in arithmetic progressions, and in order
to test the validity of the conjectures, we present numericalz computations
which support our approach.Comment: 3 figure
Pressure-Induced Insulating State in Ba1-xRExIrO3 (RE = Gd, Eu) Single Crystals
BaIrO3 is a novel insulator with coexistent weak ferromagnetism, charge and
spin density wave. Dilute RE doping for Ba induces a metallic state, whereas
application of modest pressure readily restores an insulating state
characterized by a three-order-of-magnitude increase of resistivity. Since
pressure generally increases orbital overlap and broadens energy bands, a
pressure-induced insulating state is not commonplace. The profoundly dissimilar
responses of the ground state to light doping and low hydrostatic pressures
signal an unusual, delicate interplay between structural and electronic degrees
of freedom in BaIrO3
- …