Estimation of Piecewise-Deterministic Trajectories in a Quantum Optics Scenario

The manipulation of individual copies of quantum systems is one of the most groundbreaking experimental discoveries in the field of quantum physics. On both an experimental and a theoretical level, it has been shown that the dynamics of a single copy of an open quantum system is a trajectory of a piecewise-deterministic process. To the best of our knowledge, this application field has not been explored by the literature in applied mathematics, from both probabilistic and statistical perspectives. The objective of this chapter is to provide a self-contained presentation of this kind of model, as well as its specificities in terms of observations scheme of the system, and a first attempt to deal with a statistical issue that arises in the quantum world

Sign changes as a universal concept in first-passage-time calculations

First-passage-time problems are ubiquitous across many fields of study including transport processes in semiconductors and biological synapses, evolutionary game theory and percolation. Despite their prominence, first-passage-time calculations have proven to be particularly challenging. Analytical results to date have often been obtained under strong conditions, leaving most of the exploration of first-passage-time problems to direct numerical computations. Here we present an analytical approach that allows the derivation of first-passage-time distributions for the wide class of non-differentiable Gaussian processes. We demonstrate that the concept of sign changes naturally generalises the common practice of counting crossings to determine first-passage events. Our method works across a wide range of time-dependent boundaries and noise strengths thus alleviating common hurdles in first-passage-time calculations

Extremes of Gaussian random fields with regularly varying dependence structure

Let be a centered Gaussian random field with variance function sigma (2)(ai...) that attains its maximum at the unique point , and let . For a compact subset of a"e, the current literature explains the asymptotic tail behaviour of under some regularity conditions including that 1 - sigma(t) has a polynomial decrease to 0 as t -> t (0). In this contribution we consider more general case that 1 - sigma(t) is regularly varying at t (0). We extend our analysis to Gaussian random fields defined on some compact set , deriving the exact tail asymptotics of for the class of Gaussian random fields with variance and correlation functions being regularly varying at t (0). A crucial novel element is the analysis of families of Gaussian random fields that do not possess locally additive dependence structures, which leads to qualitatively new types of asymptotics

Stochastic asymmetry properties of 3D gauss-lagrange ocean waves with directional spreading

In the stochastic Lagrange model for ocean waves the vertical and horizontal location of surface water particles are modeled as correlated Gaussian processes. In this article we investigate the statistical properties of wave characteristics related to wave asymmetry in the 3D Lagrange model. We present a modification of the original Lagrange model that can produce front-back asymmetry both of the space waves, i.e. observation of the sea surface at a fixed time, and of the time waves, observed at a fixed measuring station. The results, which are based on a multivariate form of Rice’s formula for the expected number of level crossings, are given in the form of the cumulative distribution functions for the slopes observed either by asynchronous sampling in space, or at synchronous sampling at upcrossings and down-crossings, respectively, of a specified fixed level. The theory is illustrated in a numerical section, showing how the degree of wave asymmetry depends on the directional spectral spreading and on the mean wave direction. It is seen that the asymmetry is more accentuated for high waves, a fact that may be of importance in safety analysis of capsizing risk

In Situ NMR Spectroscopy of Supercapacitors: Insight into the Charge Storage Mechanism

Electrochemical capacitors, commonly known as supercapacitors, are important energy storage devices with high power capabilities and long cycle lives. Here we report the development and application of in situ nuclear magnetic resonance(NMR) methodologies to study changes at the electrode−electrolyte interface in working devices as they charge and discharge. For a supercapacitor comprising activated carbon electrodes and an organic electrolyte, NMR experiments carried out at different charge states allow quantification of the number of charge storing species and show that there are at least two distinct charge storage regimes. At cell voltages below 0.75 V, electrolyte anions are increasingly desorbed from the carbon micropores at the negative electrode, while at the positive electrode there is little change in the number of anions that are adsorbed as the voltage is increased. However, above a cell voltage of 0.75 V, dramatic increases in the amount of adsorbed anions in the positive electrode are observed while anions continue to be desorbed at the negative electrode. NMR experiments with simultaneous cyclic voltammetry show that supercapacitor charging causes marked changes to the local environments of charge storing species, with periodic changes of their chemical shift observed. NMR calculations on a model carbon fragment show that the addition and removal of electrons from a delocalized system should lead to considerable increases in the nucleus-independent chemical shift of nearby species, in agreement with our experimental observations

Mapping the Archaeology of Somaliland: Religion, Art, Script, Time, Urbanism, Trade and Empire

FdA – Publicaties zonder aanstelling Universiteit LeidenHeritage of Indigenous People

Extremes of threshold-dependent Gaussian processes

In this contribution we are concerned with the asymptotic behaviour, as u→∞, of P{supt∈[0,T]Xu(t)>u}, where Xu(t),t∈[0,T],u>0 is a family of centered Gaussian processes with continuous trajectories. A key application of our findings concerns P{supt∈[0,T](X(t)+g(t))>u}, as u→∞, for X a centered Gaussian process and g some measurable trend function. Further applications include the approximation of both the ruin time and the ruin probability of the Brownian motion risk model with constant force of interest

Microbiota and neurologic diseases : potential effects of probiotics

Background: The microbiota colonizing the gastrointestinal tract have been associated with both gastrointestinal and extra-gastrointestinal diseases. In recent years, considerable interest has been devoted to their role in the development of neurologic diseases, as many studies have described bidirectional communication between the central nervous system and the gut, the so-called "microbiota-gut-brain axis". Considering the ability of probiotics (i.e., live non-pathogenic microorganisms) to restore the normal microbial population and produce benefits for the host, their potential effects have been investigated in the context of neurologic diseases. The main aims of this review are to analyse the relationship between the gut microbiota and brain disorders and to evaluate the current evidence for the use of probiotics in the treatment and prevention of neurologic conditions. Discussion: Overall, trials involving animal models and adults have reported encouraging results, suggesting that the administration of probiotic strains may exert some prophylactic and therapeutic effects in a wide range of neurologic conditions. Studies involving children have mainly focused on autism spectrum disorder and have shown that probiotics seem to improve neuro behavioural symptoms. However, the available data are incomplete and far from conclusive. Conclusions: The potential usefulness of probiotics in preventing or treating neurologic diseases is becoming a topic of great interest. However, deeper studies are needed to understand which formulation, dosage and timing might represent the optimal regimen for each specific neurologic disease and what populations can benefit. Moreover, future trials should also consider the tolerability and safety of probiotics in patients with neurologic diseases