A functional non-central limit theorem for jump-diffusions with periodic coefficients driven by stable Levy-noise

We prove a functional non-central limit theorem for jump-diffusions with periodic coefficients driven by strictly stable Levy-processes with stability index bigger than one. The limit process turns out to be a strictly stable Levy process with an averaged jump-measure. Unlike in the situation where the diffusion is driven by Brownian motion, there is no drift related enhancement of diffusivity.Comment: Accepted to Journal of Theoretical Probabilit

The phase transition of the quantum Ising model is sharp

An analysis is presented of the phase transition of the quantum Ising model with transverse field on the d-dimensional hypercubic lattice. It is shown that there is a unique sharp transition. The value of the critical point is calculated rigorously in one dimension. The first step is to express the quantum Ising model in terms of a (continuous) classical Ising model in d+1 dimensions. A so-called `random-parity' representation is developed for the latter model, similar to the random-current representation for the classical Ising model on a discrete lattice. Certain differential inequalities are proved. Integration of these inequalities yields the sharpness of the phase transition, and also a number of other facts concerning the critical and near-critical behaviour of the model under study.Comment: Small changes. To appear in the Journal of Statistical Physic

3D CFD in complex vascular systems: A case study

International audienceModeling the flowing blood in vascular structures is crucial to perform in silico simulations in various clinical contexts. This remains however an emerging and challenging research field, that raises several open issues. In particular, a compromise is generally made between the completeness of the simulation and the complicated architecture of the vasculature: reduced order simulations (lumped parameter models) represent vascular networks, whereas detailed models are devoted to small regions of interest. However, technical improvements enable targeting of compartments of the blood circulation rather than focusing on vascular branched segments. This article aims at investigating the cerebral flow in the entire venous drainage that can be reconstructed from medical imaging

Is Cheap Talk Effective at Eliminating Hypothetical Bias in a Provision Point Mechanism?

Significant difference between response to real and hypothetical valuation questions is often referred to as hypothetical bias. Some economists have had success with using “cheap talk” (which entails reading a script that explicitly highlights the hypothetical bias problem before participants make any decisions) as a means of generating unbiased responses in a referendum format. In this article, we test the robustness of cheap talk using a voluntary contribution mechanism with a provision point over a wide range of possible payment amounts. Our results confirm the existence of hypothetical bias, and suggest that cheap talk may eliminate hypothetical bias, but only for respondents facing higher payments. Copyright Springer 2005contingent valuation, experiments, hypothetical bias, voluntary contributions,

Interactive Statistical Mechanics and Nonlinear Filtering

This paper connects non-equilibrium statistical mechanics and optimal nonlinear filtering. The latter concerns the observation-conditional behaviour of Markov signal processes, and thus provides a tool for investigating statistical mechanics with partial observations. These allow entropy reduction, illustrating Landauer's Principle in a quantitative way. The joint process comprising a signal and its nonlinear filter is irreversible in its invariant distribution, which therefore corresponds to a non-equilibrium stationary state of the associated joint system. Macroscopic entropy and energy flows are identified for this state. Since these are driven by observations internal to the system, they do not cause entropy increase, and so the joint system makes statistical mechanical sense in reverse time. Time reversal yields a dual system in which the signal and filter exchange roles. Despite the structural similarity of the original and dual systems, there is a substantial asymmetry in their complexities. This reveals the direction of time, despite the systems being in stationary states that do not produce entropy. © 2008 Springer Science+Business Media, LLC