Approximate Kalman-Bucy filter for continuous-time semi-Markov jump linear systems

The aim of this paper is to propose a new numerical approximation of the Kalman-Bucy filter for semi-Markov jump linear systems. This approximation is based on the selection of typical trajectories of the driving semi-Markov chain of the process by using an optimal quantization technique. The main advantage of this approach is that it makes pre-computations possible. We derive a Lipschitz property for the solution of the Riccati equation and a general result on the convergence of perturbed solutions of semi-Markov switching Riccati equations when the perturbation comes from the driving semi-Markov chain. Based on these results, we prove the convergence of our approximation scheme in a general infinite countable state space framework and derive an error bound in terms of the quantization error and time discretization step. We employ the proposed filter in a magnetic levitation example with markovian failures and compare its performance with both the Kalman-Bucy filter and the Markovian linear minimum mean squares estimator

Constraints on the topology of the universe from the 2-yr COBE data

The cosmic microwave background (CMB) is a unique probe of cosmological parameters and conditions. There is a connection between anisotropy in the CMB and the topology of the Universe. Adopting a universe with the topology of a 3-Torus, or a universe where only harmonics of the fundamental mode are allowed, and using 2-years of COBE/DMR data, we obtain constraints on the topology of the Universe. Previous work constrained the topology using the slope information and the correlation function of the CMB. We obtain more accurate results by using all multipole moments, avoiding approximations by computing their full covariance matrix. We obtain the best fit for a cubic toroidal universe of scale 7200h^{-1} Mpc for n=1. The data set a lower limit on the cell size of 4320h^{-1} Mpc at 95% confidence and 5880h^{-1} Mpc at 68% confidence. These results show that the most probable cell size would be around 1.2 times larger than the horizon scale, implying that the 3-Torus topology is no longer an interesting cosmological model.Comment: Minor revisions to match published version. 14 pages, with 4 figures included. Color figures and links at http://www.sns.ias.edu/~angelica/topology.htm

Zero-temperature TAP equations for the Ghatak-Sherrington model

The zero-temperature TAP equations for the spin-1 Ghatak-Sherrington model are investigated. The spin-glass energy density (ground state) is determined as a function of the anisotropy crystal field $D$ for a large number of spins. This allows us to locate a first-order transition between the spin-glass and paramagnetic phases within a good accuracy. The total number of solutions is also determined as a function of $D$.Comment: 11 pages, 2 ps figures include

Effects of Random Biquadratic Couplings in a Spin-1 Spin-Glass Model

A spin-1 model, appropriated to study the competition between bilinear (J_{ij}S_{i}S_{j}) and biquadratic (K_{ij}S_{i}^{2}S_{j}^{2}) random interactions, both of them with zero mean, is investigated. The interactions are infinite-ranged and the replica method is employed. Within the replica-symmetric assumption, the system presents two phases, namely, paramagnetic and spin-glass, separated by a continuous transition line. The stability analysis of the replica-symmetric solution yields, besides the usual instability associated with the spin-glass ordering, a new phase due to the random biquadratic couplings between the spins.Comment: 16 pages plus 2 ps figure

AdS/QCD, Light-Front Holography, and Sublimated Gluons

Gauge/gravity duality leads to a simple, analytical, and phenomenologically compelling nonperturbative approximation to the full light-front QCD Hamiltonian. This approach, called "Light-Front Holography", successfully describes the spectroscopy of light-quark meson and baryons, their elastic and transition form factors, and other hadronic properties. The bound-state Schrodinger and Dirac equations of the soft-wall AdS/QCD model predict linear Regge trajectories which have the same slope in orbital angular momentum L and radial quantum number n for both mesons and baryons. Light-front holography connects the fifth-dimensional coordinate of AdS space z to an invariant impact separation variable zeta in 3+1 space at fixed light-front time. A key feature is the determination of the frame-independent light-front wavefunctions of hadrons -- the relativistic analogs of the Schrodinger wavefunctions of atomic physics which allow one to compute form factors, transversity distributions, spin properties of the valence quarks, jet hadronization, and other hadronic observables. One thus obtains a one-parameter color-confining model for hadron physics at the amplitude level. AdS/QCD also predicts the form of a non-perturbative effective running coupling and its beta-function with an infrared fixed point which agrees with the effective coupling extracted from measurements of the Bjorken sum rule below 1 GeV^2. This is consistent with a flux-tube interpretation of QCD where soft gluons are sublimated into a color-confining potential for quarks. We discuss a number of phenomenological hadronic properties which support this picture.Comment: Invited talk, presented by SJB at the International Workshop on QCD Green's Functions, Confinement and Phenomenology, 5-9 September 2011, Trento, Ital