7,817 research outputs found
Convergence of densities of some functionals of Gaussian processes
The aim of this paper is to establish the uniform convergence of the
densities of a sequence of random variables, which are functionals of an
underlying Gaussian process, to a normal density. Precise estimates for the
uniform distance are derived by using the techniques of Malliavin calculus,
combined with Stein's method for normal approximation. We need to assume some
non-degeneracy conditions. First, the study is focused on random variables in a
fixed Wiener chaos, and later, the results are extended to the uniform
convergence of the derivatives of the densities and to the case of random
vectors in some fixed chaos, which are uniformly non-degenerate in the sense of
Malliavin calculus. Explicit upper bounds for the uniform norm are obtained for
random variables in the second Wiener chaos, and an application to the
convergence of densities of the least square estimator for the drift parameter
in Ornstein-Uhlenbeck processes is discussed
Feynman--Kac formula for the heat equation driven by fractional noise with Hurst parameter
In this paper, a Feynman-Kac formula is established for stochastic partial
differential equation driven by Gaussian noise which is, with respect to time,
a fractional Brownian motion with Hurst parameter . To establish such a
formula, we introduce and study a nonlinear stochastic integral from the given
Gaussian noise. To show the Feynman--Kac integral exists, one still needs to
show the exponential integrability of nonlinear stochastic integral. Then, the
approach of approximation with techniques from Malliavin calculus is used to
show that the Feynman-Kac integral is the weak solution to the stochastic
partial differential equation.Comment: Published in at http://dx.doi.org/10.1214/11-AOP649 the Annals of
Probability (http://www.imstat.org/aop/) by the Institute of Mathematical
Statistics (http://www.imstat.org
Improving Routing Efficiency through Intermediate Target Based Geographic Routing
The greedy strategy of geographical routing may cause the local minimum
problem when there is a hole in the routing area. It depends on other
strategies such as perimeter routing to find a detour path, which can be long
and result in inefficiency of the routing protocol. In this paper, we propose a
new approach called Intermediate Target based Geographic Routing (ITGR) to
solve the long detour path problem. The basic idea is to use previous
experience to determine the destination areas that are shaded by the holes. The
novelty of the approach is that a single forwarding path can be used to
determine a shaded area that may cover many destination nodes. We design an
efficient method for the source to find out whether a destination node belongs
to a shaded area. The source then selects an intermediate node as the tentative
target and greedily forwards packets to it, which in turn forwards the packet
to the final destination by greedy routing. ITGR can combine multiple shaded
areas to improve the efficiency of representation and routing. We perform
simulations and demonstrate that ITGR significantly reduces the routing path
length, compared with existing geographic routing protocols
Hexapod Coloron at the LHC
Instead of the usual dijet decay, the coloron may mainly decay into its own
"Higgs bosons", which subsequently decay into many jets. This is a general
feature of the renormalizable coloron model, where the corresponding "Higgs
bosons" are a color-octet and a color-singlet . In this paper,
we perform a detailed collider study for the signature of with the
coloron as a six-jet resonance. For a light below around 0.5 TeV,
it may be boosted and behave as a four-prong fat jet. We also develop a
jet-substructure-based search strategy to cover this boosted case.
Independent of whether is boosted or not, the 13 TeV LHC with 100
fb has great discovery potential for a coloron with the mass sensitivity
up to 5 TeV.Comment: 18 pages, 10 figure
Joint state-parameter estimation of a nonlinear stochastic energy balance model from sparse noisy data
While nonlinear stochastic partial differential equations arise naturally in
spatiotemporal modeling, inference for such systems often faces two major
challenges: sparse noisy data and ill-posedness of the inverse problem of
parameter estimation. To overcome the challenges, we introduce a strongly
regularized posterior by normalizing the likelihood and by imposing physical
constraints through priors of the parameters and states. We investigate joint
parameter-state estimation by the regularized posterior in a physically
motivated nonlinear stochastic energy balance model (SEBM) for paleoclimate
reconstruction. The high-dimensional posterior is sampled by a particle Gibbs
sampler that combines MCMC with an optimal particle filter exploiting the
structure of the SEBM. In tests using either Gaussian or uniform priors based
on the physical range of parameters, the regularized posteriors overcome the
ill-posedness and lead to samples within physical ranges, quantifying the
uncertainty in estimation. Due to the ill-posedness and the regularization, the
posterior of parameters presents a relatively large uncertainty, and
consequently, the maximum of the posterior, which is the minimizer in a
variational approach, can have a large variation. In contrast, the posterior of
states generally concentrates near the truth, substantially filtering out
observation noise and reducing uncertainty in the unconstrained SEBM
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