Embedding laws in diffusions by functions of time

We present a constructive probabilistic proof of the fact that if $B=(B_t)_{t\ge0}$ is standard Brownian motion started at $0$, and $\mu$ is a given probability measure on $\mathbb{R}$ such that $\mu(\{0\})=0$, then there exists a unique left-continuous increasing function $b:(0,\infty)\rightarrow\mathbb{R}\cup\{+\infty\}$ and a unique left-continuous decreasing function $c:(0,\infty)\rightarrow\mathbb{R}\cup\{-\infty\}$ such that $B$ stopped at $\tau_{b,c}=\inf\{t>0\vert B_t\ge b(t)$ or $B_t\le c(t)\}$ has the law $\mu$. 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 $\tau_{b,c}$ is minimal in the sense of Monroe so that the stopped process $B^{\tau_{b,c}}=(B_{t\wedge\tau_{b,c}})_{t\ge0}$ satisfies natural uniform integrability conditions expressed in terms of $\mu$. We also show that $\tau_{b,c}$ has the smallest truncated expectation among all stopping times that embed $\mu$ into $B$. 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 $B_t$ and a general target law $\mu$ (not necessarily centered or even integrable) we show how to construct an embedding of $\mu$ in $B$. 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 $\mu$. The embedding is then applied to regular diffusions, and used to characterise the target laws for which a $H^p$-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

Parrondo-like behavior in continuous-time random walks with memory

The Continuous-Time Random Walk (CTRW) formalism can be adapted to encompass stochastic processes with memory. In this article we will show how the random combination of two different unbiased CTRWs can give raise to a process with clear drift, if one of them is a CTRW with memory. If one identifies the other one as noise, the effect can be thought as a kind of stochastic resonance. The ultimate origin of this phenomenon is the same of the Parrondo's paradox in game theoryComment: 8 pages, 3 figures, revtex; enlarged and revised versio