Reactive point processes: A new approach to predicting power failures in underground electrical systems

Reactive point processes (RPPs) are a new statistical model designed for predicting discrete events in time based on past history. RPPs were developed to handle an important problem within the domain of electrical grid reliability: short-term prediction of electrical grid failures ("manhole events"), including outages, fires, explosions and smoking manholes, which can cause threats to public safety and reliability of electrical service in cities. RPPs incorporate self-exciting, self-regulating and saturating components. The self-excitement occurs as a result of a past event, which causes a temporary rise in vulner ability to future events. The self-regulation occurs as a result of an external inspection which temporarily lowers vulnerability to future events. RPPs can saturate when too many events or inspections occur close together, which ensures that the probability of an event stays within a realistic range. Two of the operational challenges for power companies are (i) making continuous-time failure predictions, and (ii) cost/benefit analysis for decision making and proactive maintenance. RPPs are naturally suited for handling both of these challenges. We use the model to predict power-grid failures in Manhattan over a short-term horizon, and to provide a cost/benefit analysis of different proactive maintenance programs.Comment: Published at http://dx.doi.org/10.1214/14-AOAS789 in the Annals of Applied Statistics (http://www.imstat.org/aoas/) by the Institute of Mathematical Statistics (http://www.imstat.org

Randomizations of models as metric structures

The notion of a randomization of a first order structure was introduced by Keisler in the paper Randomizing a Model, Advances in Math. 1999. The idea was to form a new structure whose elements are random elements of the original first order structure. In this paper we treat randomizations as continuous structures in the sense of Ben Yaacov and Usvyatsov. In this setting, the earlier results show that the randomization of a complete first order theory is a complete theory in continuous logic that admits elimination of quantifiers and has a natural set of axioms. We show that the randomization operation preserves the properties of being omega-categorical, omega-stable, and stable

Ionisation by quantised electromagnetic fields: The photoelectric effect

In this paper we explain the photoelectric effect in a variant of the standard model of non relativistic quantum electrodynamics, which is in some aspects more closely related to the physical picture, than the one studied in [BKZ]: Now we can apply our results to an electron with more than one bound state and to a larger class of electron-photon interactions. We will specify a situation, where ionisation probability in second order is a weighted sum of single photon terms. Furthermore we will see, that Einstein's equality $$E_{kin}=h\nu-\bigtriangleup E>0$$ for the maximal kinetic energy $E_{kin}$ of the electron, energy $h\nu$ of the photon and ionisation gap $\bigtriangleup E$ is the crucial condition for these single photon terms to be nonzero.Comment: 59 pages, LATEX2

A Mathematical Theory of Stochastic Microlensing II. Random Images, Shear, and the Kac-Rice Formula

Continuing our development of a mathematical theory of stochastic microlensing, we study the random shear and expected number of random lensed images of different types. In particular, we characterize the first three leading terms in the asymptotic expression of the joint probability density function (p.d.f.) of the random shear tensor at a general point in the lens plane due to point masses in the limit of an infinite number of stars. Up to this order, the p.d.f. depends on the magnitude of the shear tensor, the optical depth, and the mean number of stars through a combination of radial position and the stars' masses. As a consequence, the p.d.f.s of the shear components are seen to converge, in the limit of an infinite number of stars, to shifted Cauchy distributions, which shows that the shear components have heavy tails in that limit. The asymptotic p.d.f. of the shear magnitude in the limit of an infinite number of stars is also presented. Extending to general random distributions of the lenses, we employ the Kac-Rice formula and Morse theory to deduce general formulas for the expected total number of images and the expected number of saddle images. We further generalize these results by considering random sources defined on a countable compact covering of the light source plane. This is done to introduce the notion of {\it global} expected number of positive parity images due to a general lensing map. Applying the result to microlensing, we calculate the asymptotic global expected number of minimum images in the limit of an infinite number of stars, where the stars are uniformly distributed. This global expectation is bounded, while the global expected number of images and the global expected number of saddle images diverge as the order of the number of stars.Comment: To appear in JM

Static axisymmetric space-times with prescribed multipole moments

In this article we develop a method of finding the static axisymmetric space-time corresponding to any given set of multipole moments. In addition to an implicit algebraic form for the general solution, we also give a power series expression for all finite sets of multipole moments. As conjectured by Geroch we prove in the special case of axisymmetry, that there is a static space-time for any given set of multipole moments subject to a (specified) convergence criterion. We also use this method to confirm a conjecture of Hernandez-Pastora and Martin concerning the monopole-quadropole solution.Comment: 14 page

Bayesian Hierarchical Rule Modeling for Predicting Medical Conditions

We propose a statistical modeling technique, called the Hierarchical Association Rule Model (HARM), that predicts a patient’s possible future medical conditions given the patient’s current and past history of reported conditions. The core of our technique is a Bayesian hierarchical model for selecting predictive association rules (such as “condition 1 and condition 2 → condition 3”) from a large set of candidate rules. Because this method “borrows strength” using the conditions of many similar patients, it is able to provide predictions specialized to any given patient, even when little information about the patient’s history of conditions is available.National Science Foundation (U.S.) (NSF Grant IIS-10-53407)Google (Firm) (Ph.D. fellowship in statistics

Reactive point processes: A new approach to predicting power failures in underground electrical systems

Reactive point processes (RPPs) are a new statistical model designed for predicting discrete events in time based on past history. RPPs were developed to handle an important problem within the domain of electrical grid reliability: short-term prediction of electrical grid failures (“manhole events”), including outages, fires, explosions and smoking manholes, which can cause threats to public safety and reliability of electrical service in cities. RPPs incorporate self-exciting, self-regulating and saturating components. The self-excitement occurs as a result of a past event, which causes a temporary rise in vulner ability to future events. The self-regulation occurs as a result of an external inspection which temporarily lowers vulnerability to future events. RPPs can saturate when too many events or inspections occur close together, which ensures that the probability of an event stays within a realistic range. Two of the operational challenges for power companies are (i) making continuous-time failure predictions, and (ii) cost/benefit analysis for decision making and proactive maintenance. RPPs are naturally suited for handling both of these challenges. We use the model to predict power-grid failures in Manhattan over a short-term horizon, and to provide a cost/benefit analysis of different proactive maintenance programs.Con EdisonMIT Energy Initiative (Seed Fund)National Science Foundation (U.S.) (CAREER Grant IIS-1053407

Detection of a Moving Rigid Solid in a Perfect Fluid

In this paper, we consider a moving rigid solid immersed in a potential fluid. The fluid-solid system fills the whole two dimensional space and the fluid is assumed to be at rest at infinity. Our aim is to study the inverse problem, initially introduced in [3], that consists in recovering the position and the velocity of the solid assuming that the potential function is known at a given time. We show that this problem is in general ill-posed by providing counterexamples for which the same potential corresponds to different positions and velocities of a same solid. However, it is also possible to find solids having a specific shape, like ellipses for instance, for which the problem of detection admits a unique solution. Using complex analysis, we prove that the well-posedness of the inverse problem is equivalent to the solvability of an infinite set of nonlinear equations. This result allows us to show that when the solid enjoys some symmetry properties, it can be partially detected. Besides, for any solid, the velocity can always be recovered when both the potential function and the position are supposed to be known. Finally, we prove that by performing continuous measurements of the fluid potential over a time interval, we can always track the position of the solid.Comment: 19 pages, 14 figure

Continuous slice functional calculus in quaternionic Hilbert spaces

The aim of this work is to define a continuous functional calculus in quaternionic Hilbert spaces, starting from basic issues regarding the notion of spherical spectrum of a normal operator. As properties of the spherical spectrum suggest, the class of continuous functions to consider in this setting is the one of slice quaternionic functions. Slice functions generalize the concept of slice regular function, which comprises power series with quaternionic coefficients on one side and that can be seen as an effective generalization to quaternions of holomorphic functions of one complex variable. The notion of slice function allows to introduce suitable classes of real, complex and quaternionic $C^*$--algebras and to define, on each of these $C^*$--algebras, a functional calculus for quaternionic normal operators. In particular, we establish several versions of the spectral map theorem. Some of the results are proved also for unbounded operators. However, the mentioned continuous functional calculi are defined only for bounded normal operators. Some comments on the physical significance of our work are included.Comment: 71 pages, some references added. Accepted for publication in Reviews in Mathematical Physic