Projections, Pseudo-Stopping Times and the Immersion Property

Given two filtrations $\mathbb F \subset \mathbb G$, we study under which conditions the $\mathbb F$-optional projection and the $\mathbb F$-dual optional projection coincide for the class of $\mathbb G$-optional processes with integrable variation. It turns out that this property is equivalent to the immersion property for $\mathbb F$ and $\mathbb G$, that is every $\mathbb F$-local martingale is a $\mathbb G$-local martingale, which, equivalently, may be characterised using the class of $\mathbb F$-pseudo-stopping times. We also show that every $\mathbb G$-stopping time can be decomposed into the minimum of two barrier hitting times

On static spherically symmetric solutions of the vacuum Brans-Dicke theory

It is shown that among the four classes of the static spherically symmetric solution of the vacuum Brans-Dicke theory of gravity only two are really independent. Further by matching exterior and interior (due to physically reasonable spherically symmetric matter source) scalar fields it is found that only Brans class I solution with certain restriction on solution parameters may represent exterior metric for a nonsingular massive object. The physical viability of the black hole nature of the solution is investigated. It is concluded that no physical black hole solution different from the Schwarzschild black hole is available in the Brans-Dicke theory.Comment: 15 pages, To be published in Gen. Rel. and Grav, typos in references correcte

Absence of First-order Transition and Tri-critical Point in the Dynamic Phase Diagram of a Spatially Extended Bistable System in an Oscillating Field

It has been well established that spatially extended, bistable systems that are driven by an oscillating field exhibit a nonequilibrium dynamic phase transition (DPT). The DPT occurs when the field frequency is on the order of the inverse of an intrinsic lifetime associated with the transitions between the two stable states in a static field of the same magnitude as the amplitude of the oscillating field. The DPT is continuous and belongs to the same universality class as the equilibrium phase transition of the Ising model in zero field [G. Korniss et al., Phys. Rev. E 63, 016120 (2001); H. Fujisaka et al., Phys. Rev. E 63, 036109 (2001)]. However, it has previously been claimed that the DPT becomes discontinuous at temperatures below a tricritical point [M. Acharyya, Phys. Rev. E 59, 218 (1999)]. This claim was based on observations in dynamic Monte Carlo simulations of a multipeaked probability density for the dynamic order parameter and negative values of the fourth-order cumulant ratio. Both phenomena can be characteristic of discontinuous phase transitions. Here we use classical nucleation theory for the decay of metastable phases, together with data from large-scale dynamic Monte Carlo simulations of a two-dimensional kinetic Ising ferromagnet, to show that these observations in this case are merely finite-size effects. For sufficiently small systems and low temperatures, the continuous DPT is replaced, not by a discontinuous phase transition, but by a crossover to stochastic resonance. In the infinite-system limit the stochastic-resonance regime vanishes, and the continuous DPT should persist for all nonzero temperatures

Schramm-Loewner Equations Driven by Symmetric Stable Processes

We consider shape, size and regularity of the hulls of the chordal Schramm-Loewner evolution driven by a symmetric alpha-stable process. We obtain derivative estimates, show that the complements of the hulls are Hoelder domains, prove that the hulls have Hausdorff dimension 1, and show that the trace is right-continuous with left limits almost surely.Comment: 22 pages, 4 figure

What we don't know about time

String theory has transformed our understanding of geometry, topology and spacetime. Thus, for this special issue of Foundations of Physics commemorating "Forty Years of String Theory", it seems appropriate to step back and ask what we do not understand. As I will discuss, time remains the least understood concept in physical theory. While we have made significant progress in understanding space, our understanding of time has not progressed much beyond the level of a century ago when Einstein introduced the idea of space-time as a combined entity. Thus, I will raise a series of open questions about time, and will review some of the progress that has been made as a roadmap for the future.Comment: 15 pages; Essay for a special issue of Foundations of Physics commemorating "Forty years of string theory

Exponential martingales and changes of measure for counting processes

We give sufficient criteria for the Dol\'eans-Dade exponential of a stochastic integral with respect to a counting process local martingale to be a true martingale. The criteria are adapted particularly to the case of counting processes and are sufficiently weak to be useful and verifiable, as we illustrate by several examples. In particular, the criteria allow for the construction of for example nonexplosive Hawkes processes as well as counting processes with stochastic intensities depending on diffusion processes

Stationary State Solutions of a Bond Diluted Kinetic Ising Model: An Effective-Field Theory Analysis

We have examined the stationary state solutions of a bond diluted kinetic Ising model under a time dependent oscillating magnetic field within the effective-field theory (EFT) for a honeycomb lattice $(q=3)$. Time evolution of the system has been modeled with a formalism of master equation. The effects of the bond dilution, as well as the frequency $(\omega)$ and amplitude $(h/J)$ of the external field on the dynamic phase diagrams have been discussed in detail. We have found that the system exhibits the first order phase transition with a dynamic tricritical point (DTCP) at low temperature and high amplitude regions, in contrast to the previously published results for the pure case \cite{Ling}. Bond dilution process on the kinetic Ising model gives rise to a number of interesting and unusual phenomena such as reentrant phenomena and has a tendency to destruct the first-order transitions and the DTCP. Moreover, we have investigated the variation of the bond percolation threshold as functions of the amplitude and frequency of the oscillating field.Comment: 8 pages, 4 figure

Extended Birkhoff's Theorem in the f(T) Gravity

The f(T) theory, a generally modified teleparallel gravity, has been proposed as an alternative gravity model to account for the dark energy phenomena. Following our previous work [Xin-he Meng and Ying-bin Wang, EPJC(2011), arXiv:1107.0629v1], we prove that the Birkhoff's theorem holds in a more general context, specifically with the off diagonal tetrad case, in this communication letter. Then, we discuss respectively the results of the external vacuum and internal gravitational field in the f(T) gravity framework, as well as the extended meaning of this theorem. We also investigate the validity of the Birkhoff's theorem in the frame of f(T) gravity via conformal transformation by regarding the Brans-Dicke-like scalar as effective matter, and study the equivalence between both Einstein frame and Jordan frame.Comment: 7 pages, 1 figure, submitted to EPJ-C. arXiv admin note: substantial text overlap with arXiv:1107.062

Rings and rigidity transitions in network glasses

Three elastic phases of covalent networks, (I) floppy, (II) isostatically rigid and (III) stressed-rigid have now been identified in glasses at specific degrees of cross-linking (or chemical composition) both in theory and experiments. Here we use size-increasing cluster combinatorics and constraint counting algorithms to study analytically possible consequences of self-organization. In the presence of small rings that can be locally I, II or III, we obtain two transitions instead of the previously reported single percolative transition at the mean coordination number $\bar r=2.4$, one from a floppy to an isostatic rigid phase, and a second one from an isostatic to a stressed rigid phase. The width of the intermediate phase $~ \bar r$ and the order of the phase transitions depend on the nature of medium range order (relative ring fractions). We compare the results to the Group IV chalcogenides, such as Ge-Se and Si-Se, for which evidence of an intermediate phase has been obtained, and for which estimates of ring fractions can be made from structures of high T crystalline phases.Comment: 29 pages, revtex, 7 eps figure