Conditioning bounds for traveltime tomography in layered media

This paper revisits the problem of recovering a smooth, isotropic, layered wave speed profile from surface traveltime information. While it is classic knowledge that the diving (refracted) rays classically determine the wave speed in a weakly well-posed fashion via the Abel transform, we show in this paper that traveltimes of reflected rays do not contain enough information to recover the medium in a well-posed manner, regardless of the discretization. The counterpart of the Abel transform in the case of reflected rays is a Fredholm kernel of the first kind which is shown to have singular values that decay at least root-exponentially. Kinematically equivalent media are characterized in terms of a sequence of matching moments. This severe conditioning issue comes on top of the well-known rearrangement ambiguity due to low velocity zones. Numerical experiments in an ideal scenario show that a waveform-based model inversion code fits data accurately while converging to the wrong wave speed profile

Operator renewal theory and mixing rates for dynamical systems with infinite measure

We develop a theory of operator renewal sequences in the context of infinite ergodic theory. For large classes of dynamical systems preserving an infinite measure, we determine the asymptotic behaviour of iterates $L^n$ of the transfer operator. This was previously an intractable problem. Examples of systems covered by our results include (i) parabolic rational maps of the complex plane and (ii) (not necessarily Markovian) nonuniformly expanding interval maps with indifferent fixed points. In addition, we give a particularly simple proof of pointwise dual ergodicity (asymptotic behaviour of $\sum_{j=1}^nL^j$) for the class of systems under consideration. In certain situations, including Pomeau-Manneville intermittency maps, we obtain higher order expansions for $L^n$ and rates of mixing. Also, we obtain error estimates in the associated Dynkin-Lamperti arcsine laws.Comment: Preprint, August 2010. Revised August 2011. After publication, a minor error was pointed out by Kautzsch et al, arXiv:1404.5857. The updated version includes minor corrections in Sections 10 and 11, and corresponding modifications of certain statements in Section 1. All main results are unaffected. In particular, Sections 2-9 are unchanged from the published versio

Convex hulls of random walks, hyperplane arrangements, and Weyl chambers

We give an explicit formula for the probability that the convex hull of an n-step random walk in Rd does not contain the origin, under the assumption that the distribution of increments of the walk is centrally symmetric and puts no mass on affine hyperplanes. This extends the formula by Sparre Andersen (Skand Aktuarietidskr 32:27–36, 1949) for the probability that such random walk in dimension one stays positive. Our result is distribution-free, that is, the probability does not depend on the distribution of increments. This probabilistic problem is shown to be equivalent to either of the two geometric ones: (1) Find the number of Weyl chambers of type Bn intersected by a generic linear subspace of Rn of codimension d; (2) Find the conic intrinsic volumes of a Weyl chamber of type Bn. We solve the first geometric problem using the theory of hyperplane arrangements. A by-product of our method is a new simple proof of the general formula by Klivans and Swartz (Discrete Comput Geom 46(3):417–426, 2011) relating the coefficients of the characteristic polynomial of a linear hyperplane arrangement to the conic intrinsic volumes of the chambers constituting its complement. We obtain analogous distribution-free results for Weyl chambers of type An−1 (yielding the probability of absorption of the origin by the convex hull of a generic random walk bridge), type Dn, and direct products of Weyl chambers (yielding the absorption probability for the joint convex hull of several random walks or bridges). The simplest case of products of the form B1 ×···× B1 recovers the Wendel formula (Math Scand 11:109–111, 1962) for the probability that the convex hull of an i.i.d. multidimensional sample chosen from a centrally symmetric distribution does not contain the origin. We also give an asymptotic analysis of the obtained absorption probabilities as n → ∞, in both cases of fixed and increasing dimension d