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

Root to Kellerer

We revisit Kellerer's Theorem, that is, we show that for a family of real probability distributions $(\mu_t)_{t\in [0,1]}$ which increases in convex order there exists a Markov martingale $(S_t)_{t\in[0,1]}$ s.t.\ $S_t\sim \mu_t$. To establish the result, we observe that the set of martingale measures with given marginals carries a natural compact Polish topology. Based on a particular property of the martingale coupling associated to Root's embedding this allows for a relatively concise proof of Kellerer's theorem. We emphasize that many of our arguments are borrowed from Kellerer \cite{Ke72}, Lowther \cite{Lo07}, and Hirsch-Roynette-Profeta-Yor \cite{HiPr11,HiRo12}.Comment: 8 pages, 1 figur

Ephemeral properties and the illusion of microscopic particles

Founding our analysis on the Geneva-Brussels approach to quantum mechanics, we use conventional macroscopic objects as guiding examples to clarify the content of two important results of the beginning of twentieth century: Einstein-Podolsky-Rosen's reality criterion and Heisenberg's uncertainty principle. We then use them in combination to show that our widespread belief in the existence of microscopic particles is only the result of a cognitive illusion, as microscopic particles are not particles, but are instead the ephemeral spatial and local manifestations of non-spatial and non-local entities

Systems of practice and the circular economy: transforming mobile phone product service systems

Of late, policy and research attention has increasingly focused on making the Circular Economy a reality. A key part of this agenda is the creation of Sustainable Product Service Systems (SPSS) that meet consumers’ needs whilst lessening negative environmental impacts. Although the SPSS literature has grown recently, key aspects require further examination. In response, this paper discusses empirical research exploring consumers’ reactions to a novel, hypothetical mobile phone SPSS, utilizing qualitative methods that included ‘business origami’. It examines consumers’ knowledge about current mobile phone life cycles, and responses to the proposed SPSS, drawing on a ‘systems of practice’ framework to discuss the potential for significant changes in phone purchase and use. It outlines barriers to alterations in practices, underscoring the centrality that connectivity and data storage now have in many peoples’ daily lives, which have for some become clustered around the capabilities and accessibility of the mobile phone

Bayesian model comparison applied to the Explorer-Nautilus 2001 coincidence data

Bayesian reasoning is applied to the data by the ROG Collaboration, in which gravitational wave (g.w.) signals are searched for in a coincidence experiment between Explorer and Nautilus. The use of Bayesian reasoning allows, under well defined hypotheses, even tiny pieces of evidence in favor of each model to be extracted from the data. The combination of the data of several experiments can therefore be performed in an optimal and efficient way. Some models for Galactic sources are considered and, within each model, the experimental result is summarized with the likelihood rescaled to the insensitivity limit value (``${\cal R}$ function''). The model comparison result is given in in terms of Bayes factors, which quantify how the ratio of beliefs about two alternative models are modified by the experimental observationComment: 16 pages, 4 figures. Presented at the GWDAW2002 conference, held in Kyoto on Dec.,2002. This version includes comments by the referees of CQG, which has accepted the paper for pubblication in the special issue of the conference. In particular, note that in Eq. 12 there was a typeset error. As suggested by one of the referees, a uniform prior in Log(alpha) has also been considere

Limits on Arcminute Scale Cosmic Microwave Background Anisotropy with the BIMA Array

We have used the Berkeley-Illinois-Maryland-Association (BIMA) millimeter array outfitted with sensitive cm-wave receivers to search for Cosmic Microwave Background (CMB) anisotropies on arcminute scales. The interferometer was placed in a compact configuration which produces high brightness sensitivity, while providing discrimination against point sources. Operating at a frequency of 28.5 GHz, the FWHM primary beam of the instrument is 6.6 arcminutes. We have made sensitive images of seven fields, five of which where chosen specifically to have low IR dust contrast and be free of bright radio sources. Additional observations with the Owens Valley Radio Observatory (OVRO) millimeter array were used to assist in the location and removal of radio point sources. Applying a Bayesian analysis to the raw visibility data, we place limits on CMB anisotropy flat-band power Q_flat = 5.6 (+3.0 -5.6) uK and Q_flat < 14.1 uK at 68% and 95% confidence. The sensitivity of this experiment to flat band power peaks at a multipole of l = 5470, which corresponds to an angular scale of approximately 2 arcminutes. The most likely value of Q_flat is similar to the level of the expected secondary anisotropies.Comment: 15 pages, 5 figures, LaTex, aas2pp4.sty, ApJ submitte

Weyssenhoff fluid dynamics in general relativity using a 1+3 covariant approach

The Weyssenhoff fluid is a perfect fluid with spin where the spin of the matter fields is the source of torsion in an Einstein-Cartan framework. Obukhov and Korotky showed that this fluid can be described as an effective fluid with spin in general relativity. A dynamical analysis of such a fluid is performed in a gauge invariant manner using the 1+3 covariant approach. This yields the propagation and constraint equations for the set of dynamical variables. A verification of these equations is performed for the special case of irrotational flow with zero peculiar acceleration by evolving the constraints.Comment: 20 page

The Emission of Electromagnetic Radiation from Charges Accelerated by Gravitational Waves and its Astrophysical Implications

We provide calculations and theoretical arguments supporting the emission of electromagnetic radiation from charged particles accelerated by gravitational waves (GWs). These waves have significant indirect evidence to support their existence, yet they interact weakly with ordinary matter. We show that the induced oscillations of charged particles interacting with a GW, which lead to the emission of electromagnetic radiation, will also result in wave attenuation. These ideas are supported by a small body of literature, as well as additional arguments for particle acceleration based on GW memory effects. We derive order of magnitude power calculations for various initial charge distributions accelerated by GWs. The resulting power emission is extremely small for all but very strong GWs interacting with large quantities of charge. If the results here are confirmed and supplemented, significant consequences such as attenuation of early universe GWs could result. Additionally, this effect could extend GW detection techniques into the electromagnetic regime. These explorations are worthy of study to determine the presence of such radiation, as it is extremely important to refine our theoretical framework in an era of active GW astrophysics.Comment: Appears in Gravitational Wave Astrophysics, Editor C.F. Sopuerta, Astrophysics and Space Science Proceedings, Volume 40. ISBN 978-3-319-10487-4. Springer International Publishing Switzerland, 2015, p. 30

Strong exciton–photon coupling in a low-Q all-metal mirror microcavity

Copyright © 2002 American Institute of Physics. This article may be downloaded for personal use only. Any other use requires prior permission of the author and the American Institute of Physics. The following article appeared in Applied Physics Letters 81 (2002) and may be found at http://link.aip.org/link/?APPLAB/81/3519/1We report the experimental observation of strong exciton–photon coupling in a planar microcavity composed of an organic semiconductor positioned between two metallic (silver) mirrors. Via transmission and reflectivity measurements, we observe a very large, room temperature Rabi splitting in excess of 300 meV. We show that the Rabi-splitting is enhanced in all-metal microcavities by a factor of more than 2 compared to an organic film positioned between a silver mirror and a dielectric mirror. This enhancement results from the significantly larger optical fields that are confined within all-metal microcavities