Precise tail asymptotics of fixed points of the smoothing transform with general weights

We consider solutions of the stochastic equation $R=_d\sum_{i=1}^NA_iR_i+B$, where $N>1$ is a fixed constant, $A_i$ are independent, identically distributed random variables and $R_i$ are independent copies of $R$, which are independent both from $A_i$'s and $B$. The hypotheses ensuring existence of solutions are well known. Moreover under a number of assumptions the main being $\mathbb{E}|A_1|^{\alpha}=1/N$ and $\mathbb{E}|A_1|^{\alpha}\log|A_1|>0$, the limit $\lim_{t\to\infty}t^{\alpha}\mathbb{P}[|R|>t]=K$ exists. In the present paper, we prove positivity of $K$.Comment: Published at http://dx.doi.org/10.3150/13-BEJ576 in the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm

Large deviations for solutions to stochastic recurrence equations under Kesten's condition

In this paper we prove large deviations results for partial sums constructed from the solution to a stochastic recurrence equation. We assume Kesten's condition [Acta Math. 131 (1973) 207-248] under which the solution of the stochastic recurrence equation has a marginal distribution with power law tails, while the noise sequence of the equations can have light tails. The results of the paper are analogs to those obtained by A. V. Nagaev [Theory Probab. Appl. 14 (1969) 51-64; 193-208] and S. V. Nagaev [Ann. Probab. 7 (1979) 745-789] in the case of partial sums of i.i.d. random variables. In the latter case, the large deviation probabilities of the partial sums are essentially determined by the largest step size of the partial sum. For the solution to a stochastic recurrence equation, the magnitude of the large deviation probabilities is again given by the tail of the maximum summand, but the exact asymptotic tail behavior is also influenced by clusters of extreme values, due to dependencies in the sequence. We apply the large deviation results to study the asymptotic behavior of the ruin probabilities in the model.Comment: Published in at http://dx.doi.org/10.1214/12-AOP782 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org

Convergence to stable laws for multidimensional stochastic recursions: the case of regular matrices

Given a sequence $(M_{n},Q_{n})_{n\ge 1}$ of i.i.d.\ random variables with generic copy $(M,Q) \in GL(d, \R) \times \R^d$, we consider the random difference equation (RDE) $$R_{n}=M_{n}R_{n-1}+Q_{n},$$ $n\ge 1$, and assume the existence of $\kappa >0$ such that \lim_{n \to \infty}(\E{\norm{M_1 ... M_n}^\kappa})^{\frac{1}{n}} = 1 . We prove, under suitable assumptions, that the sequence $S_n = R_1 + ... + R_n$, appropriately normalized, converges in law to a multidimensional stable distribution with index $\kappa$. As a by-product, we show that the unique stationary solution $R$ of the RDE is regularly varying with index $\kappa$, and give a precise description of its tail measure. This extends the prior work http://arxiv.org/abs/1009.1728v3 .Comment: 15 page

Anderson localisation in steady states of microcavity polaritons

We present an experimental signature of the Anderson localisation of microcavity polaritons, and provide a systematic study of the dependence on disorder strength. We reveal a controllable degree of localisation, as characterised by the inverse-participation ratio, by tuning the positional disorder of arrays of interacting mesas. This constitutes the realisation of disorder-induced localisation in a driven-dissipative system. In addition to being an ideal candidate for investigating localisation in this regime, microcavity polaritons hold promise for low-power, ultra-small devices and their localisation could be used as a resource in quantum memory and quantum information processing.Comment: 7 pages, 3 figure

Quantum interference enables constant-time quantum information processing

Science, medicine and engineering demand efficient information processing. It is a long-standing goal to use quantum mechanics to significantly improve such computations. The processing routinely involves examining data as a function of complementary variables, e.g., time and frequency. This is done by the Fourier transform approximations which accurately compute inputs of $2^n$ samples in $O(n 2^n)$ steps. In the quantum domain, an analogous process exists, namely a Fourier transform of quantum amplitudes, which requires exponentially fewer $O(n \log n)$ quantum gates. Here, we report a quantum fractional Kravchuk-Fourier transform, a related process suited to finite string processing. Unlike previous demonstrations, our architecture involves only one gate, resulting in constant-time processing of quantum information. The gate exploits a generalized Hong--Ou--Mandel effect, the basis for quantum-photonic information applications. We perform a proof-of-concept experiment by creation of large photon number states, interfering them on a beam splitter and using photon-counting detection. Existing quantum technologies may scale it up towards diverse applications

Wykorzystanie analizy ABC/XYZ w planowaniu zapasów w przedsiębiorstwie

Utilization of ABC/XYZ analysis in stock planning in the enterprise. Utilization of ABC and XYZ analysis in the process of product stock management in trade enterprise is presented. Basing on the product list and information connected with the sale level, the goods were grouped into categories and priority levels in the decision problem solving were pointed out in order to achieve better financial results.Wykorzystanie analizy ABC/XYZ w planowaniu zapasów w przedsiębiorstwie. Artykuł przedstawia sposób wykorzystania analizy ABC/XYZ do planowania zapasów w przedsiębiorstwie handlowym. Na podstawie wyników analizy pogrupowano towary w dziewięć grup i wskazano wyroby znajdujące się w ofercie, które nie przynoszą oczekiwanych korzyści finansowych. Wydzielone grupy towarów pozwalają określić sposób ich zamawiania skorelowany z popytem