On the harmonic measure of stable processes

Using three hypergeometric identities, we evaluate the harmonic measure of a finite interval and of its complementary for a strictly stable real L{\'e}vy process. This gives a simple and unified proof of several results in the literature, old and recent. We also provide a full description of the corresponding Green functions. As a by-product, we compute the hitting probabilities of points and describe the non-negative harmonic functions for the stable process killed outside a finite interval

Uniform shrinking and expansion under isotropic Brownian flows

We study some finite time transport properties of isotropic Brownian flows. Under a certain nondegeneracy condition on the potential spectral measure, we prove that uniform shrinking or expansion of balls under the flow over some bounded time interval can happen with positive probability. We also provide a control theorem for isotropic Brownian flows with drift. Finally, we apply the above results to show that under the nondegeneracy condition the length of a rectifiable curve evolving in an isotropic Brownian flow with strictly negative top Lyapunov exponent converges to zero as $t\to \infty$ with positive probability

Associação entre características de desempenho de tilápia-do-nilo ao longo do período de cultivo.

O objetivo deste trabalho foi estimar as herdabilidades e a estrutura de correlações genéticas entre as características de desempenho de tilápia-do-nilo (Oreochromis niloticus) da linhagem GIFT, em diferentes estágios do ciclo de produção. As tilápias foram cultivadas em tanques - rede. Mediu-se ganho em peso diário total, peso vivo e ganho em peso diário, em quatro períodos, com intervalos de aproximadamente 30 dias. Foram realizadas análises unicaracter para as medidas, em todas as biometrias e, nas análises bicaracter, as medidas de mesma característica foram combinadas duas a duas e com o ganho em peso diário total. As estimações de herdabilidade variaram de 0,15 a 0,11 para peso vivo, 0,16 a 0,09 para ganho em peso diário e 0,17 a 0,12 para ganho em peso diário total, nas análises unicaracter. Os valores estimados de correlação genética para peso vivo e ganho em peso diário, associados ao ganho em peso diário total, variaram entre 0,37 a 0,98 e 0,74 a 0,8 respectivamente. A forte associação genética estimada entre peso vivo em biometrias intermediárias e ganho em peso diário total sugere que a seleção para velocidade de crescimento pode ser realizada de forma precoce

Upper estimate of martingale dimension for self-similar fractals

We study upper estimates of the martingale dimension $d_m$ of diffusion processes associated with strong local Dirichlet forms. By applying a general strategy to self-similar Dirichlet forms on self-similar fractals, we prove that $d_m=1$ for natural diffusions on post-critically finite self-similar sets and that $d_m$ is dominated by the spectral dimension for the Brownian motion on Sierpinski carpets.Comment: 49 pages, 7 figures; minor revision with adding a referenc

Well-posedness of the transport equation by stochastic perturbation

We consider the linear transport equation with a globally Holder continuous and bounded vector field. While this deterministic PDE may not be well-posed, we prove that a multiplicative stochastic perturbation of Brownian type is enough to render the equation well-posed. This seems to be the first explicit example of partial differential equation that become well-posed under the influece of noise. The key tool is a differentiable stochastic flow constructed and analysed by means of a special transformation of the drift of Ito-Tanaka type.Comment: Addition of new part

Path Integrals on a Compact Manifold with Non-negative Curvature

A typical path integral on a manifold, $M$ is an informal expression of the form \frac{1}{Z}\int_{\sigma \in H(M)} f(\sigma) e^{-E(\sigma)}\mathcal{D}\sigma, \nonumber where $H(M)$ is a Hilbert manifold of paths with energy $E(\sigma) < \infty$, $f$ is a real valued function on $H(M)$, $\mathcal{D}\sigma$ is a \textquotedblleft Lebesgue measure \textquotedblright and $Z$ is a normalization constant. For a compact Riemannian manifold $M$, we wish to interpret $\mathcal{D}\sigma$ as a Riemannian \textquotedblleft volume form \textquotedblright over $H(M)$, equipped with its natural $G^{1}$ metric. Given an equally spaced partition, ${\mathcal{P}}$ of $[0,1],$ let H_{{\mathcal{P}}%}(M) be the finite dimensional Riemannian submanifold of $H(M)$ consisting of piecewise geodesic paths adapted to $\mathcal{P.}$ Under certain curvature restrictions on $M,$ it is shown that $$\frac{1}{Z_{{\mathcal{P}}}}e^{-{1/2}E(\sigma)}dVol_{H_{{\mathcal{P}}}}(\sigma)\to\rho(\sigma)d\nu(\sigma)\text{as}\mathrm{mesh}({\mathcal{P}})\to0,$$ where $Z_{{\mathcal{P}}}$ is a \textquotedblleft normalization\textquotedblright constant, $E:H(M) \to\lbrack0,\infty)$ is the energy functional, Vol_{H_{{\mathcal{P}}%}} is the Riemannian volume measure on $H_{\mathcal{P}}(M) ,$ $\nu$ is Wiener measure on continuous paths in $M,$ and $\rho$ is a certain density determined by the curvature tensor of $M.

Two refreshing views of Fluctuation Theorems through Kinematics Elements and Exponential Martingale

In the context of Markov evolution, we present two original approaches to obtain Generalized Fluctuation-Dissipation Theorems (GFDT), by using the language of stochastic derivatives and by using a family of exponential martingales functionals. We show that GFDT are perturbative versions of relations verified by these exponential martingales. Along the way, we prove GFDT and Fluctuation Relations (FR) for general Markov processes, beyond the usual proof for diffusion and pure jump processes. Finally, we relate the FR to a family of backward and forward exponential martingales.Comment: 41 pages, 7 figures; version2: 45 pages, 7 figures, minor revisions, new results in Section

Feynman-Kac equation for anomalous processes with space-and time-dependent forces

Invited contribution to the J. Phys. A special issue Emerging Talent

Time separation as a hidden variable to the Copenhagen school of quantum mechanics

The Bohr radius is a space-like separation between the proton and electron in the hydrogen atom. According to the Copenhagen school of quantum mechanics, the proton is sitting in the absolute Lorentz frame. If this hydrogen atom is observed from a different Lorentz frame, there is a time-like separation linearly mixed with the Bohr radius. Indeed, the time-separation is one of the essential variables in high-energy hadronic physics where the hadron is a bound state of the quarks, while thoroughly hidden in the present form of quantum mechanics. It will be concluded that this variable is hidden in Feynman's rest of the universe. It is noted first that Feynman's Lorentz-invariant differential equation for the bound-state quarks has a set of solutions which describe all essential features of hadronic physics. These solutions explicitly depend on the time separation between the quarks. This set also forms the mathematical basis for two-mode squeezed states in quantum optics, where both photons are observable, but one of them can be treated a variable hidden in the rest of the universe. The physics of this two-mode state can then be translated into the time-separation variable in the quark model. As in the case of the un-observed photon, the hidden time-separation variable manifests itself as an increase in entropy and uncertainty.Comment: LaTex 10 pages with 5 figure. Invited paper presented at the Conference on Advances in Quantum Theory (Vaxjo, Sweden, June 2010), to be published in one of the AIP Conference Proceedings serie