726 research outputs found

    Palm pairs and the general mass-transport principle

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    We consider a lcsc group G acting properly on a Borel space S and measurably on an underlying sigma-finite measure space. Our first main result is a transport formula connecting the Palm pairs of jointly stationary random measures on S. A key (and new) technical result is a measurable disintegration of the Haar measure on G along the orbits. The second main result is an intrinsic characterization of the Palm pairs of a G-invariant random measure. We then proceed with deriving a general version of the mass-transport principle for possibly non-transitive and non-unimodular group operations first in a deterministic and then in its full probabilistic form.Comment: 26 page

    Conditions for suboptimal filter stability in SLAM

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    IEEE/RSJ International Conference on Intelligent Robots and Systems (IROS), 2004, Sendai (Japón)In this article, we show marginal stability in SLAM, guaranteeing convergence to a non-zero mean state error estimate bounded by a constant value. Moreover, marginal stability guarantees also convergence of the Riccati equation of the one-step ahead state error covariance to at least one psd steady state solution. In the search for real time implementations of SLAM, covariance inflation methods produce a suboptimal filter that eventually may lead to the computation of an unbounded state error covariance. We provide tight constraints in the amount of decorrelation possible, to guarantee convergence of the state error covariance, and at the same time, a linear-time implementation of SLAM.This work was supported by the project 'Supervised learning of industrial scenes by means of an active vision equipped mobile robot.' (J-00063).Peer Reviewe

    Tagged particle process in continuum with singular interactions

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    By using Dirichlet form techniques we construct the dynamics of a tagged particle in an infinite particle environment of interacting particles for a large class of interaction potentials. In particular, we can treat interaction potentials having a singularity at the origin, non-trivial negative part and infinite range, as e.g., the Lennard-Jones potential.Comment: 27 pages, proof for conservativity added, tightened presentatio

    Maximizing the Conditional Expected Reward for Reaching the Goal

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    The paper addresses the problem of computing maximal conditional expected accumulated rewards until reaching a target state (briefly called maximal conditional expectations) in finite-state Markov decision processes where the condition is given as a reachability constraint. Conditional expectations of this type can, e.g., stand for the maximal expected termination time of probabilistic programs with non-determinism, under the condition that the program eventually terminates, or for the worst-case expected penalty to be paid, assuming that at least three deadlines are missed. The main results of the paper are (i) a polynomial-time algorithm to check the finiteness of maximal conditional expectations, (ii) PSPACE-completeness for the threshold problem in acyclic Markov decision processes where the task is to check whether the maximal conditional expectation exceeds a given threshold, (iii) a pseudo-polynomial-time algorithm for the threshold problem in the general (cyclic) case, and (iv) an exponential-time algorithm for computing the maximal conditional expectation and an optimal scheduler.Comment: 103 pages, extended version with appendices of a paper accepted at TACAS 201

    On q-Gaussians and Exchangeability

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    The q-Gaussians are discussed from the point of view of variance mixtures of normals and exchangeability. For each q< 3, there is a q-Gaussian distribution that maximizes the Tsallis entropy under suitable constraints. This paper shows that q-Gaussian random variables can be represented as variance mixtures of normals. These variance mixtures of normals are the attractors in central limit theorems for sequences of exchangeable random variables; thereby, providing a possible model that has been extensively studied in probability theory. The formulation provided has the additional advantage of yielding process versions which are naturally q-Brownian motions. Explicit mixing distributions for q-Gaussians should facilitate applications to areas such as option pricing. The model might provide insight into the study of superstatistics.Comment: 14 page

    Pulmonary diffusing capacity disturbances are related to nailfold capillary changes in patients with Raynaud's phenomenon with and without an underlying connective tissue disease

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    PURPOSE: The aim of this study was to evaluate whether pulmonary microvascular damage is part of a more generalized involvement of the microvasculature in the spectrum of scleroderma (Scl)-like syndromes. PATIENTS AND METHODS: We studied four groups of patients, all with Raynaud's phenomenon (RP), distinguished by the extent and nature of their underlying connective tissue disease. Twenty-two patients had primary RP (pRP), another 22 patients had RP and an undifferentiated connective tissue disease (uCTD), 15 patients had Scl, and eight patients had the CREST syndrome (CREST). Pulmonary vascular damage in these groups was assessed by measuring the pulmonary diffusing capacity (T1,CO) and its components: the diffusing capacity of the alveolocapillary membrane (Dm) and the pulmonary capillary blood volume (Vc). Results were compared with morphologic abnormalities of the nailfold capillaries, as determined by nailfold capillary microscopy, and related to the presence of antinuclear antibodies. RESULTS: Vc was below normal in 38% and 43% of patients with pRP and uCTD, respectively (versus 52% in patients with Scl or CREST combined). In contrast, Dm was below normal in only 5% and 26% of patients with pRP and uCTD, respectively (versus 61% in patients with Scl or CREST combined). In patients with Scl and CREST, Dm was significantly decreased as compared with the former groups (p less than 0.01). Dm was also the pulmonary function parameter that correlated most strongly with both nailfold capillary abnormalities and the presence of antinuclear antibodies, whereas Vc did not. CONCLUSION: Early pulmonary involvement in Scl syndromes is functionally characterized by a lowered Dm, correlating with morphologic changes of the nailfold capillaries. Decreased Vc is probably a reflection of RP of the pulmonary vasculature

    Quantum Process Tomography: Resource Analysis of Different Strategies

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    Characterization of quantum dynamics is a fundamental problem in quantum physics and quantum information science. Several methods are known which achieve this goal, namely Standard Quantum Process Tomography (SQPT), Ancilla-Assisted Process Tomography (AAPT), and the recently proposed scheme of Direct Characterization of Quantum Dynamics (DCQD). Here, we review these schemes and analyze them with respect to some of the physical resources they require. Although a reliable figure-of-merit for process characterization is not yet available, our analysis can provide a benchmark which is necessary for choosing the scheme that is the most appropriate in a given situation, with given resources. As a result, we conclude that for quantum systems where two-body interactions are not naturally available, SQPT is the most efficient scheme. However, for quantum systems with controllable two-body interactions, the DCQD scheme is more efficient than other known QPT schemes in terms of the total number of required elementary quantum operations.Comment: 15 pages, 5 figures, published versio

    Condensation in randomly perturbed zero-range processes

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    The zero-range process is a stochastic interacting particle system that exhibits a condensation transition under certain conditions on the dynamics. It has recently been found that a small perturbation of a generic class of jump rates leads to a drastic change of the phase diagram and prevents condensation in an extended parameter range. We complement this study with rigorous results on a finite critical density and quenched free energy in the thermodynamic limit, as well as quantitative heuristic results for small and large noise which are supported by detailed simulation data. While our new results support the initial findings, they also shed new light on the actual (limited) relevance in large finite systems, which we discuss via fundamental diagrams obtained from exact numerics for finite systems.Comment: 18 pages, 6 figure

    On Hilberg's Law and Its Links with Guiraud's Law

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    Hilberg (1990) supposed that finite-order excess entropy of a random human text is proportional to the square root of the text length. Assuming that Hilberg's hypothesis is true, we derive Guiraud's law, which states that the number of word types in a text is greater than proportional to the square root of the text length. Our derivation is based on some mathematical conjecture in coding theory and on several experiments suggesting that words can be defined approximately as the nonterminals of the shortest context-free grammar for the text. Such operational definition of words can be applied even to texts deprived of spaces, which do not allow for Mandelbrot's ``intermittent silence'' explanation of Zipf's and Guiraud's laws. In contrast to Mandelbrot's, our model assumes some probabilistic long-memory effects in human narration and might be capable of explaining Menzerath's law.Comment: To appear in Journal of Quantitative Linguistic

    Urine levels of HMGB1 in Systemic Lupus Erythematosus patients with and without renal manifestations

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    INTRODUCTION: Lupus nephritis (LN) is a severe and frequent manifestation of systemic lupus erythematosus (SLE). Its pathogenesis has not been fully elucidated but immune complexes are considered to contribute to the inflammatory pathology in LN. High Mobility Group Box 1 (HMGB1) is a nuclear non-histone protein which is secreted from different types of cells during activation and/or cell death and may act as a pro-inflammatory mediator, alone or as part of DNA-containing immune complexes in SLE. Urinary excretion of HMGB1 might reflect renal inflammatory injury. To assess whether urinary HMGB1 reflects renal inflammation we determined serum levels of HMGB1 simultaneously with its urinary levels in SLE patients with and without LN in comparison to healthy controls (HC). We also analyzed urinary HMGB1 levels in relation with clinical and serological disease activity. METHODS: The study population consisted of 69 SLE patients and 17 HC. Twenty-one patients had biopsy proven active LN, 15 patients had a history of LN without current activity, and 33 patients had non-renal SLE. Serum and urine levels of HMGB1 were both measured by western blotting. Clinical and serological parameters were assessed according to routine procedures. In 17 patients with active LN a parallel analysis was performed on the expression of HMGB1 in renal biopsies. RESULTS: Serum and urinary levels of HMGB1 were significantly increased in patients with active LN compared to patients without active LN and HC. Similarly, renal tissue of active LN patients showed strong expression of HMGB1 at cytoplasmic and extracellular sites suggesting active release of HMGB1. Serum and urinary levels in patients without active LN were also significantly higher compared to HC. Urinary HMGB1 levels correlated with SLEDAI, and showed a negative correlation with complement C3 and C4. CONCLUSION: Levels of HMGB1 in urine of SLE patients, in particular in those with active LN, are increased and correlate with SLEDAI scores. Renal tissue of LN patients shows increased release of nuclear HMGB1 compared to control renal tissue. HMGB1, although at lower levels, is, however, also present in the urine of patients without active LN. These data suggest that urinary HMGB1 might reflect both local renal inflammation as well as systemic inflammation
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