Conditional expectations associated with quantum states

An extension of the conditional expectations (those under a given subalgebra of events and not the simple ones under a single event) from the classical to the quantum case is presented. In the classical case, the conditional expectations always exist; in the quantum case, however, they exist only if a certain weak compatibility criterion is satisfied. This compatibility criterion was introduced among others in a recent paper by the author. Then, state-independent conditional expectations and quantum Markov processes are studied. A classical Markov process is a probability measure, together with a system of random variables, satisfying the Markov property and can equivalently be described by a system of Markovian kernels (often forming a semigroup). This equivalence is partly extended to quantum probabilities. It is shown that a dynamical (semi)group can be derived from a given system of quantum observables satisfying the Markov property, and the group generators are studied. The results are presented in the framework of Jordan operator algebras, and a very general type of observables (including the usual real-valued observables or self-adjoint operators) is considered.Comment: 10 pages, the original publication is available at http://www.aip.or

Detection and Characterization of Exoplanets and Disks using Projections on Karhunen-Loeve Eigenimages

We describe a new method to achieve point spread function (PSF) subtractions for high- contrast imaging using Principal Component Analysis (PCA) that is applicable to both point sources or extended objects (disks). Assuming a library of reference PSFs, a Karhunen-Lo`eve transform of theses references is used to create an orthogonal basis of eigenimages, on which the science target is projected. For detection this approach provides comparable suppression to the Locally Optimized Combination of Images (LOCI) algorithm, albeit with increased robustness to the algorithm parameters and speed enhancement. For characterization of detected sources the method enables forward modeling of astrophysical sources. This alleviates the biases in the astrometry and photometry of discovered faint sources, which are usually associated with LOCI- based PSF subtractions schemes. We illustrate the algorithm performance using archival Hubble Space Telescope (HST) images, but the approach may also be considered for ground-based data acquired with Angular Differential Imaging (ADI) or integral-field spectrographs (IFS).Comment: 12 pages, 4 figure

Determining the Spectral Signature of Spatial Coherent Structures

We applied to an open flow a proper orthogonal decomposition (pod) technique, on 2D snapshots of the instantaneous velocity field, to reveal the spatial coherent structures responsible of the self-sustained oscillations observed in the spectral distribution of time series. We applied the technique to 2D planes out of 3D direct numerical simulations on an open cavity flow. The process can easily be implemented on usual personal computers, and might bring deep insights on the relation between spatial events and temporal signature in (both numerical or experimental) open flows.Comment: 4 page

Gaussian limits for discrepancies. I: Asymptotic results

We consider the problem of finding, for a given quadratic measure of non-uniformity of a set of $N$ points (such as $L_2$ star-discrepancy or diaphony), the asymptotic distribution of this discrepancy for truly random points in the limit $N\to\infty$. We then examine the circumstances under which this distribution approaches a normal distribution. For large classes of non-uniformity measures, a Law of Many Modes in the spirit of the Central Limit Theorem can be derived.Comment: 25 pages, Latex, uses fleqn.sty, a4wide.sty, amsmath.st

Principal manifolds and graphs in practice: from molecular biology to dynamical systems

We present several applications of non-linear data modeling, using principal manifolds and principal graphs constructed using the metaphor of elasticity (elastic principal graph approach). These approaches are generalizations of the Kohonen's self-organizing maps, a class of artificial neural networks. On several examples we show advantages of using non-linear objects for data approximation in comparison to the linear ones. We propose four numerical criteria for comparing linear and non-linear mappings of datasets into the spaces of lower dimension. The examples are taken from comparative political science, from analysis of high-throughput data in molecular biology, from analysis of dynamical systems.Comment: 12 pages, 9 figure

Reliable Eigenspectra for New Generation Surveys

We present a novel technique to overcome the limitations of the applicability of Principal Component Analysis to typical real-life data sets, especially astronomical spectra. Our new approach addresses the issues of outliers, missing information, large number of dimensions and the vast amount of data by combining elements of robust statistics and recursive algorithms that provide improved eigensystem estimates step-by-step. We develop a generic mechanism for deriving reliable eigenspectra without manual data censoring, while utilising all the information contained in the observations. We demonstrate the power of the methodology on the attractive collection of the VIMOS VLT Deep Survey spectra that manifest most of the challenges today, and highlight the improvements over previous workarounds, as well as the scalability of our approach to collections with sizes of the Sloan Digital Sky Survey and beyond.Comment: 7 pages, 3 figures, accepted to MNRA

Bohmian arrival time without trajectories

The computation of detection probabilities and arrival time distributions within Bohmian mechanics in general needs the explicit knowledge of a relevant sample of trajectories. Here it is shown how for one-dimensional systems and rigid inertial detectors these quantities can be computed without calculating any trajectories. An expression in terms of the wave function and its spatial derivative, both restricted to the boundary of the detector's spacetime volume, is derived for the general case, where the probability current at the detector's boundary may vary its sign.Comment: 20 pages, 12 figures; v2: reference added, extended introduction, published versio

Mixtures in non stable Levy processes

We analyze the Levy processes produced by means of two interconnected classes of non stable, infinitely divisible distribution: the Variance Gamma and the Student laws. While the Variance Gamma family is closed under convolution, the Student one is not: this makes its time evolution more complicated. We prove that -- at least for one particular type of Student processes suggested by recent empirical results, and for integral times -- the distribution of the process is a mixture of other types of Student distributions, randomized by means of a new probability distribution. The mixture is such that along the time the asymptotic behavior of the probability density functions always coincide with that of the generating Student law. We put forward the conjecture that this can be a general feature of the Student processes. We finally analyze the Ornstein--Uhlenbeck process driven by our Levy noises and show a few simulation of it.Comment: 28 pages, 3 figures, to be published in J. Phys. A: Math. Ge

A weighted reduced basis method for parabolic PDEs with random data

This work considers a weighted POD-greedy method to estimate statistical outputs parabolic PDE problems with parametrized random data. The key idea of weighted reduced basis methods is to weight the parameter-dependent error estimate according to a probability measure in the set-up of the reduced space. The error of stochastic finite element solutions is usually measured in a root mean square sense regarding their dependence on the stochastic input parameters. An orthogonal projection of a snapshot set onto a corresponding POD basis defines an optimum reduced approximation in terms of a Monte Carlo discretization of the root mean square error. The errors of a weighted POD-greedy Galerkin solution are compared against an orthogonal projection of the underlying snapshots onto a POD basis for a numerical example involving thermal conduction. In particular, it is assessed whether a weighted POD-greedy solutions is able to come significantly closer to the optimum than a non-weighted equivalent. Additionally, the performance of a weighted POD-greedy Galerkin solution is considered with respect to the mean absolute error of an adjoint-corrected functional of the reduced solution.Comment: 15 pages, 4 figure

An extension of Wiener integration with the use of operator theory

With the use of tensor product of Hilbert space, and a diagonalization procedure from operator theory, we derive an approximation formula for a general class of stochastic integrals. Further we establish a generalized Fourier expansion for these stochastic integrals. In our extension, we circumvent some of the limitations of the more widely used stochastic integral due to Wiener and Ito, i.e., stochastic integration with respect to Brownian motion. Finally we discuss the connection between the two approaches, as well as a priori estimates and applications.Comment: 13 page