Predictability of band-limited, high-frequency, and mixed processes in the presence of ideal low-pass filters

Pathwise predictability of continuous time processes is studied in deterministic setting. We discuss uniform prediction in some weak sense with respect to certain classes of inputs. More precisely, we study possibility of approximation of convolution integrals over future time by integrals over past time. We found that all band-limited processes are predictable in this sense, as well as high-frequency processes with zero energy at low frequencies. It follows that a process of mixed type still can be predicted if an ideal low-pass filter exists for this process.Comment: 10 page

Solvability of Kolmogorov-Fokker-Planck equations for vector jump processes and occupation time on hypersurfaces

We study occupation time on hypersurface for Markov n-dimensional jump processes. Solvability and uniqueness of integro-differential Kolmogorov-Fokker-Planck with generalized functions in coefficients are investigated. Then these results are used to show that the occupation time on hypersurfaces does exist for the jump processes as a limit in variance for a wide class of piecewise smooth hypersurfaces, including some fractal type and moving surfaces. An analog of the Meyer-Tanaka formula is presented

Universal estimate of the gradient for parabolic equations

We suggest a modification of the estimate for weighted Sobolev norms of solutions of parabolic equations such that the matrix of the higher order coefficients is included into the weight for the gradient. More precisely, we found the upper limit estimate that can be achieved by variations of the zero order coefficient. As an example of applications, an asymptotic estimate was obtained for the gradient at initial time. The constant in the estimates is the same for all possible choices of the dimension, domain, time horizon, and the coefficients of the parabolic equation. As an another example of application, existence and regularity results are obtained for parabolic equations with time delay for the gradient.Comment: 15 page

Mechanism for the Suppression of Intermediate-Mass Black Holes

A model for the formation of supermassive primordial black holes in galactic nuclei with the simultaneous suppression of the formation of intermediate-mass black holes is presented. A bimodal mass function for black holes formed through phase transitions in a model with a "Mexican hat" potential has been found. The classical motion of the phase of a complex scalar field during inflation has been taken into account. Possible observational manifestations of primordial black holes in galaxies and constraints on their number are discussed.Comment: 12 pages, 2 figure

Gravitational Wave Bursts from Collisions of Primordial Black Holes in Clusters

The rate of gravitational wave bursts from the mergers of massive primordial black holes in clusters is calculated. Such clusters of black holes can be formed through phase transitions in the early Universe. The central black holes in clusters can serve as the seeds of supermassive black holes in galactic nuclei. The expected burst detection rate by the LISA gravitational wave detector is estimated.Comment: 10 pages, 2 figure

Gamma Ray Bursts from the Evolved Galactic Nuclei

A new cosmological scenario for the origin of gamma ray bursts (GRBs) is proposed. In our scenario, a highly evolved central core in the dense galactic nucleus is formed containing a subsystem of compact stellar remnants (CSRs), such as neutron stars and black holes. Those subsystems result from the dynamical evolution of dense central stellar clusters in the galactic nuclei through merging of stars, thereby forming (as has been realized by many authors) the short-living massive stars and then CSRs. We estimate the rate of random CSR collisions in the evolved galactic nuclei by taking into account, similar to Quinlan & Shapiro (1987), the dissipative encounters of CSRs, mainly due to radiative losses of gravitational waves, which results in the formation of intermediate short-living binaries, with further coalescence of the companions to produce GRBs. We also consider how the possible presence of a central supermassive black hole, formed in a highly evolved galactic nucleus, influences the CSR binary formation. This scenario does not postulate ad hoc a required number of tight binary neutron stars in the galaxies. Instead, it gives, for the most realistic parameters of the evolved nuclei, the expected rate of GRBs consistent with the observed one, thereby explaining the GRB appearance in a natural way of the dynamical evolution of galactic nuclei. In addition, this scenario provides an opportunity for a cosmological GRB recurrence, previously considered to be a distinctive feature of GRBs of a local origin only. We also discuss some other observational tests of the proposed scenario.Comment: 25 pages, LATEX, uses aasms4.sty, accepted by Ap

Swift J164449.3+573451 event: generation in the collapsing star cluster?

We discuss the multiband energy release in a model of a collapsing galactic nucleus, and we try to interpret the unique super-long cosmic gamma-ray event Swift J164449.3+573451 (GRB 110328A by early classification) in this scenario. Neutron stars and stellar-mass black holes can form evolutionary a compact self-gravitating subsystem in the galactic center. Collisions and merges of these stellar remnants during an avalanche contraction and collapse of the cluster core can produce powerful events in different bands due to several mechanisms. Collisions of neutron stars and stellar-mass black holes can generate gamma-ray bursts (GRBs) similar to the ordinary models of short GRB origin. The bright peaks during the first two days may also be a consequence of multiple matter supply (due to matter release in the collisions) and accretion onto the forming supermassive black hole. Numerous smaller peaks and later quasi-steady radiation can arise from gravitational lensing, late accretion of gas onto the supermassive black hole, and from particle acceleration by shock waves. Even if this model will not reproduce exactly all the Swift J164449.3+573451 properties in future observations, such collapses of galactic nuclei can be available for detection in other events.Comment: 7 pages, replaced by the final versio

Supernovae - Optical Precursors of Short Gamma-Ray Bursts

The probability of observing "supernova - gamma-ray burst" (GRB) pair events and recurrent GRBs from one galaxy in a time interval of several years has been estimated. Supernova explosions in binary systems accompanied by the formation of a short-lived pair of compact objects can be the sources of such events. If a short GRB is generated during the collision of a pair, then approximately each of ~300 short GRBs with redshift z must have an optical precursor - a supernova in the observer's time interval <2(1+z)yr. If the supernova explosion has the pattern of a hypernova, then a successive observation of long and short GRBs is possible. The scenario for the generation of multiple GRBs in collapsing galactic nuclei is also discussed.Comment: 12 pages, 1 figure; this paper has the e-precursor arXiv:1101.3298 [astro-ph.HE

On strong causal binomial approximation for stochastic processes

This paper considers binomial approximation of continuous time stochastic processes. It is shown that, under some mild integrability conditions, a process can be approximated in mean square sense and in other strong metrics by binomial processes, i.e., by processes with fixed size binary increments at sampling points. Moreover, this approximation can be causal, i.e., at every time it requires only past historical values of the underlying process. In addition, possibility of approximation of solutions of stochastic differential equations by solutions of ordinary equations with binary noise is established. Some consequences for the financial modelling and options pricing models are discussed