Spreading dynamics on spatially constrained complex brain networks

The study of dynamical systems defined on complex networks provides a natural framework with which to investigate myriad features of neural dynamics and has been widely undertaken. Typically, however, networks employed in theoretical studies bear little relation to the spatial embedding or connectivity of the neural networks that they attempt to replicate. Here, we employ detailed neuroimaging data to define a network whose spatial embedding represents accurately the folded structure of the cortical surface of a rat brain and investigate the propagation of activity over this network under simple spreading and connectivity rules. By comparison with standard network models with the same coarse statistics, we show that the cortical geometry influences profoundly the speed of propagation of activation through the network. Our conclusions are of high relevance to the theoretical modelling of epileptic seizure events and indicate that such studies which omit physiological network structure risk simplifying the dynamics in a potentially significant way

On inversions and Doob hh-transforms of linear diffusions

Let $X$ be a regular linear diffusion whose state space is an open interval $E\subseteq\mathbb{R}$. We consider a diffusion $X^*$ which probability law is obtained as a Doob $h$-transform of the law of $X$, where $h$ is a positive harmonic function for the infinitesimal generator of $X$ on $E$. This is the dual of $X$ with respect to $h(x)m(dx)$ where $m(dx)$ is the speed measure of $X$. Examples include the case where $X^*$ is $X$ conditioned to stay above some fixed level. We provide a construction of $X^*$ as a deterministic inversion of $X$, time changed with some random clock. The study involves the construction of some inversions which generalize the Euclidean inversions. Brownian motion with drift and Bessel processes are considered in details.Comment: 19 page

Transfer Entropy as a Log-likelihood Ratio

Transfer entropy, an information-theoretic measure of time-directed information transfer between joint processes, has steadily gained popularity in the analysis of complex stochastic dynamics in diverse fields, including the neurosciences, ecology, climatology and econometrics. We show that for a broad class of predictive models, the log-likelihood ratio test statistic for the null hypothesis of zero transfer entropy is a consistent estimator for the transfer entropy itself. For finite Markov chains, furthermore, no explicit model is required. In the general case, an asymptotic chi-squared distribution is established for the transfer entropy estimator. The result generalises the equivalence in the Gaussian case of transfer entropy and Granger causality, a statistical notion of causal influence based on prediction via vector autoregression, and establishes a fundamental connection between directed information transfer and causality in the Wiener-Granger sense

Product structure of heat phase space and branching Brownian motion

A generical formalism for the discussion of Brownian processes with non-constant particle number is developed, based on the observation that the phase space of heat possesses a product structure that can be encoded in a commutative unit ring. A single Brownian particle is discussed in a Hilbert module theory, with the underlying ring structure seen to be intimately linked to the non-differentiability of Brownian paths. Multi-particle systems with interactions are explicitly constructed using a Fock space approach. The resulting ring-valued quantum field theory is applied to binary branching Brownian motion, whose Dyson-Schwinger equations can be exactly solved. The presented formalism permits the application of the full machinery of quantum field theory to Brownian processes.Comment: 32 pages, journal version. Annals of Physics, N.Y. (to appear

Karhunen-Loeve representation of stochastic ocean waves

A new stochastic representation of a seastate is developed based on the Karhunen–Loeve spectral decomposition of stochastic signals and the use of Slepian prolate spheroidal wave functions with a tunable bandwidth parameter. The new representation allows the description of stochastic ocean waves in terms of a few independent sources of uncertainty when the traditional representation of a seastate in terms of Fourier series requires an order of magnitude more independent components. The new representation leads to parsimonious stochastic models of the ambient wave kinematics and of the nonlinear loads and responses of ships and offshore platforms. The use of the new representation is discussed for the derivation of critical wave episodes, the derivation of up-crossing rates of nonlinear loads and responses and the joint stochastic representation of correlated wave and wind profiles for use in the design of fixed or floating offshore wind turbines. The forecasting is also discussed of wave elevation records and vessel responses for use in energy yield enhancement of compliant floating wind turbines.ALSTOM (Firm)Ente nazionale per l'energia elettricab_TE

Entanglement of macroscopic test masses and the Standard Quantum Limit in laser interferometry

We show that the generation of entanglement of two heavily macroscopic mirrors with masses of up to several kilograms are feasible with state of the art techniques of high-precision laser interferometry. The basis of such a demonstration would be a Michelson interferometer with suspended mirrors and simultaneous homodyne detections at both interferometer output ports. We present the connection between the generation of entanglement and the Standard Quantum Limit (SQL) for a free mass. The SQL is a well-known reference limit in operating interferometers for gravitational-wave detection and provides a measure of when macroscopic entanglement can be observed in the presence of realistic decoherence processes

Comparison of Stochastic Methods for the Variability Assessment of Technology Parameters

This paper provides and compares two alternative solutions for the simulation of cables and interconnects with the inclusion of the effects of parameter uncertainties, namely the Polynomial Chaos (PC) method and the Response Surface Modeling (RSM). The problem formulation applies to the telegraphers equations with stochastic coefficients. According to PC, the solution requires an expansion of the unknown parameters in terms of orthogonal polynomials of random variables. On the contrary, RSM is based on a least-square polynomial fitting of the system response. The proposed methods offer accuracy and improved efficiency in computing the parameter variability effects on system responses with respect to the conventional Monte Carlo approach. These approaches are validated by means of the application to the stochastic analysis of a commercial multiconductor flat cable. This analysis allows us to highlight the respective advantages and disadvantages of the presented method

Wiener algebra for the quaternions

We define and study the counterpart of the Wiener algebra in the quaternionic setting, both for the discrete and continuous case. We prove a Wiener-L\'evy type theorem and a factorization theorem. We give applications to Toeplitz and Wiener-Hopf operators

Multiple G-It\^{o} integral in the G-expectation space

In this paper, motivated by mathematic finance we introduce the multiple G-It\^{o} integral in the G-expectation space, then investigate how to calculate. We get the the relationship between Hermite polynomials and multiple G-It\^{o} integrals which is a natural extension of the classical result obtained by It\^{o} in 1951.Comment: 9 page

Multivariate Granger Causality and Generalized Variance

Granger causality analysis is a popular method for inference on directed interactions in complex systems of many variables. A shortcoming of the standard framework for Granger causality is that it only allows for examination of interactions between single (univariate) variables within a system, perhaps conditioned on other variables. However, interactions do not necessarily take place between single variables, but may occur among groups, or "ensembles", of variables. In this study we establish a principled framework for Granger causality in the context of causal interactions among two or more multivariate sets of variables. Building on Geweke's seminal 1982 work, we offer new justifications for one particular form of multivariate Granger causality based on the generalized variances of residual errors. Taken together, our results support a comprehensive and theoretically consistent extension of Granger causality to the multivariate case. Treated individually, they highlight several specific advantages of the generalized variance measure, which we illustrate using applications in neuroscience as an example. We further show how the measure can be used to define "partial" Granger causality in the multivariate context and we also motivate reformulations of "causal density" and "Granger autonomy". Our results are directly applicable to experimental data and promise to reveal new types of functional relations in complex systems, neural and otherwise.Comment: added 1 reference, minor change to discussion, typos corrected; 28 pages, 3 figures, 1 table, LaTe