On Sampling of stationary increment processes

Under a complex technical condition, similar to such used in extreme value theory, we find the rate q(\epsilon)^{-1} at which a stochastic process with stationary increments \xi should be sampled, for the sampled process \xi(\lfloor\cdot /q(\epsilon)\rfloor q(\epsilon)) to deviate from \xi by at most \epsilon, with a given probability, asymptotically as \epsilon \downarrow0. The canonical application is to discretization errors in computer simulation of stochastic processes.Comment: Published at http://dx.doi.org/10.1214/105051604000000468 in the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org

On overload in a storage model, with a self-similar and infinitely divisible input

Let {X(t)}_{t\ge0} be a locally bounded and infinitely divisible stochastic process, with no Gaussian component, that is self-similar with index H>0. Pick constants \gamma >H and c>0. Let \nu be the L\'evy measure on R^{[0,\infty)} of X, and suppose that R(u)\equiv\nu({y\inR^{[0,\infty)}:supt\ge 0y(t)/(1+ct^{\gamma})>u}) is suitably ``heavy tailed'' as u\to\infty (e.g., subexponential with positive decrease). For the ``storage process'' Y(t)\equiv sup_{s\ge t}(X(s)-X(t)-c(s-t)^{\gamma}), we show that P{sup_{s\in[0,t(u)]}Y(s)>u}\sim P{Y(\hat t(u))>u} as u\to\infty, when 0\le \hat t(u)\le t(u) do not grow too fast with u [e.g., t(u)=o(u^{1/\gamma})]

The Apparent Madness of Crowds: Irrational collective behavior emerging from interactions among rational agents

Standard economic theory assumes that agents in markets behave rationally. However, the observation of extremely large fluctuations in the price of financial assets that are not correlated to changes in their fundamental value, as well as the extreme instance of financial bubbles and crashes, imply that markets (at least occasionally) do display irrational behavior. In this paper, we briefly outline our recent work demonstrating that a market with interacting agents having bounded rationality can display price fluctuations that are {\em quantitatively} similar to those seen in real markets.Comment: 4 pages, 1 figure, to appear in Proceedings of International Workshop on "Econophysics of Stock Markets and Minority Games" (Econophys-Kolkata II), Feb 14-17, 200

Effort and catch estimates for northern and central California marine recreational fisheries, 1981-1986

Nearly 200 species of finfish are taken by the marine recreational fishery along the northern and central California coast. This data report provides estimates of total effort, total catch, and fishery demographics for the years 1981 through 1986 for that fishery. Catch estimate data are presented by number and weight of species, by disposition of the fish caught (e.g. kept or thrown back), by type of access and fishing gear used, and by geographic zone. (311pp.

On Spatial Consensus Formation: Is the Sznajd Model Different from a Voter Model?

In this paper, we investigate the so-called ``Sznajd Model'' (SM) in one dimension, which is a simple cellular automata approach to consensus formation among two opposite opinions (described by spin up or down). To elucidate the SM dynamics, we first provide results of computer simulations for the spatio-temporal evolution of the opinion distribution $L(t)$, the evolution of magnetization $m(t)$, the distribution of decision times $P(\tau)$ and relaxation times $P(\mu)$. In the main part of the paper, it is shown that the SM can be completely reformulated in terms of a linear VM, where the transition rates towards a given opinion are directly proportional to frequency of the respective opinion of the second-nearest neighbors (no matter what the nearest neighbors are). So, the SM dynamics can be reduced to one rule, ``Just follow your second-nearest neighbor''. The equivalence is demonstrated by extensive computer simulations that show the same behavior between SM and VM in terms of $L(t)$, $m(t)$, $P(\tau)$, $P(\mu)$, and the final attractor statistics. The reformulation of the SM in terms of a VM involves a new parameter $\sigma$, to bias between anti- and ferromagnetic decisions in the case of frustration. We show that $\sigma$ plays a crucial role in explaining the phase transition observed in SM. We further explore the role of synchronous versus asynchronous update rules on the intermediate dynamics and the final attractors. Compared to the original SM, we find three additional attractors, two of them related to an asymmetric coexistence between the opposite opinions.Comment: 22 pages, 20 figures. For related publications see http://www.ais.fraunhofer.de/~fran

Inverse problem by Cauchy data on arbitrary subboundary for system of elliptic equations

We consider an inverse problem of determining coefficient matrices in an $N$-system of second-order elliptic equations in a bounded two dimensional domain by a set of Cauchy data on arbitrary subboundary. The main result of the article is as follows: If two systems of elliptic operators generate the same set of partial Cauchy data on an arbitrary subboundary, then the coefficient matrices of the first-order and zero-order terms satisfy the prescribed system of first-order partial differential equations. The main result implies the uniqueness of any two coefficient matrices provided that the one remaining matrix among the three coefficient matrices is known

Fourier continuation methods for high-fidelity simulation of nonlinear acoustic beams

On the basis of recently developed Fourier continuation (FC) methods and associated efficient parallelization techniques, this text introduces numerical algorithms that, due to very low dispersive errors, can accurately and efficiently solve the types of nonlinear partial differential equation (PDE) models of nonlinear acoustics in hundred-wavelength domains as arise in the simulation of focused medical ultrasound. As demonstrated in the examples presented in this text, the FC approach can be used to produce solutions to nonlinear acoustics PDEs models with significantly reduced discretization requirements over those associated with finite-difference, finite-element and finite-volume methods, especially in cases involving waves that travel distances that are orders of magnitude longer than their respective wavelengths. In these examples, the FC methodology is shown to lead to improvements in computing times by factors of hundreds and even thousands over those required by the standard approaches. A variety of one-and two-dimensional examples presented in this text demonstrate the power and capabilities of the proposed methodology, including an example containing a number of scattering centers and nonlinear multiple-scattering events

A note on a gauge-gravity relation and functional determinants

We present a refinement of a recently found gauge-gravity relation between one-loop effective actions: on the gauge side, for a massive charged scalar in 2d dimensions in a constant maximally symmetric electromagnetic field; on the gravity side, for a massive spinor in d-dimensional (Euclidean) anti-de Sitter space. The inclusion of the dimensionally regularized volume of AdS leads to complete mapping within dimensional regularization. In even-dimensional AdS, we get a small correction to the original proposal; whereas in odd-dimensional AdS, the mapping is totally new and subtle, with the `holographic trace anomaly' playing a crucial role.Comment: 6 pages, io