First passage distributions for long memory processes

We study the distribution of first passage time for Levy type anomalous diffusion. A fractional Fokker-Planck equation framework is introduced.For the zero drift case, using fractional calculus an explicit analytic solution for the first passage time density function in terms of Fox or H-functions is given. The asymptotic behaviour of the density function is discussed. For the nonzero drift case, we obtain an expression for the Laplace transform of the first passage time density function, from which the mean first passage time and variance are derived

Search for gravitational waves from Scorpius X-1 in the second Advanced LIGO observing run with an improved hidden Markov model

We present results from a semicoherent search for continuous gravitational waves from the low-mass x-ray binary Scorpius X-1, using a hidden Markov model (HMM) to track spin wandering. This search improves on previous HMM-based searches of LIGO data by using an improved frequency domain matched filter, the J-statistic, and by analyzing data from Advanced LIGO’s second observing run. In the frequency range searched, from 60 to 650 Hz, we find no evidence of gravitational radiation. At 194.6 Hz, the most sensitive search frequency, we report an upper limit on gravitational wave strain (at 95% confidence) of h^95%_0 = 3.47×10−25 when marginalizing over source inclination angle. This is the most sensitive search for Scorpius X-1, to date, that is specifically designed to be robust in the presence of spin wandering