Convergence of U-statistics for interacting particle systems

The convergence of U-statistics has been intensively studied for estimators based on families of i.i.d. random variables and variants of them. In most cases, the independence assumption is crucial [Lee90, de99]. When dealing with Feynman-Kac and other interacting particle systems of Monte Carlo type, one faces a new type of problem. Namely, in a sample of N particles obtained through the corresponding algorithms, the distributions of the particles are correlated -although any finite number of them is asymptotically independent with respect to the total number N of particles. In the present article, exploiting the fine asymptotics of particle systems, we prove convergence theorems for U-statistics in this framework

A Backward Particle Interpretation of Feynman-Kac Formulae

We design a particle interpretation of Feynman-Kac measures on path spaces based on a backward Markovian representation combined with a traditional mean field particle interpretation of the flow of their final time marginals. In contrast to traditional genealogical tree based models, these new particle algorithms can be used to compute normalized additive functionals "on-the-fly" as well as their limiting occupation measures with a given precision degree that does not depend on the final time horizon. We provide uniform convergence results w.r.t. the time horizon parameter as well as functional central limit theorems and exponential concentration estimates. We also illustrate these results in the context of computational physics and imaginary time Schroedinger type partial differential equations, with a special interest in the numerical approximation of the invariant measure associated to $h$-processes

On the Stability and the Approximation of Branching Distribution Flows, with Applications to Nonlinear Multiple Target Filtering

We analyse the exponential stability properties of a class of measure-valued equations arising in nonlinear multi-target filtering problems. We also prove the uniform convergence properties w.r.t. the time parameter of a rather general class of stochastic filtering algorithms, including sequential Monte Carlo type models and mean eld particle interpretation models. We illustrate these results in the context of the Bernoulli and the Probability Hypothesis Density filter, yielding what seems to be the first results of this kind in this subject

On the spectrum of a matrix model for the D=11 supermembrane compactified on a torus with non-trivial winding

The spectrum of the Hamiltonian of the double compactified D=11 supermembrane with non-trivial central charge or equivalently the non-commutative symplectic super Maxwell theory is analyzed. In distinction to what occurs for the D=11 supermembrane in Minkowski target space where the bosonic potential presents string-like spikes which render the spectrum of the supersymmetric model continuous, we prove that the potential of the bosonic compactified membrane with non-trivial central charge is strictly positive definite and becomes infinity in all directions when the norm of the configuration space goes to infinity. This ensures that the resolvent of the bosonic Hamiltonian is compact. We find an upper bound for the asymptotic distribution of the eigenvalues.Comment: 11 pages, LaTe

Degenerate neutrinos from a supersymmetric A_4 model

We investigate the supersymmetric A_4 model recently proposed by Babu, Ma and Valle. The model naturally gives quasi-degenerate neutrinos that are bi-largely mixed, in agreement with observations. Furthermore, the mixings in the quark sector are constrained to be small, making it a complete model of the flavor structure. Moreover, it has the interesting property that CP-violation in the leptonic sector is maximal (unless vanishing). The model exhibit a close relation between the slepton and lepton sectors and we derive the slepton spectra that are compatible with neutrino data and the present bounds on flavor-violating charged lepton decays. The prediction for the branching ratio of the decay tau -> mu gamma has a lower limit of 10^{-9}. In addition, the overall neutrino mass scale is constrained to be larger than 0.3 eV. Thus, the model will be tested in the very near future.Comment: 11 pages, 6 figures. Talk given at the International Workshop on Astroparticle and High Energy Physics (AHEP), Valencia, Spain, 14-18 Oct. 200

On Chern-Simons Quivers and Toric Geometry

We discuss a class of 3-dimensional N=4 Chern-Simons (CS) quiver gauge models obtained from M-theory compactifications on singular complex 4-dimensional hyper-Kahler (HK) manifolds, which are realized explicitly as a cotangent bundle over two-Fano toric varieties V^2. The corresponding CS gauge models are encoded in quivers similar to toric diagrams of V^2. Using toric geometry, it is shown that the constraints on CS levels can be related to toric equations determining V^2.Comment: 14pg, 1 Figure, late

Forest resampling for distributed sequential Monte Carlo

This paper brings explicit considerations of distributed computing architectures and data structures into the rigorous design of Sequential Monte Carlo (SMC) methods. A theoretical result established recently by the authors shows that adapting interaction between particles to suitably control the Effective Sample Size (ESS) is sufficient to guarantee stability of SMC algorithms. Our objective is to leverage this result and devise algorithms which are thus guaranteed to work well in a distributed setting. We make three main contributions to achieve this. Firstly, we study mathematical properties of the ESS as a function of matrices and graphs that parameterize the interaction amongst particles. Secondly, we show how these graphs can be induced by tree data structures which model the logical network topology of an abstract distributed computing environment. Thirdly, we present efficient distributed algorithms that achieve the desired ESS control, perform resampling and operate on forests associated with these trees

Transverse momentum fluctuations and percolation of strings

The behaviour of the transverse momentum fluctuations with the centrality of the collision shown by the Relativistic Heavy Ion Collider data is naturally explained by the clustering of color sources. In this framework, elementary color sources --strings-- overlap forming clusters, so the number of effective sources is modified. These clusters decay into particles with mean transverse momentum that depends on the number of elementary sources that conform each cluster, and the area occupied by the cluster. The transverse momentum fluctuations in this approach correspond to the fluctuations of the transverse momentum of these clusters, and they behave essentially as the number of effective sources.Comment: 16 pages, RevTex, 4 postscript figures. Enhanced version. New figure

Supersymmetric exact sequence, heat kernel and super KdV hierarchy

We introduce the free N=1 supersymmetric derivation ring and prove the existence of an exact sequence of supersymmetric rings and linear transformations. We apply necessary and sufficient conditions arising from this exact supersymmetric sequence to obtain the essential relations between conserved quantities, gradients and the N=1 super KdV hierarchy. We combine this algebraic approach with an analytic analysis of the super heat operator.We obtain the explicit expression for the Green's function of the super heat operator in terms of a series expansion and discuss its properties. The expansion is convergent under the assumption of bounded bosonic and fermionic potentials. We show that the asymptotic expansion when $t\to0^+$ of the Green's function for the super heat operator evaluated over its diagonal generates all the members of the N=1 super KdV hierarchy.Comment: 20 pages, to be published in JM