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

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

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

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

Time-Domain Measurement of Broadband Coherent Cherenkov Radiation

We report on further analysis of coherent microwave Cherenkov impulses emitted via the Askaryan mechanism from high-energy electromagnetic showers produced at the Stanford Linear Accelerator Center (SLAC). In this report, the time-domain based analysis of the measurements made with a broadband (nominally 1-18 GHz) log periodic dipole array antenna is described. The theory of a transmit-receive antenna system based on time-dependent effective height operator is summarized and applied to fully characterize the measurement antenna system and to reconstruct the electric field induced via the Askaryan process. The observed radiation intensity and phase as functions of frequency were found to agree with expectations from 0.75-11.5 GHz within experimental errors on the normalized electric field magnitude and the relative phase; 0.039 microV/MHz/TeV and 17 deg, respectively. This is the first time this agreement has been observed over such a broad bandwidth, and the first measurement of the relative phase variation of an Askaryan pulse. The importance of validation of the Askaryan mechanism is significant since it is viewed as the most promising way to detect cosmogenic neutrino fluxes at E > 10^15 eV.Comment: 10 pages, 9 figures, accepted by Phys. Rev.

Cashing in on spinners: Revenue estimates of wild Dolphin-Swim tourism in the Hawaiian Islands

Wild dolphin-swim tourism has grown in specific locations where Hawaiian spinner dolphins (Stenella longirostris) have known resting habitat. The increased growth in dolphin-swim businesses has created an industry in Hawaii that earns an estimated $102 million (USD) annually in 2013. Semi-structured interviews with business owners, market research, and boat-based observations provide a platform for estimating revenue generated from dolphin tourism in two popular locations, Waianae, Oahu and Kailua-Kona, Hawaii Island. A revenue analysis of dolphin-swim tourism is presented using a peak season and utilization rate model. These predictions offer an accountability exercise based on a series of assumptions regarding wild dolphin-swim demand and an annual estimate of the number of viewing participants and revenue earned. The results show that dolphin viewing companies are making a larger profit than dolphin-swim businesses by approximately$19 million (USD) per year, however, both avenues are generating large earnings. Sizable differences between businesses in Kona and Waianae are discussed. The average lifetime revenue generated by a dolphin in 2013 is estimated at $3,364,316 (USD) for Waianae and$1,608,882 (USD) for Kona, and is presented as a first step in scenario analysis for policy makers looking to implement management in the bays where tourism occurs. This study offers the first revenue estimates of spinner dolphin tourism in Hawaii, which can provide context for further discussion on the impact and economic role of the dolphin-swim industry in the state

Shot-noise limited monitoring and phase locking of the motion of a single trapped ion

We perform high-resolution real-time read-out of the motion of a single trapped and laser-cooled Ba ion. By using an interferometric setup we demonstrate shot-noise limited measurement of thermal oscillations with resolution of 4 times the standard quantum limit. We apply the real-time monitoring for phase control of the ion motion through a feedback loop, suppressing the photon recoil-induced phase diffusion. Due to the spectral narrowing in phase-locked mode, the coherent ion oscillation is measured with resolution of about 0.3 times the standard quantum limit

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

Quantum noise and stochastic reduction

In standard nonrelativistic quantum mechanics the expectation of the energy is a conserved quantity. It is possible to extend the dynamical law associated with the evolution of a quantum state consistently to include a nonlinear stochastic component, while respecting the conservation law. According to the dynamics thus obtained, referred to as the energy-based stochastic Schrodinger equation, an arbitrary initial state collapses spontaneously to one of the energy eigenstates, thus describing the phenomenon of quantum state reduction. In this article, two such models are investigated: one that achieves state reduction in infinite time, and the other in finite time. The properties of the associated energy expectation process and the energy variance process are worked out in detail. By use of a novel application of a nonlinear filtering method, closed-form solutions--algebraic in character and involving no integration--are obtained for both these models. In each case, the solution is expressed in terms of a random variable representing the terminal energy of the system, and an independent noise process. With these solutions at hand it is possible to simulate explicitly the dynamics of the quantum states of complicated physical systems.Comment: 50 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