Parabolic Harnack Inequality and Local Limit Theorem for Percolation Clusters

We consider the random walk on supercritical percolation clusters in the d-dimensional Euclidean lattice. Previous papers have obtained Gaussian heat kernel bounds, and a.s. invariance principles for this process. We show how this information leads to a parabolic Harnack inequality, a local limit theorem and estimates on the Green's function.Comment: 29 page

Existence and space-time regularity for stochastic heat equations on p.c.f. fractals

We define linear stochastic heat equations (SHE) on p.c.f.s.s. sets equipped with regular harmonic structures. We show that if the spectral dimension of the set is less than two, then function-valued "random-field" solutions to these SPDEs exist and are jointly H\"older continuous in space and time. We calculate the respective H\"older exponents, which extend the well-known results on the H\"older exponents of the solution to SHE on the unit interval. This shows that the "curse of dimensionality" of the SHE on $\mathbb{R}^n$ depends not on the geometric dimension of the ambient space but on the analytic properties of the operator through the spectral dimension. To prove these results we establish generic continuity theorems for stochastic processes indexed by these p.c.f.s.s. sets that are analogous to Kolmogorov's continuity theorem. We also investigate the long-time behaviour of the solutions to the fractal SHEs

A Reflected Moving Boundary Problem Driven by Space-Time White Noise

We study a system of two reflected SPDEs which share a moving boundary. The equations describe competition at an interface and are motivated by the modelling of the limit order book in financial markets. The derivative of the moving boundary is given by a function of the two SPDEs in their relative frames. We prove existence and uniqueness for the equations until blow-up, and show that the solution is global when the boundary speed is bounded. We also derive the expected H\"older continuity for the process and hence for the derivative of the moving boundary. Both the case when the spatial domains are given by fixed finite distances from the shared boundary, and when the spatial domains are the semi-infinite intervals on either side of the shared boundary are considered. In the second case, our results require us to further develop the known theory for reflected SPDEs on infinite spatial domains by extending the uniqueness theory and establishing the local H\"older continuity of the solutions

Monte Carlo methods for the valuation of multiple exercise options

We discuss Monte Carlo methods for valuing options with multiple exercise features in discrete time. By extending the recently developed duality ideas for American option pricing we show how to obtain estimates on the prices of such options using Monte Carlo techniques. We prove convergence of our approach and estimate the error. The methods are applied to options in the energy and interest rate derivative markets

Mice that gorged during dietary restriction increased foraging related behaviors and differed in their macronutrient preference when released from restriction

This is an open access article distributed under the terms of the Creative Commons Attribution License, which permits unrestricted use, distribution, reproduction and adaptation in any medium and for any purpose provided that it is properly attributed. For attribution, the original author(s), title, publication source (PeerJ) and either DOI or URL of the article must be cited. Funding This work was funded by the University of Aberdeen. The funders had no role in study design, data collection and analysis, decision to publish, or preparation of the manuscript. Acknowledgements We are grateful for the assistance provided by Caitlin Begley, the animal house staff at the University of Aberdeen, Paula Redman and Nick Fewkes.Peer reviewedPublisher PD

Cleaning sky survey databases using Hough Transform and Renewal String approaches

Large astronomical databases obtained from sky surveys such as the SuperCOSMOS Sky Survey (SSS) invariably suffer from spurious records coming from artefactual effects of the telescope, satellites and junk objects in orbit around earth and physical defects on the photographic plate or CCD. Though relatively small in number these spurious records present a significant problem in many situations where they can become a large proportion of the records potentially of interest to a given astronomer. Accurate and robust techniques are needed for locating and flagging such spurious objects, and we are undertaking a programme investigating the use of machine learning techniques in this context. In this paper we focus on the four most common causes of unwanted records in the SSS: satellite or aeroplane tracks, scratches, fibres and other linear phenomena introduced to the plate, circular halos around bright stars due to internal reflections within the telescope and diffraction spikes near to bright stars. Appropriate techniques are developed for the detection of each of these. The methods are applied to the SSS data to develop a dataset of spurious object detections, along with confidence measures, which can allow these unwanted data to be removed from consideration. These methods are general and can be adapted to other astronomical survey data.Comment: Accepted for MNRAS. 17 pages, latex2e, uses mn2e.bst, mn2e.cls, md706.bbl, shortbold.sty (all included). All figures included here as low resolution jpegs. A version of this paper including the figures can be downloaded from http://www.anc.ed.ac.uk/~amos/publications.html and more details on this project can be found at http://www.anc.ed.ac.uk/~amos/sattrackres.htm