Non-stationary self-similar Gaussian processes as scaling limits of power law shot noise processes and generalizations of fractional Brownian motion

We study shot noise processes with Poisson arrivals and non-stationary noises. The noises are conditionally independent given the arrival times, but the distribution of each noise does depend on its arrival time. We establish scaling limits for such shot noise processes in two situations: 1) the conditional variance functions of the noises have a power law and 2) the conditional noise distributions are piecewise. In both cases, the limit processes are self-similar Gaussian with nonstationary increments. Motivated by these processes, we introduce new classes of self-similar Gaussian processes with non-stationary increments, via the time-domain integral representation, which are natural generalizations of fractional Brownian motions.Published versio

Thermodynamics of Magnetised Kerr-Newman Black Holes

The thermodynamics of a magnetised Kerr-Newman black hole is studied to all orders in the appended magnetic field $B$. The asymptotic properties of the metric and other fields are dominated by the magnetic flux that extends to infinity along the axis, leading to subtleties in the calculation of conserved quantities such as the angular momentum and the mass. We present a detailed discussion of the implementation of a Wald-type procedure to calculate the angular momentum, showing how ambiguities that are absent in the usual asymptotically-flat case may be resolved by the requirement of gauge invariance. We also present a formalism from which we are able to obtain an expression for the mass of the magnetised black holes. The expressions for the mass and the angular momentum are shown to be compatible with the first law of thermodynamics and a Smarr type relation. Allowing the appended magnetic field $B$ to vary results in an extra term in the first law of the form $-\mu dB$ where $\mu$ is interpreted as an induced magnetic moment. Minimising the total energy with respect to the total charge $Q$ at fixed values of the angular momentum and energy of the seed metric allows an investigation of Wald's process. The Meissner effect is shown to hold for electrically neutral extreme black holes. We also present a derivation of the angular momentum for black holes in the four-dimensional STU model, which is ${\cal N}=2$ supergravity coupled to three vector multiplets.Comment: 27 page

Information technology based on visible leds for optical wireless communications

This paper is on a novel use of lighting or signaling devices constructed by light-emitting diodes (LEDs). The idea is on their concurrent use for simultaneous signaling and communications. The visible light from LEDs can be modulated and encoded with audio or data signal. Hence, an LED indicator lamp or traffic light can become an information broadcasting device. Such a system made up of high brightness visible LEDs can provide the function of open space, wireless broadcasting of audio or data signal. An implemented system with experimental results is shown. A portable receiver is designed to demodulate the optically transmitted information. The distance for audio transmission of an LED traffic light can reach over 20m. The optical link employs intensity modulation with direct detection. This concurrent use of LEDs opens up many new applications. © 2004 IEEE.published_or_final_versio

Assessing the Responsiveness of Private Investment to Economic Reforms: The Case of MENA Countries

During the 1980s and the 1990s, private investment in the Middle East and North Africa (MENA) has on average shown a decreasing or stagnant trend. This contrasts with the situation of the Asian economies, where private investment has always been more dynamic. In this paper, it is empirically shown for a panel of 39 developing economies--among which four MENA countries-- that in addition to the traditional determinants of investment--such as the growth anticipations and the real interest rate--government policies explain MENA's low investment rate. Insufficient structural reforms--which have most of the time led to poor financial development and deficient trade openness¬¬--have been a crucial factor for the deficit in private capital formation. The economic uncertainties of the region have represented another factor of the firm's decisions not to invest. These uncertainties have consisted of the external debt burden and various measures of volatility.cerdi