Extended factorizations of exponential functionals of Lévy processes

Pardo, Patie, and Savov derived, under mild conditions, a Wiener-Hopf type factorization for the exponential functional of proper Lévy processes. In this paper, we extend this factorization by relaxing a finite moment assumption as well as by considering the exponential functional for killed Lévy processes. As a by-product, we derive some interesting fine distributional properties enjoyed by a large class of this random variable, such as the absolute continuity of its distribution and the smoothness, boundedness or complete monotonicity of its density. This type of results is then used to derive similar properties for the law of maxima and first passage time of some stable Lévy processes. Thus, for example, we show that for any stable process with $\rho\in(0,\frac{1}{\alpha}-1]$, where $\rho\in[0,1]$ is the positivity parameter and $\alpha$ is the stable index, then the first passage time has a bounded and non-increasing density on $\mathbb{R}_+$. We also generate many instances of integral or power series representations for the law of the exponential functional of Lévy processes with one or two-sided jumps. The proof of our main results requires different devices from the one developed by Pardo, Patie, Savov. It relies in particular on a generalization of a transform recently introduced by Chazal et al together with some extensions to killed Lévy process of Wiener-Hopf techniques. The factorizations developed here also allow for further applications which we only indicate here also allow for further applications which we only indicate here.

A Wiener-Hopf type factorization for the exponential functional of Levy processes

For a Lévy process ξ=(ξt)t≥0 drifting to −∞, we define the so-called exponential functional as follows: Formula Under mild conditions on ξ, we show that the following factorization of exponential functionals: Formula holds, where × stands for the product of independent random variables, H− is the descending ladder height process of ξ and Y is a spectrally positive Lévy process with a negative mean constructed from its ascending ladder height process. As a by-product, we generate an integral or power series representation for the law of Iξ for a large class of Lévy processes with two-sided jumps and also derive some new distributional properties. The proof of our main result relies on a fine Markovian study of a class of generalized Ornstein–Uhlenbeck processes, which is itself of independent interest. We use and refine an alternative approach of studying the stationary measure of a Markov process which avoids some technicalities and difficulties that appear in the classical method of employing the generator of the dual Markov process.

Flow-induced morphological instability of a mushy layer

A morphological instability of a mushy layer due to a forced flow in the melt is analysed. The instability is caused by flow induced in the mushy layer by Bernoulli suction at the crests of a sinusoidally perturbed mush–melt interface. The flow in the mushy layer advects heat away from crests which promotes solidification. Two linear stability analyses are presented: the fundamental mechanism for instability is elucidated by considering the case of uniform flow of an inviscid melt; a more complete analysis is then presented for the case of a parallel shear flow of a viscous melt. The novel instability mechanism we analyse here is contrasted with that investigated by Gilpin et al. (1980) and is found to be more potent for the case of newly forming sea ice.

Approximation by harmonic polynomials in star-shaped domains and exponential convergence of Trefftz hp-dGFEM

We study the approximation of harmonic functions by means of harmonic polynomials in two-dimensional, bounded, star-shaped domains. Assuming that the functions possess analytic extensions to a delta-neighbourhood of the domain, we prove exponential convergence of the approximation error with respect to the degree of the approximating harmonic polynomial. All the constants appearing in the bounds are explicit and depend only on the shape-regularity of the domain and on delta. We apply the obtained estimates to show exponential convergence with rate O(exp(−b square root N)), N being the number of degrees of freedom and b>0, of a hp-dGFEM discretisation of the Laplace equation based on piecewise harmonic polynomials. This result is an improvement over the classical rate O(exp(−b cubic root N )), and is due to the use of harmonic polynomial spaces, as opposed to complete polynomial spaces.

The role of statistical learning in the acquisition of motion event construal in a second language

Learning to talk about motion in a second language is very difficult because it involves restructuring deeply entrenched patterns from the first language (Slobin 1996). In this paper we argue that statistical learning (Saffran et al. 1997) can explain why L2 learners are only partially successful in restructuring their second language grammars. We explore to what extent L2 learners make use of two mechanisms of statistical learning, entrenchment and pre-emption (Boyd and Goldberg 2011) to acquire target-like expressions of motion and retreat from overgeneralisation in this domain. Paying attention to the frequency of existing patterns in the input can help learners to adjust the frequency with which they use path and manner verbs in French but is insufficient to acquire the boundary crossing constraint (Slobin and Hoiting 1994) and learn what not to say. We also look at the role of language proficiency and exposure to French in explaining the findings.

Plane wave discontinuous Galerkin methods: exponential convergence of the hp-version

We consider the two-dimensional Helmholtz equation with constant coefficients on a domain with piecewise analytic boundary, modelling the scattering of acoustic waves at a sound-soft obstacle. Our discretisation relies on the Trefftz-discontinuous Galerkin approach with plane wave basis functions on meshes with very general element shapes, geometrically graded towards domain corners. We prove exponential convergence of the discrete solution in terms of number of unknowns.

Verbs in space: axis and direction of motion norms for 299 English verbs

A strong body of work has explored the interaction between visual perception and language comprehension; for example, recent studies exploring predictions from embodied cognition have focused particularly on the common representation of sensory—motor and semantic information. Motivated by this background, we provide a set of norms for the axis and direction of motion implied in 299 English verbs, collected from approximately 100 native speakers of British English. Until now, there have been no freely available norms of this kind for a large set of verbs that can be used in any area of language research investigating the semantic representation of motion. We have used these norms to investigate the interaction between language comprehension and low-level visual processes involved in motion perception, validating the norming procedure’s ability to capture the motion content of individual verbs. Supplemental materials for this study may be downloaded from brm.psychonomic-journals.org/content/supplemental.

On the initiation of surface waves by turbulent shear flow

An analytical model is developed for the initial stage of surface wave generation at an air-water interface by a turbulent shear flow in either the air or in the water. The model treats the problem of wave growth departing from a flat interface and is relevant for small waves whose forcing is dominated by turbulent pressure fluctuations. The wave growth is predicted using the linearised and inviscid equations of motion, essentially following Phillips [Phillips, O.M., 1957. On the generation of waves by turbulent wind. J. Fluid Mech. 2, 417-445], but the pressure fluctuations that generate the waves are treated as unsteady and related to the turbulent velocity field using the rapid-distortion treatment of Durbin [Durbin, P.A., 1978. Rapid distortion theory of turbulent flows. PhD thesis, University of Cambridge]. This model, which assumes a constant mean shear rate F, can be viewed as the simplest representation of an oceanic or atmospheric boundary layer. For turbulent flows in the air and in the water producing pressure fluctuations of similar magnitude, the waves generated by turbulence in the water are found to be considerably steeper than those generated by turbulence in the air. For resonant waves, this is shown to be due to the shorter decorrelation time of turbulent pressure in the air (estimated as proportional to 1/Gamma), because of the higher shear rate existing in the air flow, and due to the smaller length scale of the turbulence in the water. Non-resonant waves generated by turbulence in the water, although being somewhat gentler, are still steeper than resonant waves generated by turbulence in the air. Hence, it is suggested that turbulence in the water may have a more important role than previously thought in the initiation of the surface waves that are subsequently amplified by feedback instability mechanisms.

The integration of figurative language and static depictions: an eye movement study of fictive motion

Do we view the world differently if it is described to us in figurative rather than literal terms? An answer to this question would reveal something about both the conceptual representation of figurative language and the scope of top-down influences oil scene perception. Previous work has shown that participants will look longer at a path region of a picture when it is described with a type of figurative language called fictive motion (The road goes through the desert) rather than without (The road is in the desert). The current experiment provided evidence that such fictive motion descriptions affect eye movements by evoking mental representations of motion. If participants heard contextual information that would hinder actual motion, it influenced how they viewed a picture when it was described with fictive motion. Inspection times and eye movements scanning along the path increased during fictive motion descriptions when the terrain was first described as difficult (The desert is hilly) as compared to easy (The desert is flat); there were no such effects for descriptions without fictive motion. It is argued that fictive motion evokes a mental simulation of motion that is immediately integrated with visual processing, and hence figurative language can have a distinct effect on perception. (c) 2005 Elsevier B.V. All rights reserved.

Humans ignore motion and stereo cues in favor of a fictional stable world

As we move through the world, our eyes acquire a sequence of images. The information from this sequence is sufficient to determine the structure of a three-dimensional scene, up to a scale factor determined by the distance that the eyes have moved [1, 2]. Previous evidence shows that the human visual system accounts for the distance the observer has walked [3,4] and the separation of the eyes [5-8] when judging the scale, shape, and distance of objects. However, in an immersive virtual-reality environment, observers failed to notice when a scene expanded or contracted, despite having consistent information about scale from both distance walked and binocular vision. This failure led to large errors in judging the size of objects. The pattern of errors cannot be explained by assuming a visual reconstruction of the scene with an incorrect estimate of interocular separation or distance walked. Instead, it is consistent with a Bayesian model of cue integration in which the efficacy of motion and disparity cues is greater at near viewing distances. Our results imply that observers are more willing to adjust their estimate of interocular separation or distance walked than to accept that the scene has changed in size.

Movement time for motion-impaired users assisted by force-feedback: effects of movement amplitude, target width and gravity well width

This paper presents a study investigating how the performance of motion-impaired computer users in point and click tasks varies with target distance (A), target width (W), and force-feedback gravity well width (GWW). Six motion-impaired users performed point and click tasks across a range of values for A, W, and GWW. Times were observed to increase with A, and to decrease with W. Times also improved with GWW, and, with the addition of a gravity well, a greater improvement was observed for smaller targets than for bigger ones. It was found that Fitts Law gave a good description of behaviour for each value of GWW, and that gravity wells reduced the effect of task difficulty on performance. A model based on Fitts Law is proposed, which incorporates the effect of GWW on movement time. The model accounts for 88.8% of the variance in the observed data.

Accommodative instability: relationship to progression of early onset myopia

Background: In a previous study, we demonstrated that children with early onset myopia had greater instability of accommodation than a group of emmetropic children. Since that study was correlational, we were unable to determine the causal relationship between this and myopic progression. To address this, we examined the children two years later. We predicted that if accommodative instability was causing the myopic progression, instability at Visit 1 should predict the refractive error at Visit 2. Additionally, instability at Visit 1 should predict myopic progression. Methods: Thirteen myopic and 16 emmetropic children were included in the analysis. Dynamic measures of accommodation were made using eccentric photorefraction (PowerRefractor) while children viewed targets set at three distances (accommodative demands), namely, 0.25 metres (4.00 D demand), 0.5 metres (2.00 D demand) and 4.00 metres (0.25 D demand). Results: Both refractive error and accommodative instability at Visit 1 were highly correlated with the same measures at Visit 2. Children with myopia showed greater instability of accommodation (0.38 D) than children with emmetropia (0.26 D) at the 4.00 D target on Visit 1 and this instability of accommodation weakly predicted myopic progression. Conclusions: The results presented in the present study suggest that instability of accommodation accompanies myopic progression, although a casual relationship cannot be established.