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.

Decay to equilibrium for jump processes with heavy tails

The case is made for a more careful analysis of the large time asymptotic of infinite particle systems in the thermodynamic limit beyond zero density. The insufficiency of current analysis even in the model case of free particles is demonstrated. Recent advances based on more sophisticated analytical tools like functions of mean variation and Hardy spaces are sketched.

Persistence and photochemical decay of springtime total ozone anomalies in the Canadian Middle Atmosphere Model

The persistence and decay of springtime total ozone anomalies over the entire extratropics (midlatitudes plus polar regions) is analysed using results from the Canadian Middle Atmosphere Model (CMAM), a comprehensive chemistry-climate model. As in the observations, interannual anomalies established through winter and spring persist with very high correlation coefficients (above 0.8) through summer until early autumn, while decaying in amplitude as a result of photochemical relaxation in the quiescent summertime stratosphere. The persistence and decay of the ozone anomalies in CMAM agrees extremely well with observations, even in the southern hemisphere when the model is run without heterogeneous chemistry (in which case there is no ozone hole and the seasonal cycle of ozone is quite different from observations). However in a version of CMAM with strong vertical diffusion, the northern hemisphere anomalies decay far too rapidly compared to observations. This shows that ozone anomaly persistence and decay does not depend on how the springtime anomalies are created or on their magnitude, but reflects the transport and photochemical decay in the model. The seasonality of the long-term trends over the entire extratropics is found to be explained by the persistence of the interannual anomalies, as in the observations, demonstrating that summertime ozone trends reflect winter/spring trends rather than any change in summertime ozone chemistry. However this mechanism fails in the northern hemisphere midlatitudes because of the relatively large impact, compared to observations, of the CMAM polar anomalies. As in the southern hemisphere, the influence of polar ozone loss in CMAM increases the midlatitude summertime loss, leading to a relatively weak seasonal dependence of ozone loss in the Northern Hemisphere compared to the observations.

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.

The Brownian traveller on manifolds

We study the inuence of the intrinsic curvature on the large time behaviour of the heat equation in a tubular neighbourhood of an unbounded geodesic in a two-dimensional Riemannian manifold. Since we consider killing boundary conditions, there is always an exponential-type decay for the heat semigroup. We show that this exponential-type decay is slower for positively curved manifolds comparing to the at case. As the main result, we establish a sharp extra polynomial-type decay for the heat semigroup on negatively curved manifolds comparing to the at case. The proof employs the existence of Hardy-type inequalities for the Dirichlet Laplacian in the tubular neighbourhoods on negatively curved manifolds and the method of self-similar variables and weighted Sobolev spaces for the heat equation.

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.

Novel single trial movement classification based on temporal dynamics of EEG

Various complex oscillatory processes are involved in the generation of the motor command. The temporal dynamics of these processes were studied for movement detection from single trial electroencephalogram (EEG). Autocorrelation analysis was performed on the EEG signals to find robust markers of movement detection. The evolution of the autocorrelation function was characterised via the relaxation time of the autocorrelation by exponential curve fitting. It was observed that the decay constant of the exponential curve increased during movement, indicating that the autocorrelation function decays slowly during motor execution. Significant differences were observed between movement and no moment tasks. Additionally, a linear discriminant analysis (LDA) classifier was used to identify movement trials with a peak accuracy of 74%.

Excitation and decay of solar-wind driven flows in the magnetosphere-ionosphere system

Basic concepts of the form of high-latitude ionospheric flows and their excitation and decay are discussed in the light of recent high time-resolution measurements made by ground-based radars. It is first pointed out that it is in principle impossible to adequately parameterize these flows by any single quantity derived from concurrent interplanetary conditions. Rather, even at its simplest, the flow must be considered to consist of two basic time-dependent components. The first is the flow driven by magnetopause coupling processes alone, principally by dayside reconnection. These flows may indeed be reasonably parameterized in terms of concurrent near-Earth interplanetary conditions, principally by the interplanetary magnetic field (IMF) vector. The second is the flow driven by tail reconnection alone. As a first approximation these flows may also be parameterized in terms of interplanetary conditions, principally the north-south component of the IMF, but with a delay in the flow response of around 30-60 min relative to the IMF. A delay in the tail response of this order must be present due to the finite speed of information propagation in the system, and we show how "growth" and "decay" of the field and flow configuration then follow as natural consequences. To discuss the excitation and decay of the two reconnection-driven components of the flow we introduce that concept of a flow-free equilibrium configuration for a magnetosphere which contains a given (arbitrary) amount of open flux. Reconnection events act either to create or destroy open flux, thus causing departures of the system from the equilibrium configuration. Flow is then excited which moves the system back towards equilibrium with the changed amount of open flux. We estimate that the overall time scale associated with the excitation and decay of the flow is about 15 min. The response of the system to both impulsive (flux transfer event) and continuous reconnection is discussed in these terms.

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.

Uniform factorial decay estimate for the remainder of rough Taylor expansion

We establish an uniform factorial decay estimate for the Taylor approximation of solutions to controlled differential equations. Its proof requires a factorial decay estimate for controlled paths which is interesting in its own right.

Translation, decay and splitting of Agulhas rings in the southeastern Atlantic Ocean

All Agulhas rings that were spawned at the Agulhas retrofiec- tion between 1993 and 1996 (a total of 21 rings) have been monitored using TOPEX/Poseidon satellite altimetry and followed as they moved through the southeastern Atlantic Ocean, decayed, interacted with bottom topography and each other, or dissipated completely. Rings preferentially crossed the Walvis Ridge at its deepest parts. After having crossed this ridge they have lower translational speeds, and their decay rate decreases markedly. Half the decay of long-lived rings takes place in the first 5 months of their lifetimes. In addition to the strong decay of rings in the Cape Basin, about one third of the observed rings do not seem to leave this region at all but totally disintegrate here. The interaction of rings with bottom topography, in particular with the Verna Seamount, is shown frequently to cause splitting of rings. This will enhance mixing of the rings' Indian Ocean water into that of the southern Atlantic. This localized mixing may well provide a considerable source of warm and salty Indian Ocean water into the Atlantic overturning circulation.

Carpenter Syndrome: Extended RAB23 Mutation Spectrum and Analysis of Nonsense-mediated mRNA Decay

Carpenter syndrome, a rare autosomal recessive disorder characterized by a combination of craniosynostosis, polysyndactyly, obesity, and other congenital malformations, is caused by mutations in RAB23, encoding a member of the Rab-family of small GTPases. In 15 out of 16 families previously reported, the disease was caused by homozygosity for truncating mutations, and currently only a single missense mutation has been identified in a compound heterozygote. Here, we describe a further 8 independent families comprising 10 affected individuals with Carpenter syndrome, who were positive for mutations in RAB23. We report the first homozygous missense mutation and in-frame deletion, highlighting key residues for RAB23 function, as well as the first splice-site mutation. Multi-suture craniosynostosis and polysyndactyly have been present in all patients described to date, and abnormal external genitalia have been universal in boys. High birth weight was not evident in the current group of patients, but further evidence for laterality defects is reported. No genotype-phenotype correlations are apparent. We provide experimental evidence that transcripts encoding truncating mutations are subject to nonsense-mediated decay, and that this plays an important role in the pathogenesis of many RAB23 mutations. These observations refine the phenotypic spectrum of Carpenter syndrome and offer new insights into molecular pathogenesis. (C) 2011 Wiley-Liss, Inc.