Theory for correlation functions of processes driven by external colored noise

We study steady-state correlation functions of nonlinear stochastic processes driven by external colored noise. We present a methodology that provides explicit expressions of correlation functions approximating simultaneously short- and long-time regimes. The non-Markov nature is reduced to an effective Markovian formulation, and the nonlinearities are treated systematically by means of double expansions in high and low frequencies. We also derive some exact expressions for the coefficients of these expansions for arbitrary noise by means of a generalization of projection-operator techniques.

Cross section of a resonant-mass detector for scalar gravitational waves

Gravitationally coupled scalar fields, originally introduced by Jordan, Brans and Dicke to account for a non-constant gravitational coupling, are a prediction of many non-Einsteinian theories of gravity not excluding perturbative formulations of string theory. In this paper, we compute the cross sections for scattering and absorption of scalar and tensor gravitational waves by a resonant-mass detector in the framework of the Jordan-Brans-Dicke theory. The results are then specialized to the case of a detector of spherical shape and shown to reproduce those obtained in general relativity in a certain limit. Eventually we discuss the potential detectability of scalar waves emitted in a spherically symmetric gravitational collapse.

Superconducting p-branes and extremal black holes

In Einstein-Maxwell theory, magnetic flux lines are "expelled" from a black hole as extremality is approached, in the sense that the component of the field strength normal to the horizon goes to zero. Thus, extremal black holes are found to exhibit the sort of ¿Meissner effect¿ which is characteristic of superconducting media. We review some of the evidence for this effect and present new evidence for it using recently found black hole solutions in string theory and Kaluza-Klein theory. We also present some new solutions, which arise naturally in string theory, which are non-superconducting extremal black holes. We present a nice geometrical interpretation of these effects derived by looking carefully at the higher dimensional configurations from which the lower dimensional black hole solutions are obtained. We show that other extremal solitonic objects in string theory (such as p-branes) can also display superconducting properties. In particular, we argue that the relativistic London equation will hold on the world volume of ¿light¿ superconducting p-branes (which are embedded in flat space), and that minimally coupled zero modes will propagate in the adS factor of the near-horizon geometries of "heavy," or gravitating, superconducting p-branes.

Interaccion among systems of finite size in predictive relativistic mechanics I. General framework

We derive a Hamiltonian formulation for the three-dimensional formalism of predictive relativistic mechanics. This Hamiltonian structure is used to derive a set of dynamical equations describing the interaction among systems in perturbation theory.

Scattering of quantum particles by gravitational plane waves

We consider the coupling of quantum massless and massive scalar particles with exact gravitational plane waves. The cross section for scattering of the quantum particles by the waves is shown to coincide with the classical cross section for scattering of geodesics. The expectation value of the scalar field stress tensor between scattering states diverges at the points where classical test particles focus after colliding with the wave. This indicates that back-reaction effects cannot be ignored for plane waves propagating in the presence of quantum particles and that classical singularities are likely to develop.

Genetic basis and variable phenotypic expression of Kallmann syndrome: towards a unifying theory.

Idiopathic hypogonadotropic hypogonadism (IHH) is defined by absent or incomplete puberty and characterised biochemically by low levels of sex steroids, with low or inappropriately normal gonadotropin hormones. IHH is frequently accompanied by non-reproductive abnormalities, most commonly anosmia, which is present in 50-60% of cases and defines Kallmann syndrome. The understanding of IHH has undergone rapid evolution, both in respect of genetics and breadth of phenotype. Once considered in monogenic Mendelian terms, it is now more coherently understood as a complex genetic condition. Oligogenic and complex genetic-environmental interactions have now been identified, with physiological and environmental factors interacting in genetically susceptible individuals to alter the clinical course and phenotype. These potentially link IHH to ancient evolutionary pressures on the ancestral human genome.

Estimation of the correlation structure of crustal velocity heterogeneity from seismic reflection data

Numerous sources of evidence point to the fact that heterogeneity within the Earth's deep crystalline crust is complex and hence may be best described through stochastic rather than deterministic approaches. As seismic reflection imaging arguably offers the best means of sampling deep crustal rocks in situ, much interest has been expressed in using such data to characterize the stochastic nature of crustal heterogeneity. Previous work on this problem has shown that the spatial statistics of seismic reflection data are indeed related to those of the underlying heterogeneous seismic velocity distribution. As of yet, however, the nature of this relationship has remained elusive due to the fact that most of the work was either strictly empirical or based on incorrect methodological approaches. Here, we introduce a conceptual model, based on the assumption of weak scattering, that allows us to quantitatively link the second-order statistics of a 2-D seismic velocity distribution with those of the corresponding processed and depth-migrated seismic reflection image. We then perform a sensitivity study in order to investigate what information regarding the stochastic model parameters describing crustal velocity heterogeneity might potentially be recovered from the statistics of a seismic reflection image using this model. Finally, we present a Monte Carlo inversion strategy to estimate these parameters and we show examples of its application at two different source frequencies and using two different sets of prior information. Our results indicate that the inverse problem is inherently non-unique and that many different combinations of the vertical and lateral correlation lengths describing the velocity heterogeneity can yield seismic images with the same 2-D autocorrelation structure. The ratio of all of these possible combinations of vertical and lateral correlation lengths, however, remains roughly constant which indicates that, without additional prior information, the aspect ratio is the only parameter describing the stochastic seismic velocity structure that can be reliably recovered.

Non-constant discounting in finite horizon: The free terminal time case

This paper derives the HJB (Hamilton-Jacobi-Bellman) equation for sophisticated agents in a finite horizon dynamic optimization problem with non-constant discounting in a continuous setting, by using a dynamic programming approach. A simple example is used in order to illustrate the applicability of this HJB equation, by suggesting a method for constructing the subgame perfect equilibrium solution to the problem.Conditions for the observational equivalence with an associated problem with constantdiscounting are analyzed. Special attention is paid to the case of free terminal time. Strotz¿s model (an eating cake problem of a nonrenewable resource with non-constant discounting) is revisited.

Discrete analysis of dividend payments in a non-life insurance portfolio

The process of free reserves in a non-life insurance portfolio as defined in the classical model of risk theory is modified by the introduction of dividend policies that set maximum levels for the accumulation of reserves. The first part of the work formulates the quantification of the dividend payments via the expectation of their current value under diferent hypotheses. The second part presents a solution based on a system of linear equations for discrete dividend payments in the case of a constant dividend barrier, illustrated by solving a specific case.

Properties of a risk measure derived from ruin theory

This paper studies a risk measure inherited from ruin theory and investigates some of its properties. Specifically, we consider a value-at-risk (VaR)-type risk measure defined as the smallest initial capital needed to ensure that the ultimate ruin probability is less than a given level. This VaR-type risk measure turns out to be equivalent to the VaR of the maximal deficit of the ruin process in infinite time. A related Tail-VaR-type risk measure is also discussed.

Planning under partial observability by classical replanning: theory and experiments

Planning with partial observability can be formulated as a non-deterministic search problem in belief space. The problem is harder than classical planning as keeping track of beliefs is harder than keeping track of states, and searching for action policies is harder than searching for action sequences. In this work, we develop a framework for partial observability that avoids these limitations and leads to a planner that scales up to larger problems. For this, the class of problems is restricted to those in which 1) the non-unary clauses representing the uncertainty about the initial situation are nvariant, and 2) variables that are hidden in the initial situation do not appear in the body of conditional effects, which are all assumed to be deterministic. We show that such problems can be translated in linear time into equivalent fully observable non-deterministic planning problems, and that an slight extension of this translation renders the problem solvable by means of classical planners. The whole approach is sound and complete provided that in addition, the state-space is connected. Experiments are also reported.

Integrability and non-integrability of periodic non-autonomous Lyness recurrences (revised and enlarged version)

This paper studies non-autonomous Lyness type recurrences of the form xn+2 = (an+xn+1)=xn, where fang is a k-periodic sequence of positive numbers with primitive period k. We show that for the cases k 2 f1; 2; 3; 6g the behavior of the sequence fxng is simple (integrable) while for the remaining cases satisfying this behavior can be much more complicated (chaotic). We also show that the cases where k is a multiple of 5 present some di erent features.

Investigation of classical epidemiological links between patients harbouring identical, non-predominant meticillin-resistant Staphylococcus aureus genotypes and lessons for epidemiological tracking.

According to molecular epidemiology theory, two isolates belong to the same chain of transmission if they are similar according to a highly discriminatory molecular typing method. This has been demonstrated in outbreaks, but is rarely studied in endemic situations. Person-to-person transmission cannot be established when isolates of meticillin-resistant Staphylococcus aureus (MRSA) belong to endemically predominant genotypes. By contrast, isolates of infrequent genotypes might be more suitable for epidemiological tracking. The objective of the present study was to determine, in newly identified patients harbouring non-predominant MRSA genotypes, whether putative epidemiological links inferred from molecular typing could replace classical epidemiology in the context of a regional surveillance programme. MRSA genotypes were defined using double-locus sequence typing (DLST) combining clfB and spa genes. A total of 1,268 non-repetitive MRSA isolates recovered between 2005 and 2006 in Western Switzerland were typed: 897 isolates (71%) belonged to four predominant genotypes, 231 (18%) to 55 non-predominant genotypes, and 140 (11%) were unique. Obvious epidemiological links were found in only 106/231 (46%) patients carrying isolates with non-predominant genotypes suggesting that molecular surveillance identified twice as many clusters as those that may have been suspected with classical epidemiological links. However, not all of these molecular clusters represented person-to-person transmission. Thus, molecular typing cannot replace classical epidemiology but is complementary. A prospective surveillance of MRSA genotypes could help to target epidemiological tracking in order to recognise new risk factors in hospital and community settings, or emergence of new epidemic clones.

Reconstruction of the join time-delay Doppler-scale reflectivity density in the wide-band regime. A frame theory based approach

The inverse scattering problem concerning the determination of the joint time-delayDoppler-scale reflectivity density characterizing continuous target environments is addressed by recourse to the generalized frame theory. A reconstruction formula,involving the echoes of a frame of outgoing signals and its corresponding reciprocalframe, is developed. A ‘‘realistic’’ situation with respect to the transmission ofa finite number of signals is further considered. In such a case, our reconstruction formula is shown to yield the orthogonal projection of the reflectivity density onto a subspace generated by the transmitted signals.