Linear minimum mean square filter for discrete-time linear systems with Markov jumps and multiplicative noises

In this paper we obtain the linear minimum mean square estimator (LMMSE) for discrete-time linear systems subject to state and measurement multiplicative noises and Markov jumps on the parameters. It is assumed that the Markov chain is not available. By using geometric arguments we obtain a Kalman type filter conveniently implementable in a recurrence form. The stationary case is also studied and a proof for the convergence of the error covariance matrix of the LMMSE to a stationary value under the assumption of mean square stability of the system and ergodicity of the associated Markov chain is obtained. It is shown that there exists a unique positive semi-definite solution for the stationary Riccati-like filter equation and, moreover, this solution is the limit of the error covariance matrix of the LMMSE. The advantage of this scheme is that it is very easy to implement and all calculations can be performed offline. (c) 2011 Elsevier Ltd. All rights reserved.

SELF-SIMILARITY AND LAMPERTI CONVERGENCE FOR FAMILIES OF STOCHASTIC PROCESSES

We define a new type of self-similarity for one-parameter families of stochastic processes, which applies to certain important families of processes that are not self-similar in the conventional sense. This includes Hougaard Levy processes such as the Poisson processes, Brownian motions with drift and the inverse Gaussian processes, and some new fractional Hougaard motions defined as moving averages of Hougaard Levy process. Such families have many properties in common with ordinary self-similar processes, including the form of their covariance functions, and the fact that they appear as limits in a Lamperti-type limit theorem for families of stochastic processes.

Improved cure of bacterial vaginosis with single dose of tinidazole (2 g), Lactobacillus rhamnosus GR-1, and Lactobacillus reuteri RC-14: a randomized, double-blind, placebo-controlled trial

Bacterial vaginosis (BV) is the most prevalent vaginal infection worldwide and is characterized by depletion of the indigenous lactobacilli. Antimicrobial therapy is often ineffective. We hypothesized that probiotic Lactobacillus rhamnosus GR-1 and Lactobacillus reuteri RC-14 might provide an adjunct to antimicrobial treatment and improve cure rates. Sixty-four Brazilian women diagnosed with BV were randomly assigned to receive a single dose of tinidazole (2 g) supplemented with either 2 placebo capsules or 2 capsules containing L. rhamnosus GR-1 and L. reuteri RC-14 every morning for the following 4 weeks. At the end of treatment (day 28), the probiotic group had a significantly higher cure rate of BV (87.5%) than the placebo group (50.0%) (p = 0.001). In addition, according to the Gram-stain Nugent score, more women were assessed with ""normal`` vaginal microbiota in the probiotic group (75.0% vs. 34.4% in the placebo group; p = 0.011). This study shows that probiotic lactobacilli can provide benefits to women being treated with antibiotics for an infectious condition.

Atomic Latin squares of order eleven

A Latin square is pan-Hamiltonian if the permutation which defines row i relative to row j consists of a single cycle for every i j. A Latin square is atomic if all of its conjugates are pan-Hamiltonian. We give a complete enumeration of atomic squares for order 11, the smallest order for which there are examples distinct from the cyclic group. We find that there are seven main classes, including the three that were previously known. A perfect 1-factorization of a graph is a decomposition of that graph into matchings such that the union of any two matchings is a Hamiltonian cycle. Each pan-Hamiltonian Latin square of order n describes a perfect 1-factorization of Kn,n, and vice versa. Perfect 1-factorizations of Kn,n can be constructed from a perfect 1-factorization of Kn+1. Six of the seven main classes of atomic squares of order 11 can be obtained in this way. For each atomic square of order 11, we find the largest set of Mutually Orthogonal Latin Squares (MOLS) involving that square. We discuss algorithms for counting orthogonal mates, and discover the number of orthogonal mates possessed by the cyclic squares of orders up to 11 and by Parker's famous turn-square. We find that the number of atomic orthogonal mates possessed by a Latin square is not a main class invariant. We also define a new sort of Latin square, called a pairing square, which is mapped to its transpose by an involution acting on the symbols. We show that pairing squares are often orthogonal mates for symmetric Latin squares. Finally, we discover connections between our atomic squares and Franklin's diagonally cyclic self-orthogonal squares, and we correct a theorem of Longyear which uses tactical representations to identify self-orthogonal Latin squares in the same main class as a given Latin square.

Pair correlations in a finite-temperature 1D Bose gas

We calculate the two-particle local correlation for an interacting 1D Bose gas at finite temperature and classify various physical regimes. We present the exact numerical solution by using the Yang-Yang equations and Hellmann-Feynman theorem and develop analytical approaches. Our results draw prospects for identifying the regimes of coherent output of an atom laser, and of finite-temperature “fermionization” through the measurement of the rates of two-body inelastic processes, such as photoassociation.

Fault-tolerant quantum computation with cluster states

The one-way quantum computing model introduced by Raussendorf and Briegel [Phys. Rev. Lett. 86, 5188 (2001)] shows that it is possible to quantum compute using only a fixed entangled resource known as a cluster state, and adaptive single-qubit measurements. This model is the basis for several practical proposals for quantum computation, including a promising proposal for optical quantum computation based on cluster states [M. A. Nielsen, Phys. Rev. Lett. (to be published), quant-ph/0402005]. A significant open question is whether such proposals are scalable in the presence of physically realistic noise. In this paper we prove two threshold theorems which show that scalable fault-tolerant quantum computation may be achieved in implementations based on cluster states, provided the noise in the implementations is below some constant threshold value. Our first threshold theorem applies to a class of implementations in which entangling gates are applied deterministically, but with a small amount of noise. We expect this threshold to be applicable in a wide variety of physical systems. Our second threshold theorem is specifically adapted to proposals such as the optical cluster-state proposal, in which nondeterministic entangling gates are used. A critical technical component of our proofs is two powerful theorems which relate the properties of noisy unitary operations restricted to act on a subspace of state space to extensions of those operations acting on the entire state space. We expect these theorems to have a variety of applications in other areas of quantum-information science.

Quantum symmetries and the Weyl–Wigner product of group representations

In the usual formulation of quantum mechanics, groups of automorphisms of quantum states have ray representations by unitary and antiunitary operators on complex Hilbert space, in accordance with Wigner's theorem. In the phase-space formulation, they have real, true unitary representations in the space of square-integrable functions on phase space. Each such phase-space representation is a Weyl–Wigner product of the corresponding Hilbert space representation with its contragredient, and these can be recovered by 'factorizing' the Weyl–Wigner product. However, not every real, unitary representation on phase space corresponds to a group of automorphisms, so not every such representation is in the form of a Weyl–Wigner product and can be factorized. The conditions under which this is possible are examined. Examples are presented.

Matrix elements of U(2n) generators in a multishell spin-orbit basis. I. The del-operator MEs in a two-shell composite Gelfand-Paldus basis

This is the first in a series of three articles which aimed to derive the matrix elements of the U(2n) generators in a multishell spin-orbit basis. This is a basis appropriate to many-electron systems which have a natural partitioning of the orbital space and where also spin-dependent terms are included in the Hamiltonian. The method is based on a new spin-dependent unitary group approach to the many-electron correlation problem due to Gould and Paldus [M. D. Gould and J. Paldus, J. Chem. Phys. 92, 7394, (1990)]. In this approach, the matrix elements of the U(2n) generators in the U(n) x U(2)-adapted electronic Gelfand basis are determined by the matrix elements of a single Ll(n) adjoint tensor operator called the del-operator, denoted by Delta(j)(i) (1 less than or equal to i, j less than or equal to n). Delta or del is a polynomial of degree two in the U(n) matrix E = [E-j(i)]. The approach of Gould and Paldus is based on the transformation properties of the U(2n) generators as an adjoint tensor operator of U(n) x U(2) and application of the Wigner-Eckart theorem. Hence, to generalize this approach, we need to obtain formulas for the complete set of adjoint coupling coefficients for the two-shell composite Gelfand-Paldus basis. The nonzero shift coefficients are uniquely determined and may he evaluated by the methods of Gould et al. [see the above reference]. In this article, we define zero-shift adjoint coupling coefficients for the two-shell composite Gelfand-Paldus basis which are appropriate to the many-electron problem. By definition, these are proportional to the corresponding two-shell del-operator matrix elements, and it is shown that the Racah factorization lemma applies. Formulas for these coefficients are then obtained by application of the Racah factorization lemma. The zero-shift adjoint reduced Wigner coefficients required for this procedure are evaluated first. All these coefficients are needed later for the multishell case, which leads directly to the two-shell del-operator matrix elements. Finally, we discuss an application to charge and spin densities in a two-shell molecular system. (C) 1998 John Wiley & Sons.

Matrix elements of U(2n) generators in a multishell spin-orbit basis. III. General formulas

This is the third and final article in a series directed toward the evaluation of the U(2n) generator matrix elements (MEs) in a multishell spin/orbit basis. Such a basis is required for many-electron systems possessing a partitioned orbital space and where spin-dependence is important. The approach taken is based on the transformation properties of the U(2n) generators as an adjoint tensor operator of U(n) x U(2) and application of the Wigner-Eckart theorem. A complete set of adjoint coupling coefficients for the two-shell composite Gelfand-Paldus basis (which is appropriate to the many-electron problem) were obtained in the first and second articles of this series. Ln the first article we defined zero-shift coupling coefficients. These are proportional to the corresponding two-shell del-operator matrix elements. See P. J. Burton and and M. D. Gould, J. Chem. Phys., 104, 5112 (1996), for a discussion of the del-operator and its properties. Ln the second article of the series, the nonzero shift coupling coefficients were derived. Having obtained all the necessary coefficients, we now apply the formalism developed above to obtain the U(2n) generator MEs in a multishell spin-orbit basis. The methods used are based on the work of Gould et al. (see the above reference). (C) 1998 John Wiley & Sons, Inc.

Long-term risk of first recurrent stroke in the Perth Community Stroke Study

Background and Purpose-Few community-based studies have examined the long-term risk of recurrent stroke after an acute first-ever stroke. This study aimed to determine the absolute and relative risks of a first recurrent stroke over the first 5 years after a first-ever stroke and the predictors of such recurrence in a population-based series of people with first-ever stroke in Perth, Western Australia. Methods-Between February 1989 and August 1990, all people with a suspected acute stroke or transient ischemic attack of the brain who were resident in a geographically defined region of Perth, Western Australia, with a population of 138 708 people, were registered prospectively and assessed according to standardized diagnostic criteria. Patients were followed up prospectively at 4 months, 12 months, and 5 years after the index event. Results-Three hundred seventy patients with a first-ever stroke were registered, of whom 351 survived >2 days. Data were available for 98% of the cohort at 5 years, by which time 199 patients (58%) had died and 52 (15%) had experienced a recurrent stroke, 12 (23%) of which were fatal within 28 days. The 5-year cumulative risk of first recurrent stroke was 22.5% (95% confidence limits [CL], 16.8%, 28.1%). The risk of recurrent stroke was greatest in the first 6 months after stroke, at 8.8% (95% CL, 5.4%, 12.1%). After adjustment for age and sex, the prognostic factors for recurrent stroke were advanced, but not extreme, age (75 to 84 years) (hazard ratio [HR], 2.6; 95% CL, 1.1, 6.2), hemorrhagic index stroke (HR, 2.1; 95% CL, 0.98, 4.4), and diabetes mellitus (HR, 2.1; 95% CL, 0.95, 4.4). Conclusions-Approximately 1 in 6 survivors (15%) of a first-ever stroke experience a recurrent stroke over the next 5 years, of which 25% are fatal within 28 days. The pathological subtype of the recurrent stroke is the same as that of the index stroke in 88% of cases. The predictors of first recurrent stroke in this study were advanced age, hemorrhagic index stroke, and diabetes mellitus, but numbers of recurrent events were modest. Because the risk of recurrent stroke is highest (8.8%) in the first 6 months after stroke, strategies for secondary prevention should be initiated as soon as possible after the index event.

Cyclotron effective masses in layered metals

Many layered metals such as quasi-two-dimensional organic molecular crystals show properties consistent with a Fermi-liquid description at low temperatures. The effective masses extracted from the temperature dependence of the magnetic oscillations observed in these materials are in the range, m(c)*/m(e) similar to 1 - 7, suggesting that these systems are strongly correlated. However, the ratio m(c)*/m(e) contains both the renormalization due to the electron-electron interaction and the periodic potential of the lattice. We show that for any quasi-two-dimensional band structure, the cyclotron mass is proportional to the density-of-states at the Fermi energy. Due to Luttinger's theorem, this result is also valid in the presence of interactions. We then evaluate m(c) for several model band structures for the beta, kappa, and theta families of (BEDT-TTF)(2)X, where BEDT-TTF is bis-(ethylenedithia-tetrathiafulvalene) and X is an anion. We find that for kappa-(BEDT-TTF)(2)X, the cyclotron mass of the beta orbit, m(c)*(beta) is close to 2 m(c)*(alpha), where m(c)*(alpha) is the effective mass of the alpha orbit. This result is fairly insensitive to the band-structure details. For a wide range of materials we compare values of the cyclotron mass deduced from band-structure calculations to values deduced from measurements of magnetic oscillations and the specific-heat coefficient gamma.

Five-year survival after first-ever stroke and related prognostic factors in the Perth Community Stroke Study

Background and Purpose-Few community-based studies have examined the long-term survival and prognostic factors for death within 5 years after an acute first-ever stroke. This study aimed to determine the absolute and relative survival and the independent baseline prognostic Factors for death over the next 5 years among all individuals and among 30-day survivors after a first-ever stroke in a population of Perth, Western Australia. Methods-Between February 1989 and August 1990, all individuals with a suspected acute stroke or transient ischemic attack of the brain who were resident in a geographically defined region of Perth, Western Australia, with a population of 138 708 people, were registered prospectively and assessed according to standardized diagnostic criteria. Patients were followed up prospectively at 4 months, 12 months, and 5 years after the index event. Results-Three hundred seventy patients with first-ever stroke were registered, and 362 (98%) were followed up at 5 years, by which time 210 (58%) had died. In the first year after stroke the risk of death was 36.5% (95% CI, 31.5% to 41.4%), which was 10-fold (95% CI, 8.3% to 11.7%) higher than that expected among the general population of the same age and sex. The most common cause of death was the index stroke (64%). Between 1 and 5 years after stroke, the annual risk of death was approximately 10% per year, which was approximately 2-fold greater than expected, and the most common cause of death was cardiovascular disease (41%). The independent baseline factors among 30-day survivors that predicted death over 5 years were intermittent clandication (hazard ratio [WR], 1.9; 95% CI, 1.2 to 2.9), urinary incontinence (HR, 2.0; 95% CI, 1.3 to 3.0), previous transient ischemic attack (HR, 2.4; 95% CT, 1.3 to 4.1), and prestroke Barthel Index <20/20 (HR, 2.0, 95% CI, 1.3 to 3.2). Conclusions-One-year survivors of first-ever stroke continue to die over the next 4 years at a rate of approximately 10% per year, which is twice the rate expected among the general population of the same age and sex. The most common cause of death is cardiovascular disease. Long-term survival after stroke may be improved by early, active, and sustained implementation of effective strategies for preventing subsequent cardiovascular events.

Probability of axillary node involvement in patients with tubular carcinoma of the breast

The aim of this study was to investigate the frequency of axillary metastasis in women with tubular carcinoma (TC) of the breast. Women who underwent axillary dissection for TC in the Western Sydney area (1984-1995) were identified retrospectively through a search of computerized records. A centralized pathology review was performed and tumours were classified as pure tubular (22) or mixed tubular (nine), on the basis of the invasive component containing 90 per cent or more, or 75-90 per cent tubule formation respectively. A Medline search of the literature was undertaken to compile a collective series (20 studies with a total of 680 patients) to address the frequency of nodal involvement in TC. A quantitative meta-analysis was used to combine the results of these studies. The overall frequency of nodal metastasis was five of 31 (16 per cent); one of 22 pure tubular and four of nine mixed tumours (P = 0.019). None of the tumours with a diameter of 10 mm or less (n = 16) had nodal metastasis compared with five of 15 larger tumours (P = 0.018). The meta-analysis of 680 women showed an overall frequency of nodal metastasis in TC of 13.8 (95 per cent confidence interval 9.3-18.3) per cent. The frequency of nodal involvement was 6.6 (1.7-11.4) per cent in pure TC (n = 244) and 25.0 (12.5-37.6) per cent in mixed TC (n = 149). A case may be made for observing the clinically negative axilla in women with a small TC (10 mm or less in diameter).

On the minimality of the p-harmonic map - x/vertical bar x vertical bar : B-n -> Sn-1

We prove that for any real number p with 1 p less than or equal to n - 1, the map x/\x\ : B-n --> Sn-1 is the unique minimizer of the p-energy functional integral(Bn) \delu\(p) dx among all maps in W-1,W-p (B-n, Sn-1) with boundary value x on phiB(n).