Abstract Characteristic Function

The characteristic function for a contraction is a classical complete unitary invariant devised by Sz.-Nagy and Foias. Just as a contraction is related to the Szego kernel k(S)(z, w) = ( 1 - z(w)over bar)- 1 for |z|, |w| < 1, by means of (1/k(S))( T, T *) = 0, we consider an arbitrary open connected domain Omega in C(n), a kernel k on Omega so that 1/k is a polynomial and a tuple T = (T(1), T(2), ... , T(n)) of commuting bounded operators on a complex separable Hilbert spaceHsuch that (1/k)( T, T *) >= 0. Under some standard assumptions on k, it turns out that whether a characteristic function can be associated with T or not depends not only on T, but also on the kernel k. We give a necessary and sufficient condition. When this condition is satisfied, a functional model can be constructed. Moreover, the characteristic function then is a complete unitary invariant for a suitable class of tuples T.

Measuring the Characteristic Function of the Work Distribution

We propose an interferometric setting for the ancilla-assisted measurement of the characteristic function of the work distribution following a time-dependent process experienced by a quantum system. We identify how the configuration of the effective interferometer is linked to the symmetries enjoyed by the Hamiltonian ruling the process and provide the explicit form of the operations to implement in order to accomplish our task. We finally discuss two physical settings, based on hybrid optomechanical-electromechanical devices, where the theoretical proposals discussed in our work could find an experimental demonstration.

A Characteristic Function Approach to Inconsistency Measures for Knowledge Bases.

Knowledge is an important component in many intelligent systems.
Since items of knowledge in a knowledge base can be conflicting, especially if
there are multiple sources contributing to the knowledge in this base, significant
research efforts have been made on developing inconsistency measures for
knowledge bases and on developing merging approaches. Most of these efforts
start with flat knowledge bases. However, in many real-world applications, items
of knowledge are not perceived with equal importance, rather, weights (which
can be used to indicate the importance or priority) are associated with items of
knowledge. Therefore, measuring the inconsistency of a knowledge base with
weighted formulae as well as their merging is an important but difficult task. In
this paper, we derive a numerical characteristic function from each knowledge
base with weighted formulae, based on the Dempster-Shafer theory of evidence.
Using these functions, we are able to measure the inconsistency of the knowledge
base in a convenient and rational way, and are able to merge multiple knowledge
bases with weighted formulae, even if knowledge in these bases may be
inconsistent. Furthermore, by examining whether multiple knowledge bases are
dependent or independent, they can be combined in different ways using their
characteristic functions, which cannot be handled (or at least have never been
considered) in classic knowledge based merging approaches in the literature.

Efficient estimation using the characteristic function : theory and applications with high frequency data

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The propensity to disrupt and the disruption nucleolus of a characteristic function game

Gately [1974] recently introduced the concept of an individual player's “propensity to disrupt” a payoff vector in a three-person characteristic function game. As a generalisation of this concept we propose the “disruption nucleolus” of ann-person game. The properties and computational possibilities of this concept are analogous to those of the nucleolus itself. Two numerical examples are given.

Commuting Nonselfadjoint Operators and their Characteristic Operator-Functions

* Partially supported by Grant MM-428/94 of MESC.

Joint statistical distribution of two-point sea surface elevations in finite water depth

Based on the second-order random wave solutions of water wave equations in finite water depth, a joint statistical distribution of two-point sea surface elevations is derived by using the characteristic function expansion method. It is found that the joint distribution depends on five parameters. These five parameters can all be determined by the water depth, the relative position of two points and the wave-number spectrum of ocean waves. As an illustrative example, for fully developed wind-generated sea, the parameters that appeared in the joint distribution are calculated for various wind speeds, water depths and relative positions of two points by using the Donelan and Pierson spectrum and the nonlinear effects of sea waves on the joint distribution are studied. (C) 2003 Elsevier B.V. All rights reserved.

Probability distribution of random wave-current forces

Based on the second-order solutions obtained for the three-dimensional weakly nonlinear random waves propagating over a steady uniform current in finite water depth, the joint statistical distribution of the velocity and acceleration of the fluid particle in the current direction is derived using the characteristic function expansion method. From the joint distribution and the Morison equation, the theoretical distributions of drag forces, inertia forces and total random forces caused by waves propagating over a steady uniform current are determined. The distribution of inertia forces is Gaussian as that derived using the linear wave model, whereas the distributions of drag forces and total random forces deviate slightly from those derived utilizing the linear wave model. The distributions presented can be determined by the wave number spectrum of ocean waves, current speed and the second order wave-wave and wave-current interactions. As an illustrative example, for fully developed deep ocean waves, the parameters appeared in the distributions near still water level are calculated for various wind speeds and current speeds by using Donelan-Pierson-Banner spectrum and the effects of the current and the nonlinearity of ocean waves on the distribution are studied. (c) 2006 Elsevier Ltd. All rights reserved.

Characteristic Functions for Ergodic Tuples

Gohm, Rolf; Dey, S., 'Characteristic function for ergodic tuples', Integral Equations and Operator Theory 58(1) pp.43-63 RAE2008

Green function for the diffusion limit of one-dimensional continuous time random walks

It is shown how the fractional probability density diffusion equation for the diffusion limit of one-dimensional continuous time random walks may be derived from a generalized Markovian Chapman-Kolmogorov equation. The non-Markovian behaviour is incorporated into the Markovian Chapman-Kolmogorov equation by postulating a Levy like distribution of waiting times as a kernel. The Chapman-Kolmogorov equation so generalised then takes on the form of a convolution integral. The dependence on the initial conditions typical of a non-Markovian process is treated by adding a time dependent term involving the survival probability to the convolution integral. In the diffusion limit these two assumptions about the past history of the process are sufficient to reproduce anomalous diffusion and relaxation behaviour of the Cole-Cole type. The Green function in the diffusion limit is calculated using the fact that the characteristic function is the Mittag-Leffler function. Fourier inversion of the characteristic function yields the Green function in terms of a Wright function. The moments of the distribution function are evaluated from the Mittag-Leffler function using the properties of characteristic functions and a relation between the powers of the second moment and higher order even moments is derived. (C) 2004 Elsevier B.V. All rights reserved.

Which estimating technique?

This paper presents a unified view of the relationship between (1) quantity and (2) price generating mechanisms in estimating individual prime construction costs/prices. A brief review of quantity generating techniques is provided with particular emphasis on experientially based assumptive approaches and this is compared with the level of pricing data available for the quantities generated in terms of reliability of the ensuing prime cost estimates. It is argued that there is a tradeoff between the reliability of quantity items and reliability of rates. Thus it is shown that the level of quantity generation is optimised by maximising the joint reliability function of the quantity items and their associated rates. Some thoughts on how this joint reliability function can be evaluated and quantified follow. The application of these ideas is described within the overall strategy of the estimator's decision - "Which estimating technique shall I use for a given level of contract information? - and a case is made for the computer generation of estimates by several methods, with an indication of the reliability of each estimate, the ultimate choice of estimate being left to the estimator concerned. Finally, the potential for the development of automatic estimating systems within this framework is examined.

Blind steganalysis : a countermeasure for binary image steganography

In this paper, we propose a new blind steganalytic method to detect the presence of secret messages embedded in black and white images using the steganographic techniques. We start by extracting several sets of matrix, such as run length matrix, gap length matrix and pixel difference. We also apply characteristic function on these matrices to enhance their discriminative capabilities. Then we calculate the statistics which include mean, variance, kurtosis and skewness to form our feature sets. The presented empirical works demonstrate our proposed method can effectively detect three different types of steganography. This proves the universality of our proposed method as a blind steganalysis. In addition, the experimental results show our proposed method is capable of detecting small amount of the embedded message.

On the efficacy of Fourier series approximations for pricing European options

This paper investigates several competing procedures for computing the prices of vanilla European options, such as puts, calls and binaries, in which the underlying model has a characteristic function that is known in semi-closed form. The algorithms investigated here are the half-range Fourier cosine series, the half-range Fourier sine series and the full-range Fourier series. Their performance is assessed in simulation experiments in which an analytical solution is available and also for a simple affine model of stochastic volatility in which there is no closed-form solution. The results suggest that the half-range sine series approximation is the least effective of the three proposed algorithms. It is rather more difficult to distinguish between the performance of the halfrange cosine series and the full-range Fourier series. However there are two clear differences. First, when the interval over which the density is approximated is relatively large, the full-range Fourier series is at least as good as the half-range Fourier cosine series, and outperforms the latter in pricing out-of-the-money call options, in particular with maturities of three months or less. Second, the computational time required by the half-range Fourier cosine series is uniformly longer than that required by the full-range Fourier series for an interval of fixed length. Taken together,these two conclusions make a case for pricing options using a full-range range Fourier series as opposed to a half-range Fourier cosine series if a large number of options are to be priced in as short a time as possible.

Some studies on free vibration of composite laminates

Free vibration analysis is carried out to study the vibration characteristics of composite laminates using the modified shear deformation, layered, composite plate theory and employing the Rayleigh-Ritz energy approach. The analysis is presented in a unified form so as to incorporate all different combinations of laminate boundary conditions and with full coverage with regard to the various design parameters of a laminated plate. A parametric study is made using a beam characteristic function as the admissible function for the numerical calculations. The numerical results presented here are for an example case of fully clamped boundary conditions and are compared with previously published results. The effect of parameters, such as the aspect ratio of plates, ply-angle, number of layers and also the thickness ratios of plies in laminates on the frequencies of the laminate, is systematically studied. It is found that for anti-symmetric angle-ply or cross-ply laminates unique numerical values of the thickness ratios exist which improve the vibration characteristics of such laminates. Numerical values of the non-dimensional frequencies and nodal patterns, using the thickness ratio distribution of the plies, are then obtained for clamped laminates, fabricated out of various commonly used composite materials, and are presented in the form of the design curves.