Analytic quasi-perodic cocycles with singularities and the Lyapunov Exponent of Extended Harper's Model

We show how to extend (and with what limitations) Avila's global theory of analytic SL(2,C) cocycles to families of cocycles with singularities. This allows us to develop a strategy to determine the Lyapunov exponent for extended Harper's model, for all values of parameters and all irrational frequencies. In particular, this includes the self-dual regime for which even heuristic results did not previously exist in physics literature. The extension of Avila's global theory is also shown to imply continuous behavior of the LE on the space of analytic $M_2(\mathbb{C})$-cocycles. This includes rational approximation of the frequency, which so far has not been available

Singular components of spectral measures for ergodic Jacobi matrices

For ergodic 1d Jacobi operators we prove that the random singular components of any spectral measure are almost surely mutually disjoint as long as one restricts to the set of positive Lyapunov exponent. In the context of extended Harper's equation this yields the first rigorous proof of the Thouless' formula for the Lyapunov exponent in the dual regions.Comment: to appear in the Journal of Mathematical Physics, vol 52 (2011

Space-Varying Coefficient Models for Brain Imaging

The methodological development and the application in this paper originate from diffusion tensor imaging (DTI), a powerful nuclear magnetic resonance technique enabling diagnosis and monitoring of several diseases as well as reconstruction of neural pathways. We reformulate the current analysis framework of separate voxelwise regressions as a 3d space-varying coefficient model (VCM) for the entire set of DTI images recorded on a 3d grid of voxels. Hence by allowing to borrow strength from spatially adjacent voxels, to smooth noisy observations, and to estimate diffusion tensors at any location within the brain, the three-step cascade of standard data processing is overcome simultaneously. We conceptualize two VCM variants based on B-spline basis functions: a full tensor product approach and a sequential approximation, rendering the VCM numerically and computationally feasible even for the huge dimension of the joint model in a realistic setup. A simulation study shows that both approaches outperform the standard method of voxelwise regressions with subsequent regularization. Due to major efficacy, we apply the sequential method to a clinical DTI data set and demonstrate the inherent ability of increasing the rigid grid resolution by evaluating the incorporated basis functions at intermediate points. In conclusion, the suggested fitting methods clearly improve the current state-of-the-art, but ameloriation of local adaptivity remains desirable

Bidder Collusion

Within the heterogeneous independent private values model, we analyze bidder collusion at first and second price single-object auctions, allowing for within-cartel transfers. Our primary focus is on (i) coalitions that contain a strict subset of all bidders and (ii) collusive mechanisms that do not rely on information from the auctioneer, such as the identity of the winner or the amount paid. To analyze collusion, a richer environment is required than that required to analyze non-cooperative behavior. We must account for the possibility of shill bidders as well as mechanism payment rules that may depend on the reports of cartel members or their bids at the auction. We show there are cases in which a coalition at a first price auction can produce no gain for the coalition members beyond what is attainable from non-cooperative play. In contrast, a coalition at a second price auction captures the entire collusive gain. For collusion to be effective at a first price auction we show that the coalition must submit two bids that are different but close to one another, a finding that has important empirical implicationsauctions, collusion, bidding rings, shill

Measuring and modeling optical diffraction from subwavelength features

We describe a technique for studying scattering from subwavelength features. A simple scatterometer was developed to measure the scattering from the single-submicrometer, subwavelength features generated with a focused ion beam system. A model that can describe diffraction from subwavelength features with arbitrary profiles is also presented and shown to agree quite well with the experimental measurements. The model is used to demonstrate ways in which the aspect ratios of subwavelength ridges and trenches can be obtained from scattering data and how ridges can be distinguished from trenches over a wide range of aspect ratios. We show that some earlier results of studies on distinguishing pits from particles do not extend to low-aspect-ratio features