Ergodicity, Decisions, and Partial Information

In the simplest sequential decision problem for an ergodic stochastic process X, at each time n a decision u_n is made as a function of past observations X_0,...,X_{n-1}, and a loss l(u_n,X_n) is incurred. In this setting, it is known that one may choose (under a mild integrability assumption) a decision strategy whose pathwise time-average loss is asymptotically smaller than that of any other strategy. The corresponding problem in the case of partial information proves to be much more delicate, however: if the process X is not observable, but decisions must be based on the observation of a different process Y, the existence of pathwise optimal strategies is not guaranteed. The aim of this paper is to exhibit connections between pathwise optimal strategies and notions from ergodic theory. The sequential decision problem is developed in the general setting of an ergodic dynamical system (\Omega,B,P,T) with partial information Y\subseteq B. The existence of pathwise optimal strategies grounded in two basic properties: the conditional ergodic theory of the dynamical system, and the complexity of the loss function. When the loss function is not too complex, a general sufficient condition for the existence of pathwise optimal strategies is that the dynamical system is a conditional K-automorphism relative to the past observations \bigvee_n T^n Y. If the conditional ergodicity assumption is strengthened, the complexity assumption can be weakened. Several examples demonstrate the interplay between complexity and ergodicity, which does not arise in the case of full information. Our results also yield a decision-theoretic characterization of weak mixing in ergodic theory, and establish pathwise optimality of ergodic nonlinear filters.Comment: 45 page

Single-Particle Self-Excited Oscillator

Electronic feedback is used to self-excite the axial oscillation of a single electron in a Penning trap. Large, stable, easily detected oscillations arise even in an anharmonic potential. Amplitudes are controlled by adjusting the feedback gain, and frequencies can be made nearly independent of amplitude fluctuations. Quantum jump spectroscopy of a perpendicular cyclotron motion reveals the absolute temperature and amplitude of the self-excited oscillation. The possibility to quickly measure parts per billion frequency shifts could open the way to improved measurements of e-, e+, p, and [overline p] magnetic moments

On the exchange of intersection and supremum of sigma-fields in filtering theory

We construct a stationary Markov process with trivial tail sigma-field and a nondegenerate observation process such that the corresponding nonlinear filtering process is not uniquely ergodic. This settles in the negative a conjecture of the author in the ergodic theory of nonlinear filters arising from an erroneous proof in the classic paper of H. Kunita (1971), wherein an exchange of intersection and supremum of sigma-fields is taken for granted.Comment: 20 page

Optimal Design of Robust Combinatorial Mechanisms for Substitutable Goods

In this paper we consider multidimensional mechanism design problem for selling discrete substitutable items to a group of buyers. Previous work on this problem mostly focus on stochastic description of valuations used by the seller. However, in certain applications, no prior information regarding buyers' preferences is known. To address this issue, we consider uncertain valuations and formulate the problem in a robust optimization framework: the objective is to minimize the maximum regret. For a special case of revenue-maximizing pricing problem we present a solution method based on mixed-integer linear programming formulation

Langevin Thermostat for Rigid Body Dynamics

We present a new method for isothermal rigid body simulations using the quaternion representation and Langevin dynamics. It can be combined with the traditional Langevin or gradient (Brownian) dynamics for the translational degrees of freedom to correctly sample the NVT distribution in a simulation of rigid molecules. We propose simple, quasi-symplectic second-order numerical integrators and test their performance on the TIP4P model of water. We also investigate the optimal choice of thermostat parameters.Comment: 15 pages, 13 figures, 1 tabl

Differential structural remodelling of heparan sulfate by chemokines: the role of chemokine oligomerization

Chemokines control the migration of cells in normal physiological processes and in the context of disease such as inflammation, autoimmunity and cancer. Two major interactions are involved: (i) binding of chemokines to chemokine receptors, which activates the cellular machinery required for movement; and (ii) binding of chemokines to glycosaminoglycans (GAGs), which facilitates the organization of chemokines into haptotactic gradients that direct cell movement. Chemokines can bind and activate their receptors as monomers; however, the ability to oligomerize is critical for the function of many chemokines in vivo. Chemokine oligomerization is thought to enhance their affinity for GAGs, and here we show that it significantly affects the ability of chemokines to accumulate on and be retained by heparan sulfate (HS). We also demonstrate that several chemokines differentially rigidify and cross-link HS, thereby affecting HS rigidity and mobility, and that HS cross-linking is significantly enhanced by chemokine oligomerization. These findings suggest that chemokine–GAG interactions may play more diverse biological roles than the traditional paradigms of physical immobilization and establishment of chemokine gradients; we hypothesize that they may promote receptor-independent events such as physical re-organization of the endothelial glycocalyx and extracellular matrix, as well as signalling through proteoglycans to facilitate leukocyte adhesion and transmigration

Feedback control of spin systems

The feedback stabilization problem for ensembles of coupled spin 1/2 systems is discussed from a control theoretic perspective. The noninvasive nature of the bulk measurement allows for a fully unitary and deterministic closed loop. The Lyapunov-based feedback design presented does not require spins that are selectively addressable. With this method, it is possible to obtain control inputs also for difficult tasks, like suppressing undesired couplings in identical spin systems.Comment: 16 pages, 15 figure

The impact of low erythrocyte density in human blood on the fitness and energetic reserves of the African malaria vector Anopheles gambiae

Background Anaemia is a common health problem in the developing world. This condition is characterized by a reduction in erythrocyte density, primarily from malnutrition and/or infectious diseases such as malaria. As red blood cells are the primary source of protein for haematophagous mosquitoes, any reduction could impede the ability of mosquito vectors to transmit malaria by influencing their fitness or that of the parasites they transmit. The aim of this study was to determine the impact of differences in the density of red blood cells in human blood on malaria vector (Anopheles gambiae sensu stricto) fitness. The hypotheses tested are that mosquito vector energetic reserves and fitness are negatively influenced by reductions in the red cell density of host human blood meals commensurate with those expected from severe anaemia. Methods Mosquitoes (An. gambiae s.s.) were offered blood meals of different packed cell volume(PCV) of human blood consistent with those arising from severe anaemia (15%) and normalPCV (50%). Associations between mosquito energetic reserves (lipid, glucose and glycogen)and fitness measures (reproduction and survival) and blood meal PCV were investigated. Results The amount of protein that malaria vectors acquired from blood feeding (indexed by haematin excretion) was significantly reduced at low blood PCV. However, mosquitoes feeding on blood of low PCV had the same oviposition rates as those feeding on blood of normal PCV, and showed an increase in egg production of around 15%. The long-term survival of An. gambiae s.s was reduced after feeding on low PCV blood, but PCV had no significant impact on the proportion of mosquitoes surviving through the minimal period required to develop and transmit malaria parasites (estimated as 14 days post-blood feeding). The impact of blood PCV on the energetic reserves of mosquitoes was relatively minor. Conclusions These results suggest that feeding on human hosts whose PCV has been depleted due to severe anaemia does not significantly reduce the fitness or transmission potential of malaria vectors, and indicates that mosquitoes may be able exploit resources for reproduction more efficiently from blood of low rather than normal PCV

Sliding mode control of quantum systems

This paper proposes a new robust control method for quantum systems with uncertainties involving sliding mode control (SMC). Sliding mode control is a widely used approach in classical control theory and industrial applications. We show that SMC is also a useful method for robust control of quantum systems. In this paper, we define two specific classes of sliding modes (i.e., eigenstates and state subspaces) and propose two novel methods combining unitary control and periodic projective measurements for the design of quantum sliding mode control systems. Two examples including a two-level system and a three-level system are presented to demonstrate the proposed SMC method. One of main features of the proposed method is that the designed control laws can guarantee desired control performance in the presence of uncertainties in the system Hamiltonian. This sliding mode control approach provides a useful control theoretic tool for robust quantum information processing with uncertainties.Comment: 18 pages, 4 figure

How much time does a measurement take?

We consider the problem of measurement using the Lindblad equation, which allows the introduction of time in the interaction between the measured system and the measurement apparatus. We use analytic results, valid for weak system-environment coupling, obtained for a two-level system in contact with a measurer (Markovian interaction) and a thermal bath (non-Markovian interaction), where the measured observable may or may not commute with the system-environment interaction. Analysing the behavior of the coherence, which tends to a value asymptotically close to zero, we obtain an expression for the time of measurement which depends only on the system-measurer coupling, and which does not depend on whether the observable commutes with the system-bath interaction. The behavior of the coherences in the case of strong system-environment coupling, found numerically, indicates that an increase in this coupling decreases the measurement time, thus allowing our expression to be considered the upper limit for the duration of the process.Comment: REVISED VERSION: 17 pages, 2 figure