An Invariance Principle of G-Brownian Motion for the Law of the Iterated Logarithm under G-expectation

The classical law of the iterated logarithm (LIL for short)as fundamental limit theorems in probability theory play an important role in the development of probability theory and its applications. Strassen (1964) extended LIL to large classes of functional random variables, it is well known as the invariance principle for LIL which provide an extremely powerful tool in probability and statistical inference. But recently many phenomena show that the linearity of probability is a limit for applications, for example in finance, statistics. As while a nonlinear expectation--- G-expectation has attracted extensive attentions of mathematicians and economists, more and more people began to study the nature of the G-expectation space. A natural question is: Can the classical invariance principle for LIL be generalized under G-expectation space? This paper gives a positive answer. We present the invariance principle of G-Brownian motion for the law of the iterated logarithm under G-expectation

Parameter estimation and model testing for Markov processes via conditional characteristic functions

Markov processes are used in a wide range of disciplines, including finance. The transition densities of these processes are often unknown. However, the conditional characteristic functions are more likely to be available, especially for L\'{e}vy-driven processes. We propose an empirical likelihood approach, for both parameter estimation and model specification testing, based on the conditional characteristic function for processes with either continuous or discontinuous sample paths. Theoretical properties of the empirical likelihood estimator for parameters and a smoothed empirical likelihood ratio test for a parametric specification of the process are provided. Simulations and empirical case studies are carried out to confirm the effectiveness of the proposed estimator and test.Comment: Published in at http://dx.doi.org/10.3150/11-BEJ400 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm

Parallel Graph Decompositions Using Random Shifts

We show an improved parallel algorithm for decomposing an undirected unweighted graph into small diameter pieces with a small fraction of the edges in between. These decompositions form critical subroutines in a number of graph algorithms. Our algorithm builds upon the shifted shortest path approach introduced in [Blelloch, Gupta, Koutis, Miller, Peng, Tangwongsan, SPAA 2011]. By combining various stages of the previous algorithm, we obtain a significantly simpler algorithm with the same asymptotic guarantees as the best sequential algorithm

Improved Parallel Algorithms for Spanners and Hopsets

We use exponential start time clustering to design faster and more work-efficient parallel graph algorithms involving distances. Previous algorithms usually rely on graph decomposition routines with strict restrictions on the diameters of the decomposed pieces. We weaken these bounds in favor of stronger local probabilistic guarantees. This allows more direct analyses of the overall process, giving: * Linear work parallel algorithms that construct spanners with $O(k)$ stretch and size $O(n^{1+1/k})$ in unweighted graphs, and size $O(n^{1+1/k} \log k)$ in weighted graphs. * Hopsets that lead to the first parallel algorithm for approximating shortest paths in undirected graphs with $O(m\;\mathrm{polylog}\;n)$ work

Strong laws of large numbers for sub-linear expectations

We investigate three kinds of strong laws of large numbers for capacities with a new notion of independently and identically distributed (IID) random variables for sub-linear expectations initiated by Peng. It turns out that these theorems are natural and fairly neat extensions of the classical Kolmogorov's strong law of large numbers to the case where probability measures are no longer additive. An important feature of these strong laws of large numbers is to provide a frequentist perspective on capacities.Comment: 10 page

Neutron Transversity at Jefferson Lab

Nucleon transversity and single transverse spin asymmetries have been the recent focus of large efforts by both theorists and experimentalists. On-going and planned experiments from HERMES, COMPASS and RHIC are mostly on the proton or the deuteron. Presented here is a planned measurement of the neutron transversity and single target spin asymmetries at Jefferson Lab in Hall A using a transversely polarized $^3$He target. Also presented are the results and plans of other neutron transverse spin experiments at Jefferson Lab. Finally, the factorization for semi-inclusive DIS studies at Jefferson Lab is discussed.Comment: 8 pages, 2 figures, proceedings of Como Transversity05 Worksho

Hardy's Paradox for High-Dimensional Systems: Beyond Hardy's Limit

Hardy's proof is considered the simplest proof of nonlocality. Here we introduce an equally simple proof that (i) has Hardy's as a particular case, (ii) shows that the probability of nonlocal events grows with the dimension of the local systems, and (iii) is always equivalent to the violation of a tight Bell inequality.Comment: REVTeX4, 5 pages, 1 figure. Typo in Eq. (17) corrected. Ref. [5] complete

Quantum simulation of artificial Abelian gauge field using nitrogen-vacancy center ensembles coupled to superconducting resonators

We propose a potentially practical scheme to simulate artificial Abelian gauge field for polaritons using a hybrid quantum system consisting of nitrogen-vacancy center ensembles (NVEs) and superconducting transmission line resonators (TLR). In our case, the collective excitations of NVEs play the role of bosonic particles, and our multiport device tends to circulate polaritons in a behavior like a charged particle in an external magnetic field. We discuss the possibility of identifying signatures of the Hofstadter "butterfly" in the optical spectra of the resonators, and analyze the ground state crossover for different gauge fields. Our work opens new perspectives in quantum simulation of condensed matter and many-body physics using hybrid spin-ensemble circuit quantum electrodynamics system. The experimental feasibility and challenge are justified using currently available technology.Comment: 6 papes+supplementary materia