The Kalman-Bucy Filter for Integrable Levy Processes with Infinite Second Moment

We extend the Kalman-Bucy filter to the case where both the system and observation processes are driven by finite dimensional L´evy processes, but whereas the process driving the system dynamics is square-integrable, that driving the observations is not; however it remains integrable. The main result is that the components of the observation nose that have infinite variance make no contribution to the filtering equations. The key technique used is approximation by processes having bounded jumps

Adaptive multibeam antennas for spacelab. Phase A: Feasibility study

The feasibility was studied of using adaptive multibeam multi-frequency antennas on the spacelab, and to define the experiment configuration and program plan needed for a demonstration to prove the concept. Three applications missions were selected, and requirements were defined for an L band communications experiment, an L band radiometer experiment, and a Ku band communications experiment. Reflector, passive lens, and phased array antenna systems were considered, and the Adaptive Multibeam Phased Array (AMPA) was chosen. Array configuration and beamforming network tradeoffs resulted in a single 3m x 3m L band array with 576 elements for high radiometer beam efficiency. Separate 0.4m x 0.4 m arrays are used to transmit and receive at Ku band with either 576 elements or thinned apertures. Each array has two independently steerable 5 deg beams, which are adaptively controlled

The fractional Schr\"{o}dinger operator and Toeplitz matrices

Confining a quantum particle in a compact subinterval of the real line with Dirichlet boundary conditions, we identify the connection of the one-dimensional fractional Schr\"odinger operator with the truncated Toeplitz matrices. We determine the asymptotic behaviour of the product of eigenvalues for the $\alpha$-stable symmetric laws by employing the Szeg\"o's strong limit theorem. The results of the present work can be applied to a recently proposed model for a particle hopping on a bounded interval in one dimension whose hopping probability is given a discrete representation of the fractional Laplacian.Comment: 10 pages, 2 figure

Coupled oscillators and Feynman's three papers

According to Richard Feynman, the adventure of our science of physics is a perpetual attempt to recognize that the different aspects of nature are really different aspects of the same thing. It is therefore interesting to combine some, if not all, of Feynman's papers into one. The first of his three papers is on the ``rest of the universe'' contained in his 1972 book on statistical mechanics. The second idea is Feynman's parton picture which he presented in 1969 at the Stony Brook conference on high-energy physics. The third idea is contained in the 1971 paper he published with his students, where they show that the hadronic spectra on Regge trajectories are manifestations of harmonic-oscillator degeneracies. In this report, we formulate these three ideas using the mathematics of two coupled oscillators. It is shown that the idea of entanglement is contained in his rest of the universe, and can be extended to a space-time entanglement. It is shown also that his parton model and the static quark model can be combined into one Lorentz-covariant entity. Furthermore, Einstein's special relativity, based on the Lorentz group, can also be formulated within the mathematical framework of two coupled oscillators.Comment: 31 pages, 6 figures, based on the concluding talk at the 3rd Feynman Festival (Collage Park, Maryland, U.S.A., August 2006), minor correction

First exit times of solutions of stochastic differential equations driven by multiplicative Levy noise with heavy tails

In this paper we study first exit times from a bounded domain of a gradient dynamical system $\dot Y_t=-\nabla U(Y_t)$ perturbed by a small multiplicative L\'evy noise with heavy tails. A special attention is paid to the way the multiplicative noise is introduced. In particular we determine the asymptotics of the first exit time of solutions of It\^o, Stratonovich and Marcus canonical SDEs.Comment: 19 pages, 2 figure

Transition Densities and Traces for Invariant Feller Processes on Compact Symmetric Spaces

We find necessary and sufficient conditions for a finite K–bi–invariant measure on a compact Gelfand pair (G, K) to have a square–integrable density. For convolution semigroups, this is equivalent to having a continuous density in positive time. When (G, K) is a compact Riemannian symmetric pair, we study the induced transition density for G–invariant Feller processes on the symmetric space X = G/K. These are obtained as projections of K–bi–invariant L´evy processes on G, whose laws form a convolution semigroup. We obtain a Fourier series expansion for the density, in terms of spherical functions, where the spectrum is described by Gangolli’s L´evy–Khintchine formula. The density of returns to any given point on X is given by the trace of the transition semigroup, and for subordinated Brownian motion, we can calculate the short time asymptotics of this quantity using recent work of Ba˜nuelos and Baudoin. In the case of the sphere, there is an interesting connection with the Funk–Hecke theorem

The weakly coupled fractional one-dimensional Schr\"{o}dinger operator with index 1<α≤2\bf 1<\alpha \leq 2

We study fundamental properties of the fractional, one-dimensional Weyl operator $\hat{\mathcal{P}}^{\alpha}$ densely defined on the Hilbert space $\mathcal{H}=L^2({\mathbb R},dx)$ and determine the asymptotic behaviour of both the free Green's function and its variation with respect to energy for bound states. In the sequel we specify the Birman-Schwinger representation for the Schr\"{o}dinger operator $K_{\alpha}\hat{\mathcal{P}}^{\alpha}-g|\hat{V}|$ and extract the finite-rank portion which is essential for the asymptotic expansion of the ground state. Finally, we determine necessary and sufficient conditions for there to be a bound state for small coupling constant $g$.Comment: 16 pages, 1 figur