Asymptotically good quasi-cyclic codes of fractional index

Generalizing the quasi-cyclic codes of index $1\frac{1}{3}$ introduced by Fan et al., we study a more general class of quasi-cyclic codes of fractional index generated by pairs of polynomials. The parity check polynomial and encoder of these codes are obtained. The asymptotic behaviours of the rates and relative distances of this class of codes are studied by using a probabilistic method. We prove that, for any positive real number $\delta$ such that the asymptotic GV-bound at $\frac{k+l}{2}\delta$ is greater than $\frac{1}{2}$, the relative distance of the code is convergent to $\delta$, while the rate is convergent to $\frac{1}{k+l}$. As a result, quasi-cyclic codes of fractional index are asymptotically good.     

Covariance of stochastic integrals with respect to fractional Brownian motion

We find an explicit expression for the cross-covariance between stochastic integral processes with respect to a $d$-dimensional fractional Brownian motion (fBm) $B_t$ with Hurst parameter $H>\raisebox{1ex}{$1$}\!\left/ \!\raisebox{-1ex}{$2$}\right.$, where the integrands are vector fields applied to $B_t$. It provides, for example, a direct alternative proof of Y. Hu and D. Nualart’s result that the stochastic integral component in the fractional Bessel process decomposition is not itself a fractional Brownian motion.     

A sharp bound on the expected number of upcrossings of an L2-bounded Martingale

For a martingale $M$ starting at $x$ with final variance ${\sigma }^2$, and an interval $(a,b)$, let $\Delta =\frac{b?a}{\sigma }$ be the normalized length of the interval and let $\delta =\frac{|x?a|}{\sigma }$ be the normalized distance from the initial point to the lower endpoint of the interval. The expected number of upcrossings of $(a,b)$ by $M$ is at most $\frac{\sqrt{1+{\delta }^2}?\delta }{2\Delta }$ if ${\Delta }^2\le 1+{\delta }^2$ and at most $\frac{1}{1+{(\Delta +\delta )}^2}$ otherwise. Both bounds are sharp, attained by Standard Brownian Motion stopped at appropriate stopping times. Both bounds also attain the Doob upper bound on the expected number of upcrossings of $(a,b)$ for submartingales with the corresponding final distribution. Each of these two bounds is at most $\frac{\sigma }{2(b?a)}$, with equality in the first bound for $\delta =0$. The upper bound $\frac{\sigma }{2}$ on the length covered by $M$ during upcrossings of an interval restricts the possible variability of a martingale in terms of its final variance. This is in the same spirit as the Dubins & Schwarz sharp upper bound $\sigma$ on the expected maximum of $M$ above $x$, the Dubins & Schwarz sharp upper bound $\sigma \sqrt{2}$ on the expected maximal distance of $M$ from $x$, and the Dubins, Gilat & Meilijson sharp upper bound $\sigma \sqrt{3}$ on the expected diameter of $M$.     

Energy dissipation in the Smagorinsky model of turbulence

The Smagorinsky model often severely over-dissipates flows and, consistently, previous estimates of its energy dissipation rate blow up as $Re\to \infty$. This report estimates time averaged model dissipation, $〈{\epsilon }_S〉$, under periodic boundary conditions as$〈{\epsilon }_S〉\le 2\frac{U^3}{L}+{\mathrm{Re}}^{-1}\frac{U^3}{L}+\frac{32}{27}{C}_S^2{\left(\frac{\delta }{L}\right)}^2\frac{U^3}{L}\text{,}$ where $U,L$ are global velocity and length scales and $C_S\simeq 0.1,\delta <1$ are model parameters. Thus, in the absence of boundary layers, the Smagorinsky model does not over dissipate.     

Rough path properties for local time of symmetric α stable process

In this paper, we first prove that the local time associated with symmetric $\alpha$-stable processes is of bounded $p$-variation for any $p>\frac{2}{\alpha ?1}$ partly based on Barlow’s estimation of the modulus of the local time of such processes.  The fact that the local time is of bounded $p$-variation for any $p>\frac{2}{\alpha ?1}$ enables us to define the integral of the local time ${\int }_{?\infty }^{\infty }{?}_{?}^{\alpha ?1}f\left(x\right)d_x{L}_t^x$ as a Young integral for less smooth functions being of bounded $q$-variation with $1\le q<\frac{2}{3?\alpha }$. When $q\ge \frac{2}{3?\alpha }$, Young’s integration theory is no longer applicable. However, rough path theory is useful in this case. The main purpose of this paper is to establish a rough path theory for the integration with respect to the local times of symmetric $\alpha$-stable processes for $\frac{2}{3?\alpha }\le q<4$.