The Matsumoto-Yor property and the structure of the Wishart distribution

This paper establishes a link between a generalized matrix Matsumoto-Yor (MY) property and the Wishart distribution. This link highlights certain conditional independence properties within blocks of the Wishart and leads to a new characterization of the Wishart distribution similar to the one recently obtained by Geiger and Heckerman but involving independences for only three pairs of block partitionings of the random matrix.In the process, we obtain two other main results. The first one is an extension of the MY independence property to random matrices of different dimensions. The second result is its converse. It extends previous characterizations of the matrix generalized inverse Gaussian and Wishart seen as a couple of distributions.We present two proofs for the generalized MY property. The first proof relies on a new version of Herz's identity for Bessel functions of matrix arguments. The second proof uses a representation of the MY property through the structure of the Wishart.     

A systematic elimination procedure for Ito stochastic differential equations and the adiabatic approximation

We study a class of nonlinear Ito stochastic differential equations (with possibly state dependent diffusion coefficients), in which the variables can be divided into linearly damped (slaved) variables s and linearly undamped variablesu (order parameters). We devise a systematic and constructive procedure to eliminate the slaved variables. We take explicit time and chance dependence of the slaved variables into account, the latter via a family of diffusion processesZ _t ^(v) . These act as fluctuating coefficients of the Center Manifolds _t=s(u _t, t,Z _t ^(v) (v=2, 3, ...)) and appear explicitly in the elimination procedure. We show how in the Ito calculus fluctuating and deterministic coefficients of the Center Manifold are more completely separated than in the previously treated Stratonovich case [1]. The adiabatic approximation is defined as a partial summation of the elimination expansion and the stochastic generalization ofs=0 is derived. We show how thus ambiguity of stochastic calculi is removed. Closed form summations are given in two examples. We briefly indicate the potential use of perturbation theory techniques in the systematic elimination procedure.     

Periodic solutions of second-order differential inclusions systems with p-Laplacian

Some existence results are obtained for periodic solutions of nonautonomous second-order differential inclusions systems with p-Laplacian.     

Potential for micromachined actuation of ultra-wide continuously tunable optoelectronic devices

Tailored scaling represents a principle of success that, both in nature and in technology, allows the effectiveness of physical effects to be enhanced. Mutation and selection in nature are imitated in technology, e.g. by model calculation and design. Proper scaling of dimensions in natural photonic crystals and our fabricated artificial 1D photonic crystals (DBRs, distributed Bragg reflectors) enable efficient diffractive interaction in a specific spectral range. For our optical microsystems we illustrate that tailored miniaturization may also increase the mechanical stability and the effectiveness of spectral tuning by thermal and electrostatic actuation, since the relative significance of the fundamental physical forces involved considerably changes with scaling. These basic physical principles are rigorously applied in micromachined 1.55-μm vertical-resonator-based devices. We modeled, implemented and characterized 1.55-μm micromachined optical filters and vertical-cavity surface-emitting laser devices capable of wide, monotonic and kink-free tuning by a single control parameter. Tuning is achieved by mechanical actuation of one or several air-gaps that are part of the vertical resonator including two ultra-highly reflective DBR mirrors of strong refractive index contrast: (i) Δn=2.17 for InP/air-gap DBRs (3.5 periods) using GaInAs sacrificial layers and (ii) Δn=0.5 for Si₃N₄/SiO₂ DBRs (12 periods) with a polymer sacrificial layer to implement the air-cavity. In semiconductor multiple air-gap filters, a continuous tuning of >8% of the absolute wavelength is obtained. Varying the reverse voltage (U=0–5 V) between the membranes (electrostatic actuation), a tuning range of >110 nm was obtained for a large number of devices. The correlation of the wavelength and the applied voltage is accurately reproducible without any hysteresis. In two filters, tuning of 127 and 130 nm was observed for about ΔU=7 V. The extremely wide tuning range and the very small voltage required are record values to the best of our knowledge. For thermally actuated dielectric filters based on polymer sacrificial layers, Δλ/ΔU=-7 nm/V is found. Received: 10 May 2002 / Published online: 8 August 2002     

Magnetic anisotropy of textured CrO2 thin films investigated by X-ray magnetic circular dichroism

Highly a-axis-textured CrO₂ films have been deposited on Al₂O₃ (0001) substrates by chemical vapor deposition. CrO₂ has been found to have highly a-axis (010)-oriented columnar growth on a Cr₂O₃ (0001) initial layer. The six-fold surface symmetry of the Cr₂O₃ initial layer leads to three equivalent in-plane orientations of the a-axis-oriented CrO₂ unit cell. We report Cr L_2,3 X-ray magnetic circular dichroism data along the surface normal and at 60° off-normal sample orientation. For a 60° sample alignment, a strong increase of the projected orbital moment could be observed for unoccupied majority t_2g states using moment analysis. Therefore, the c axis is identified as the intrinsic magnetic easy axis of CrO₂. In addition, a small spin moment and a very strong magnetic dipole term T_z have been found. Received: 8 January 2002 / Accepted: 8 January 2002     

Experimental identification of physical parameters of fluid-filled pipes using acoustical signal processing

A method is formulated for the identification of an unknown physical parameter of a fluid-filled pipe using the measurement of sound speed in the pipe. The method uses a simple formula which provides the relationship between the sound speed and a few physical parameters of the pipe: thickness, diameter, wall material constants and fluid constants. Once the sound speed in the pipe is measured, the simple formula can be used to extract one of the unknown parameters providing the remaining ones are known.The sound speed in the pipe is measured using a 3-transducer array. In order to demonstrate the potential of the technique the results of several measurements obtained in a water-filled steel pipe are presented.The required accuracy of the measurement of sound speed and of the specification of known parameters is analysed. The accuracy depends on the unknown parameter which is to be identified. For example, if the pipe thickness is the unknown parameter, the other parameters have to be known within a very narrow margin of error. On the contrary, if the fluid properties have to be identified the needed accuracy of known parameters gets much lower.     

On-line arbitrarily vertex decomposable trees

A tree T is arbitrarily vertex decomposable if for any sequence τ of positive integers adding up to the order of T there is a sequence of vertex-disjoint subtrees of T whose orders are given by τ. An on-line version of the problem of characterizing arbitrarily vertex decomposable trees is completely solved here.     

Formation of functional groups on graphite during oxygen plasma treatment

Improved sample wettability was obtained by oxygen plasma functionalization of pyrolytic graphite. The samples were exposed to highly dissociated oxygen plasma with the density of 1 × 10¹⁶ m⁻³, the electron temperature of about 5.5 eV and the density of neutral oxygen atoms of 8 × 10²¹ m⁻³ for 20 s. The surface wettability was measured by a contact angle of water drop. The contact angle dropped from original 112° down to about 1°. The functional groups were detected by XPS analyses. The survey spectrum showed a substantial increase of oxygen concentration on the surface, while high-resolution analyses showed additional oxygen was bonded onto the graphite surface in the form of C-O polar functional group responsible for the increase of the surface energy.     

Students’ Reasoning About One-Object Stochastic Phenomena in an ICT-Environment

This paper focuses on the different ways in which students in lower secondary school (14–16 year olds) experience compound random events, presented to them in the form of combined junctions. A carefully designed ICT environment was developed enabling the students to interact with different representations of such structures. Data for the analysis was gathered from two interview sessions. The analysis of the interaction is based on constructivist principles on learning; i.e. we adopted a student-oriented perspective, taking into consideration the different ways students try to make sense of chance encounters. Our results show how some students give priority to geometrical and physical concerns, and we discuss how seeking causal explanations of random phenomena may have encouraged this. With respect to numerically oriented models a division strategy appears to stand out as the preferred one.