Wavelet and harmonic filtering for distortion-invariant volume holographic correlation

The wavelet and harmonic filtering method suggested by Zalevsky and Ouzieli is introduced in this paper and adopted in our volume holographic image recognition system. This composite filter combines several scaled versions of the cascaded wavelet and harmonic filter, obtaining high discrimination ability and wide dynamic range of rotation and scale deformations. Optical experiments are conducted to demonstrate the validity and practicability of the algorithm. To the best of our knowledge, this is the first report of using this algorithm in a volume holographic system. Moreover, the separate correlation approach proposed in this paper greatly simplifies the manufacturing process and reduces the cost of the system.     

Interpreting Intuitionistic Propositional Logic in Terms of Intuitionistic Protothetics

An algebra of sentences of the quite intuitionistic protothetics, that is, an intuitionistic propositional logic with quantifiers augmented by the negation of the excluded middle, is a faithful model of intuitionistic propositional logic.     

Discrete and Continuous Time Modulated Random Walks with Heavy-Tailed Increments

We consider a modulated process S which, conditional on a background process X, has independent increments. Assuming that S drifts to −∞ and that its increments (jumps) are heavy-tailed (in a sense made precise in the paper), we exhibit natural conditions under which the asymptotics of the tail distribution of the overall maximum of S can be computed. We present results in discrete and in continuous time. In particular, in the absence of modulation, the process S in continuous time reduces to a Lévy process with heavy-tailed Lévy measure. A central point of the paper is that we make full use of the so-called “principle of a single big jump” in order to obtain both upper and lower bounds. Thus, the proofs are entirely probabilistic. The paper is motivated by queueing and Lévy stochastic networks.     

Ergodic theory of amenable semigroup actions

In this paper, among other things, we state and prove the mean ergodic theorem for amenable semigroup algebras.     

On error operators related to the arbitrary functions principle

The error on a real quantity Y due to the graduation of the measuring instrument may be asymptotically represented, when the graduation is regular and fines down, by a Dirichlet form on R whose square field operator does not depend on the probability law of Y as soon as this law possesses a continuous density. This feature is related to the “arbitrary functions principle” (Poincaré, Hopf). We give extensions of this property to Rd and to the Wiener space for some approximations of the Brownian motion. This gives new approximations of the Ornstein-Uhlenbeck gradient. These results apply to the discretization of some stochastic differential equations encountered in mechanics.     

Disturbing the Dyson conjecture, in a generally GOOD way

Dyson's celebrated constant term conjecture [F.J. Dyson, Statistical theory of the energy levels of complex systems I, J. Math. Phys. 3 (1962) 140-156] states that the constant term in the expansion of _∏1≦i≠j≦naj(1−xi/xj) is the multinomial coefficient (a₁+a₂+?+an)!/(a₁!a₂!?an!). The definitive proof was given by I.J. Good [I.J. Good, Short proof of a conjecture of Dyson, J. Math. Phys. 11 (1970) 1884]. Later, Andrews extended Dyson's conjecture to a q-analog [G.E. Andrews, Problems and prospects for basic hypergeometric functions, in: R. Askey (Ed.), The Theory and Application of Special Functions, Academic Press, New York, 1975, pp. 191-224]. In this paper, closed form expressions are given for the coefficients of several other terms in the Dyson product, and are proved using an extension of Good's idea. Also, conjectures for the corresponding q-analogs are supplied. Finally, perturbed versions of the q-Dixon summation formula are presented.     

Two Ergodic Sample-Path Properties of the Poisson Process

For increasing sequences of real numbers we consider two types of asymptotic behavior that remind of the defining property of a (homogeneous) Poisson process according to which the numbers of points in disjoint intervals are independent and follow Poisson distributions with specified parameters. We prove that almost all paths of a Poisson process show this asymptotic behavior, and characterize the Poisson process by these properties. Further we discuss the connection to equidistribution notions.     

Functional Central Limit Theorems for Triangular Arrays of Function-Indexed Processes under Uniformly Integrable Entropy Conditions

Functional central limit theorems for triangular arrays of rowwise independent stochastic processes are established by a method replacing tail probabilities by expectations throughout. The main tool is a maximal inequality based on a preliminary version proved by P. Gaenssler and Th. Schlumprecht. Its essential refinement used here is achieved by an additional inequality due to M. Ledoux and M. Talagrand. The entropy condition emerging in our theorems was introduced by K. S. Alexander, whose functional central limit theorem for so-calledmeasure-like processeswill be also regained. Applications concern, in particular, so-calledrandom measure processeswhich include function-indexed empirical processes and partial-sum processes (with random or fixed locations). In this context, we obtain generalizations of results due to K. S. Alexander, M. A. Arcones, P. Gaenssler, and K. Ziegler. Further examples include nonparametric regression and intensity estimation for spatial Poisson processes.     

Chen’ s theorem in arithmetical progressions

LetN be a sufficiently large even integer and