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At least 19 records

A Poisson process approximation for generalized K-5 confidence regions

One-sided confidence regions for continuous cumulative distribution functions are constructed using empirical cumulative distribution functions and the generalized Kolmogorov-Smirnov distance. The band width of such regions becomes narrower in the right or left tail of the distribution. To avoid tedious computation of confidence levels and critical values, an approximation based on the Poisson process is introduced. This aproximation provides a conservative confidence region; moreover, the approximation error decreases monotonically to 0 as sample size increases. Critical values necessary for implementation are given. Applications are made to the areas of risk analysis, investment modeling, reliability assessment, and analysis of fault tolerant systems.

Arsham, H.↗

A comparison of approximate interval estimators for the Bernoulli parameter

The goal of this paper is to compare the accuracy of two approximate confidence interval estimators for the Bernoulli parameter p. The approximate confidence intervals are based on the normal and Poisson approximations to the binomial distribution. Charts are given to indicate which approximation is appropriate for certain sample sizes and point estimators.

Leemis, Lawrence↗

Calculation of the binomial survivor function

A method is presented for calculating the binomial SF (cumulative binomial distribution), binfc(k;p,n), especially for a large n, beyond the range of existing tables, where conventional computer programs fail because of underflow and overflow, and Gaussian or Poisson approximations yield insufficient accuracy for the purpose at hand. This method is used to calculate and sum the individual binomial terms while using multiplication factors to avoid underflow; the factors are then divided out of the partial sum whenever it has the potential to overflow. A computer program uses this technique to calculate the binomial SF for arbitrary inputs of k, p, and n. Two other algorithms are presented to determine the value of p needed to yield a specified SF for given values of k and n and calculate the value where p = SF for a given k and n. Reliability applications of each algorithm/program are given, e.g., the value of p needed to achieve a stated k-out-of-n:G system reliability and the value of p for which k-out-of-n:G system reliability equals p.

Bowerman, Paul N.↗

Approaching the Ultimate Limits of Communication Efficiency with a Photon-Counting Detector

Coherent states achieve the Holevo capacity of a pure-loss channel when paired with an optimal measurement, but a physical realization of this measurement is as of yet unknown, and it is also likely to be of high complexity. In this paper, we focus on the photon-counting measurement and study the photon and dimensional efficiencies attainable with modulations over classical- and nonclassical-state alphabets. We first review the state-of-the-art coherent on-off-keying (OOK) with a photoncounting measurement, illustrating its asymptotic inefficiency relative to the Holevo limit. We show that a commonly made Poisson approximation in thermal noise leads to unbounded photon information efficiencies, violating the conjectured Holevo limit. We analyze two binary-modulation architectures that improve upon the dimensional versus photon efficiency tradeoff achievable with conventional OOK. We show that at high photon efficiency these architectures achieve an efficiency tradeoff that differs from the best possible tradeoff--determined by the Holevo capacity--by only a constant factor. The first architecture we analyze is a coherent-state transmitter that relies on feedback from the receiver to control the transmitted energy. The second architecture uses a single-photon number-state source.

thermal noises↗

Limits on Achievable Dimensional and Photon Efficiencies with Intensity-Modulation and Photon-Counting Due to Non-Ideal Photon-Counter Behavior

An ideal intensity-modulated photon-counting channel can achieve unbounded photon information efficiencies (PIEs). However, a number of limitations of a physical system limit the practically achievable PIE. In this paper, we discuss several of these limitations and illustrate their impact on the channel. We show that, for the Poisson channel, noise does not strictly bound PIE, although there is an effective limit, as the dimensional information efficiency goes as e[overline] e PIE beyond a threshold PIE. Since the Holevo limit is bounded in the presence of noise, this illustrates that the Poisson approximation is invalid at large PIE for any number of noise modes. We show that a finite transmitter extinction ratio bounds the achievable PIE to a maximum that is logarithmic in the extinction ratio. We show how detector jitter limits the ability to mitigate noise in the PPM signaling framework. We illustrate a method to model detector blocking when the number of detectors is large, and illustrate mitigation of blocking with spatial spreading and altering. Finally, we illustrate the design of a high photon efficiency system using state-of-the-art photo-detectors and taking all these effects into account.

quantum limited communications↗

The Atacama Cosmology Telescope: Cosmological Parameters from the 2008 Power Spectrum

We present cosmological parameters derived from the angular power spectrum of the cosmic microwave background (CMB) radiation observed at 148 GHz and 218 GHz over 296 deg(exp 2) with the Atacama Cosmology Telescope (ACT) during its 2008 season. ACT measures fluctuations at scales 500 < l < 10,000. We fit a model for the lensed CMB, Sunyaev-Zel'dovich (SZ), and foreground contribution to the 148 GHz and 218 GHz power spectra, including thermal and kinetic SZ, Poisson power from radio and infrared point sources, and clustered power from infrared point sources. At l = 3000, about half the power at 148 GHz comes from primary CMB after masking bright radio sources. The power from thermal and kinetic SZ is estimated to be Beta(sub 3000) is identical to 6.8 +/- 2.9 mu K (exp 2), where Beta (sub l) is identical to l(l + 1) C(sub l)/2pi. The IR Poisson power at 148 GHz is Bewta(sub 3000) 7.8 +/- 0.7 muK(exp 2) (C(sub l) = 5.5 +/- 0.5 nK(exp 2)), and a clustered IR component is required with Beta (sub 3000) = 4.6 +/- 0.9 muK(exp 2), assuming an analytic model for its power spectrum shape. At 218 GHz only about 15% of the power, approximately 27 mu K(exp 2), is CMB anisotropy at l = 3000. The remaining 85% is attributed to IR sources (approximately 50% Poisson and 35% clustered), with spectral index alpha = 3.69 +/- 0.14 for flux scaling as S(nu) varies as nu(sup alpha). We estimate primary cosmological parameters from the less contaminated 148 GHz spectrum, marginalizing over SZ and source power. The ACDM cosmological model is a good fit to the data (chi square/dof = 29/46), and ACDM parameters estimated from ACT+Wilkinson Microwave Anisotropy Probe (WMAP) are consistent with the seven-year WMAP limits, with scale invariant n(sub s) = 1 excluded at 99.7% confidence level (CL) (3 sigma). A model with no CMB lensing is disfavored at 2.8 sigma. By measuring the third to seventh acoustic peaks, and probing the Silk damping regime, the ACT data improve limits on cosmological parameters that affect the small-scale CMB power. The ACT data combined with WMAP give a 6 sigma detection of primordial helium, with Y(sub p) = 0.313 +/- 0.044, and a 4 sigma detection of relativistic species, assumed to be neutrinos, with N(sub eff) = 5.3 +/- 1.3 (4.6 +/- 0.8 with BAO+H(sub 0) data). From the CMB alone the running of the spectral index is constrained to be d(sub s) / d ln k = -0,034 +/- 0,018, the limit on the tensor-to-scalar ratio is r < 0,25 (95% CL), and the possible contribution of Nambu cosmic strings to the power spectrum is constrained to string tension G(sub mu) < 1.6 x 10(exp -7) (95% CL),

Dunkley, J.↗

Finite difference identification of noisy distributed systems using scanning measurements

Most of the present-day literature concerned with identification theory and techniques is directed toward lumped parameter systems, and many comprehensive surveys of the field are available. Relatively little has appeared in the literature concerning distributed identification, and even more noticeable is the scarcity of papers dealing with systems described by the one-dimensional wave equation. Perdeauville and Goodson were perhaps the first researchers with a workable but time consuming method for the identification of coefficients of the wave equation. Fairman and Shen, also considering the wave equation, used the technique of finite differencing to approximate spatial derivatives, and Poisson filter chains to approximate temporal derivatives.

Hughes, R. O.↗

Effective Forces Between Colloidal Particles

Colloidal suspensions have proven to be excellent model systems for the study of condensed matter and its phase behavior. Many of the properties of colloidal suspensions can be investigated with a systematic variation of the characteristics of the systems and, in addition, the energy, length and time scales associated with them allow for experimental probing of otherwise inaccessible regimes. The latter property also makes colloidal systems vulnerable to external influences such as gravity. Experiments performed in micro-ravity by Chaikin and Russell have been invaluable in extracting the true behavior of the systems without an external field. Weitz and Pusey intend to use mixtures of colloidal particles with additives such as polymers to induce aggregation and form weak, tenuous, highly disordered fractal structures that would be stable in the absence of gravitational forces. When dispersed in a polarizable medium, colloidal particles can ionize, emitting counterions into the solution. The standard interaction potential in these charged colloidal suspensions was first obtained by Derjaguin, Landau, Verwey and Overbeek. The DLVO potential is obtained in the mean-field linearized Poisson-Boltzmann approximation and thus has limited applicability. For more precise calculations, we have used ab initio density functional theory. In our model, colloidal particles are charged hard spheres, the counterions are described by a continuum density field and the solvent is treated as a homogeneous medium with a specified dielectric constant. We calculate the effective forces between charged colloidal particles by integrating over the solvent and counterion degrees of freedom, taking into account the direct interactions between the particles as well as particle-counterion, counterion-counterion Coulomb, counterion entropic and correlation contributions. We obtain the effective interaction potential between charged colloidal particles in different configurations. We evaluate two- and three-body forces in the bulk as well as study the influence of soft walls. We qualitatively explain the effects of the walls on the forces and demonstrate that many-body effects are negligible in our system. With adjustments in the parameters, the DLVO pair-potential can describe the results quantitatively. Besides electrostatic interactions, entropic depletion effects that arise from (hard-core) exclusion play an important role in determining the behavior of multi-component colloidal suspensions. A standard theory for depletion forces is due to Asakura and Oosawa and is based on the ideal gas approximation. To go beyond this approximation, we have studied entropic forces in molecular dynamics simulations of systems of hard spheres (the effects of the solvent have been ignored). The effective depletion forces for these systems can be found either from equilibrium distribution functions or from direct momentum transfer calculations. Our results obtained by either method show qualitative differences from the Asakura-Oosawa forces, indicating a longer range, higher value at contact and most importantly a more complicated structure, comprising of several maxima and minima. Our calculations include the determination of effective forces between two spheres, a hard sphere and a wall, and the behavior of a hard sphere near a step-edge and a corner. We also demonstrate that such entropic forces do not necessarily satisfy pairwise additivity.

Tehver, Riina↗

Blocking Losses on an Optical Communications Link

Many photon-counting photo-detectors have the property that they become inoperative for some time after detection event. We say the detector is blocked during this time.Blocking produces losses when using the detector as a photon-counter to detect a communications signal. In this paper, we characterize blocking losses for single detectors and for arrays of detectors. For arrays, we discuss conditions under which the output may be approximated as a Poisson point process, and provide a simple approximation to the blocking loss. We show how to extend the analysis to arrays of non-uniformly illuminated arrays.

blocked detectors↗

The scaling of oblique plasma double layers

Strong oblique plasma double layers are investigated using three methods, i.e., electrostatic particle-in-cell simulations, numerical solutions to the Poisson-Vlasov equations, and analytical approximations to the Poisson-Vlasov equations. The solutions to the Poisson-Vlasov equations and numerical simulations show that strong oblique double layers scale in terms of Debye lengths. For very large potential jumps, theory and numerical solutions indicate that all effects of the magnetic field vanish and the oblique double layers follow the same scaling relation as the field-aligned double layers.

Borovsky, J. E.↗

Multiparameter linear least-squares fitting to Poisson data one count at a time

A standard problem in gamma-ray astronomy data analysis is the decomposition of a set of observed counts, described by Poisson statistics, according to a given multicomponent linear model, with underlying physical count rates or fluxes which are to be estimated from the data. Despite its conceptual simplicity, the linear least-squares (LLSQ) method for solving this problem has generally been limited to situations in which the number n(sub i) of counts in each bin i is not too small, conventionally more than 5-30. It seems to be widely believed that the failure of the LLSQ method for small counts is due to the failure of the Poisson distribution to be even approximately normal for small numbers. The cause is more accurately the strong anticorrelation between the data and the wieghts w(sub i) in the weighted LLSQ method when square root of n(sub i) instead of square root of bar-n(sub i) is used to approximate the uncertainties, sigma(sub i), in the data, where bar-n(sub i) = E(n(sub i)), the expected value of N(sub i). We show in an appendix that, avoiding this approximation, the correct equations for the Poisson LLSQ (PLLSQ) problems are actually identical to those for the maximum likelihood estimate using the exact Poisson distribution. We apply the method to solve a problem in high-resolution gamma-ray spectroscopy for the JPL High-Resolution Gamma-Ray Spectrometer flown on HEAO 3. Systematic error in subtracting the strong, highly variable background encountered in the low-energy gamma-ray region can be significantly reduced by closely pairing source and background data in short segments. Significant results can be built up by weighted averaging of the net fluxes obtained from the subtraction of many individual source/background pairs. Extension of the approach to complex situations, with multiple cosmic sources and realistic background parameterizations, requires a means of efficiently fitting to data from single scans in the narrow (approximately = 1.2 keV, HEAO 3) energy channels of a Ge spectrometer, where the expected number of counts obtained per scan may be very low. Such an analysis system is discussed and compared to the method previously used.

Wheaton, Wm. A.↗

Numerical algorithms for steady and unsteady incompressible Navier-Stokes equations

The numerical analysis of the incompressible Navier-Stokes equations are becoming important tools in the understanding of some fluid flow problems which are encountered in research as well as in industry. With the advent of the supercomputers, more realistic problems can be studied with a wider choice of numerical algorithms. An alternative formulation is presented for viscous incompressible flows. The incompressible Navier-Stokes equations are cast in a velocity/vorticity formulation. This formulation consists of solving the Poisson equations for the velocity components and the vorticity transport equation. Two numerical algorithms for the steady two-dimensional laminar flows are presented. The first method is based on the actual partial differential equations. This uses a finite-difference approximation of the governing equations on a staggered grid. The second method uses a finite element discretization with the vorticity transport equation approximated using a Galerkin approximation and the Poisson equations are obtained using a least squares method. The equations are solved efficiently using Newton's method and a banded direct matrix solver (LINPACK). The method is extended to steady three-dimensional laminar flows and applied to a cubic driven cavity using finite difference schemes and a staggered grid arrangement on a Cartesian mesh. The equations are solved iteratively using a plane zebra relaxation scheme. Currently, a two-dimensional, unsteady algorithm is being developed using a generalized coordinate system. The equations are discretized using a finite-volume approach. This work will then be extended to three-dimensional flows.

Hafez, Mohammed↗

Optimum Receiver Structure for PPM Signals with Avalanche Photodiode Statistics

The maximum likelihood decision statistic for detection of pulse-position modulated signals with an avalanche photodiode is derived, using the more accurate Webb density rather than Poisson or Gaussian approximations for the distribution of avalanche photodiode output electrons. It is shown that for Webb-distributed output electtrons, the maximum likelihood rule is to choose the PPM word corresponding to the slot with the maximum electron count.

avalanche photodiode PPM Gaussian Poisson↗

Electrostatic model of a quiet auroral arc

The physics and equations used in the proposed electrostatic model of a quiet auroral arc are discussed. The procedure for obtaining approximate solutions of Poisson's equation coupled to ionosphere current conservation is given. A comparison with a specific discrete auroral arc as seen from the auroral satellite S3-3 is presented.

Chiu, Y. T.↗

Repeating sources of classical gamma-ray bursts

From an analysis of the first catalog of the Burst and Transient Source Experiment (BATSE) experiment (Fishman et al. 1993, 1994a) on the Compton Gamma Ray Observatory (CGRO), we find an excessive number of pairs of gamma-ray bursts which are clustered in both a space and time . The angular separation between the two bursts in each pair is less than their positional uncertainties, and the interval between their occurrence times is within several days. Optimizing the signal, we find that the probability of observing such a clustered excess froma Poisson ensemble is approximately 2 x 10(exp -5). We suggest that these bursts arise from repeating sources. A detailed study of the most prolific source, GBS 0855-00, is presented in a separate paper (Wang & Lingenfelter 1993a, b). Unlike most of the 'soft' gamma-ray repeaters, these repeating bursts have relatively hard spectra, complex light curves, and widely varying durations, that are indistinguishable from classical gamma-ray bursts. Although the significance of the clustered excess was optimized a posteriori, because it depends on temporal and spatial bin sized that could not be defined a priori, we can use the optimizations from the first catalog to test subsequent BATSE data sets. Unfortunately, the failure of the on-board tape recorders during the second catalog period seriously reduced the number of accurately positioned bursts (Fishman et al. 1994b), so that we can neither confirm, nor refute, the predicted repitition in that sample, and we must await the results of the third catalog.

Wang, V. C.↗

A Method of Poisson's Ration Imaging Within a Material Part

The present invention is directed to a method of displaying the Poisson's ratio image of a material part. In the present invention, longitudinal data is produced using a longitudinal wave transducer and shear wave data is produced using a shear wave transducer. The respective data is then used to calculate the Poisson's ratio for the entire material part. The Poisson's ratio approximations are then used to display the data.

Roth, Don J.↗

Method of Poisson's ratio imaging within a material part

The present invention is directed to a method of displaying the Poisson's ratio image of a material part. In the present invention longitudinal data is produced using a longitudinal wave transducer and shear wave data is produced using a shear wave transducer. The respective data is then used to calculate the Poisson's ratio for the entire material part. The Poisson's ratio approximations are then used to displayed the image.

Roth, Don J.↗

Momentum deposition on Wolf-Rayet winds: Nonisotropic diffusion with effective gray opacity

We derive the velocity and mass-loss rate of a steady state Wolf-Rayet (WR) wind, using a nonisotropic diffusion approximation applied to the transfer between strongly overlapping spectral lines. Following the approach of Friend & Castor (1983), the line list is assumed to approximate a statistically parameterized Poisson distribution in frequency, so that photon transport is controlled by an angle-dependent, effectively gray opacity. We show the nonisotropic diffusion approximation yields good agreement with more accurate numerical treatments of the radiative transfer, while providing analytic insight into wind driving by multiple scattering. We illustrate, in particular, that multiple radiative momentum deposition does not require that potons be repeatedly reflected across substantial distances within the spherical envelope, but indeed is greatest when photons undergo a nearly local diffusion, e.g., through scattering by many lines closely spaced in frequency. Our results reiterate the view that the so-called 'momentum problem' of Wolf-Rayet winds is better characterized as an 'opacity problem' of simply identfying enough lines. One way of increasing the number of thick lines in Wolf-Rayet winds is to transfer opacity from saturated to unsaturated lines, yielding a steeper opacity distribution than that found in OB winds. We discuss the implications of this perspective for extending our approach to W-R wind models that incorporate a more fundamental treatment of the ionization and excitation processes that determine the line opacity. In particular, we argue that developing statistical descriptions of the lines to allow an improved effective opacity for the line ensemble would offer several advantages for deriving such more fundamental W-R wind models.

Gayley, Kenneth G.↗