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Laser frequency noise suppression is a critical requirement for the Laser Interferometer Space Antenna (LISA) mission to detect gravitational waves. The baseline laser stabilization is achieved using cavity pre-stabilization and a post-processing technique called Time-Delay-Interferometry (TDI). To enhance the margins for TDI, alternate laser locking schemes should be investigated. A novel stabilisation blending the excellent stability of the arm with the existing cavity reference has been shown theoretically to meet the first-generation TDI margins. This locking system was designed to be implemented as a firmware change and have minimal or no changes to the LISA hardware. This paper experimentally verifies the hybrid laser locking technique by utilizing two references - an optical cavity, and an interferometer with delay imparted using 10 km of optical fiber. The results indicate the viability of the combination of arm-cavity locking system for LISA. They show the key benefits envisioned by this technique; suppression of the cavity fluctuations by the arm sensor (by 21 dB in this demonstration) and reduction of Doppler pulling of the laser frequency, a key technical challenge for arm locking., Comment: 11 pages, 13 figures

We study semi-infinite particle systems on the one-dimensional integer lattice, where each particle performs a continuous-time nearest-neighbour random walk, with jump rates intrinsic to each particle, subject to an exclusion interaction which suppresses jumps that would lead to more than one particle occupying any site. Under appropriate hypotheses on the jump rates (uniformly bounded rates is sufficient) and started from an initial condition that is a finite perturbation of the close-packed configuration, we give conditions under which the particles evolve as a single, semi-infinite "stable cloud". More precisely, we show that inter-particle separations converge to a product-geometric stationary distribution, and that the location of every particle obeys a strong law of large numbers with the same characteristic speed., Comment: 32 pages, 1 figure

We prove anomalous-diffusion scaling for a one-dimensional stochastic kinetic dynamics, in which the stochastic drift is driven by an exogenous Bessel noise, and also includes endogenous volatility which is permitted to have arbitrary dependence with the exogenous noise. We identify the superdiffusive scaling exponent for the model, and prove a weak convergence result on the corresponding scale. We show how our result extends to admit, as exogenous noise processes, not only Bessel processes but more general processes satisfying certain asymptotic conditions., Comment: 15 pages, 1 figure, for a short YouTube video describing the results, see https://youtu.be/O20plic5Ko8?si=-cg5XGdZlkO9WvYr

We quantify superdiffusive transience for a two-dimensional random walk in which the vertical coordinate is a martingale and the horizontal coordinate has a positive drift that is a polynomial function of the individual coordinates and of the present time. We describe how the model was motivated through an heuristic connection to a self-interacting, planar random walk which interacts with its own centre of mass via an excluded-volume mechanism, and is conjectured to be superdiffusive with a scale exponent $3/4$. The self-interacting process originated in discussions with Francis Comets., Comment: 26 pages, 4 figures; v2: minor revision

We establish laws of the iterated logarithm for intrinsic volumes of the convex hull of many-step, multidimensional random walks whose increments have two moments and a non-zero drift. Analogous results in the case of zero drift, where the scaling is different, were obtained by Khoshnevisan. Our starting point is a version of Strassen's functional law of the iterated logarithm for random walks with drift. For the special case of the area of a planar random walk with drift, we compute explicitly the constant in the iterated-logarithm law by solving an isoperimetric problem reminiscent of the classical Dido problem. For general intrinsic volumes and dimensions, our proof exploits a novel zero--one law for functionals of convex hulls of walks with drift, of some independent interest. As another application of our approach, we obtain iterated-logarithm laws for intrinsic volumes of the convex hull of the centre of mass (running average) process associated to the random walk., Comment: Accepted for publication in TAMS

We consider a random walk on the first quadrant of the square lattice, whose increment law is, roughly speaking, homogeneous along a finite number of half-lines near each of the two boundaries, and hence essentially specified by finitely-many transition laws near each boundary, together with an interior transition law that applies at sufficient distance from both boundaries. Under mild assumptions, in the (most subtle) setting in which the mean drift in the interior is zero, we classify recurrence and transience and provide power-law bounds on tails of passage times; the classification depends on the interior covariance matrix, the (finitely many) drifts near the boundaries, and stationary distributions derived from two one-dimensional Markov chains associated to each of the two boundaries. As an application, we consider reflected random walks related to multidimensional variants of the Lindley process, for which the recurrence question was studied recently by Peign\'e and Woess (Ann. Appl. Probab., vol. 31, 2021) using different methods, but for which no previous quantitative results on passage-times appear to be known., Comment: 38 pages; 5 figures

We study an energy-constrained random walker on a length-$N$ interval of the one-dimensional integer lattice, with boundary reflection. The walker consumes one unit of energy for every step taken in the interior, and energy is replenished up to a capacity of~$M$ on each boundary visit. We establish large $N, M$ distributional asymptotics for the lifetime of the walker, i.e., the first time at which the walker runs out of energy while in the interior. Three phases are exhibited. When $M \ll N^2$ (energy is scarce), we show that there is an $M$-scale limit distribution related to a Darling-Mandelbrot law, while when $M \gg N^2$ (energy is plentiful) we show that there is an exponential limit distribution on a stretched-exponential scale. In the critical case where $M / N^2 \to \rho \in (0,\infty)$, we show that there is an $M$-scale limit in terms of an infinitely-divisible distribution expressed via certain theta functions., Comment: 32 pages, 1 figure; v2: minor revisions, some additional exposition

We quantify the asymptotic behaviour of multidimensional drifltess diffusions in domains unbounded in a single direction, with asymptotically normal reflections from the boundary. We identify the critical growth/contraction rates of the domain that separate stability, null recurrence and transience. In the stable case we prove existence and uniqueness of the invariant distribution and establish the polynomial rate of decay of its tail. We also establish matching polynomial upper and lower bounds on the rate of convergence to stationarity in total variation. All exponents are explicit in the model parameters that determine the asymptotics of the growth rate of the domain, the interior covariance, and the reflection vector field. Proofs are probabilistic, and use upper and lower tail bounds for additive functionals up to return times to compact sets, for which we develop novel sub/supermartingale criteria, applicable to general continuous semimartingales. Narrowing domains fall outside of the standard literature, in part because boundary local time can accumulate arbitrarily rapidly. Establishing Feller continuity (essential for characterizing stability) thus requires an extension of the usual approach. Our recurrence/transience classification extends previous work on strictly normal reflections, and expands the range of phenomena observed across all dimensions. For all recurrent cases, we provide quantitative information through upper and lower bounds on tails of return times to compact sets (see https://www.youtube.com/watch?v=oDDDWdbPx74 for a short YouTube video describing the results)., Comment: Theorem 1.2(b) strengthened and its proof restructured, new references added, 50 pages, 3 figures, for a short YouTube video describing the results, see https://www.youtube.com/watch?v=oDDDWdbPx74

The development of low-level mesocyclones in supercell thunderstorms has often been explained via the development of storm-generated streamwise vorticity along a baroclinic gradient in the forward flank of supercells. However, the ambient streamwise vorticity of the environment (often quantified via storm-relative helicity), especially near the ground, is particularly skillful at discriminating between nontornadic and tornadic supercells. This study investigates whether the origins of the inflow air into supercell low-level mesocyclones, both horizontally and vertically, can help explain the dynamical role of environmental versus storm-generated vorticity in the development of low-level mesocyclone rotation. Simulations of supercells, initialized with wind profiles common to supercell environments observed in nature, show that the air bound for the low-level mesocyclone primarily originates from the undisturbed, ambient environment, rather than from along the forward flank, and from very close to the ground, often in the lowest 200 - 400 m of the atmosphere. Given that the near-ground environmental air comprises the bulk of the inflow into low-level mesocyclones, this likely explains the forecast skill of environmental streamwise vorticity in the lowest few hundred meters of the atmosphere. The low-level mesocyclone does not appear to require much augmentation from the development of additional horizontal vorticity in the forward flank. Instead, the dominant contributor to vertical vorticity within the low-level mesocyclone is from the environmental horizontal vorticity. This study hopefully clarifies the development of low-level mesocyclones in supercells.

For near-critical, transient Markov chains on the non-negative integers in the Lamperti regime, where the mean drift at $x$ decays as $1/x$ as $x \to \infty$, we quantify degree of transience via existence of moments for conditional return times and for last exit times, assuming increments are uniformly bounded. Our proof uses a Doob $h$-transform, for the transient process conditioned to return, and we show that the conditioned process is also of Lamperti type with appropriately transformed parameters. To do so, we obtain an asymptotic expansion for the ratio of two return probabilities, evaluated at two nearby starting points; a consequence of this is that the return probability for the transient Lamperti process is a regularly-varying function of the starting point., Comment: 26 pages; v2: minor revisions, expanded discussion

We study finite particle systems on the one-dimensional integer lattice, where each particle performs a continuous-time nearest-neighbour random walk, with jump rates intrinsic to each particle, subject to an exclusion interaction which suppresses jumps that would lead to more than one particle occupying any site. We show that the particle jump rates determine explicitly a unique partition of the system into maximal stable sub-systems, and that this partition can be obtained by a linear-time algorithm using only elementary arithmetic. The internal configuration of each stable sub-system possesses an explicit product-geometric limiting distribution, and the location of each stable sub-system obeys a strong law of large numbers with an explicit speed; the characteristic parameters of each stable sub-system are simple functions of the rate parameters for the corresponding particles. For the case where the entire system is stable, we provide a central limit theorem describing the fluctuations around the law of large numbers. Our approach draws on ramifications, in the exclusion context, of classical work of Goodman and Massey on partially-stable Jackson queueing networks., Comment: 34 pages, 3 figures; v3: some reorganization, minor revisions

For a multidimensional driftless diffusion in an unbounded, smooth, sub-linear generalized parabolic domain, with oblique reflection from the boundary, we give natural conditions under which either explosion occurs, if the domain narrows sufficiently fast at infinity, or else there is superdiffusive transience, which we quantify with a strong law of large numbers. For example, in the case of a planar domain, explosion occurs if and only if the area of the domain is finite. We develop and apply novel semimartingale criteria for studying explosions and establishing strong laws, which are of independent interest., Comment: 39 pages, 2 figures

We present an approach to mitigate coating thermal noise in optical cavities by using multiple TEM spatial modes to readout and stabilize laser frequency. With optimal weightings we synthesize a wider sampling of the mirror surface, improving averaging of Brownian thermal fluctuation. We show thermal noise improvement factors of 1.57, comparable to a MESA beam of a nominal 12 m prototype cavity, and a factor 1.61 improvement over the $\textrm{TEM}_{00}$ using three modes in a 0.1 m cavity for a practical laboratory experiment: equivalent to cooling mirrors to 120 K from room temperature., Comment: 9 pages, 5 figure. Target: PRA

We study recurrence and transience for a particle that moves at constant velocity in the interior of an unbounded planar domain, with random reflections at the boundary governed by a Markov kernel producing outgoing angles from incoming angles. Our domains have a single unbounded direction and sublinear growth. We characterize recurrence in terms of the reflection kernel and growth rate of the domain. The results are obtained by transforming the stochastic billiards model to a Markov chain on a half-strip $\mathbb{R}_+ \!\times S$ where $S$ is a compact set. We develop the recurrence classification for such processes in the near-critical regime in which drifts of the $\mathbb{R}_+$ component are of generalized Lamperti type, and the $S$ component is asymptotically Markov; this extends earlier work that dealt with finite $S$., Comment: 42 pages, 4 figures; v2: some clarifications, corrections, and strengthened results on passage-time moments

Motivated by nanoscale growth of ultra-thin films, we study a model of deposition, on an interval substrate, of particles that perform Brownian motions until any two meet, when they nucleate to form a static island, which acts as an absorbing barrier to subsequent particles. This is a continuum version of a lattice model studied in the applied literature. We show that the associated interval-splitting process converges in the sparse deposition limit to a Markovian process (in the vein of Brennan and Durrett) governed by a splitting density with a compact Fourier series expansion but, apparently, no simple closed form. We show that the same splitting density governs the fixed deposition rate, large time asymptotics of the normalized gap distribution, so these asymptotics are independent of deposition rate. The splitting density is derived by solving an exit problem for planar Brownian motion from a right-angled triangle, extending work of Smith and Watson., Comment: 47 pages, 3 figures; v2: minor revisions

We study the set of directions asymptotically explored by a spatially homogeneous random walk in $d$-dimensional Euclidean space. We survey some pertinent results of Kesten and Erickson, make some further observations, and present some examples. We also explore links to the asymptotics of one-dimensional projections, and to the growth of the convex hull of the random walk., Comment: 24 pages; v2: minor revisions

We give conditions under which near-critical stochastic processes on the half-line have infinitely many or finitely many cutpoints, generalizing existing results on nearest-neighbour random walks to adapted processes with bounded increments satisfying appropriate conditional increment moments conditions. We apply one of these results to deduce that a class of transient zero-drift Markov chains in $\mathbb{R}^d$, $d \geq 2$, possess infinitely many separating annuli, generalizing previous results on spatially homogeneous random walks., Comment: 20 pages; v2: minor revisions

The detection of gravitational waves from compact binary mergers by LIGO has opened the era of gravitational wave astronomy, revealing a previously hidden side of the cosmos. To maximize the reach of the existing LIGO observatory facilities, we have designed a new instrument that will have 5 times the range of Advanced LIGO, or greater than 100 times the event rate. Observations with this new instrument will make possible dramatic steps toward understanding the physics of the nearby universe, as well as observing the universe out to cosmological distances by the detection of binary black hole coalescences. This article presents the instrument design and a quantitative analysis of the anticipated noise floor.

We study a random walk (Markov chain) in an unbounded planar domain whose boundary is described by two curves of the form $x_2 = a^+ x_1^{\beta^+}$ and $x_2 = -a^- x_1^{\beta^-}$, with $x_1 \geq 0$. In the interior of the domain, the random walk has zero drift and a given increment covariance matrix. From the vicinity of the upper and lower sections of the boundary, the walk drifts back into the interior at a given angle $\alpha^+$ or $\alpha^-$ to the relevant inwards-pointing normal vector. Here we focus on the case where $\alpha^+$ and $\alpha^-$ are equal but opposite, which includes the case of normal reflection. For $0 \leq \beta^+, \beta^- < 1$, we identify the phase transition between recurrence and transience, depending on the model parameters, and quantify recurrence via moments of passage times., Comment: 32 pages, 4 figures; v2: minor revisions

The sensitivity of future gravitational wave interferometers is expected to be limited through-out the detection band by quantum vacuum fluctuations, which can be reduced by quantum non-demolition methods such as squeezed vacuum injection. However, optical losses in the readout chainseverely limit the effectiveness of such schemes. We propose an optomechanical device to be installedat the output of the detector that mitigates the effect of readout loss, thus allowing the detector tobetter exploit quantum noise evasion schemes.

Recent gravitational-wave observations from the LIGO and Virgo observatories have brought a sense of great excitement to scientists and citizens the world over. Since September 2015,10 binary black hole coalescences and one binary neutron star coalescence have been observed. They have provided remarkable, revolutionary insight into the "gravitational Universe" and have greatly extended the field of multi-messenger astronomy. At present, Advanced LIGO can see binary black hole coalescences out to redshift 0.6 and binary neutron star coalescences to redshift 0.05. This probes only a very small fraction of the volume of the observable Universe. However, current technologies can be extended to construct "$3^\mathrm{rd}$ Generation" (3G) gravitational-wave observatories that would extend our reach to the very edge of the observable Universe. The event rates over such a large volume would be in the hundreds of thousands per year (i.e.tens per hour). Such 3G detectors would have a 10-fold improvement in strain sensitivity over the current generation of instruments, yielding signal-to-noise ratios of 1000 for events like those already seen. Several concepts are being studied for which engineering studies and reliable cost estimates will be developed in the next 5 years., Comment: For the 2020 Astro decadal

Fix integers $d \geq 2$ and $k\geq d-1$. Consider a random walk $X_0, X_1, \ldots$ in $\mathbb{R}^d$ in which, given $X_0, X_1, \ldots, X_n$ ($n \geq k$), the next step $X_{n+1}$ is uniformly distributed on the unit ball centred at $X_n$, but conditioned that the line segment from $X_n$ to $X_{n+1}$ intersects the convex hull of $\{0, X_{n-k}, \ldots, X_n\}$ only at $X_n$. For $k = \infty$ this is a version of the model introduced by Angel et al., which is conjectured to be ballistic, i.e., to have a limiting speed and a limiting direction. We establish ballisticity for the finite-$k$ model, and comment on some open problems. In the case where $d=2$ and $k=1$, we obtain the limiting speed explicitly: it is $8/(9\pi^2)$., Comment: 31 pages, 3 figures; v2: minor revisions

We study the recurrence/transience phase transition for Markov chains on $\mathbb{R}_+$, $\mathbb{R}$, and $\mathbb{R}^2$ whose increments have heavy tails with exponent in $(1,2)$ and asymptotically zero mean. This is the infinite-variance analogue of the classical Lamperti problem. On $\mathbb{R}_+$, for example, we show that if the tail of the positive increments is about $c y^{-\alpha}$ for an exponent $\alpha \in (1,2)$ and if the drift at $x$ is about $b x^{-\gamma}$, then the critical regime has $\gamma = \alpha -1$ and recurrence/transience is determined by the sign of $b + c\pi \textrm{cosec} (\pi \alpha)$. On $\mathbb{R}$ we classify whether transience is directional or oscillatory, and extend an example of Rogozin \& Foss to a class of transient martingales which oscillate between $\pm \infty$. In addition to our recurrence/transience results, we also give sharp results on the existence/non-existence of moments of passage times.

We study the convex hull of the first $n$ steps of a planar random walk, and present large-$n$ asymptotic results on its perimeter length $L_n$, diameter $D_n$, and shape. In the case where the walk has a non-zero mean drift, we show that $L_n / D_n \to 2$ a.s., and give distributional limit theorems and variance asymptotics for $D_n$, and in the zero-drift case we show that the convex hull is infinitely often arbitrarily well-approximated in shape by any unit-diameter compact convex set containing the origin, and then $\liminf_{n \to \infty} L_n/D_n =2$ and $\limsup_{n \to \infty} L_n /D_n = \pi$, a.s. Among the tools that we use is a zero-one law for convex hulls of random walks., Comment: 25 pages

We prove an invariance principle for a class of zero-drift spatially non-homogeneous random walks in $\mathbb{R}^d$, which may be recurrent in any dimension. The limit $\mathcal{X}$ is an elliptic martingale diffusion, which may be point-recurrent at the origin for any $d\geq2$. To characterise $\mathcal{X}$, we introduce a (non-Euclidean) Riemannian metric on the unit sphere in $\mathbb{R}^d$ and use it to express a related spherical diffusion as a Brownian motion with drift. This representation allows us to establish the skew-product decomposition of the excursions of $\mathcal{X}$ and thus develop the excursion theory of $\mathcal{X}$ without appealing to the strong Markov property. This leads to the uniqueness in law of the stochastic differential equation for $\mathcal{X}$ in $\mathbb{R}^d$, whose coefficients are discontinuous at the origin. Using the Riemannian metric we can also detect whether the angular component of the excursions of $\mathcal{X}$ is time-reversible. If so, the excursions of $\mathcal{X}$ in $\mathbb{R}^d$ generalise the classical Pitman-Yor splitting-at-the-maximum property of Bessel excursions., Comment: 36 pages

Each site of $\mathbb{Z}$ hosts a queue with arrival rate $\lambda$. A single server, starting at the origin, serves its current queue at rate $\mu$ until that queue is empty, and then moves to the longest neighbouring queue. In the critical case $\lambda = \mu$, we show that the server returns to every site infinitely often. We also give a sharp iterated logarithm result for the server's position. Important ingredients in the proofs are that the times between successive queues being emptied exhibit doubly exponential growth, and that the probability that the server changes its direction is asymptotically equal to $1/4$., Comment: 25 pages

Consider non-homogeneous zero-drift random walks in $\mathbb{R}^d$, $d \geq 2$, with the asymptotic increment covariance matrix $\sigma^2 (\mathbf{u})$ satisfying $\mathbf{u}^\top \sigma^2 (\mathbf{u}) \mathbf{u} = U$ and $\mathrm{tr}\ \sigma^2 (\mathbf{u}) = V$ in all in directions $\mathbf{u}\in\mathbb{S}^{d-1}$ for some positive constants $U

For a random walk $S_n$ on $\mathbb{R}^d$ we study the asymptotic behaviour of the associated centre of mass process $G_n = n^{-1} \sum_{i=1}^n S_i$. For lattice distributions we give conditions for a local limit theorem to hold. We prove that if the increments of the walk have zero mean and finite second moment, $G_n$ is recurrent if $d=1$ and transient if $d \geq 2$. In the transient case we show that $G_n$ has diffusive rate of escape. These results extend work of Grill, who considered simple symmetric random walk. We also give a class of random walks with symmetric heavy-tailed increments for which $G_n$ is transient in $d=1$., Comment: 26 pages, 1 colour figure; v2: minor revision

We study a random walk on a complex of finitely many half-lines joined at a common origin; jumps are heavy-tailed and of two types, either one-sided (towards the origin) or two-sided (symmetric). Transmission between half-lines via the origin is governed by an irreducible Markov transition matrix, with associated stationary distribution $\mu_k$. If $\chi_k$ is $1$ for one-sided half-lines $k$ and $1/2$ for two-sided half-lines, and $\alpha_k$ is the tail exponent of the jumps on half-line $k$, we show that the recurrence classification for the case where all $\alpha_k \chi_k \in (0,1)$ is determined by the sign of $\sum_k \mu_k \cot ( \chi_k \pi \alpha_k )$. In the case of two half-lines, the model fits naturally on $\mathbb{R}$ and is a version of the oscillating random walk of Kemperman. In that case, the cotangent criterion for recurrence becomes linear in $\alpha_1$ and $\alpha_2$; our general setting exhibits the essential non-linearity in the cotangent criterion. For the general model, we also show existence and non-existence of polynomial moments of return times. Our moments results are sharp (and new) for several cases of the oscillating random walk; they are apparently even new for the case of a homogeneous random walk on $\mathbb{R}$ with symmetric increments of tail exponent $\alpha \in (1,2)$., Comment: 35 pages, 2 figures