Search results for "Combinatorics"

showing 10 items of 1770 documents

A theory for long-memory in supply and demand

2004

Recent empirical studies have demonstrated long-memory in the signs of orders to buy or sell in financial markets [2, 19]. We show how this can be caused by delays in market clearing. Under the common practice of order splitting, large orders are broken up into pieces and executed incrementally. If the size of such large orders is power law distributed, this gives rise to power law decaying autocorrelations in the signs of executed orders. More specifically, we show that if the cumulative distribution of large orders of volume v is proportional to v to the power -alpha and the size of executed orders is constant, the autocorrelation of order signs as a function of the lag tau is asymptotica…

PhysicsPhysics - Physics and SocietyActuarial scienceQuantitative Finance - Trading and Market MicrostructureCumulative distribution functionAutocorrelationFOS: Physical sciencesOrder (ring theory)Physics and Society (physics.soc-ph)Function (mathematics)Trading and Market Microstructure (q-fin.TR)FOS: Economics and businessCombinatoricsCondensed Matter - Other Condensed MatterExecution Commerce optimal liquidationLong memoryDiffusion (business)Constant (mathematics)Other Condensed Matter (cond-mat.other)
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No-Forcing and No-Matching Theorems for Classical Probability Applied to Quantum Mechanics

2013

Correlations of spins in a system of entangled particles are inconsistent with Kolmogorov's probability theory (KPT), provided the system is assumed to be non-contextual. In the Alice-Bob EPR paradigm, non-contextuality means that the identity of Alice's spin (i.e., the probability space on which it is defined as a random variable) is determined only by the axis \alphai chosen by Alice, irrespective of Bob's axis \betaj (and vice versa). Here, we study contextual KPT models, with two properties: (1) Alice's and Bob's spins are identified as Aij and Bij, even though their distributions are determined by, respectively, \alphai alone and \betaj alone, in accordance with the no-signaling requir…

PhysicsQuantum Physics010308 nuclear & particles physicsProbability (math.PR)Zero (complex analysis)General Physics and AstronomyFOS: Physical sciencesCharacterization (mathematics)Computer Science::Computational Complexity60A99 81P1301 natural sciencesCombinatoricsIdentity (mathematics)Probability theoryJoint probability distribution0103 physical sciencesFOS: MathematicsBeta (velocity)010306 general physicsQuantum Physics (quant-ph)Random variableMathematics - ProbabilitySpin-½
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Proof of a Conjecture on Contextuality in Cyclic Systems with Binary Variables

2015

We present a proof for a conjecture previously formulated by Dzhafarov, Kujala, and Larsson (Foundations of Physics, in press, arXiv:1411.2244). The conjecture specifies a measure for the degree of contextuality and a criterion (necessary and sufficient condition) for contextuality in a broad class of quantum systems. This class includes Leggett-Garg, EPR/Bell, and Klyachko-Can-Binicioglu-Shumovsky type systems as special cases. In a system of this class certain physical properties $q_{1},...,q_{n}$ are measured in pairs $(q_{i},q_{j})$; every property enters in precisely two such pairs; and each measurement outcome is a binary random variable. Denoting the measurement outcomes for a proper…

PhysicsQuantum PhysicsConjectureDegree (graph theory)Probability (math.PR)05 social sciencesBinary random variableFOS: Physical sciencesGeneral Physics and AstronomyBinary numberType (model theory)01 natural sciencesMeasure (mathematics)050105 experimental psychologyCombinatorics0103 physical sciencesFOS: Mathematics0501 psychology and cognitive sciencesQuantum Physics (quant-ph)81P13 81Q99 60A99010306 general physicsRandom variableMathematics - ProbabilityFoundations of Physics
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Axial behaviour of Cantor ring diffractals

2003

Cantor ring diffractals describe rotationally symmetric pupils constructed from a one-dimensional polyadic Cantor set. The influence on the axial irradiance of several fractal descriptors of such pupils, including fractal dimension, number of gaps and lacunarity, are investigated. It is shown that, contrary to their transversal response, the axial behaviour of these pupils does not resemble the fractal structure of the aperture. The sensitivity of such pupils to the spherical aberration is also analysed.

PhysicsRing (mathematics)business.industryApertureAstrophysics::Instrumentation and Methods for AstrophysicsComputer Science::Human-Computer InteractionFractal dimensionAtomic and Molecular Physics and OpticsCantor setSpherical aberrationFractalOpticsLacunarityTransversal (combinatorics)businessJournal of Optics A: Pure and Applied Optics
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A nonlocal problem describing spherical system of stars

2014

We prove in this note the existence and uniqueness of solutions of a nonlocal problem appearing as a model of galaxy in early stage of evolution. Some properties of solutions are also given.

PhysicsStarsApplied MathematicsDiscrete Mathematics and CombinatoricsUniquenessStage (hydrology)GalaxySpherical systemMathematical physicsDiscrete and Continuous Dynamical Systems-Series B
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Surface-directed phase separation with off-critical composition: Analytical and numerical results

2002

We study the interplay of wetting and phase separation in an unstable binary mixture $(\mathrm{AB})$ with off-critical composition, placed in contact with a surface which prefers the component $A.$ We consider surface potentials $V(z)\ensuremath{\sim}{z}^{\ensuremath{-}n},$ where z is the distance from the surface, and present analytical arguments and detailed numerical results to elucidate wetting-layer kinetics for arbitrary mixture compositions. If the preferred component is the minority phase, the wetting-layer thickness exhibits a potential-specific behavior at early times $\ensuremath{\tau},$ ${R}_{1}\ensuremath{\sim}{\ensuremath{\tau}}^{1/(n+2)},$ before crossing over to the universa…

PhysicsSurface (mathematics)Phase (matter)ThermodynamicsAtomic physicsComposition (combinatorics)Physical Review E
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New methods of evaluation of the flavor composition in e+ e- annihilation by double hemisphere tagging at LEP / SLC energies

1995

Two new methods are proposed to extract the flavour contents of the events produced at LEP/SLC, together with the classification matrix of a tagging by hemispheres. By utilising the tagging obtained in both hemispheres, the efficiencies, backgrounds and flavour compositions are directly obtained by fitting the data. A minimal dependence on modelling and a consistent treatment of systematic errors are achieved by applying these methods. The choice of the tagging algorithm is irrelevant in the methods, provided that similar efficiencies are reached. As an example, a multivariate analysis technique combining the tracking information given by a microvertex detector has been applied to extract t…

PhysicsSystematic errorNuclear and High Energy PhysicsAnnihilationBranching fractionFlavourDetectorHigh Energy Physics::PhenomenologyComposition (combinatorics)Tracking (particle physics)Nuclear physicsMatrix (mathematics)Física nuclearHigh Energy Physics::ExperimentDetectors and Experimental TechniquesInstrumentation
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N-string vertices in string field theory.

1993

We give the general form of the vertex corresponding to the interaction of an arbitrary number of strings. The technique employed relies on the ``comma" representation of String Field Theory where string fields and interactions are represented as matrices and operations between them such as multiplication and trace. The general formulation presented here shows that the interaction vertex of N strings, for any arbitrary N, is given as a function of particular combinations of matrices corresponding to the change of representation between the full string and the half string degrees of freedom.

PhysicsTheoryofComputation_MISCELLANEOUSHigh Energy Physics - TheoryEmpty stringFOS: Physical sciencesFísicaString searching algorithmString field theoryType I string theoryRelationship between string theory and quantum field theoryCombinatoricsNon-critical string theoryHigh Energy Physics::TheoryString operationsHigh Energy Physics - Theory (hep-th)String dualityPhysical review. D, Particles and fields
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Faster Quantum Walk Search on a Weighted Graph

2015

A randomly walking quantum particle evolving by Schr\"odinger's equation searches for a unique marked vertex on the "simplex of complete graphs" in time $\Theta(N^{3/4})$. In this paper, we give a weighted version of this graph that preserves vertex-transitivity, and we show that the time to search on it can be reduced to nearly $\Theta(\sqrt{N})$. To prove this, we introduce two novel extensions to degenerate perturbation theory: an adjustment that distinguishes the weights of the edges, and a method to determine how precisely the jumping rate of the quantum walk must be chosen.

PhysicsVertex (graph theory)Quantum particleQuantum PhysicsDegenerate energy levelsFOS: Physical sciencesGraph theory01 natural sciencesAtomic and Molecular Physics and OpticsGraph010305 fluids & plasmasCombinatoricsQuantum mechanics0103 physical sciencesQuantum walk010306 general physicsQuantum Physics (quant-ph)
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Weyl Asymptotics for the Damped Wave Equation

2019

The damped wave equation is closely related to non-self-adjoint perturbations of a self-adjoint operator P of the form $$\displaystyle P_\epsilon =P+i\epsilon Q. $$ Here, P is a semi-classical pseudodifferential operator of order 0 on L2(X), where we consider two cases: X = Rn and P has the symbol P ∼ p(x, ξ) + hp1(x, ξ) + ⋯ . in S(m), as in Sect. 6.1, where the description is valid also in the case n > 1. We assume for simplicity that the order function m(x, ξ) tends to + ∞, when (x, ξ) tends to ∞. We also assume that P is formally self-adjoint. Then by elliptic theory (and the ellipticity assumption on P) we know that P is essentially self-adjoint with purely discrete spectrum. X is a com…

PhysicsVolume formCombinatoricsOperator (physics)Order (ring theory)Function (mathematics)Differential operatorDiscrete spectrum
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