Search results for "Matrices"
showing 10 items of 155 documents
Entanglement dynamics and relaxation in a few-qubit system interacting with random collisions
2008
The dynamics of a single qubit interacting by a sequence of pairwise collisions with an environment consisting of just two more qubits is analyzed. Each collision is modeled in terms of a random unitary operator with a uniform probability distribution described by the uniform Haar measure. We show that the purity of the system qubit as well as the bipartite and the tripartite entanglement reach time averaged equilibrium values characterized by large instantaneous fluctuations.These equilibrium values are independent of the order of collision among the qubits. The relaxation to equilibrium is analyzed also in terms of an ensemble average of random collision histories. Such average allows for…
Suitability Of Cellular Network Signaling Data For Origin-Destination Matrix Construction: A Case Study Of Lyon Region (France)
2019
TRB 2019, 98th Annual Meeting Transportation Research Board, Washigton, D.C., ETATS-UNIS, 13-/01/2019 - 17/01/2019; Spatiotemporal data, and more specifically origin-destination matrices, are critical inputs to mobility studies for transportation planning and urban management purposes. In this paper, we propose a methodology to infer origin-destination (O-D) matrices based on passively-collected cellular signaling data of millions of anonymized mobile phone users in the Rhône-Alpes region, France. This dataset, which consists of records time-stamped with users' unique identifier and tower locations, is used to first analyze the cell phone activity degree indicators of each user in orde…
Spectral study of {R,s+1,k}- and {R,s+1,k,∗}-potent matrices
2020
Abstract The { R , s + 1 , k } - and { R , s + 1 , k , ∗ } -potent matrices have been studied in several recent papers. We continue these investigations from a spectral point of view. Specifically, a spectral study of { R , s + 1 , k } -potent matrices is developed using characterizations involving an associated matrix pencil ( A , R ) . The corresponding spectral study for { R , s + 1 , k , ∗ } -potent matrices involves the pencil ( A ∗ , R ) . In order to present some properties, the relevance of the projector I − A A # where A # is the group inverse of A is highlighted. In addition, some applications and numerical examples are given, particularly involving Pauli matrices and the quaterni…
When do improved covariance matrix estimators enhance portfolio optimization? An empirical comparative study of nine estimators
2011
The use of improved covariance matrix estimators as an alternative to the sample estimator is considered an important approach for enhancing portfolio optimization. Here we empirically compare the performance of 9 improved covariance estimation procedures by using daily returns of 90 highly capitalized US stocks for the period 1997-2007. We find that the usefulness of covariance matrix estimators strongly depends on the ratio between estimation period T and number of stocks N, on the presence or absence of short selling, and on the performance metric considered. When short selling is allowed, several estimation methods achieve a realized risk that is significantly smaller than the one obtai…
Evolution of correlation structure of industrial indices of U.S. equity markets
2013
We investigate the dynamics of correlations present between pairs of industry indices of US stocks traded in US markets by studying correlation based networks and spectral properties of the correlation matrix. The study is performed by using 49 industry index time series computed by K. French and E. Fama during the time period from July 1969 to December 2011 that is spanning more than 40 years. We show that the correlation between industry indices presents both a fast and a slow dynamics. The slow dynamics has a time scale longer than five years showing that a different degree of diversification of the investment is possible in different periods of time. On top to this slow dynamics, we als…
Kullback-Leibler distance as a measure of the information filtered from multivariate data
2007
We show that the Kullback-Leibler distance is a good measure of the statistical uncertainty of correlation matrices estimated by using a finite set of data. For correlation matrices of multivariate Gaussian variables we analytically determine the expected values of the Kullback-Leibler distance of a sample correlation matrix from a reference model and we show that the expected values are known also when the specific model is unknown. We propose to make use of the Kullback-Leibler distance to estimate the information extracted from a correlation matrix by correlation filtering procedures. We also show how to use this distance to measure the stability of filtering procedures with respect to s…
The γ5-problem and anomalies — A Clifford algebra approach
1990
Abstract It is shown that a strong correspondence between noncyclicity and anomalies exists. This allows, by fundamental properties of Clifford algebras, to build a simple and consistent scheme for treating γ 5 without using ( d −4)-dimensional objects
Bilarge neutrino mixing and Abelian flavor symmetry
2012
We explore two bilarge neutrino mixing Anzatze within the context of Abelian flavor symmetry theories: (BL1) sin theta(12) similar to lambda, sin theta(13) similar to lambda, sin theta(23) similar to lambda, and (BL2) sin theta(12) similar to lambda, sin theta(13) similar to lambda, sin theta(23) similar to 1 - lambda. The first pattern is proposed by two of us and is favored if the atmospheric mixing angle theta(23) lies in the first octant, while the second one is preferred for the second octant of theta(23). In order to reproduce the second texture, we find that the flavor symmetry should be U(1) x Z(m), while for the first pattern the flavor symmetry should be extended to U(1) x Z(m) x …
Yukawa sector of multi-Higgs-doublet models in the presence of Abelian symmetries
2013
A general method for classifying the possible quark models of a multi-Higgs-doublet model, in the presence of Abelian symmetries, is presented. All the possible sets of textures that can be present in a given sector are shown, thus turning the determination of the flavor models into a combinatorial problem. Several symmetry implementations are studied for two and three Higgs doublet models. Some models' implementations are explored in great detail, with a particular emphasis on models known as Branco-Grimus-Lavoura and nearest-neighbor-interaction. Several considerations on the flavor changing neutral currents of multi-Higgs models are also given.
Invariants and flavour in the general Two Higgs Doublet Model
2012
The flavour structure of the general Two Higgs Doublet Model (2HDM) is analysed and a detailed study of the parameter space is presented, showing that flavour mixing in the 2HDM can be parametrized by various unitary matrices which arise from the misalignment in flavour space between pairs of various Hermitian flavour matrices which can be constructed within the model. This is entirely analogous to the generation of the CKM matrix in the Standard Model (SM). We construct weak basis invariants which can give insight into the physical implications of any flavour model, written in an arbitrary weak basis (WB) in the context of 2HDM. We apply this technique to two special cases, models with MFV…