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…

OPERATORSPhysicsENSEMBLESQuantum PhysicsSequenceRANDOM UNITARY MATRICESFOS: Physical sciencesGeneral Physics and AstronomyQuantum PhysicsQuantum entanglementCollisionQUANTUM STATESquantum informationQubitBipartite graphRelaxation (physics)Unitary operatorStatistical physicsQuantum Physics (quant-ph)entanglementHaar measureEPL (Europhysics Letters)
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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…

PASSIVE CELLULAR SIGNALING DATAPLANIFICATIONLYONTRAITEMENT DES DONNEESZONE URBAINERESEAU DE TRANSPORTTELEPHONE MOBILERESEAU DE TELECOMMUNICATIONS[INFO.INFO-MO]Computer Science [cs]/Modeling and SimulationMODELISATIONITINERAIRE ROUTIERHOME DETECTIONORIGIN-DESTINATION MATRICESDETECTIONTRAITEMENT DU SIGNALTECHNOLOGIE SANS FILLOCALISATIONVOYAGERECUEIL DE DONNEESSIMULATION[INFO.INFO-MO] Computer Science [cs]/Modeling and SimulationTRAVEL SURVEYTRIP EXTRACTION
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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…

Pauli matricesGroup (mathematics)Applied MathematicsSpectrum (functional analysis)Order (ring theory)Inverse010103 numerical & computational mathematics01 natural sciences010101 applied mathematicsCombinatoricsComputational Mathematicssymbols.namesakeMatrix pencilsymbols0101 mathematicsQuaternionPencil (mathematics)MathematicsJournal of Computational and Applied Mathematics
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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…

Physics - Physics and SocietyCovariance matrixPortfolio optimizationEconophysicsDiversification (finance)EstimatorFOS: Physical sciencesSample (statistics)Physics and Society (physics.soc-ph)FOS: Economics and businessEstimation of covariance matricesPortfolio Management (q-fin.PM)Risk Management (q-fin.RM)StatisticsPortfolioFraction (mathematics)Correlation structurePortfolio optimizationGeneral Economics Econometrics and FinanceFinanceStatistical methodQuantitative Finance - Portfolio ManagementMathematicsQuantitative Finance - Risk Management
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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…

Physics - Physics and SocietyIndex (economics)Scale (ratio)Operations researchSettore SECS-P/05Diversification (finance)FOS: Physical sciencesPhysics and Society (physics.soc-ph)01 natural sciences010305 fluids & plasmasFOS: Economics and businessCorrelationRandom matrix theoryMINIMUM SPANNING-TREES0103 physical sciencesEconometricsPCA Random matrix theory010306 general physicsCORRELATION-BASED NETWORKSMathematicsPCAStatistical Finance (q-fin.ST)Settore SECS-S/03CROSS-CORRELATIONSCovariance matrixSpectral propertiesSettore SECS-S/06Equity (finance)Quantitative Finance - Statistical FinanceFINANCIAL-MARKETSSubprime crisisInvestment (macroeconomics)Degree (music)Settore FIS/07 - Fisica Applicata(Beni Culturali Ambientali Biol.e Medicin)DYNAMIC ASSET TREESMATRICES
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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…

Physics - Physics and SocietyKullback–Leibler divergenceStatistical Finance (q-fin.ST)Covariance matrixEXPRESSION DATAFOS: Physical sciencesQuantitative Finance - Statistical FinanceMultivariate normal distributionPhysics and Society (physics.soc-ph)Measure (mathematics)Stability (probability)Hierarchical clusteringDistance correlationFOS: Economics and businessPhysics - Data Analysis Statistics and ProbabilityStatisticsTime seriesAlgorithmData Analysis Statistics and Probability (physics.data-an)MATRICESMathematics
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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

PhysicsFiltered algebraNuclear and High Energy PhysicsMultivectorPure mathematicsGeometric algebraClassification of Clifford algebrasClifford algebraParavectorGamma matricesClifford analysisPhysics Letters B
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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 …

PhysicsNuclear and High Energy PhysicsParticle physics010308 nuclear & particles physicsYukawa texturesRelatively large theta(13)High Energy Physics::PhenomenologyFamily symmetryFísicaFOS: Physical sciences01 natural sciencesHigh Energy Physics - PhenomenologyCP violationHigh Energy Physics - Phenomenology (hep-ph)Nonzero theta (13)0103 physical sciencesLepton mass matricesFermion massesQuark massesAbelian groupNeutrino010306 general physicsHumanitiesMixing (physics)Physical Review D
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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.

PhysicsNuclear and High Energy PhysicsParticle physicsPhysics beyond the Standard ModelHigh Energy Physics::LatticeHigh Energy Physics::PhenomenologyYukawa potentialFOS: Physical sciencesFísicaQuark mass matricesHigh Energy Physics - PhenomenologyNeutral currentsHigh Energy Physics - Phenomenology (hep-ph)Homogeneous spaceHiggs bosonHigh Energy Physics::ExperimentAbelian group
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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…

PhysicsNuclear and High Energy PhysicsParticle physicsfísica010308 nuclear & particles physicsCabibbo–Kobayashi–Maskawa matrixHigh Energy Physics::PhenomenologyFlavourFOS: Physical sciencesUnitary matrixCP-violationParameter space01 natural sciencesHermitian matrixQuark mass matricesBaryogenesisHigh Energy Physics - PhenomenologyStandard Model (mathematical formulation)Two-Higgs-doublet modelHigh Energy Physics - Phenomenology (hep-ph)0103 physical sciences010306 general physicsParticle Physics - Phenomenology
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