Search results for "probability"

showing 10 items of 3417 documents

Quadratic ${\mathcal P}{\mathcal T}$-symmetric operators with real spectrum and similarity to self-adjoint operators

2012

It is established that a -symmetric elliptic quadratic differential operator with real spectrum is similar to a self-adjoint operator precisely when the associated fundamental matrix has no Jordan blocks.This article is part of a special issue of Journal of Physics A: Mathematical and Theoretical devoted to ‘Quantum physics with non-Hermitian operators’.

Statistics and ProbabilityPure mathematicsSimilarity (geometry)Spectrum (functional analysis)General Physics and AstronomyStatistical and Nonlinear PhysicsOperator (computer programming)Quadratic equationFundamental matrix (linear differential equation)Modeling and SimulationQuadratic differentialMathematical PhysicsSelf-adjoint operatorMathematicsJournal of Physics A: Mathematical and Theoretical
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Malliavin smoothness on the Lévy space with Hölder continuous or BV functionals

2020

Abstract We consider Malliavin smoothness of random variables f ( X 1 ) , where X is a pure jump Levy process and the function f is either bounded and Holder continuous or of bounded variation. We show that Malliavin differentiability and fractional differentiability of f ( X 1 ) depend both on the regularity of f and the Blumenthal–Getoor index of the Levy measure.

Statistics and ProbabilityPure mathematicsSmoothness (probability theory)Applied Mathematics010102 general mathematicsHölder conditionFunction (mathematics)01 natural sciencesLévy process010104 statistics & probabilityModeling and SimulationBounded functionBounded variationDifferentiable function0101 mathematicsRandom variableMathematicsStochastic Processes and their Applications
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Random time-changes and asymptotic results for a class of continuous-time Markov chains on integers with alternating rates

2021

We consider continuous-time Markov chains on integers which allow transitions to adjacent states only, with alternating rates. We give explicit formulas for probability generating functions, and also for means, variances and state probabilities of the random variables of the process. Moreover we study independent random time-changes with the inverse of the stable subordinator, the stable subordinator and the tempered stable subodinator. We also present some asymptotic results in the fashion of large deviations. These results give some generalizations of those presented in Di Crescenzo A., Macci C., Martinucci B. (2014).

Statistics and ProbabilityPure mathematicsSubordinatormoderate deviationsInversefractional processfractional process; large deviations; moderate deviations; tempered stable subordinatorlarge deviationsChain (algebraic topology)FOS: MathematicsProbability-generating function60F10 60J27 60G22 60G52MathematicsMarkov chainlcsh:T57-57.97lcsh:MathematicsProbability (math.PR)State (functional analysis)tempered stable subordinatorlcsh:QA1-939Modeling and SimulationSettore MAT/06lcsh:Applied mathematics. Quantitative methodsLarge deviations theoryStatistics Probability and UncertaintyRandom variableMathematics - Probability
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Malliavin Calculus and Skorohod Integration for Quantum Stochastic Processes

2000

A derivation operator and a divergence operator are defined on the algebra of bounded operators on the symmetric Fock space over the complexification of a real Hilbert space $\eufrak{h}$ and it is shown that they satisfy similar properties as the derivation and divergence operator on the Wiener space over $\eufrak{h}$. The derivation operator is then used to give sufficient conditions for the existence of smooth Wigner densities for pairs of operators satisfying the canonical commutation relations. For $\eufrak{h}=L^2(\mathbb{R}_+)$, the divergence operator is shown to coincide with the Hudson-Parthasarathy quantum stochastic integral for adapted integrable processes and with the non-causal…

Statistics and ProbabilityPure mathematics[MATH.MATH-PR] Mathematics [math]/Probability [math.PR]Integrable systemComplexificationSpace (mathematics)Malliavin calculus01 natural sciences81S25Fock space81S25; 60H07; 60G15010104 statistics & probabilitysymbols.namesakeOperator (computer programming)60H07FOS: Mathematics0101 mathematicsMathematical PhysicsMathematicsApplied Mathematics010102 general mathematicsProbability (math.PR)Hilbert spaceStatistical and Nonlinear Physics[MATH.MATH-PR]Mathematics [math]/Probability [math.PR]Bounded function60G15symbols[ MATH.MATH-PR ] Mathematics [math]/Probability [math.PR]Mathematics - Probability
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Genericity of dimension drop on self-affine sets

2017

We prove that generically, for a self-affine set in $\mathbb{R}^d$, removing one of the affine maps which defines the set results in a strict reduction of the Hausdorff dimension. This gives a partial positive answer to a folklore open question.

Statistics and ProbabilityPure mathematicsthermodynamic formalismDynamical Systems (math.DS)01 natural sciencesself-affine setsingular value functionAffine combinationAffine hullClassical Analysis and ODEs (math.CA)FOS: MathematicsMathematics - Dynamical Systems0101 mathematicsMathematicsDiscrete mathematicsta111010102 general mathematicsMinkowski–Bouligand dimensionproducts of matricesEffective dimension010101 applied mathematicsAffine coordinate systemMathematics - Classical Analysis and ODEsHausdorff dimensionAffine transformationStatistics Probability and UncertaintyStatistics & Probability Letters
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Electron Fabry-Perot interferometer with two entangled magnetic impurities

2007

We consider a one-dimensional (1D) wire along which single conduction electrons can propagate in the presence of two spin-1/2 magnetic impurities. The electron may be scattered by each impurity via a contact-exchange interaction and thus a spin-flip generally occurs at each scattering event. Adopting a quantum waveguide theory approach, we derive the stationary states of the system at all orders in the electron-impurity exchange coupling constant. This allows us to investigate electron transmission for arbitrary initial states of the two impurity spins. We show that for suitable electron wave vectors, the triplet and singlet maximally entangled spin states of the impurities can respectively…

Statistics and ProbabilityQUANTUM WIRESQuantum decoherenceSpin statesFOS: Physical sciencesGeneral Physics and AstronomyElectron01 natural sciences010305 fluids & plasmasMesoscale and Nanoscale Physics (cond-mat.mes-hall)0103 physical sciencesSCATTERINGSinglet state010306 general physicsMathematical PhysicsPhysicsCoupling constantINTERFERENCEQuantum PhysicsCondensed matter physicsCondensed Matter - Mesoscale and Nanoscale PhysicsScatteringStatistical and Nonlinear Physics3. Good healthModeling and SimulationCondensed Matter::Strongly Correlated ElectronsQuantum Physics (quant-ph)Electron scatteringStationary state
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The adaptive nature of liquidity taking in limit order books

2014

In financial markets, the order flow, defined as the process assuming value one for buy market orders and minus one for sell market orders, displays a very slowly decaying autocorrelation function. Since orders impact prices, reconciling the persistence of the order flow with market efficiency is a subtle issue. A possible solution is provided by asymmetric liquidity, which states that the impact of a buy or sell order is inversely related to the probability of its occurrence. We empirically find that when the order flow predictability increases in one direction, the liquidity in the opposite side decreases, but the probability that a trade moves the price decreases significantly. While the…

Statistics and ProbabilityQuantitative Finance - Trading and Market MicrostructureStatistical Finance (q-fin.ST)Limit order book econophysics market efficiencyfinancial instruments and regulationAutocorrelationFinancial marketQuantitative Finance - Statistical FinanceStatistical and Nonlinear PhysicsProbability and statisticsTrading and Market Microstructure (q-fin.TR)Market liquidityFOS: Economics and businessFlow (mathematics)Order (exchange)risk measure and managementOrder bookEconomicsEconometricsmodels of financial marketStatistics Probability and UncertaintyPredictabilityStatistical and Nonlinear Physic
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Classification of multipartite systems featuring only $|W\rangle$ and $|GHZ\rangle$ genuine entangled states

2015

In this paper we present several multipartite quantum systems featuring the same type of genuine (tripartite) entanglement. Based on a geometric interpretation of the so-called $|W\rangle$ and $|GHZ\rangle$ states we show that the classification of all multipartite systems featuring those and only those two classes of genuine entanglement can be deduced from earlier work of algebraic geometers. This classification corresponds in fact to classification of fundamental subadjoint varieties and establish a connection between those systems, well known in Quantum Information Theory and fundamental simple Lie algebras.

Statistics and ProbabilityQuantum Physics010308 nuclear & particles physicsGeneral Physics and AstronomyStatistical and Nonlinear PhysicsQuantum entanglementQuantum PhysicsType (model theory)01 natural sciencesMultipartiteTheoretical physicsSimple (abstract algebra)Modeling and Simulation0103 physical sciencesLie algebraQuantum informationConnection (algebraic framework)010306 general physicsQuantumMathematical PhysicsMathematics
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Unitary Representations of Quantum Superpositions of two Coherent States and beyond

2013

The construction of a class of unitary operators generating linear superpositions of generalized coherent states from the ground state of a quantum harmonic oscillator is reported. Such a construction, based on the properties of a new ad hoc introduced set of hermitian operators, leads to the definition of new basis in the oscillator Hilbert space, extending in a natural way the displaced Fock states basis. The potential development of our method and our results are briefly outlined.

Statistics and ProbabilityQuantum PhysicsBasis (linear algebra)Hilbert spaceFOS: Physical sciencesStatistical and Nonlinear PhysicsUnitary stateFock spacesymbols.namesakeOptical phase spaceTheoretical physicsQuantum harmonic oscillatorQuantum mechanicssymbolsCoherent statesQuantum Physics (quant-ph)Mathematical PhysicsMathematicsSqueezed coherent state
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Grover Search with Lackadaisical Quantum Walks

2015

The lazy random walk, where the walker has some probability of staying put, is a useful tool in classical algorithms. We propose a quantum analogue, the lackadaisical quantum walk, where each vertex is given $l$ self-loops, and we investigate its effects on Grover's algorithm when formulated as search for a marked vertex on the complete graph of $N$ vertices. For the discrete-time quantum walk using the phase flip coin, adding a self-loop to each vertex boosts the success probability from 1/2 to 1. Additional self-loops, however, decrease the success probability. Using instead the Ambainis, Kempe, and Rivosh (2005) coin, adding self-loops simply slows down the search. These coins also diffe…

Statistics and ProbabilityQuantum PhysicsComplete graphFOS: Physical sciencesGeneral Physics and AstronomyStatistical and Nonlinear PhysicsRandom walk01 natural sciences010305 fluids & plasmasVertex (geometry)CombinatoricsModeling and Simulation0103 physical sciencesQuantum walkQuantum Physics (quant-ph)010306 general physicsQuantumMathematical PhysicsMathematics
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