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Motional narrowing refers to the striking phenomenon where the resonance line of a system coupled to a reservoir becomes narrower when increasing the reservoir fluctuation. A textbook example is found in nuclear magnetic resonance, where…

Detection of power-law behavior and studies of scaling exponents uncover the characteristics of complexity in many real world phenomena. The complexity of financial markets has always presented challenging issues and provided interesting…

Statistical Finance · Quantitative Finance 2018-08-01 Stjepan Begušić , Zvonko Kostanjčar , H. Eugene Stanley , Boris Podobnik

The class of problems represented by frustrated cluster loops, FCL, is a robust set of problems that spans a wide range of computational difficulty and that are easy to determine what their solutions are. Here, we use frustrated cluster…

Emerging Technologies · Computer Science 2019-02-18 John E. Dorband

The linear submodular bandit problem was proposed to simultaneously address diversified retrieval and online learning in a recommender system. If there is no uncertainty, this problem is equivalent to a submodular maximization problem under…

Machine Learning · Computer Science 2021-03-30 Sho Takemori , Masahiro Sato , Takashi Sonoda , Janmajay Singh , Tomoko Ohkuma

We investigate the emergence of chaotic dynamics in a quantum Fermi - Pasta - Ulam problem for anharmonic vibrations in atomic chains applying semi-quantitative analysis of resonant interactions complemented by exact diagonalization…

Disordered Systems and Neural Networks · Physics 2019-01-30 Alexander L. Burin , Andrii O. Maksymov , Ma'ayan Schmidt , Il'ya Ya. Polishchuk

In this work, we study an inverse reinforcement learning (IRL) problem where the experts are planning under a shared reward function but with different, unknown planning horizons. Without the knowledge of discount factors, the reward…

Machine Learning · Computer Science 2024-09-27 Jiayu Yao , Weiwei Pan , Finale Doshi-Velez , Barbara E Engelhardt

We define a new measure of causation from a fluctuation-response theorem for Kullback-Leibler divergences, based on the information-theoretic cost of perturbations. This information response has both the invariance properties required for…

Information Theory · Computer Science 2021-10-27 Andrea Auconi , Benjamin M. Friedrich , Andrea Giansanti

The irregular reversals of wind direction in convective turbulence are found to have fluctuating intervals that can be related to critical behavior. It is shown that the net magnetization of a 2D Ising lattice of finite size fluctuates in…

Fluid Dynamics · Physics 2009-11-10 Rudolph C. Hwa , C. B. Yang , S. Bershadskii , J. J. Niemela , K. R. Sreenivasan

In recent years, much attention has been paid to the study of forward and inverse problems for the Rayleigh-Stokes equation in connection with the importance of this equation for applications. This equation plays an important role, in…

Analysis of PDEs · Mathematics 2023-03-21 Ravshan Ashurov , Oqila Mukhiddinova

We have observed reproducible fluctuations of the Coulomb drag, both as a function of magnetic field and electron concentration, which are a manifestation of quantum interference of electrons in the layers. At low temperatures the…

Mesoscale and Nanoscale Physics · Physics 2007-05-23 A. S. Price , A. K. Savchenko , B. N. Narozhny , G. Allison , D. A. Ritchie

The question of how to stabilize financial systems has attracted considerable attention since the global financial crisis of 2007-2009. Recently, Beale et al. ("Individual versus systemic risk and the regulator's dilemma", Proc Natl Acad…

Risk Management · Quantitative Finance 2014-01-30 Teruyoshi Kobayashi

In a context where a decision has to be taken collectively by several agents, the social choice problem consists in deciding whether there exists a socially acceptable rule that aggregates the individual preferences of the agents into a…

Optimization and Control · Mathematics 2017-07-20 J. A. Crespo , J. J. Sánchez-Gabites

In this paper, we analyse the impact of international migration on the food consumption and dietary diversity of left-behind households. Using the Kerala migration survey 2011, we study whether households with emigrants (on account of…

General Economics · Economics 2025-10-20 Pooja Batra , Ajay Sharma

Recently, we have derived a generalization of the known canonical fluctuation relation $k_{B}C=\beta^{2}< \delta U^{2} >$ between heat capacity $C$ and energy fluctuations, which can account for the existence of macrostates with negative…

Statistical Mechanics · Physics 2009-10-16 L. Velazquez , S. Curilef

Sudoku is a popular combinatorial puzzle. A new method of solving Sudoku is presented, which involves formulating a puzzle as a special type of transportation problem. This model allows one to solve puzzles with more than one solution,…

Data Structures and Algorithms · Computer Science 2012-10-10 Mansour Moufid

Coupled systems in mesoscopic regime are of interest as charge fluctuation between the sub-systems will depend on electron-electron interactions and will play a dominant role in determining their thermodynamic properties. We study some…

Mesoscale and Nanoscale Physics · Physics 2009-09-29 P. Singha Deo , P. Koskinen , M. Manninen

We are lifting classical problems from single instances to regular sets of instances. The task of finding a positive instance of the combinatorial problem $P$ in a potentially infinite given regular set is equivalent to the so called…

Formal Languages and Automata Theory · Computer Science 2020-07-17 Petra Wolf

We consider the tail probabilities of stock returns for a general class of stochastic volatility models. In these models, the stochastic differential equation for volatility is autonomous, time-homogeneous and dependent on only a finite…

Statistical Finance · Quantitative Finance 2019-03-21 Henrik O. Rasmussen , Paul Wilmott

When considering fractional diffusion equation as model equation in analyzing anomalous diffusion processes, some important parameters in the model, for example, the orders of the fractional derivative or the source term, are often unknown,…

Analysis of PDEs · Mathematics 2019-04-15 Zhiyuan Li , Masahiro Yamamoto

We consider a quantum system with $N$ degrees of freedom which is classically chaotic. When $N$ is large, and both $\hbar$ and the quantum energy uncertainty $\Delta E$ are small, quantum chaos theory can be used to demonstrate the…

chao-dyn · Physics 2009-10-28 Mark Srednicki