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The non-equilibrium steady states emerging from stochastic resetting to a distribution is studied. We show that for a range of processes, the steady-state moments can be expressed as a linear combination of the moments of the distribution…

Statistical Mechanics · Physics 2023-10-10 Kristian Stølevik Olsen

We present a technique for entropy optimization to calculate a distribution from its moments. The technique is based upon maximizing a discretized form of the Shannon entropy functional by mapping the problem onto a dual space where an…

Disordered Systems and Neural Networks · Physics 2009-11-10 K. Bandyopadhyay , A. K. Bhattacharya , Parthapratim Biswas , D. A. Drabold

The classical and quantum mechanical correspondence for constant mass settings is used, along with some point canonical transformation, to find the position-dependent mass (PDM) classical and quantum Hamiltonians. The comparison between the…

Mathematical Physics · Physics 2019-06-19 Omar Mustafa , Zeinab Algadhi

We explore situations in which certain stochastic and high-dimensional deterministic systems behave effectively as low-dimensional dynamical systems. We define and study moment maps, maps on spaces of low-order moments of evolving…

Other Condensed Matter · Physics 2016-08-31 D. Barkley , I. G. Kevrekidis , A. M. Stuart

We develop moment estimators for the parameters of affine stochastic volatility models. We first address the challenge of calculating moments for the models by introducing a recursive equation for deriving closed-form expressions for…

Statistical Finance · Quantitative Finance 2024-08-20 Yan-Feng Wu , Xiangyu Yang , Jian-Qiang Hu

We present a method for measuring quantum states encoded in the temporal modes of photons. The basis for the multilevel quantum states is defined by the use of modes propagating in a dispersive medium, which is a fiber in this case. The…

Quantum Physics · Physics 2020-11-26 Karolina Sedziak-Kacprowicz , Artur Czerwinski , Piotr Kolenderski

The extremal index $\theta$, a number in the interval $[0,1]$, is known to be a measure of primal importance for analyzing the extremes of a stationary time series. New rank-based estimators for $\theta$ are proposed which rely on the…

Statistics Theory · Mathematics 2020-06-30 Axel Bücher , Tobias Jennessen

Measured moments of the multiplicity distribution for a given sort of particles are used in the literature for the determination of the phase transition parameters of hot QCD matter in ultrarelativistic heavy-ion collisions. We argue that…

Nuclear Theory · Physics 2019-01-02 Radka Sochorova , Boris Tomasik , Marcus Bleicher

For parameter estimation of continuous and discrete distributions, we propose a generalization of the method of moments (MM), where Stein identities are utilized for improved estimation performance. The construction of these Stein-type…

Methodology · Statistics 2023-12-25 Simon Nik , Christian H. Weiß

Quantum entanglement is one of the core features of quantum theory. While it is typically revealed by measurements along carefully chosen directions, here we review different methods based on so-called random or randomized measurements.…

Quantum Physics · Physics 2020-11-24 Lukas Knips

We present a quantum algorithm for efficiently sampling transformed Gaussian random fields on $d$-dimensional domains, based on an enhanced version of the classical moving average method. Pointwise transformations enforcing boundedness are…

Quantum Physics · Physics 2025-08-20 Matthias Deiml , Daniel Peterseim

We consider generalized Husimi distributions for many-body systems, and show that their moments are good measures of complexity of many-body quantum states. Our construction of the Husimi distribution is based on the coherent state of the…

Chaotic Dynamics · Physics 2009-11-07 Ayumu Sugita

The concept of randomized measurements on individual particles has proven to be useful for analyzing quantum systems and is central for methods like shadow tomography of quantum states. We introduce $\textit{collective}$ randomized…

Quantum Physics · Physics 2024-08-12 Satoya Imai , Géza Tóth , Otfried Gühne

Consider a statistical model with an epistemic restriction such that, unlike in classical mechanics, the allowed distribution of positions is fundamentally restricted by the form of an underlying momentum field. Assume an agent (observer)…

Quantum Physics · Physics 2020-05-15 Agung Budiyono

A model of quantum measurement is proposed, which aims to describe statistical mechanical aspects of this phenomenon, starting from a purely Hamiltonian formulation. The macroscopic measurement apparatus is modeled as an ideal Bose gas, the…

Statistical Mechanics · Physics 2016-08-31 Armen E. Allahverdyan , Roger Balian , Theo M. Nieuwenhuizen

We recall the physical features of the parton distributions in the quantum statistical approach of the nucleon. Some predictions from a next-to-leading order QCD analysis are compared to recent experimental results. We also consider their…

High Energy Physics - Phenomenology · Physics 2011-07-26 Jacques Soffer

We study a motion of quantum particles, whose properties depend on one coordinate so that they can move freely in the perpendicular direction. A rotationally-symmetric Hamiltonian is derived and applied to study a general interface formed…

Condensed Matter · Physics 2009-10-31 A. V. Kolesnikov , A. P. Silin

We investigate a fully quantum mechanical spin model for the detection of a moving particle. This model, developed in earlier work, is based on a collection of spins at fixed locations and in a metastable state, with the particle locally…

Quantum Physics · Physics 2007-05-23 Gerhard C. Hegerfeldt , Jens Timo Neumann , Lawrence S. Schulman

Joint approximate measurement schemes of position and momentum provide us with a means of inferring pieces of complementary information if we allow for the irreducible noise required by quantum theory. One such scheme is given by the…

Quantum Physics · Physics 2014-09-24 Thomas J Bullock , Paul Busch

We use Stein characterizations to obtain new moment-type estimators for the parameters of three classical spherical distributions (namely the Fisher-Bingham, the von Mises-Fisher, and the Watson distributions) in the i.i.d. case. This leads…

Statistics Theory · Mathematics 2024-07-05 Adrian Fischer , Robert E. Gaunt , Yvik Swan
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