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We construct quadratic stochastic processes (QSP) (also known as Markov processes of cubic matrices) in continuous and discrete times. These are dynamical systems given by (a fixed type, called $\sigma$) stochastic cubic matrices satisfying…

Dynamical Systems · Mathematics 2020-04-07 B. J. Mamurov , U. A. Rozikov , S. S. Xudayarov

We consider a general time-inconsistent stochastic linear-quadratic differential game. The time-inconsistency arises from the presence of quadratic terms of the expected state as well as state-dependent term in the objective functionals. We…

Mathematical Finance · Quantitative Finance 2024-05-15 Qinglong Zhou , Gaofeng Zong

Strictly incoherent operations (SIO) proposed in [Phys. Rev. Lett. 116, 120404 (2016)] are promising to be a good candidate of free operations in the resource theory of quantum coherence, setting against the central role of local operations…

Quantum Physics · Physics 2021-02-24 Shuanping Du , Zhaofang Bai

We consider the fundamental problem of solving quadratic systems of equations in $n$ variables, where $y_i = |\langle \boldsymbol{a}_i, \boldsymbol{x} \rangle|^2$, $i = 1, \ldots, m$ and $\boldsymbol{x} \in \mathbb{R}^n$ is unknown. We…

Information Theory · Computer Science 2016-03-23 Yuxin Chen , Emmanuel J. Candes

Two networks of queues models, presented initially by Jackson, in the open case, and Gordon and Newell, in the closed case, stochastic processes are presented and studied in some of their details and problems. The service times are…

Probability · Mathematics 2021-10-19 Manuel Alberto M. Ferreira

We construct and study sequences of linear operators of Bernstein-type acting on bivariate functions defined on the unit disk. To this end, we study Bernstein-type operators under a domain transformation, we analyse the bivariate…

Classical Analysis and ODEs · Mathematics 2022-03-09 Marlon J. Recarte , Misael E. Marriaga , Teresa E. Pérez

For a large class of Schrodinger operators, we introduce the hyperbolic quadratic pencils by making the coupling constant dependent on the energy in the very special way. For these pencils, many problems of scattering theory are easier to…

Spectral Theory · Mathematics 2009-08-27 Sergey A. Denisov

In this paper we investigate a quantum stochastic calculus build of creation, annihilation and number of particles operators which fulfill some deformed commutation relations. Namely, we introduce a deformation of a number of particles…

Mathematical Physics · Physics 2007-05-23 Piotr Sniady

We consider continuous structures which are obtained from finite dimensional Hilbert spaces over $\mathbb{C}$ by adding some unitary operators. Quantum automata and circuits are naturally interpretable in such structures. We consider…

Logic · Mathematics 2019-01-16 A. Ivanov

We consider Markov processes of cubic stochastic (in a fixed sense) matrices which are also called quadratic stochastic process (QSPs). A QSP is a particular case of a continuous-time dynamical system whose states are stochastic cubic…

Probability · Mathematics 2017-06-26 J. M. Casas , M. Ladra , U. A. Rozikov

Accurate models for open quantum systems -- quantum states that have non-trivial interactions with their environment -- may aid in the advancement of a diverse array of fields, including quantum computation, informatics, and the prediction…

Since the introduction of Dyson's Brownian motion in early 1960's, there have been a lot of developments in the investigation of stochastic processes on the space of Hermitian matrices. Their properties, especially, the properties of their…

Probability · Mathematics 2021-09-28 Jian Song , Jianfeng Yao , Wangjun Yuan

We construct quantum stochastic integrals for the integrator being a martingale in a von Neumann algebra, and the integrand -- a suitable process with values in the same algebra, as densely defined operators affiliated with the algebra. In…

Functional Analysis · Mathematics 2015-05-14 Andrzej Łuczak

In this paper we give a survey of elliptic theory for operators associated with diffeomorphisms of smooth manifolds. Such operators appear naturally in analysis, geometry and mathematical physics. We survey classical results as well as…

K-Theory and Homology · Mathematics 2015-11-06 Anton Savin , Boris Sternin

Recent advances in the theory of complex symmetric operators are presented and related to current studies in non-hermitian quantum mechanics. The main themes of the survey are: the structure of complex symmetric operators, $C$-selfadjoint…

Functional Analysis · Mathematics 2014-09-17 Stephan Ramon Garcia , Emil Prodan , Mihai Putinar

Online averaged stochastic gradient algorithms are more and more studied since (i) they can deal quickly with large sample taking values in high dimensional spaces, (ii) they enable to treat data sequentially, (iii) they are known to be…

Statistics Theory · Mathematics 2024-09-16 Antoine Godichon-Baggioni

Complex extension of quantum mechanics and the discovery of pseudo-unitarily invariant random matrix theory has set the stage for a number of applications of these concepts in physics. We briefly review the basic ideas and present…

Quantum Physics · Physics 2013-02-13 Shashi. C. L. Srivastava , S. R. Jain

This paper is concerned with a stochastic linear quadratic (LQ, for short) optimal control problem. The notions of open-loop and closed-loop solvabilities are introduced. A simple example shows that these two solvabilities are different.…

Optimization and Control · Mathematics 2015-08-11 Jingrui Sun , Xun Li , Jiongmin Yong

Classes of kinetic differential equations are delineated which do have a quadratic first integral, and classes which can not have one. Example reactions corresponding to the obtained kinetic differential equations are shown, and a few…

Classical Analysis and ODEs · Mathematics 2013-07-31 I. Nagy , J. Tóth

The field of classical stochastic processes forms a major branch of mathematics. They are, of course, also very well studied in biology, chemistry, ecology, geology, finance, physics, and many more fields of natural and social sciences.…

Quantum Physics · Physics 2021-07-21 Simon Milz , Kavan Modi
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