Related papers: Coherent Chaos Interest Rate Models
Spectra of the geometric collective model of atomic nuclei are analyzed to identify chaotic correlations among nonrotational states. The model has been previously shown to exhibit a high degree of variability of regular and chaotic…
Random matrix spectral correlations is a defining feature of quantum chaos. Here, we study such correlations in a minimal model of chaotic many-body quantum dynamics where interactions are confined to the system's boundary, dubbed…
We introduce a new class of models in which a large number of "agents" organize under the influence of an externally imposed coherent noise. The model shows reorganization events whose size distribution closely follows a power law over many…
The intrinsic multivaluedness of interaction process, revealed in Part I of this series of papers, is interpreted as the origin of the true dynamical (in particular, quantum) chaos. The latter is causally deduced as unceasing series of…
The true dynamical randomness is obtained as a natural fundamental property of deterministic quantum systems. It provides quantum chaos passing to the classical dynamical chaos under the ordinary semiclassical transition, which extends the…
We study the time-evolution of cumulants of velocities and kinetic energies in the stochastic Kac model for velocity exchange of $N$ particles, with the aim of quantifying how fast these degrees of freedom become chaotic in a time scale in…
We present evidence that decoherence can produce a smooth quantum-to-classical transition in nonlinear dynamical systems. High-resolution tracking of quantum and classical evolutions reveals differences in expectation values of…
We develop a theory for option pricing with perfect hedging in an inefficient market model where the underlying price variations are autocorrelated over a time tau. This is accomplished by assuming that the underlying noise in the system is…
Chaotic systems which are due to nonlinearity have attracted a great concern in the current world and chaotic models. Systems for a wide range of operation conditions have their application in almost all branches of engineering and science.…
Coherent backscattering is a coherence effect in the propagation of waves through disordered media involving two or more scattering events. Here, we report on the observation of coherent backscattering from individual atoms and their mirror…
Quantum coherence is a fundamental manifestation of the quantum superposition principle. Recently, Baumgratz \emph{et al}. [Phys. Rev. Lett. \textbf{113}, 140401 (2014)] presented a rigorous framework to quantify coherence from the view of…
For any weakly interacting particle system with bounded kernel, we give uniform-in-time estimates of the $L^2$ norm of correlation functions, provided that the diffusion coefficient is large enough. When the condition on the kernels is more…
Atmospheric weather systems are coherent structures consisting of discrete cloud cells forming patterns of rows/streets, mesoscale clusters and spiral bands which maintain their identity for the duration of their appreciable life times in…
Quantum coherence characterizes the non-classical feature of a single party system with respect to a local basis. Based on a recently introduced resource framework, coherence can be regarded as a resource and be systematically manipulated…
In the area of traditional physics the atomic nucleus belongs to the most complex systems. It involves essentially all elements that characterize complexity including the most distinctive one whose essence is a permanent coexistence of…
A moderate deviation principle as well as moderate and large deviation inequalities for a sequence of elements living inside a fixed Wiener chaos associated with an isonormal Gaussian process are shown. The conditions under which the…
We construct models for the pricing and risk management of inflation-linked derivatives. The models are rational in the sense that linear payoffs written on the consumer price index have prices that are rational functions of the state…
The famous Nils Bohr's quantum-classical correspondence principle states that the classical mechanics is a limiting case of the more general quantum mechanics. This implies that ``under certain conditions" quantum laws of motion become…
Quantum phase estimation is a core task in quantum technologies ranging from metrology to quantum computing, where it appears as a key subroutine in various algorithms. Here, we quantitatively connect the performance of phase estimation…
A new characterization of random fields appearing in physical models is presented that is based on their well-known Homogeneous Chaos expansions. We take advantage of the adaptation capabilities of these expansions where the core idea is to…