Related papers: Coherent Chaos Interest Rate Models
This paper develops a theory of propagation of chaos for a system of weakly interacting particles whose terminal configuration is fixed as opposed to the initial configuration as customary. Such systems are modeled by backward stochastic…
The eigenmode spectrum is a fundamental starting point for the analysis of plasma stability and the onset of turbulence, but the characterization of the spectrum even for the simplest plasma model, ideal magnetohydrodynamics (MHD), is not…
Turbulence is a complex system exhibiting both universal statistical features and prominent coherent structures. We model turbulence using coherent vortices distributed within a multi-scale statistical framework, termed `woven turbulence'.…
The peculiar uncertainty or randomness of quantum measurements stems from coherence, whose information-theoretic characterization is currently under investigation. Under the resource theory of coherence, it is interesting to investigate…
Financial markets have been extensively studied as highly complex evolving systems. In this paper, we quantify financial price fluctuations through a coupled dynamical system composed of phase oscillators. We find a Financial Coherence and…
We exhibit a resonance mechanism of amplification of density perturbations in inflationary mo-dels, using a minimal set of ingredients (an effective cosmological constant, a scalar field minimally coupled to the gravitational field and…
The diversity of neuron models used in contemporary theoretical neuroscience to investigate specific properties of covariances raises the question how these models relate to each other. In particular it is hard to distinguish between…
The spectra of a microwave cylindrical resonator with the embedded thin metal rod playing the role of a singular perturbation are studied both theoretically and experimentally. The intra- and inter-mode scattering caused by the perturbation…
The ability to achieve coordinated behavior -- engineered or emergent -- on networked systems has attracted widespread interest over several fields. This interest has led to remarkable advances in developing a theoretical understanding of…
Quantum chaos is a major subject of interest in condensed matter theory, and has recently motivated new questions in the study of classical chaos. In particular, recent studies have uncovered interesting physics in the relationship between…
We derive analytical expressions for the coherence in the onset of modulation instability, in excellent agreement with thorough numerical simulations. As usual, we start by a linear perturbation analysis, where broadband noise is added to a…
Polynomial chaos is a powerful technique for propagating uncertainty through ordinary and partial differential equations. Random variables are expanded in terms of orthogonal polynomials and differential equations are derived for the…
Handling class imbalance remains a central challenge in machine learning, particularly in pattern recognition tasks where identifying rare but critical anomalies is of paramount importance. Traditional generative models often decouple data…
Coherence is a defining property of quantum theory that accounts for quantum advantage in many quantum information tasks. Although many coherence quantifiers have been introduced in various contexts, the lack of efficient methods to…
The first step in statistical reliability studies of coherent systems is the estimation of the reliability of each system component. For the cases of parallel and series systems the literature is abundant. It seems that the present paper is…
A new class of particle systems with sequential interaction is proposed to approximate the McKean-Vlasov process that originally arises as the limit of the mean-field interacting particle system. The weighted empirical measure of this…
A quantitative model of concurrent interaction is introduced. The basic objects are linear combinations of partial order relations, acted upon by a group of permutations that represents potential non-determinism in synchronisation. This…
This systemic risk paper introduces inhomogeneous random financial networks (IRFNs). Such models are intended to describe parts, or the entirety, of a highly heterogeneous network of banks and their interconnections, in the global financial…
The resource theory of coherence studies the operational value of superpositions in quantum technologies. A key question in this theory concerns the efficiency of manipulation and interconversion of this resource. Here we solve this…
We studied complex spectra of a two-level electron system coupled to two phonon (vibron) modes represented by the E$\otimes$e Jahn-Teller model. For particular rotation quantum numbers we found a coexistence of up to three regions of the…