Related papers: Coherent Chaos Interest Rate Models
We develop a theory of securities price formation and dynamics based on quantum approach and without presuming any similarities with quantum mechanics. Disorder introduced by trading environment leads to probability distribution of returns…
We contribute to the understanding of how systemic risk arises in a network of credit-interlinked agents. Motivated by empirical studies we formulate a network model which, despite its simplicity, depicts the nature of interbank markets…
We investigate the spatio-temporal dynamics of coupled chaotic systems with nonlocal interactions, where each element is coupled to its nearest neighbors within a finite range. Depending upon the coupling strength and coupling radius, we…
One of the main problems in any quantum resource theory is the characterization of the conversions between resources by means of the free operations of the theory. In this work, we advance on this characterization within the quantum…
In this paper the chaotic properties of the TCP congestion avoidance mechanism are investigated. The analysis focuses on the origin of the complex behavior appearing in deterministic TCP/IP networks. From the traffic modeling point of view…
This is an extended discussion of Ref.[1], presenting a nonlinear dynamical model of quantum collapse, with randomness emerging from self-generated noise. Here we focus on a few issues: 1) the way chaos theory explains "deterministic but…
The coherence of an individual quantum state can be meaningfully discussed only when referring to a preferred basis. This arbitrariness can however be lifted when considering sets of quantum states. Here we introduce the concept of set…
The quantum dynamics of initial coherent states is studied in the Dicke model and correlated with the dynamics, regular or chaotic, of their classical limit. Analytical expressions for the survival probability, i.e. the probability of…
Quantum coherence is a fundamental feature of quantum mechanics and an underlying requirement for most quantum information tasks. In the resource theory of coherence, incoherent states are diagonal with respect to a fixed orthonormal basis,…
Linearly constrained multiple time series may be encountered in many practical contexts, such as the National Accounts (e.g., GDP disaggregated by Income, Expenditure and Output), and multilevel frameworks where the variables are organized…
Chaos and nonlinear economic dynamics are addressed for a quantum coupled map lattice model of an artificial economy, with quantized supply and demand equilibrium conditions. The measure theoretic properties and the patterns that emerge in…
With a steady increase in the inverter technology integration to the grid, frequency response of the large inter-connection system becomes more unpredictable. This leads to a significant change in the boundaries of the coherent region,…
We derive a quantum master equation which describes the dynamics of the ensemble-averaged state of homogeneous disorder models at short times, and mediates a transition from coherent superpositions into classical mixtures. While each single…
We develop a new class of chaotic inflation models with spontaneously broken conformal invariance. Observational consequences of a broad class of such models are stable with respect to strong deformations of the scalar potential. This…
In biomedical studies, we are often interested in the association between different types of covariates and the times to disease events. Because the relationship between the covariates and event times is often complex, standard survival…
We introduce a new discrete coherence monotone named the \emph{coherence number}, which is a generalization of the coherence rank to mixed states. After defining the coherence number in a similar manner to the Schmidt number in entanglement…
The manner in which unpredictable chaotic dynamics manifests itself in quantum mechanics is a key question in the field of quantum chaos. Indeed, very distinct quantum features can appear due to underlying classical nonlinear dynamics. Here…
Set coherence is a basis-independent relational form of quantum coherence: a finite family of quantum states is set incoherent exactly when all its members are diagonal in one common basis. We determine how much low-order Bargmann data are…
This article tackles a fundamental long-standing problem in quantum chaos, namely, whether quantum chaotic systems can exhibit sensitivity to initial conditions, in a form that directly generalizes the notion of classical chaos in phase…
A criterion for proving a strong form of propagation of chaos on the path space, known as entropy chaos, for a general interacting diffusion system is proposed. Our analysis focuses on the class of conservative diffusions introduced by…