Related papers: Volatility of Boolean functions
Extensive studies of Boolean functions are carried in many fields. The Mobius transform is often involved for these studies. In particular, it plays a central role in coincident functions, the class of Boolean functions invariant by this…
We consider the effect of noise in sparse Boolean Networks with redundant functions. We show that they always exhibit a non-zero error level, and the dynamics undergoes a phase transition from non-ergodicity to ergodicity, as a function of…
We study the problem of estimating a monotone function $f:\{0,1\}^d\to[0,1]$ from noisy observations at uniformly random vertices of the Boolean hypercube. As a measure of complexity for the target~$f$, we use the total $L^1$-influence…
This paper presents the nonparametric inference for nonlinear volatility functionals of general multivariate It\^o semimartingales, in high-frequency and noisy setting. Pre-averaging and truncation enable simultaneous handling of noise and…
We characterize the power of constant-depth Boolean circuits in generating uniform symmetric distributions. Let $f\colon\{0,1\}^m\to\{0,1\}^n$ be a Boolean function where each output bit of $f$ depends only on $O(1)$ input bits. Assume the…
We analyze the quantum dynamics of radiation propagating in a single mode optical fiber with dispersion, nonlinearity, and Raman coupling to thermal phonons. We start from a fundamental Hamiltonian that includes the principal known…
We consider a multidimensional Ito semimartingale regularly sampled on [0,t] at high frequency 1/\Delta_n, with \Delta_n going to zero. The goal of this paper is to provide an estimator for the integral over [0,t] of a given function of the…
Boolean Networks have been used to study numerous phenomena, including gene regulation, neural networks, social interactions, and biological evolution. Here, we propose a general method for determining the critical behavior of Boolean…
We look into the fluctuations caused by disturbances in power systems. In the linearized system of the power systems, the disturbance is modeled by a Brownian motion process, and the fluctuations are described by the covariance matrix of…
Using Boolean networks as prototypical examples, the role of symmetry in the dynamics of heterogeneous complex systems is explored. We show that symmetry of the dynamics, especially in critical states, is a controlling feature that can be…
Despite their apparent simplicity, random Boolean networks display a rich variety of dynamical behaviors. Much work has been focused on the properties and abundance of attractors. We here derive an expression for the number of attractors in…
The problem of non-stationarity in financial markets is discussed and related to the dynamic nature of price volatility. A new measure is proposed for estimation of the current asset volatility. A simple and illustrative explanation is…
Thermalization of chaotic quantum many-body systems under unitary time evolution is related to the growth in complexity of initially simple Heisenberg operators. Operator growth is a manifestation of information scrambling and can be…
Rough volatility models are continuous time stochastic volatility models where the volatility process is driven by a fractional Brownian motion with the Hurst parameter smaller than half, and have attracted much attention since a seminal…
Boolean networks model finite discrete dynamical systems with complex behaviours. The state of each component is determined by a Boolean function of the state of (a subset of) the components of the network. This paper addresses the…
The theory of Balanced Neural Networks is a very popular explanation for the high degree of variability and stochasticity in the brain's activity. Roughly speaking, it entails that typical neurons receive many excitatory and inhibitory…
The collective behavior of a two-dimensional wet granular cluster under horizontal swirling motions is investigated experimentally. Depending on the balance between the energy injection and dissipation, the cluster evolves into various…
Dynamic perturbation equations are derived for a generic stationary state of an elastic string model -- of the kind appropriate for representing a superconducting cosmic string -- in a flat background. In the case of a circular equilibrium…
A randomly interacting N-species Lotka-Volterra system in the presence of a Gaussian multiplicative noise is analyzed. The investigation is focused on the role of this external noise into the statistical properties of the extinction times…
In financial markets, greater volatility is usually considered synonym of greater risk and instability. However, large market downturns and upturns are often preceded by long periods where price returns exhibit only small fluctuations. To…