Related papers: Quantum Brownian oscillator for the stock market
We analyze quantal Brownian motion in $d$ dimensions using the unified model for diffusion localization and dissipation, and Feynman-Vernon formalism. At high temperatures the propagator possess a Markovian property and we can write down an…
Quantum brownian motion is a fundamental model for a proper understanding of open quantum systems in different contexts such as chemistry, condensed matter physics, bio-physics and opto- mechamics. In this paper we propose a novel approach…
The standard Caldeira-Leggett model addresses the problem of Brownian motion in a thermal equilibrium environment. Here, we look for generalizations of the Caldeira-Leggett model to account for thermal gradients in the environment. We…
We analytically describe the decay to equilibrium of generic observables of a non-integrable system after a perturbation in the form of a random matrix. We further obtain an analytic form for the time-averaged fluctuations of an observable…
Building upon the work of Hu, Paz, and Zhang [1,2] on open quantum systems we consider the quantum Brownian motion (QBM) model with one oscillator (position variable $x$) as the system, {\it nonlinearly} coupled to an environment of $N$…
Quantum Brownian motion model is a typical model in the study of nonequilibrium quantum thermodynamics. Entropy is one of the most fundamental physical concepts in thermodynamics. In this work, by solving the quantum Langevin equation, we…
For the purpose of understanding the quantum behavior such as quantum decoherence, fluctuations, dissipation, entanglement and teleportation of a mesoscopic or macroscopic object interacting with a general environment, we derive here a set…
This article presents a brief account of Amir O. Caldeira's contributions to the theory of quantum Brownian motion. Motivated by its importance, we outline the description of Brownian motion in the quantum regime following Caldeira's first…
One of the fundamental laws of classical statistical physics is the energy equipartition theorem which states that for each degree of freedom the mean kinetic energy $E_k$ equals $E_k=k_B T/2$, where $k_B$ is the Boltzmann constant and $T$…
The price of a given stock is exactly known only at the time of sale when the stock is between the traders. If we know the price (owner) then we have no information on the owner (price). A more general description including cases when we…
We study the quantum counterpart of the theorem on energy equipartition for classical systems. We consider a free quantum Brownian particle modelled in terms of the Caldeira-Leggett framework: a system plus thermostat consisting of an…
We initially prepare a quantum linear oscillator weakly coupled to a bath in equilibrium at an arbitrary temperature. We disturb this system by varying a Hamiltonian parameter of the coupled oscillator, namely, either its spring constant or…
A particle subjected to a fluctuating force originated from its interaction with an external quantum system undergoes quantum Brownian motion. This phenomenon is investigated in detail for the case of a particle confined by a harmonic…
Caldeira and Leggett (CL) in a seminal paper derived a master equation describing Markovian Quantum Brownian motion. Such an equation suffered of not being completely positive, and many efforts have been made to solve this issue. We show…
We rigorously analyze the non-equilibrium thermodynamic behavior of various formulations of quantum Brownian motion (QBM) using the framework of stochastic thermodynamics. While the widely used Caldeira-Leggett master equation exhibits…
We present a finite-dimensional version of the quantum model for the stock market proposed in [C. Zhang and L. Huang, A quantum model for the stock market, Physica A 389(2010) 5769]. Our approach is an attempt to make this model consistent…
Many studies assume stock prices follow a random process known as geometric Brownian motion. Although approximately correct, this model fails to explain the frequent occurrence of extreme price movements, such as stock market crashes. Using…
In the frames of classical mechanics the generalized Langevin equation is derived for an arbitrary mechanical subsystem coupled to the harmonic bath of a solid. A time-acting temperature operator is introduced for the quantum Klein-Kramers…
The theory of quantum Brownian motion describes the properties of a large class of open quantum systems. Nonetheless, its description in terms of a Born-Markov master equation, widely used in the literature, is known to violate the…
We have presented a simple approach to quantum theory of Brownian motion and barrier crossing dynamics. Based on an initial coherent state representation of bath oscillators and an equilibrium canonical distribution of quantum mechanical…