Related papers: Maximum Entropy Models from Phase Harmonic Covaria…
We provide an explicit representation of the nonequilibrium invariant measure for a chain of harmonic oscillators with conservative noise in the presence of stationary heat flow. By first determining the covariance matrix, we are able to…
In the Entropic Dynamics framework the dynamics is driven by maximizing entropy subject to appropriate constraints. In this work we bring Entropic Dynamics one step closer to full equivalence with quantum theory by identifying constraints…
Stationary quantum stochastic process j is introduced as a *-homomorphism embedding an involutive graded algebra $\tilde K=\oplus_{i=1}^{\infty}K_i$ into a ring of (abelian) cohomologies of the one-parameter group $\alpha$ consisting of…
The main motivation of this article is to derive sufficient conditions for dynamical stability of periodically driven quantum systems described by a Hamiltonian H(t), i.e., conditions under which it holds sup_{t in R} | (psi(t),H(t) psi(t))…
We propose multivariate nonstationary Gaussian processes for jointly modeling multiple clinical variables, where the key parameters, length-scales, standard deviations and the correlations between the observed output, are all time…
High energy hadron interactions are commonly described by using a probabilistic parton model that ignores quantum entanglement present in the light-cone wave functions. Here we argue that since a high energy interaction samples an instant…
We consider a linear-quadratic deterministic optimal control problem where the control takes values in a two-dimensional simplex. The phase portrait of the optimal synthesis contains second-order singular extremals and exhibits modes of…
The objective of this paper is to derive the essential invariance and contraction properties for the geometric periodic systems, which can be formulated as a category of differential inclusions, and primarily rendered in the phase…
We show that, in periodically perturbed chaotic systems, Phase Synchronization appears, associated to a special type of stroboscopic map, in which not only averages quantities are equal to invariants of the perturbation, the angular…
Quantum universal invariants of a Gaussian state's covariance matrix, which can be derived from intensity correlation moments, have been adopted to characterize the entanglement properties of Gaussian states via the positive partial…
This paper proposes maximum (quasi)likelihood estimation for high dimensional factor models with regime switching in the loadings. The model parameters are estimated jointly by the EM (expectation maximization) algorithm, which in the…
Coherent time is a characteristic time in the extreme nonlinear optics regime and thus generally introduced as the dephasing time in the simulations of the solid-state high-harmonic generation. This characteristic time linked with the…
We introduce a class of exactly solvable models which exhibit an ordering noise-induced phase transition driven by an entropic mechanism. In contrast with previous studies, order does not appear in this case as a result of an instability of…
We consider a continuous-time stochastic volatility model. The model contains a stationary volatility process, the multivariate density of the finite dimensional distributions of which we aim to estimate. We assume that we observe the…
We consider nonadiabatic transitions in explicitly time-dependent systems with Hamiltonians of the form $\hat{H}(t) = \hat{A} +\hat{B} t + \hat{C}/t$, where $t$ is time and $\hat{A}$, $\hat{B}$, $\hat{C}$ are Hermitian $N\times N$ matrices.…
Dynamical phase transitions are defined as non-analytic points of the large deviation function of current fluctuations. We show that for boundary driven systems, many dynamical phase transitions can be identified using the geometrical…
The competition between unitary time-evolution and quantum measurements could induce phase transitions in the entanglement characteristics of quantum many-body dynamics. In this work, we reveal such entanglement transitions in the context…
A simplified Heisenberg spin model is studied in order to examine the idea of decoherence in closed quantum systems. For this purpose, we present a quantifiable definition to quantum coherence $\Xi$, and discuss in some detail a general…
A new nonparametric model of maximum-entropy (MaxEnt) copula density function is proposed, which offers the following advantages: (i) it is valid for mixed random vector. By `mixed' we mean the method works for any combination of discrete…
A point process for event arrivals in high frequency trading is presented. The intensity is the product of a Hawkes process and high dimensional functions of covariates derived from the order book. Conditions for stationarity of the process…