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The distribution of price returns for a class of uncorrelated diffusive dynamics is considered. The basic assumptions are (1) that there is a "consensus" value associated with a stock, and (2) that the rate of diffusion depends on the…

Other Condensed Matter · Physics 2008-12-02 A. L. Alejandro-Quinones , K. E. Bassler , M. Field , J. L. McCauley , M. Nicol , I. Timofeyef , A. Torok , G. H. Gunaratne

While Neutral Theory famously describes the number of discrete genetic differences in populations, we consider the number of genetic backgrounds under which such differences are observed - setting limits to the generalizability of their…

Populations and Evolution · Quantitative Biology 2023-03-21 Andre F. Ribeiro

The Generalized fractional Brownian motion (gfBm) is a stochastic process that acts as a generalization for both fractional, sub-fractional, and standard Brownian motion. Here we study its use as the main driver for price fluctuations,…

Mathematical Finance · Quantitative Finance 2023-11-14 Axel A. Araneda

In this paper we introduce a definition for conditional energy changes due to general quantum measurements, as the change in the conditional energy evaluated before, and after, the measurement process. By imposing minimal physical…

Quantum Physics · Physics 2019-08-20 M. Hamed Mohammady , Alessandro Romito

Ecological and evolutionary processes show various population dynamics depending on internal interactions and environmental changes. While crucial in predicting biological processes, discovering general relations for such nonlinear dynamics…

Biological Physics · Physics 2022-06-23 Kyosuke Adachi , Ryosuke Iritani , Ryusuke Hamazaki

Classical statistical average values are generally generalized to average values of quantum mechanics, it is discovered that quantum mechanics is direct generalization of classical statistical mechanics, and we generally deduce both a new…

Quantum Physics · Physics 2009-11-11 Y. C. Huang , F. C. Ma , N. Zhang

Scientists frequently generalize population level causal quantities such as average treatment effect from a source population to a target population. When the causal effects are heterogeneous, differences in subject characteristics between…

Methodology · Statistics 2023-06-16 Rui Chen , Guanhua Chen , Menggang Yu

We study situations where a group of voters need to take a collective decision over a number of public issues, with the goal of getting a result that reflects the voters' opinions in a proportional manner. Our focus is on interconnected…

Computer Science and Game Theory · Computer Science 2025-09-25 Julian Chingoma , Umberto Grandi , Arianna Novaro

Generalized dimensions of multifractal measures are usually seen as static objects, related to the scaling properties of suitable partition functions, or moments of measures of cells. When these measures are invariant for the flow of a…

Dynamical Systems · Mathematics 2019-10-02 Théophile Caby , Davide Faranda , Giorgio Mantica , Sandro Vaienti , Pascal Yiou

The prevalence of many urban phenomena changes systematically with population size. We propose a theory that unifies models of economic complexity and cultural evolution to derive urban scaling. The theory accounts for the difference in…

Physics and Society · Physics 2016-12-28 Andres Gomez-Lievano , Oscar Patterson-Lomba , Ricardo Hausmann

One of the broadest concepts of measurement in quantum theory is the generalized measurement. Another paradigm of measurement--arising naturally in quantum optics, among other fields--is that of continuous-time measurements, which can be…

Quantum Physics · Physics 2009-11-13 Martin Varbanov , Todd A. Brun

Practitioners in diverse fields such as healthcare, economics and education are eager to apply machine learning to improve decision making. The cost and impracticality of performing experiments and a recent monumental increase in electronic…

Machine Learning · Computer Science 2023-08-01 Fredrik D. Johansson , Uri Shalit , Nathan Kallus , David Sontag

In a complex community, species continuously adapt to each other. On rare occasions, the adaptation of a species can lead to the extinction of others, and even its own. "Adaptive dynamics" is the standard mathematical framework to describe…

Populations and Evolution · Quantitative Biology 2021-07-13 Vu AT Nguyen , Dervis C Vural

Determining the work which is supplied to a system by an external agent, provides a crucial step in any experimental realization of transient fluctuation relations. This, however, poses a problem for quantum systems, where the standard…

Statistical Mechanics · Physics 2014-05-15 Gentaro Watanabe , B. Prasanna Venkatesh , Peter Talkner

Populations of globally coupled identical maps subject to additive, independent noise are studied in the regimes of strong coupling. Contrary to each noisy population element, the mean field dynamics undergoes qualitative changes when the…

Statistical Mechanics · Physics 2007-05-23 Silvia De Monte , Francesco d'Ovidio , Erik Mosekilde

Stoichiometric constraints play a role in the dynamics of natural populations, but are not explicitly considered in most mathematical models. Recent theoretical works suggest that these constraints can have a significant impact and should…

Populations and Evolution · Quantitative Biology 2010-08-12 Dirk Stiefs , George A. K. van Voorn , Bob W. Kooi , Ulrike Feudel , Thilo Gross

In an electric power system, demand fluctuations may result in significant ancillary cost to suppliers. Furthermore, in the near future, deep penetration of volatile renewable electricity generation is expected to exacerbate the variability…

Optimization and Control · Mathematics 2012-07-13 John N. Tsitsiklis , Yunjian Xu

The volume fluctuations in statistical mechanics are discussed. First, the volume fluctuations in ensembles with a fixed external pressure, the so called pressure ensembles, are considered. Second, a generalization of the pressure ensembles…

Nuclear Theory · Physics 2008-11-26 Mark I. Gorenstein

On infinitesimally short time interval various processes contributing to population change tend to operate independently so that we can simply add their contributions (Metz and Diekmann (1986)). This is one of the cornerstones for…

Dynamical Systems · Mathematics 2014-03-10 Torsten Lindström , Yuanji Cheng

We give a direct proof of well-posedness of solutions to general selection-mutation and structured population models with measures as initial data. This is motivated by the fact that some stationary states of these models are measures and…

Analysis of PDEs · Mathematics 2015-11-25 José A. Cañizo , José A. Carrillo , Sílvia Cuadrado