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The nonequilibrium Time-Reversible Baker Map provides simple illustrations of the Fluctuation Theorem, the Central Limit Theorem, and the Biased Random Walk. This is material in preparation for the Book form of Carol's and my 2016 Kharagpur…

Statistical Mechanics · Physics 2017-08-15 William Graham Hoover

Bell's theorem supposedly demonstrates an irreconcilable conflict between quantum mechanics and local, realistic hidden variable theories. In this paper we show that all experiments that aim to prove Bell's theorem do not actually achieve…

Quantum Physics · Physics 2025-01-10 Andrea Aiello

We propose in this work a kinetic wealth-exchange model of economic growth by introducing saving as a non consumed fraction of production. In this new model, which starts also from microeconomic arguments, it is found that economic…

General Finance · Quantitative Finance 2019-03-07 D. S. Quevedo , C. J. Quimbay

Intransitive dice $D^{(1)}, \ldots, D^{(\ell)}$ are dice such that $D^{(1)}$ has advantage when played against $D^{(2)}$, dice $D^{(2)}$ has advantage when played against $D^{(3)}$ and so on, up to $D^{(\ell)}$, which has advantage over…

The quantitative analysis of financial time series often reveals two distinct features that standard Gaussian frameworks fail to capture: heavy-tailed marginal distributions and the phenomenon of extreme co-movements.While extreme value…

Statistics Theory · Mathematics 2026-05-14 Debanjana Datta , Diganta Mukherjee

The Lie claw digraph controls Background Independence and thus the Problem of Time and indeed the Fundamental Nature of Physical Law. This has been established in the realms of Flat and Differential Geometry with varying amounts of extra…

General Relativity and Quantum Cosmology · Physics 2019-11-05 Edward Anderson

There have been several popular reports of various groups exploiting the deterministic nature of the game of roulette for profit. Moreover, through its history the inherent determinism in the game of roulette has attracted the attention of…

Chaotic Dynamics · Physics 2015-06-04 Michael Small , Chi Kong Tse

A rational bubble is a situation in which the asset price exceeds its fundamental value defined by the present discounted value of dividends in a rational equilibrium model. We discuss the recent development of the theory of rational…

Theoretical Economics · Economics 2025-09-03 Tomohiro Hirano , Alexis Akira Toda

A new simple proof of the adiabatic theorem is given in the finite dimensional case for nondegenerate as well as degenerate states. The explicitly integrable two level system is considered as an example. It is demonstrated that the error…

Mathematical Physics · Physics 2011-09-05 M. O. Katanaev

The dynamic hedging theory only makes sense in the setup of one given model, whereas the practice of dynamic hedging is just the opposite, with models fleeing after the data through daily recalibration. This is quite of a quantitative…

Risk Management · Quantitative Finance 2026-01-06 Cyril Bénézet , Stéphane Crépey , Dounia Essaket

The goal of algorithmic recourse is to reverse unfavorable decisions (e.g., from loan denial to approval) under automated decision making by suggesting actionable feature changes (e.g., reduce the number of credit cards). To generate…

Machine Learning · Computer Science 2022-11-07 Martin Pawelczyk , Lea Tiyavorabun , Gjergji Kasneci

We generalize a result of Matom\"aki, Radziwi{\l}{\l}, and Tao, by proving an averaged version of a conjecture of Chowla and a conjecture of Elliott regarding correlations of the Liouville function, or more general bounded multiplicative…

Number Theory · Mathematics 2017-01-06 Nikos Frantzikinakis

The dynamics of an agreement protocol interacting with a disagreement process over a common random network is considered. The model can represent the spreading of true and false information over a communication network, the propagation of…

Social and Information Networks · Computer Science 2012-08-17 Guodong Shi , Mikael Johansson , Karl Henrik Johansson

This paper studies a multi-armed bandit problem where the decision-maker is loss averse, in particular she is risk averse in the domain of gains and risk loving in the domain of losses. The focus is on large horizons. Consequences of loss…

Probability · Mathematics 2022-05-19 Zengjing Chen , Larry G. Epstein , Guodong Zhang

This paper argues and shows that speculative vectorization, where a loop with rare or unknown memory dependencies are still vectorized, is fundamentally vulnerable and cannot be mitigated by existing defenses. We implement a simple proof of…

Cryptography and Security · Computer Science 2023-02-03 Sayinath Karuppanan , Samira Mirbagher Ajorpaz

This study proposes a simple and efficient one-out-of-two quantum oblivious transfer (QOT) protocol based on nonorthogonal states. The nonorthogonal property grants quantum bit immunity to some operations in order to achieve the…

Quantum Physics · Physics 2017-09-12 Yao-Hsin Chou , Guo-Jyun Zeng , Yu-Shan Yang , Zhe-Hua Chang

This study demonstrates that double descent can be mitigated by adding a dropout layer adjacent to the fully connected linear layer. The unexpected double-descent phenomenon garnered substantial attention in recent years, resulting in…

Machine Learning · Computer Science 2025-08-08 Tian-Le Yang , Joe Suzuki

Prices in financial markets exhibit extreme jumps far more often than can be accounted for by external news. Further, magnitudes of price changes are correlated over long times. These so called stylized facts are quantified by scaling laws…

Trading and Market Microstructure · Quantitative Finance 2016-05-04 Felix Patzelt , Klaus Pawelzik

We study a phenomenon that electric charges are "teleported" between two spatially separated objects without exchanging charged particles at all. For example, this phenomenon happens between a magnetic monopole and an axion string in four…

High Energy Physics - Theory · Physics 2021-02-03 Hajime Fukuda , Kazuya Yonekura

The time series theory is set in this work under the domain of general elliptically contoured distributions. The advent of a time series approach that is in accordance with the expected reality of dependence between errors, transfers the…

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