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We introduce the problem of stability verification of quantum sources which are non-i.i.d.. The problem consists in ascertaining whether a given quantum source is stable or not, in the sense that it produces always a desired quantum state…
We investigate the class of tempered stable distributions and their associated processes. Our analysis of tempered stable distributions includes limit distributions, parameter estimation and the study of their densities. Regarding tempered…
In recent literature it is claimed that BitCoin price behaves more likely to a volatile stock asset than a currency and that changes in its price are influenced by sentiment about the BitCoin system itself; in Kristoufek [10] the author…
Stablecoins, digital assets pegged to a specific currency or commodity value, are heavily involved in transactions of major cryptocurrencies. The effects of deviations from their desired fixed values (depeggings) on the cryptocurrencies for…
A simple string model inspired by the strong-coupling regime of Quantum ChromoDynamics is used as a potential for studying the spectrum of multiquark systems with two quarks and two antiquarks, with a careful treatment of the four-body…
This paper concerns a question that frequently occurs in various applications: Is any diffusive coupling of stable linear systems, also stable? Although it has been known for a long time that this is not the case, we shall identify a…
Families of analytical solutions are found for symmetric and antisymmetric solitons in the dual-core system with the Kerr nonlinearity and PT-balanced gain and loss. The crucial issue is stability of the solitons. A stability region is…
A commonly used approach to study stability in a complex system is by analyzing the Jacobian matrix at an equilibrium point of a dynamical system. The equilibrium point is stable if all eigenvalues have negative real parts. Here, by…
Determining a stability domain, i.e. a set of equilibria for which a dynamical system remains stable, is a core problem in control. When dealing with controlled systems, the problem is generally transformed into a robustness analysis…
Stability is among the most important concepts in dynamical systems. Local stability is well-studied, whereas determining how "globally stable" a nonlinear system is very challenging. Over the last few decades, many different ideas have…
This paper introduces new methods to study behaviours among the 52 largest cryptocurrencies between 01-01-2019 and 30-06-2021. First, we explore evolutionary correlation behaviours and apply a recently proposed turning point algorithm to…
The stable marriage problem is a well-known problem of matching men to women so that no man and woman, who are not married to each other, both prefer each other. Such a problem has a wide variety of practical applications, ranging from…
This paper deals a continuous-time state-dependent jump linear system, a particular kind of stochastic switching system. In particular, we consider a situation when the transition rate of the random jump process depends on the state…
The sustainability conditions for the market participants with a different ownership model were also determined. It was revealed, that the nonlinear form of the equations describing the market behavior with the prevailing private capital,…
Economic periods and financial crises have highlighted the importance of evaluating financial markets to investors and researchers in recent decades.
When a system has more than one stable state, how can the stability of these states be compared? This deceptively simple question has important consequences for ecosystems, because systems with alternative stable states can undergo dramatic…
This paper aims at solving FX market volatility modeling problem and finding the most becoming approach to this task. Validity of two competing approaches, classical econometric generalized conditional heteroscedasticity and mathematical…
In this paper we show that when individuals in a bipartite network exclusively choose partners and exchange valued goods with their partners, then there exists a set of exchanges that are pair-wise stable. Pair-wise stability implies that…
We study recurrent patterns in volatility and volume for major cryptocurrencies, Bitcoin and Ether, using data from two centralized exchanges (Coinbase Pro and Binance) and a decentralized exchange (Uniswap V2). We find systematic patterns…
The recent emergence of cryptocurrencies such as Bitcoin and Ethereum has posed possible alternatives to global payments as well as financial assets around the globe, making investors and financial regulators aware of the importance of…