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The robustness of risk measures to changes in underlying loss distributions (distributional uncertainty) is of crucial importance in making well-informed decisions. In this paper, we quantify, for the class of distortion risk measures with…

Risk Management · Quantitative Finance 2023-03-14 Carole Bernard , Silvana M. Pesenti , Steven Vanduffel

Interference between two waves is a well-known concept in physics, and its generalization to more than two waves is straight-forward. The order of interference is defined as the number of paths that interfere in a manner that cannot be…

The Hohenberg-Mermin-Wagner (HMW) theorem states that infrared (IR) fluctuations prevent long-range order which breaks continuous symmetries in two dimensions (2D), at finite temperatures. We note that the theorem becomes physically…

Statistical Mechanics · Physics 2021-07-29 Grgur Palle , D. K. Sunko

This paper explores some applications of a two-moment inequality for the integral of the $r$-th power of a function, where $0 < r< 1$. The first contribution is an upper bound on the R\'{e}nyi entropy of a random vector in terms of the two…

Information Theory · Computer Science 2017-02-24 Galen Reeves

Measurement is a fundamental notion in the usual approximate quantum mechanics of measured subsystems. Probabilities are predicted for the outcomes of measurements. State vectors evolve unitarily in between measurements and by reduction of…

General Relativity and Quantum Cosmology · Physics 2014-01-14 James B. Hartle

In a previous paper we have presented a general scheme for the implementation of symmetric generalized measurements (POVMs) on a quantum computer. This scheme is based on representation theory of groups and methods to decompose matrices…

Quantum Physics · Physics 2015-06-26 Dominik Janzing , Thomas Decker

Weak-measurement-based experiments [Kocsis et al., Science 332 (2011) 1170] have shown that, at least for pure states, the average evolution of independent photons in Young's two-slit experiment is in compliance with the trajectories…

Quantum Physics · Physics 2015-04-27 A. Luis , A. S. Sanz

The von Neumann interaction between a particle and an apparatus has been considered in the measurement of the position of a particle when the interaction lasts for a finite amount of time. When the measurement has finite duration, both the…

Quantum Physics · Physics 2009-11-11 Francesc S. Roig

Starting with a down to earth interpretation of quantum mechanics for a free particle, the disappearance and reappearance of interference in the 2 slit problem with a detector behind one are treated in detail. A partial interpretation of…

Quantum Physics · Physics 2007-05-23 Thomas O'Malley

We introduce and study the permanence properties of the class of linear transfers between probability measures. This class contains all cost minimizing mass transports, but also martingale mass transports, the Schrodinger bridge associated…

Analysis of PDEs · Mathematics 2018-10-29 Malcolm Bowles , Nassif Ghoussoub

The results obtained by analyzing signals with the Square Wave Method (SWM) introduced previously can be presented in the frequency domain clearly and precisely by using the Square Wave Transform (SWT) described here. As an example, the SWT…

Numerical Analysis · Computer Science 2015-11-13 Osvaldo Skliar , Ricardo E. Monge , Guillermo Oviedo , Sherry Gapper

We consider successive measurements of position and momentum of a single particle. Let P be the conditional probability to measure the momentum k with precision dk, given a previously successful position measurement q with precision dq.…

Quantum Physics · Physics 2009-02-11 Thomas Schürmann

In a seminal paper, Abbott et al. analyzed the relationship between a particle's trajectory and the resolution of position measurements performed by an observer at fixed time intervals. They predicted that quantum paths exhibit a universal…

Quantum Physics · Physics 2026-03-31 You-Wei Ding , Yen Chin Ong , Hao Xu

We investigate the Wigner distributions and generalized transverse momentum-dependent distributions (GTMDs) for $u$ and $d$ quarks in the proton by using light-front quark-diquark model. We consider the contribution of scalar and…

High Energy Physics - Phenomenology · Physics 2018-10-29 Satvir Kaur , Harleen Dahiya

Bohmian mechanics (BM) is a popular interpretation of quantum mechanics in which particles have real positions. The velocity of a point x in configuration space is defined as the standard probability current j(x) divided by the probability…

Quantum Physics · Physics 2007-06-19 H. M. Wiseman

We discuss and experimentally demonstrate the role of quantum coherence in a sequence of two measurements collected at different times using weak measurements. For this purpose, we have realized a weak-sequential measurement protocol with…

The sliced Wasserstein metric compares probability measures on $\mathbb{R}^d$ by taking averages of the Wasserstein distances between projections of the measures to lines. The distance has found a range of applications in statistics and…

Analysis of PDEs · Mathematics 2024-11-25 Sangmin Park , Dejan Slepčev

We study "the Wojcik model" which is a discrete-time quantum walk (QW) with one defect in one dimension, introduced by Wojcik et al.. For the Wojcik model, we give the weak convergence theorem describing the ballistic behavior of the walker…

Mathematical Physics · Physics 2016-02-09 Takako Endo , Norio Konno

In the past couple of years, various approaches to representing and quantifying different types of predictive uncertainty in machine learning, notably in the setting of classification, have been proposed on the basis of second-order…

Machine Learning · Computer Science 2023-12-05 Yusuf Sale , Viktor Bengs , Michele Caprio , Eyke Hüllermeier

We consider the motion of a particle under a continuum random environment whose distribution is given by the Howitt-Warren flow. In the moderate deviation regime, we establish that the quenched density of the motion of the particle (after…

Probability · Mathematics 2024-12-24 Sayan Das , Hindy Drillick , Shalin Parekh
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