相关论文: Kolkata Restaurant Problem as a generalised El Far…
In this paper we propose a closed-system perspective to study decoherence. From this perspective we analyze the spin-bath model as presented in the literature, and a natural generalization of that model. On the basis of the results obtained…
This paper studies flexible multi-facility capacity expansion with risk aversion. In this setting, the decision maker can periodically expand the capacity of facilities given observations of uncertain demand. We model this situation as a…
On a domain $\Omega \subseteq \mathbb{R}^d$ we consider second order elliptic systems in divergence form with bounded complex coefficients, realized via a sesquilinear form with domain $V \subseteq H^1(\Omega)$. Under very mild assumptions…
Fractalization of torus and its transition to chaos in a quasi-periodically forced logistic map is re-investigated in relation with a strange nonchaotic attractor, with the aid of functional equation for the invariant curve. Existence of…
Understanding a decision-maker's priorities by observing their behavior is critical for transparency and accountability in decision processes, such as in healthcare. Though conventional approaches to policy learning almost invariably assume…
The Gallavotti - Cohen Fluctuation Theorem (FT) implies an infinite set of identities between correlation functions that can be seen as a generalization of Green Kubo formula to the nonlinear regime. As an application, we discuss a…
This article studies the fluctuation behaviour of the stochastic point vortex model with common noise. Using the martingale method combined with a localization argument, we prove that the sequence of fluctuation processes converges in…
Fluctuation theorems show how coarse graining transforms microscopic symmetry into observable irreversibility. Here we ask whether an analogous symmetrybased diagnostic can be constructed for financial markets. At the microscopic level,…
The analysis of fluctuations generated by a thermal reservoir has produced many results throughout the history of science, ranging from the verification of the atomic hypothesis, running through critical phenomena to the most recent…
We consider the inverse fault friction problem of determining the friction coefficient in the Tresca friction model, which can be formulated as an inverse problem for differential inequalities. We show that the measurements of elastic waves…
We present a new approach to response around arbitrary out-of-equilibrium states in the form of a fluctuation-response inequality (FRI). We study the response of an observable to a perturbation of the underlying stochastic dynamics. We find…
The article investigates an inverse problem of determining the right-hand side of a subdiffusion equation with Caputo fractional derivative whose elliptic part has the most general form and is defined on an N-dimensional torus T N . The…
The sea quark content of the $\Sigma^+$ baryon is investigated using light-cone baryon-meson fluctuation model suggested by Brodsky and Ma. It is found that the $\Sigma^+$ sea is flavour asymmetric ($\dbar > \ubar > \sbar$) and…
In this article we give a survey on open problems and conjectures concerning L^2-invariants. We cover the whole portfolio and not only certain aspects as they are considered in the previous more specialized (and within their scope more…
We build a simple model of leveraged asset purchases with margin calls. Investment funds use what is perhaps the most basic financial strategy, called "value investing", i.e. systematically attempting to buy underpriced assets. When funds…
We consider a variant of the knapsack problem, where items are available with different possible weights. Using a separate budget for these item improvements, the question is: Which items should be improved to which degree such that the…
We study a nonlinear elliptic problem defined in a bounded domain involving fractional powers of the Laplacian operator together with a concave-convex term. We characterize completely the range of parameters for which solutions of the…
We investigate the geometry of the critical fluctuations for a general system undergoing a thermal second order phase transition. Adopting a generalized effective action for the local description of the fluctuations of the order parameter…
Recommendation systems are present in multiple contexts as e-commerce, websites, and media streaming services. As scenarios get more complex, techniques and tools have to consider a number of variables. When recommending services/products…
Identifying behavior that is relatively invariant under different conditions is a challenging task in far-from-equilibrium complex systems. As an example of how the existence of a semi-invariant signature can be masked by the heterogeneity…