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相关论文: Affine processes with compact state space

200 篇论文

We introduce the notion centre of a convex set and study the space of continuous affine functions on a compact convex set with a centre. We show that these spaces are precisely the dual of a base normed space in which the underlying base…

泛函分析 · 数学 2022-03-07 Anil Kumar Karn

A totally asymmetric exclusion process on a ring with $\nu$ non-conserved internal degrees of freedom, where particles hop forward with a rate that depends on their internal state, has been studied. We show, using a mapping of the model to…

统计力学 · 物理学 2010-11-16 Urna Basu , P. K. Mohanty

Adiabatic techniques using multi-level systems have recently been generalised from the optical case to settings in atom optics, solid state and even classical electrodynamics. The most well known example of these is the so called STIRAP…

量子物理 · 物理学 2010-07-23 S. McEndoo , S. Croke , J. Brophy , Th. Busch

Covariant affine integral quantization is studied and applied to the motion of a particle in a punctured plane R^2_\ast=R^2\{0}, for which the phase space is R^2_\ast=R^2\{0}X R^2. We examine the consequences of different quantizer…

数学物理 · 物理学 2021-10-13 Jean Pierre Gazeau , Tomoi Koide , Romain Murenzi

In this manuscript, we investigate symbolic abstractions that capture the behavior of piecewise-affine systems under input constraints and bounded external noise. This is accomplished by considering local affine feedback controllers that…

最优化与控制 · 数学 2022-11-23 Lucas N. Egidio , Thiago Alves Lima , Raphaël M. Jungers

We consider two different collective spin systems subjected to strong dissipation -- on the same scale as interaction strengths and external fields -- and show that either continuous or discontinuous dissipative quantum phase transitions…

量子物理 · 物理学 2008-09-23 S. Morrison , A. S. Parkins

A solid is typically deemed amorphous when there are no Bragg peaks in its diffraction pattern. We discuss a two dimensional configuration of Ising spins with an autocorrelation function which vanishes at all nonzero distances, so that its…

无序系统与神经网络 · 物理学 2015-06-15 Gil Wolff , Dov Levine

A locally compact stable plane of positive topological dimension will be called semiaffine if for every line $L$ and every point $p$ not in $L$ there is at most one line passing through $p$ and disjoint from $L$. We show that then the plane…

几何拓扑 · 数学 2024-10-15 Rainer Löwen , Markus Johannes Stroppel

We extend the theory of diffeomorphism-invariant spin network states from the real-analytic category to the smooth category. Suppose that G is a compact connected semisimple Lie group and P -> M is a smooth principal G-bundle. A `cylinder…

q-alg · 数学 2008-02-03 John C. Baez , Stephen Sawin

I extend the framework of rigid analytic geometry to the setting of algebraic geometry relative to monoids, and study the associated notions of separated, proper, and overconvergent morphisms. The category of affine manifolds embeds as a…

代数几何 · 数学 2015-05-29 Andrew W. Macpherson

This paper considers multi-dimensional affine processes with continuous sample paths. By analyzing the Riccati system, which is associated with affine processes via the transform formula, we fully characterize the regions of exponents in…

证券定价 · 定量金融 2012-05-16 Rudra P. Jena , Kyoung-Kuk Kim , Hao Xing

We extend the concept of classicality in quantum optics to spin states. We call a state ``classical'' if its density matrix can be decomposed as a weighted sum of angular momentum coherent states with positive weights. Classical spin states…

量子物理 · 物理学 2010-06-23 Olivier Giraud , Petr Braun , Daniel Braun

We obtain an exact matrix product steady state for a class of multi species asymmetric simple exclusion process with impurities, under periodic boundary condition. Alongside the usual hopping dynamics, an additional flip dynamics is…

统计力学 · 物理学 2023-03-17 Amit Kumar Chatterjee , Hisao Hayakawa

This work develops asymptotic properties of a class of switching jump diffusion processes. The processes under consideration may be viewed as a number of jump diffusion processes modulated by a random switching mechanism. The underlying…

概率论 · 数学 2018-10-02 Xiaoshan Chen , Zhen-Qing Chen , Ky Tran , George Yin

We establish the existence and pathwise uniqueness of regime-switching diffusion processes in an infinite state space, which could be time-inhomogeneous and state-dependent. Then the strong Feller properties of these processes are…

概率论 · 数学 2015-07-30 Jinghai Shao

The purpose of this publication is to derive and discuss equations of motion of affinely rigid (homogeneously deformable) body moving in Euclidean space of general dimension $n$. Our aim is to present some analytical methods and to discuss…

数学物理 · 物理学 2013-03-26 J. J. Sławianowski , B. Gołubowska , E. E. Rożko , V. Kovalchuk , A. Martens , E. Gobcewicz

Dicke states are states of a collection of particles which have been under active investigation for several reasons. One reason is that the decay rates of these states can be quite different from a set of independently evolving particles.…

量子物理 · 物理学 2015-05-18 C. Allen Bishop , Mark S. Byrd , Lian-Ao Wu

This thesis is devoted to the study of affine processes and their applications in financial mathematics. In the first part we consider the theory of time-inhomogeneous affine processes on general state spaces. We present a concise setup for…

证券定价 · 定量金融 2015-12-11 Stefan Waldenberger

It is known that the Frank-Wolfe (FW) algorithm, which is affine-covariant, enjoys accelerated convergence rates when the constraint set is strongly convex. However, these results rely on norm-dependent assumptions, usually incurring…

最优化与控制 · 数学 2020-11-09 Thomas Kerdreux , Lewis Liu , Simon Lacoste-Julien , Damien Scieur

Dissipative quantum systems can under appropriate conditions exhibit bi- or multi-partite entanglement at the steady state. The presence and properties of these quantum correlations depend on the relevant model parameters. Here, we…

量子物理 · 物理学 2024-09-26 Alan Kahan , Cecilia Cormick