相关论文: Transfer Potentials shape and equilibrate Monetary…

A simple computer simulation model of a closed market on a fixed network with free flow of goods and money is introduced. The model contains only two variables : the amount of goods and money beside the size of the system. An initially flat…

We apply the formalism of the continuous time random walk to the study of financial data. The entire distribution of prices can be obtained once two auxiliary densities are known. These are the probability densities for the pausing time…

Transferring the state of a quantum system to a given distribution of populations is an important problem with applications to Quantum Chemistry and Atomic Physics. In this work we consider exact population transfers that minimize the L^2…

Exchangeability is a fundamental concept in probability theory and statistics. It allows to model situations where the order of observations does not matter. The classical de Finetti's theorem provides a representation of infinitely…

Double-exchange system is investigated by the dynamical mean-field theory. We show that the chemical potential shifts as a function of temperature and magnetization, which is anomalously large. We also discuss the influences of dynamic…

This paper studies the trading volumes and wealth distribution of a novel agent-based model of an artificial financial market. In this model, heterogeneous agents, behaving according to the Von Neumann and Morgenstern utility theory, may…

This paper considers two-sided matching with budget constraints where one side (firm or hospital) can make monetary transfers (offer wages) to the other (worker or doctor). In a standard model, while multiple doctors can be matched to a…

Random matrix theory (RMT) provides a successful model for quantum systems, whose classical counterpart has a chaotic dynamics. It is based on two assumptions: (1) matrix-element independence, and (2) base invariance. Last decade witnessed…

Transfer entropy is used to establish a measure of causal relationships between two variables. Symbolic transfer entropy, as an estimation method for transfer entropy, is widely applied due to its robustness against non-stationarity. This…

Bayesian transfer learning (BTL) is defined in this paper as the task of conditioning a target probability distribution on a transferred source distribution. The target globally models the interaction between the source and target, and…

We study the time reversal and space inversion symmetry properties of those transfer matrices mostly used in the calculation of energy spectra and transport-process. We study the time reversal and space inversion symmetry properties of…

We consider a finite number of $N$ statistically equal agents, each moving on a finite set of states according to a continuous-time Markov Decision Process (MDP). Transition intensities of the agents and generated rewards depend not only on…

This paper studies an open question in the warehouse problem where a merchant trading a commodity tries to find an optimal inventory-trading policy to decide on purchase and sale quantities during a fixed time horizon in order to maximize…

We prove a general existence result in stochastic optimal control in discrete time where controls take values in conditional metric spaces, and depend on the current state and the information of past decisions through the evolution of a…

Among the most fundamental questions in the manipulation of quantum resources such as entanglement is the possibility of reversibly transforming all resource states. The key consequence of this would be the identification of a unique…

It is shown that, in certain circumstances, systems of cultural rules may be represented by doubly stochastic matrices denoted called possibility transforms, and by certain real valued possibility densities with inner product. Using such…

Exchange markets are a significant type of market economy, in which each agent holds a budget and certain (divisible) resources available for trading. Most research on equilibrium in exchange economies is based on an environment of…

We develop a statistical framework for wealth allocation in which agents hold discrete units of wealth and macrostates are defined by how wealth is distributed across agents. The structure of the economic state space is characterized…

Parallel tempering, also known as replica exchange sampling, is an important method for simulating complex systems. In this algorithm simulations are conducted in parallel at a series of temperatures, and the key feature of the algorithm is…

Charge transport through a nanoscale junction coupled to two macroscopic electrodes is investigated for the situation when bound states are present. We provide numerical evidence that bound states give rise to persistent, non-decaying…