相关论文: Transfer Potentials shape and equilibrate Monetary…

The behavior of the probability density function (PDF) transport equation at the limits of the probability space is studied from the point of view of fluid mechanics. Different boundary conditions are considered depending on the nature of…

Charge transfer statistics of quantum particles is obtained by analysing the time evolution of the many-body wave function. Exploiting properly chosen gauge transformations, we construct the probabilities for transfers of a discrete number…

This paper studies the fill probabilities of limit orders placed at different price levels in a limit order book. These probabilities play a central role in execution optimization, as limit orders are not guaranteed to be executed and…

A theory which describes the share price evolution at financial markets as a continuous-time random walk has been generalized in order to take into account the dependence of waiting times t on price returns x. A joint probability density…

This paper offers a synthesis of the empirical literature on the effects of monetary policy. Using the findings from an extensive collection of meta-analyses, it evaluates the effectiveness of conventional and unconventional monetary policy…

A known limitation of time-dependent mean-field approaches is a lack of quantum tunneling for collective motions such as in sub-barrier fusion reactions. As a first step toward a solution, a time-dependent model is considered using a…

Random exchange kinetic models are widely employed to describe the conservative dynamics of large interacting systems. Due to their simplicity and generality, they are quite popular in several fields, from statistical mechanics to…

We construct infinite families of graphs in which pretty good state transfer can be induced by adding a potential to the nodes of the graph (i.e. adding a number to a diagonal entry of the adjacency matrix). Indeed, we show that given any…

We embed general boundary value problems for the time-harmonic Maxwell equations into the elliptic boundary value theory. This is achieved by introducing two new scalar functions to the electromagnetic field and imposing additional boundary…

Quantum lattice models describe a wide array of physical systems, and are a canonical way to numerically solve the Schrodinger equation. Here we prove the potential inversion theorem, which says that wavefunction probability in these models…

We briefly review statistical models for the probability distribution of money developed in the econophysics literature since the late 1990s. In these models, economic transactions are modeled as random transfers of money between the agents…

Economic and financial models -- such as vector autoregressions, local projections, and multivariate volatility models -- feature complex dynamic interactions and spillovers across many time series. These models can be integrated into a…

Perfect transfer of a quantum state through a one-dimensional chain is now well understood, allowing one not only to decide whether a fixed Hamiltonian achieves perfect transfer, but to design a suitable one. We are particularly interested…

In many real-world matching applications, there are restrictions for institutions either on priorities of their slots or on the transferability of unfilled slots over others (or both). Motivated by the need in such real-life matching…

The paper considers a general model of electoral systems combining district-based elections with a compensatory mechanism in order to create any outcome between strictly majoritarian and purely proportional seat allocation. It contains vote…

This paper focuses on specific investments under negotiated transfer pricing. Reasons for transfer pricing studies are primarily to find conditions that maximize the firm's overall profit, especially in cases with bilateral trading problems…

This paper presents necessary and sufficient conditions for on- and off-diagonal transition probability estimates for random walks on weighted graphs. On the integer lattice and on may fractal type graphs both the volume of a ball and the…

We provide a probabilistic analysis of the banker algorithm when transition probabilities may depend on time and space. The transition probabilities evolve, as time goes by, along the trajectory of an ergodic Markovian environment, whereas…

This work suggests modifications to a previously introduced class of heterogeneous agent models that allow for the inclusion of different types of agent motivations and behaviours in a unified way. The agents operate within a highly…

The empirical valence bond (EVB) method [J. Chem. Phys. 52, 1262 (1970)] has always embodied charge transfer processes. The mechanism of that behavior is examined here and recast for use as a new empirical potential energy surface for…