2 resultados para Mutual funds.
em Biblioteca Digital da Produção Intelectual da Universidade de São Paulo
Resumo:
The amount of information exchanged per unit of time between two nodes in a dynamical network or between two data sets is a powerful concept for analysing complex systems. This quantity, known as the mutual information rate (MIR), is calculated from the mutual information, which is rigorously defined only for random systems. Moreover, the definition of mutual information is based on probabilities of significant events. This work offers a simple alternative way to calculate the MIR in dynamical (deterministic) networks or between two time series (not fully deterministic), and to calculate its upper and lower bounds without having to calculate probabilities, but rather in terms of well known and well defined quantities in dynamical systems. As possible applications of our bounds, we study the relationship between synchronisation and the exchange of information in a system of two coupled maps and in experimental networks of coupled oscillators.
Resumo:
We consider the Shannon mutual information of subsystems of critical quantum chains in their ground states. Our results indicate a universal leading behavior for large subsystem sizes. Moreover, as happens with the entanglement entropy, its finite-size behavior yields the conformal anomaly c of the underlying conformal field theory governing the long-distance physics of the quantum chain. We study analytically a chain of coupled harmonic oscillators and numerically the Q-state Potts models (Q = 2, 3, and 4), the XXZ quantum chain, and the spin-1 Fateev-Zamolodchikov model. The Shannon mutual information is a quantity easily computed, and our results indicate that for relatively small lattice sizes, its finite-size behavior already detects the universality class of quantum critical behavior.