176 resultados para Ruin Probability
Resumo:
By means of numerical simulations and epidemic analysis, the transition point of the stochastic asynchronous susceptible-infected-recovered model on a square lattice is found to be c(0)=0.176 500 5(10), where c is the probability a chosen infected site spontaneously recovers rather than tries to infect one neighbor. This point corresponds to an infection/recovery rate of lambda(c)=(1-c(0))/c(0)=4.665 71(3) and a net transmissibility of (1-c(0))/(1+3c(0))=0.538 410(2), which falls between the rigorous bounds of the site and bond thresholds. The critical behavior of the model is consistent with the two-dimensional percolation universality class, but local growth probabilities differ from those of dynamic percolation cluster growth, as is demonstrated explicitly.
Resumo:
We analyze the irreversibility and the entropy production in nonequilibrium interacting particle systems described by a Fokker-Planck equation by the use of a suitable master equation representation. The irreversible character is provided either by nonconservative forces or by the contact with heat baths at distinct temperatures. The expression for the entropy production is deduced from a general definition, which is related to the probability of a trajectory in phase space and its time reversal, that makes no reference a priori to the dissipated power. Our formalism is applied to calculate the heat conductance in a simple system consisting of two Brownian particles each one in contact to a heat reservoir. We show also the connection between the definition of entropy production rate and the Jarzynski equality.
Resumo:
We show a function that fits well the probability density of return times between two consecutive visits of a chaotic trajectory to finite size regions in phase space. It deviates from the exponential statistics by a small power-law term, a term that represents the deterministic manifestation of the dynamics. We also show how one can quickly and easily estimate the Kolmogorov-Sinai entropy and the short-term correlation function by realizing observations of high probable returns. Our analyses are performed numerically in the Henon map and experimentally in a Chua's circuit. Finally, we discuss how our approach can be used to treat the data coming from experimental complex systems and for technological applications. (C) 2009 American Institute of Physics. [doi: 10.1063/1.3263943]
Resumo:
In random matrix theory, the Tracy-Widom (TW) distribution describes the behavior of the largest eigenvalue. We consider here two models in which TW undergoes transformations. In the first one disorder is introduced in the Gaussian ensembles by superimposing an external source of randomness. A competition between TW and a normal (Gaussian) distribution results, depending on the spreading of the disorder. The second model consists of removing at random a fraction of (correlated) eigenvalues of a random matrix. The usual formalism of Fredholm determinants extends naturally. A continuous transition from TW to the Weilbull distribution, characteristic of extreme values of an uncorrelated sequence, is obtained.
Resumo:
Magnetoresistance of two-dimensional electron systems with several occupied subbands oscillates owing to periodic modulation of the probability of intersubband transitions by the quantizing magnetic field. In addition to previous investigations of these magnetointersubband (MIS) oscillations in two-subband systems, we report on both experimental and theoretical studies of such a phenomenon in three-subband systems realized in triple quantum wells. We show that the presence of more than two subbands leads to a qualitatively different MIS oscillation picture, described as a superposition of several oscillating contributions. Under a continuous microwave irradiation, the magnetoresistance of triple-well systems exhibits an interference of MIS oscillations and microwave-induced resistance oscillations. The theory explaining these phenomena is presented in the general form, valid for an arbitrary number of subbands. A comparison of theory and experiment allows us to extract temperature dependence of quantum lifetime of electrons and to confirm the applicability of the inelastic mechanism of microwave photoresistance for the description of magnetotransport in multilayer systems.
Resumo:
We construct a nonrelativistic wave equation for spinning particles in the noncommutative space (in a sense, a theta modification of the Pauli equation). To this end, we consider the nonrelativistic limit of the theta-modified Dirac equation. To complete the consideration, we present a pseudoclassical model (a la Berezin-Marinov) for the corresponding nonrelativistic particle in the noncommutative space. To justify the latter model, we demonstrate that its quantization leads to the theta-modified Pauli equation. We extract theta-modified interaction between a nonrelativistic spin and a magnetic field from such a Pauli equation and construct a theta modification of the Heisenberg model for two coupled spins placed in an external magnetic field. In the framework of such a model, we calculate the probability transition between two orthogonal Einstein-Podolsky-Rosen states for a pair of spins in an oscillatory magnetic field and show that some of such transitions, which are forbidden in the commutative space, are possible due to the space noncommutativity. This allows us to estimate an upper bound on the noncommutativity parameter.
Resumo:
We investigate a conjecture on the cover times of planar graphs by means of large Monte Carlo simulations. The conjecture states that the cover time tau (G(N)) of a planar graph G(N) of N vertices and maximal degree d is lower bounded by tau (G(N)) >= C(d)N(lnN)(2) with C(d) = (d/4 pi) tan(pi/d), with equality holding for some geometries. We tested this conjecture on the regular honeycomb (d = 3), regular square (d = 4), regular elongated triangular (d = 5), and regular triangular (d = 6) lattices, as well as on the nonregular Union Jack lattice (d(min) = 4, d(max) = 8). Indeed, the Monte Carlo data suggest that the rigorous lower bound may hold as an equality for most of these lattices, with an interesting issue in the case of the Union Jack lattice. The data for the honeycomb lattice, however, violate the bound with the conjectured constant. The empirical probability distribution function of the cover time for the square lattice is also briefly presented, since very little is known about cover time probability distribution functions in general.
Resumo:
In this work, we study the emission of tensor-type gravitational degrees of freedom from a higher-dimensional, simply rotating black hole in the bulk. The decoupled radial part of the corresponding field equation is first solved analytically in the limit of low-energy emitted particles and low-angular momentum of the black hole in order to derive the absorption probability. Both the angular and radial equations are then solved numerically, and the comparison of the analytical and numerical results shows a very good agreement in the low and intermediate energy regimes. By using our exact, numerical results we compute the energy and angular-momentum emission rates and their dependence on the spacetime parameters such as the number of additional spacelike dimensions and the angular momentum of the black hole. Particular care is given to the convergence of our results in terms of the number of modes taken into account in the calculation and the multiplicity of graviton tensor modes that correspond to the same angular-momentum numbers.
Resumo:
The optimal discrimination of nonorthogonal quantum states with minimum error probability is a fundamental task in quantum measurement theory as well as an important primitive in optical communication. In this work, we propose and experimentally realize a new and simple quantum measurement strategy capable of discriminating two coherent states with smaller error probabilities than can be obtained using the standard measurement devices: the Kennedy receiver and the homodyne receiver.
Resumo:
In this work we investigate knowledge acquisition as performed by multiple agents interacting as they infer, under the presence of observation errors, respective models of a complex system. We focus the specific case in which, at each time step, each agent takes into account its current observation as well as the average of the models of its neighbors. The agents are connected by a network of interaction of Erdos-Renyi or Barabasi-Albert type. First, we investigate situations in which one of the agents has a different probability of observation error (higher or lower). It is shown that the influence of this special agent over the quality of the models inferred by the rest of the network can be substantial, varying linearly with the respective degree of the agent with different estimation error. In case the degree of this agent is taken as a respective fitness parameter, the effect of the different estimation error is even more pronounced, becoming superlinear. To complement our analysis, we provide the analytical solution of the overall performance of the system. We also investigate the knowledge acquisition dynamic when the agents are grouped into communities. We verify that the inclusion of edges between agents (within a community) having higher probability of observation error promotes the loss of quality in the estimation of the agents in the other communities.
Resumo:
In one-component Abelian sandpile models, the toppling probabilities are independent quantities. This is not the case in multicomponent models. The condition of associativity of the underlying Abelian algebras imposes nonlinear relations among the toppling probabilities. These relations are derived for the case of two-component quadratic Abelian algebras. We show that Abelian sandpile models with two conservation laws have only trivial avalanches.
Resumo:
We propose an alternative fidelity measure (namely, a measure of the degree of similarity) between quantum states and benchmark it against a number of properties of the standard Uhlmann-Jozsa fidelity. This measure is a simple function of the linear entropy and the Hilbert-Schmidt inner product between the given states and is thus, in comparison, not as computationally demanding. It also features several remarkable properties such as being jointly concave and satisfying all of Jozsa's axioms. The trade-off, however, is that it is supermultiplicative and does not behave monotonically under quantum operations. In addition, metrics for the space of density matrices are identified and the joint concavity of the Uhlmann-Jozsa fidelity for qubit states is established.
Resumo:
With each directed acyclic graph (this includes some D-dimensional lattices) one can associate some Abelian algebras that we call directed Abelian algebras (DAAs). On each site of the graph one attaches a generator of the algebra. These algebras depend on several parameters and are semisimple. Using any DAA, one can define a family of Hamiltonians which give the continuous time evolution of a stochastic process. The calculation of the spectra and ground-state wave functions (stationary state probability distributions) is an easy algebraic exercise. If one considers D-dimensional lattices and chooses Hamiltonians linear in the generators, in finite-size scaling the Hamiltonian spectrum is gapless with a critical dynamic exponent z=D. One possible application of the DAA is to sandpile models. In the paper we present this application, considering one- and two-dimensional lattices. In the one-dimensional case, when the DAA conserves the number of particles, the avalanches belong to the random walker universality class (critical exponent sigma(tau)=3/2). We study the local density of particles inside large avalanches, showing a depletion of particles at the source of the avalanche and an enrichment at its end. In two dimensions we did extensive Monte-Carlo simulations and found sigma(tau)=1.780 +/- 0.005.
Resumo:
We investigate the performance of a variant of Axelrod's model for dissemination of culture-the Adaptive Culture Heuristic (ACH)-on solving an NP-Complete optimization problem, namely, the classification of binary input patterns of size F by a Boolean Binary Perceptron. In this heuristic, N agents, characterized by binary strings of length F which represent possible solutions to the optimization problem, are fixed at the sites of a square lattice and interact with their nearest neighbors only. The interactions are such that the agents' strings (or cultures) become more similar to the low-cost strings of their neighbors resulting in the dissemination of these strings across the lattice. Eventually the dynamics freezes into a homogeneous absorbing configuration in which all agents exhibit identical solutions to the optimization problem. We find through extensive simulations that the probability of finding the optimal solution is a function of the reduced variable F/N(1/4) so that the number of agents must increase with the fourth power of the problem size, N proportional to F(4), to guarantee a fixed probability of success. In this case, we find that the relaxation time to reach an absorbing configuration scales with F(6) which can be interpreted as the overall computational cost of the ACH to find an optimal set of weights for a Boolean binary perceptron, given a fixed probability of success.
Resumo:
Fontanari introduced [Phys. Rev. Lett. 91, 218101 (2003)] a model for studying Muller's ratchet phenomenon in growing asexual populations. They studied two situations, either including a death probability for each newborn or not, but were able to find analytical (recursive) expressions only in the no-decay case. In this Brief Report a branching process formalism is used to find recurrence equations that generalize the analytical results of the original paper besides confirming the interesting effects their simulations revealed.