1,273 research outputs found

    Infinite Dimensional Quantum Information Geometry

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    We present the construction of an infinite dimensional Banach manifold of quantum mechanical states on a Hilbert space H using different types of small perturbations of a given Hamiltonian. We provide the manifold with a flat connection, called the exponential connection, and comment on the possibility of introducing the dual mixture connection.Comment: Proceedings of the Disordered and Complex Systems, King's College, London, 10-14 July 2000 (satellite meeting of the ICMP2000

    Dual Connections in Nonparametric Classical Information Geometry

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    We construct an infinite-dimensional information manifold based on exponential Orlicz spaces without using the notion of exponential convergence. We then show that convex mixtures of probability densities lie on the same connected component of this manifold, and characterize the class of densities for which this mixture can be extended to an open segment containing the extreme points. For this class, we define an infinite-dimensional analogue of the mixture parallel transport and prove that it is dual to the exponential parallel transport with respect to the Fisher information. We also define {\alpha}-derivatives and prove that they are convex mixtures of the extremal (\pm 1)-derivatives

    Wiener Chaos and the Cox-Ingersoll-Ross model

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    In this we paper we recast the Cox--Ingersoll--Ross model of interest rates into the chaotic representation recently introduced by Hughston and Rafailidis. Beginning with the ``squared Gaussian representation'' of the CIR model, we find a simple expression for the fundamental random variable X. By use of techniques from the theory of infinite dimensional Gaussian integration, we derive an explicit formula for the n-th term of the Wiener chaos expansion of the CIR model, for n=0,1,2,.... We then derive a new expression for the price of a zero coupon bond which reveals a connection between Gaussian measures and Ricatti differential equations.Comment: 27 page

    The uniqueness of the Chentsov metric

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    Trajectory and smooth attractors for Cahn-Hilliard equations with inertial term

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    The paper is devoted to a modification of the classical Cahn-Hilliard equation proposed by some physicists. This modification is obtained by adding the second time derivative of the order parameter multiplied by an inertial coefficient which is usually small in comparison to the other physical constants. The main feature of this equation is the fact that even a globally bounded nonlinearity is "supercritical" in the case of two and three space dimensions. Thus the standard methods used for studying semilinear hyperbolic equations are not very effective in the present case. Nevertheless, we have recently proven the global existence and dissipativity of strong solutions in the 2D case (with a cubic controlled growth nonlinearity) and for the 3D case with small inertial coefficient and arbitrary growth rate of the nonlinearity. The present contribution studies the long-time behavior of rather weak (energy) solutions of that equation and it is a natural complement of the results of our previous papers. Namely, we prove here that the attractors for energy and strong solutions coincide for both the cases mentioned above. Thus, the energy solutions are asymptotically smooth. In addition, we show that the non-smooth part of any energy solution decays exponentially in time and deduce that the (smooth) exponential attractor for the strong solutions constructed previously is simultaneously the exponential attractor for the energy solutions as well
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