Dissipative Time Evolution of Observables in Non-equilibrium Statistical Quantum Systems

We discuss differential-- versus integral--equation based methods describing out--of thermal equilibrium systems and emphasize the importance of a well defined reduction to statistical observables. Applying the projection operator approach, we investigate on the time evolution of expectation values of linear and quadratic polynomials in position and momentum for a statistical anharmonic oscillator with quartic potential. Based on the exact integro-differential equations of motion, we study the first and naive second order approximation which breaks down at secular time-scales. A method is proposed to improve the expansion by a non--perturbative resummation of all quadratic operator correlators consistent with energy conservation for all times. Motion cannot be described by an effective Hamiltonian local in time reflecting non-unitarity of the dissipative entropy generating evolution. We numerically integrate the consistently improved equations of motion for large times. We relate entropy to the uncertainty product, both being expressible in terms of the observables under consideration.Comment: 20 pages, 6 Figure

How to simulate a quantum computer using negative probabilities

The concept of negative probabilities can be used to decompose the interaction of two qubits mediated by a quantum controlled-NOT into three operations that require only classical interactions (that is, local operations and classical communication) between the qubits. For a single gate, the probabilities of the three operations are 1, 1, and -1. This decomposition can be applied in a probabilistic simulation of quantum computation by randomly choosing one of the three operations for each gate and assigning a negative statistical weight to the outcomes of sequences with an odd number of negative probability operations. The exponential speed-up of a quantum computer can then be evaluated in terms of the increase in the number of sequences needed to simulate a single operation of the quantum circuit.Comment: 11 pages, including one figure and one table. Full paper version for publication in Journal of Physics A. Clarifications of basic concepts and discussions of possible implications have been adde

An Information-Theoretic Test for Dependence with an Application to the Temporal Structure of Stock Returns

Information theory provides ideas for conceptualising information and measuring relationships between objects. It has found wide application in the sciences, but economics and finance have made surprisingly little use of it. We show that time series data can usefully be studied as information -- by noting the relationship between statistical redundancy and dependence, we are able to use the results of information theory to construct a test for joint dependence of random variables. The test is in the same spirit of those developed by Ryabko and Astola (2005, 2006b,a), but differs from these in that we add extra randomness to the original stochatic process. It uses data compression to estimate the entropy rate of a stochastic process, which allows it to measure dependence among sets of random variables, as opposed to the existing econometric literature that uses entropy and finds itself restricted to pairwise tests of dependence. We show how serial dependence may be detected in S&P500 and PSI20 stock returns over different sample periods and frequencies. We apply the test to synthetic data to judge its ability to recover known temporal dependence structures.Comment: 22 pages, 7 figure

The organisation of sociality: a manifesto for a new science of multi-agent systems

In this paper, we pose and motivate a challenge, namely the need for a new science of multi-agent systems. We propose that this new science should be grounded, theoretically on a richer conception of sociality, and methodologically on the extensive use of computational modelling for real-world applications and social simulations. Here, the steps we set forth towards meeting that challenge are mainly theoretical. In this respect, we provide a new model of multi-agent systems that reflects a fully explicated conception of cognition, both at the individual and the collective level. Finally, the mechanisms and principles underpinning the model will be examined with particular emphasis on the contributions provided by contemporary organisation theory

A Monte Carlo method for critical systems in infinite volume: the planar Ising model

In this paper we propose a Monte Carlo method for generating finite-domain marginals of critical distributions of statistical models in infinite volume. The algorithm corrects the problem of the long-range effects of boundaries associated to generating critical distributions on finite lattices. It uses the advantage of scale invariance combined with ideas of the renormalization group in order to construct a type of "holographic" boundary condition that encodes the presence of an infinite volume beyond it. We check the quality of the distribution obtained in the case of the planar Ising model by comparing various observables with their infinite-plane prediction. We accurately reproduce planar two-, three- and four-point functions of spin and energy operators. We also define a lattice stress-energy tensor, and numerically obtain the associated conformal Ward identities and the Ising central charge.Comment: 43 pages, 21 figure