Parametric Fokker-Planck equation

We derive the Fokker-Planck equation on the parametric space. It is the Wasserstein gradient flow of relative entropy on the statistical manifold. We pull back the PDE to a finite dimensional ODE on parameter space. Some analytical example and numerical examples are presented

A Bivariate Measure of Redundant Information

We define a measure of redundant information based on projections in the space of probability distributions. Redundant information between random variables is information that is shared between those variables. But in contrast to mutual information, redundant information denotes information that is shared about the outcome of a third variable. Formalizing this concept, and being able to measure it, is required for the non-negative decomposition of mutual information into redundant and synergistic information. Previous attempts to formalize redundant or synergistic information struggle to capture some desired properties. We introduce a new formalism for redundant information and prove that it satisfies all the properties necessary outlined in earlier work, as well as an additional criterion that we propose to be necessary to capture redundancy. We also demonstrate the behaviour of this new measure for several examples, compare it to previous measures and apply it to the decomposition of transfer entropy.Comment: 16 pages, 15 figures, 1 table, added citation to Griffith et al 2012, Maurer et al 199

A Combined Signal Approach To Technical Analysis On The S&P 500

This paper examines the effectiveness of nine technical trading rules on the S&P 500 from January 1950 to March 2008 (14,646 daily observations).  The annualized returns from each trading rule are compared to a naïve buy-and-hold strategy to determine profitability. Over the 59 year period, only the moving-average cross-over (1,200) and (5,150) trading rules were able to outperform the buy-and-hold trading strategy after adjusting for transaction costs. However, excess returns were generated by employing a Combined Signal Approach (CSA) on the individual trading rules. Statistical significance was confirmed through bootstrap simulations and robustness through sub-period analysis.&nbsp

Galilean quantum gravity with cosmological constant and the extended q-Heisenberg algebra

We define a theory of Galilean gravity in 2+1 dimensions with cosmological constant as a Chern-Simons gauge theory of the doubly-extended Newton-Hooke group, extending our previous study of classical and quantum gravity in 2+1 dimensions in the Galilean limit. We exhibit an r-matrix which is compatible with our Chern-Simons action (in a sense to be defined) and show that the associated bi-algebra structure of the Newton-Hooke Lie algebra is that of the classical double of the extended Heisenberg algebra. We deduce that, in the quantisation of the theory according to the combinatorial quantisation programme, much of the quantum theory is determined by the quantum double of the extended q-deformed Heisenberg algebra.Comment: 22 page

Froggatt-Nielsen models from E8 in F-theory GUTs

This paper studies F-theory SU(5) GUT models where the three generations of the standard model come from three different curves. All the matter is taken to come from curves intersecting at a point of enhanced E8 gauge symmetry. Giving a vev to some of the GUT singlets naturally implements a Froggatt-Nielsen approach to flavour structure. A scan is performed over all possible models and the results are filtered using phenomenological constraints. We find a unique model that fits observations of quark and lepton masses and mixing well. This model suffers from two drawbacks: R-parity must be imposed by hand and there is a doublet-triplet splitting problem.Comment: 42 pages; v2:journal version; v3:corrected typo in neutrino masse

Reductions of Hidden Information Sources

In all but special circumstances, measurements of time-dependent processes reflect internal structures and correlations only indirectly. Building predictive models of such hidden information sources requires discovering, in some way, the internal states and mechanisms. Unfortunately, there are often many possible models that are observationally equivalent. Here we show that the situation is not as arbitrary as one would think. We show that generators of hidden stochastic processes can be reduced to a minimal form and compare this reduced representation to that provided by computational mechanics--the epsilon-machine. On the way to developing deeper, measure-theoretic foundations for the latter, we introduce a new two-step reduction process. The first step (internal-event reduction) produces the smallest observationally equivalent sigma-algebra and the second (internal-state reduction) removes sigma-algebra components that are redundant for optimal prediction. For several classes of stochastic dynamical systems these reductions produce representations that are equivalent to epsilon-machines.Comment: 12 pages, 4 figures; 30 citations; Updates at http://www.santafe.edu/~cm

A Rydberg Quantum Simulator

Following Feynman and as elaborated on by Lloyd, a universal quantum simulator (QS) is a controlled quantum device which reproduces the dynamics of any other many particle quantum system with short range interactions. This dynamics can refer to both coherent Hamiltonian and dissipative open system evolution. We investigate how laser excited Rydberg atoms in large spacing optical or magnetic lattices can provide an efficient implementation of a universal QS for spin models involving (high order) n-body interactions. This includes the simulation of Hamiltonians of exotic spin models involving n-particle constraints such as the Kitaev toric code, color code, and lattice gauge theories with spin liquid phases. In addition, it provides the ingredients for dissipative preparation of entangled states based on engineering n-particle reservoir couplings. The key basic building blocks of our architecture are efficient and high-fidelity n-qubit entangling gates via auxiliary Rydberg atoms, including a possible dissipative time step via optical pumping. This allows to mimic the time evolution of the system by a sequence of fast, parallel and high-fidelity n-particle coherent and dissipative Rydberg gates.Comment: 8 pages, 4 figure

Non-Abelian vortex dynamics: Effective world-sheet action

The low-energy vortex effective action is constructed in a wide class of systems in a color-flavor locked vacuum, which generalizes the results found earlier in the context of U(N) models. It describes the weak fluctuations of the non-Abelian orientational moduli on the vortex worldsheet. For instance, for the minimum vortex in SO(2N) x U(1) or USp(2N) x U(1) gauge theories, the effective action found is a two-dimensional sigma model living on the Hermitian symmetric spaces SO(2N)/U(N) or USp(2N)/U(N), respectively. The fluctuating moduli have the structure of that of a quantum particle state in spinor representations of the GNO dual of the color-flavor SO(2N) or USp(2N) symmetry, i.e. of SO(2N) or of SO(2N+1). Applied to the benchmark U(N) model our procedure reproduces the known CP(N-1) worldsheet action; our recipe allows us to obtain also the effective vortex action for some higher-winding vortices in U(N) and SO(2N) theories.Comment: LaTeX, 25 pages, 0 figure

On hypercharge flux and exotics in F-theory GUTs

We study SU(5) Grand Unified Theories within a local framework in F-theory with multiple extra U(1) symmetries arising from a small monodromy group. The use of hypercharge flux for doublet-triplet splitting implies massless exotics in the spectrum that are protected from obtaining a mass by the U(1) symmetries. We find that lifting the exotics by giving vacuum expectation values to some GUT singlets spontaneously breaks all the U(1) symmetries which implies that proton decay operators are induced. If we impose an additional R-parity symmetry by hand we find all the exotics can be lifted while proton decay operators are still forbidden. These models can retain the gauge coupling unification accuracy of the MSSM at 1-loop. For models where the generations are distributed across multiple curves we also present a motivation for the quark-lepton mass splittings at the GUT scale based on a Froggatt-Nielsen approach to flavour.Comment: 38 pages; v2: emphasised possibility of avoiding exotics in models without a global E8 structure, added ref, journal versio

Network Physiology reveals relations between network topology and physiological function

The human organism is an integrated network where complex physiologic systems, each with its own regulatory mechanisms, continuously interact, and where failure of one system can trigger a breakdown of the entire network. Identifying and quantifying dynamical networks of diverse systems with different types of interactions is a challenge. Here, we develop a framework to probe interactions among diverse systems, and we identify a physiologic network. We find that each physiologic state is characterized by a specific network structure, demonstrating a robust interplay between network topology and function. Across physiologic states the network undergoes topological transitions associated with fast reorganization of physiologic interactions on time scales of a few minutes, indicating high network flexibility in response to perturbations. The proposed system-wide integrative approach may facilitate the development of a new field, Network Physiology.Comment: 12 pages, 9 figure