597 research outputs found

    Spectral problem of block-rectangular hierarchical matrices

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    The spectral problem for matrices with a block-hierarchical structure is often considered in context of the theory of complex systems. In the present article, a new class of matrices with a block-rectangular non-symmetric hierarchical structure is introduced and the corresponding spectral problem is investigated. Using these results we study a model of error generation in information sequence where such block-rectangular hierarchical matrices appear in a natural way.Comment: 18 pages, 1 figur

    Insecurity for compact surfaces of positive genus

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    A pair of points in a riemannian manifold MM is secure if the geodesics between the points can be blocked by a finite number of point obstacles; otherwise the pair of points is insecure. A manifold is secure if all pairs of points in MM are secure. A manifold is insecure if there exists an insecure point pair, and totally insecure if all point pairs are insecure. Compact, flat manifolds are secure. A standing conjecture says that these are the only secure, compact riemannian manifolds. We prove this for surfaces of genus greater than zero. We also prove that a closed surface of genus greater than one with any riemannian metric and a closed surface of genus one with generic metric are totally insecure.Comment: 37 pages, 11 figure

    Spectral Statistics of "Cellular" Billiards

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    For a bounded planar domain Ω0\Omega^0 whose boundary contains a number of flat pieces Γi\Gamma_i we consider a family of non-symmetric billiards Ω\Omega constructed by patching several copies of Ω0\Omega^0 along Γi\Gamma_i's. It is demonstrated that the length spectrum of the periodic orbits in Ω\Omega is degenerate with the multiplicities determined by a matrix group GG. We study the energy spectrum of the corresponding quantum billiard problem in Ω\Omega and show that it can be split in a number of uncorrelated subspectra corresponding to a set of irreducible representations α\alpha of GG. Assuming that the classical dynamics in Ω0\Omega^0 are chaotic, we derive a semiclassical trace formula for each spectral component and show that their energy level statistics are the same as in standard Random Matrix ensembles. Depending on whether α{\alpha} is real, pseudo-real or complex, the spectrum has either Gaussian Orthogonal, Gaussian Symplectic or Gaussian Unitary types of statistics, respectively.Comment: 18 pages, 4 figure

    A bright future for financial agent-based models

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    The history of research in finance and economics has been widely impacted by the field of Agent-based Computational Economics (ACE). While at the same time being popular among natural science researchers for its proximity to the successful methods of physics and chemistry for example, the field of ACE has also received critics by a part of the social science community for its lack of empiricism. Yet recent trends have shifted the weights of these general arguments and potentially given ACE a whole new range of realism. At the base of these trends are found two present-day major scientific breakthroughs: the steady shift of psychology towards a hard science due to the advances of neuropsychology, and the progress of artificial intelligence and more specifically machine learning due to increasing computational power and big data. These two have also found common fields of study in the form of computational neuroscience, and human-computer interaction, among others. We outline here the main lines of a computational research study of collective economic behavior via Agent-Based Models (ABM) or Multi-Agent System (MAS), where each agent would be endowed with specific cognitive and behavioral biases known to the field of neuroeconomics, and at the same time autonomously implement rational quantitative financial strategies updated by machine learning. We postulate that such ABMs would offer a whole new range of realism

    The Simplest Piston Problem II: Inelastic Collisions

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    We study the dynamics of three particles in a finite interval, in which two light particles are separated by a heavy ``piston'', with elastic collisions between particles but inelastic collisions between the light particles and the interval ends. A symmetry breaking occurs in which the piston migrates near one end of the interval and performs small-amplitude periodic oscillations on a logarithmic time scale. The properties of this dissipative limit cycle can be understood simply in terms of an effective restitution coefficient picture. Many dynamical features of the three-particle system closely resemble those of the many-body inelastic piston problem.Comment: 8 pages, 7 figures, 2-column revtex4 forma
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