Coupled Nonlinear Schr\"{o}dinger equation and Toda equation (the Root of Integrability)

We consider the relation between the discrete coupled nonlinear Schr\"{o}dinger equation and Toda equation. Introducing complex times we can show the intergability of the discrete coupled nonlinear Schr\"{o}dinger equation. In the same way we can show the integrability in coupled case of dark and bright equations. Using this method we obtain several integrable equations.Comment: 11 pages, LateX, to apper in J. Phys. Soc. Jpn. Vol. 66, No

Digital herders and phase transition in a voting model

In this paper, we discuss a voting model with two candidates, C_1 and C_2. We set two types of voters--herders and independents. The voting of independent voters is based on their fundamental values; on the other hand, the voting of herders is based on the number of votes. Herders always select the majority of the previous $r$ votes, which is visible to them. We call them digital herders. We can accurately calculate the distribution of votes for special cases. When r>=3, we find that a phase transition occurs at the upper limit of t, where t is the discrete time (or number of votes). As the fraction of herders increases, the model features a phase transition beyond which a state where most voters make the correct choice coexists with one where most of them are wrong. On the other hand, when r<3, there is no phase transition. In this case, the herders' performance is the same as that of the independent voters. Finally, we recognize the behavior of human beings by conducting simple experiments.Comment: 26 pages, 10 figure

The Davey Stewartson system and the B\"{a}cklund Transformations

We consider the (coupled) Davey-Stewartson (DS) system and its B\"{a}cklund transformations (BT). Relations among the DS system, the double Kadomtsev-Petviashvili (KP) system and the Ablowitz-Ladik hierarchy (ALH) are established. The DS hierarchy and the double KP system are equivalent. The ALH is the BT of the DS system in a certain reduction. {From} the BT of coupled DS system we can obtain new coupled derivative nonlinear Schr\"{o}dinger equations.Comment: 13 pages, LaTe

Correlated Binomial Models and Correlation Structures

We discuss a general method to construct correlated binomial distributions by imposing several consistent relations on the joint probability function. We obtain self-consistency relations for the conditional correlations and conditional probabilities. The beta-binomial distribution is derived by a strong symmetric assumption on the conditional correlations. Our derivation clarifies the 'correlation' structure of the beta-binomial distribution. It is also possible to study the correlation structures of other probability distributions of exchangeable (homogeneous) correlated Bernoulli random variables. We study some distribution functions and discuss their behaviors in terms of their correlation structures.Comment: 12 pages, 7 figure

Evaluation of Tranche in Securitization and Long-range Ising Model

This econophysics work studies the long-range Ising model of a finite system with $N$ spins and the exchange interaction $\frac{J}{N}$ and the external field $H$ as a modely for homogeneous credit portfolio of assets with default probability $P_{d}$ and default correlation $\rho_{d}$. Based on the discussion on the $(J,H)$ phase diagram, we develop a perturbative calculation method for the model and obtain explicit expressions for $P_{d},\rho_{d}$ and the normalization factor $Z$ in terms of the model parameters $N$ and $J,H$. The effect of the default correlation $\rho_{d}$ on the probabilities $P(N_{d},\rho_{d})$ for $N_{d}$ defaults and on the cumulative distribution function $D(i,\rho_{d})$ are discussed. The latter means the average loss rate of the``tranche'' (layered structure) of the securities (e.g. CDO), which are synthesized from a pool of many assets. We show that the expected loss rate of the subordinated tranche decreases with $\rho_{d}$ and that of the senior tranche increases linearly, which are important in their pricing and ratings.Comment: 21 pages, 9 figure

Hungry Volterra equation, multi boson KP hierarchy and Two Matrix Models

We consider the hungry Volterra hierarchy from the view point of the multi boson KP hierarchy. We construct the hungry Volterra equation as the B\"{a}cklund transformations (BT) which are not the ordinary ones. We call them ``fractional '' BT. We also study the relations between the (discrete time) hungry Volterra equation and two matrix models. From this point of view we study the reduction from (discrete time) 2d Toda lattice to the (discrete time) hungry Volterra equation.Comment: 13 pages, LaTe

Orthonormal Polynomials on the Unit Circle and Spatially Discrete Painlev\'e II Equation

We consider the polynomials $\phi_n(z)= \kappa_n (z^n+ b_{n-1} z^{n-1}+ >...)$ orthonormal with respect to the weight $\exp(\sqrt{\lambda} (z+ 1/z)) dz/2 \pi i z$ on the unit circle in the complex plane. The leading coefficient $\kappa_n$ is found to satisfy a difference-differential (spatially discrete) equation which is further proved to approach a third order differential equation by double scaling. The third order differential equation is equivalent to the Painlev\'e II equation. The leading coefficient and second leading coefficient of $\phi_n(z)$ can be expressed asymptotically in terms of the Painlev\'e II function.Comment: 16 page