674 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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    Combinatorial properties of the G-degree

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    A strong interaction is known to exist between edge-colored graphs (which encode PL pseudo-manifolds of arbitrary dimension) and random tensor models (as a possible approach to the study of Quantum Gravity). The key tool is the "G-degree" of the involved graphs, which drives the 1/N expansion in the tensor models context. In the present paper - by making use of combinatorial properties concerning Hamiltonian decompositions of the complete graph - we prove that, in any even dimension d greater or equal to 4, the G-degree of all bipartite graphs, as well as of all (bipartite or non-bipartite) graphs representing singular manifolds, is an integer multiple of (d-1)!. As a consequence, in even dimension, the terms of the 1/N expansion corresponding to odd powers of 1/N are null in the complex context, and do not involve colored graphs representing singular manifolds in the real context. In particular, in the 4-dimensional case, where the G-degree is shown to depend only on the regular genera with respect to an arbitrary pair of "associated" cyclic permutations, several results are obtained, relating the G-degree or the regular genus of 5-colored graphs and the Euler characteristic of the associated PL 4-manifolds
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