5 research outputs found
Transitions between superstatistical regimes: Validity, breakdown and applications
It is pleasure to acknowledge helpful conversations with D. Xu and H. Kleinert. P.J., J.K., M.P. and V.S. were supported by the Czech Science Foundation (GAČR) Grant No. 17–33812L. C.B. was supported by EPSRC via the grant EP/N013492/1. J.K. also acknowledges support from the Austrian Science Fund, Grant No. I 3073-N32
Methods of Mathemacial Modeling in Financial Markets
Tato Bakalářská práce se zabývá základním matematickým aparátem používaným v ekonofyzice. Jsou zde shrnuty fraktály, teorie pravděpodobnosti a stochastický počet. Jako aplikace stochastického počtu je uvedena Black-Scholesova formule. Fraktální geometrie je v textu využita k analýze časové řady a odhadu Hurstova exponentu.This Bachelor thesis is concern with basic mathematical methods used in econophysics. In the text, there are mentioned fractals, probability theory and stochastic calculus. The Black-Scholes formula is stated as an application of stochastic calculus. The fractal geometry is used to analyze time series and to estimate Hurst exponent.katedra fyzik
Game - migration to fortress Europe
Fakulta filozofickáStudent představil diplomovou práci. Následovalo přečtení posudků vedoucího práce a oponenta, na které student reagoval. Nakonec proběhla diskuse. Student práci obhájil.Dokončená práce s úspěšnou obhajobo
DIY skateboarding as an alternative
Tato práce se zabývá DIY skateboardingovou subkulturou, jejím ekonomickým uspořádáním a postavením v kontextu širších ekonomických struktur. Dále se zaměřuje na způsoby řízení a rozhodování v rámci DIY skateboardingové komunity a obecné motivace jednotlivců zapojovat se do takových aktivit. Teoretická část se zabývá konceptem ekonomických struktur a sociální a politické spravedlnosti podle Erika O Wrighta.This thesis deals with DIY skateboarding subculture, its economical system and its status in context of broader economic structures. Focuses on ways of leading and making desicions within DIY skateboarding community and generally motivations od lindividuals participate on these activities. Theoretical part deals with concept of econimic structures and social and political justice according Erik O. Wright.Fakulta filozofick
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From Rényi entropy power to information scan of quantum states
In this paper, we generalize the notion of Shannon’s entropy power to the Rényi-entropy setting. With this, we propose generalizations of the de Bruijn identity, isoperimetric inequality, or Stam inequality. This framework not only allows for finding new estimation inequalities, but it also provides a convenient technical framework for the derivation of a one-parameter family of Rényi-entropy-power-based quantum-mechanical uncertainty relations. To illustrate the usefulness of the Rényi entropy power obtained, we show how the information probability distribution associated with a quantum state can be reconstructed in a process that is akin to quantum-state tomography. We illustrate the inner workings of this with the so-called “cat states”, which are of fundamental interest and practical use in schemes such as quantum metrology. Salient issues, including the extension of the notion of entropy power to Tsallis entropy and ensuing implications in estimation theory, are also briefly discussed