Derivative pricing under the possibility of long memory in the supOU stochastic volatility model

We consider the supOU stochastic volatility model which is able to exhibit long-range dependence. For this model we give conditions for the discounted stock price to be a martingale, calculate the characteristic function, give a strip where it is analytic and discuss the use of Fourier pricing techniques. Finally, we present a concrete specification with polynomially decaying autocorrelations and calibrate it to observed market prices of plain vanilla options

Verifying continuous-variable entanglement in finite spaces

Starting from arbitrary Hilbert spaces, we reduce the problem to verify entanglement of any bipartite quantum state to finite dimensional subspaces. Hence, entanglement is a finite dimensional property. A generalization for multipartite quantum states is also given.Comment: 4 page

Intermediate quantum maps for quantum computation

We study quantum maps displaying spectral statistics intermediate between Poisson and Wigner-Dyson. It is shown that they can be simulated on a quantum computer with a small number of gates, and efficiently yield information about fidelity decay or spectral statistics. We study their matrix elements and entanglement production, and show that they converge with time to distributions which differ from random matrix predictions. A randomized version of these maps can be implemented even more economically, and yields pseudorandom operators with original properties, enabling for example to produce fractal random vectors. These algorithms are within reach of present-day quantum computers.Comment: 4 pages, 4 figures, research done at http://www.quantware.ups-tlse.fr

Eta Carinae across the 2003.5 Minimum: Analysis in the visible and near infrared spectral region

We present an analysis of the visible through near infrared spectrum of Eta Carinae and its ejecta obtained during the "Eta Carinae Campaign with the UVES at the ESO VLT". This is a part of larger effort to present a complete Eta Carinae spectrum, and extends the previously presented analyses with the HST/STIS in the UV (1240-3159 A) to 10,430 A. The spectrum in the mid and near UV is characterized by the ejecta absorption. At longer wavelengths, stellar wind features from the central source and narrow emission lines from the Weigelt condensations dominate the spectrum. However, narrow absorption lines from the circumstellar shells are present. This paper provides a description of the spectrum between 3060 and 10,430 A, including line identifications of the ejecta absorption spectrum, the emission spectrum from the Weigelt condensations and the P-Cygni stellar wind features. The high spectral resolving power of VLT/UVES enables equivalent width measurements of atomic and molecular absorption lines for elements with no transitions at the shorter wavelengths. However, the ground based seeing and contributions of nebular scattered radiation prevent direct comparison of measured equivalent widths in the VLT/UVES and HST/STIS spectra. Fortunately, HST/STIS and VLT/UVES have a small overlap in wavelength coverage which allows us to compare and adjust for the difference in scattered radiation entering the instruments' apertures. This paper provides a complete online VLT/UVES spectrum with line identifications and a spectral comparison between HST/STIS and VLT/UVES between 3060 and 3160 A.Comment: 13 pages, 11 figures + atlas. The paper accepted for the ApJS and is accompanied with an atlas in the online edition pape

Entanglement Patterns in Mutually Unbiased Basis Sets for N Prime-state Particles

A few simply-stated rules govern the entanglement patterns that can occur in mutually unbiased basis sets (MUBs), and constrain the combinations of such patterns that can coexist (ie, the stoichiometry) in full complements of p^N+1 MUBs. We consider Hilbert spaces of prime power dimension (as realized by systems of N prime-state particles, or qupits), where full complements are known to exist, and we assume only that MUBs are eigenbases of generalized Pauli operators, without using a particular construction. The general rules include the following: 1) In any MUB, a particular qupit appears either in a pure state, or totally entangled, and 2) in any full MUB complement, each qupit is pure in p+1 bases (not necessarily the same ones), and totally entangled in the remaining p^N-p. It follows that the maximum number of product bases is p+1, and when this number is realized, all remaining p^N-p bases in the complement are characterized by the total entanglement of every qupit. This "standard distribution" is inescapable for two qupits (of any p), where only product and generalized Bell bases are admissible MUB types. This and the following results generalize previous results for qubits and qutrits. With three qupits there are three MUB types, and a number of combinations (p+2) are possible in full complements. With N=4, there are 6 MUB types for p=2, but new MUB types become possible with larger p, and these are essential to the realization of full complements. With this example, we argue that new MUB types, showing new entanglement characteristics, should enter with every step in N, and when N is a prime plus 1, also at critical p values, p=N-1. Such MUBs should play critical roles in filling complements.Comment: 27 pages, one figure, to be submitted to Physical Revie

Analysis of a convenient information bound for general quantum channels

Open questions from Sarovar and Milburn (2006 J.Phys. A: Math. Gen. 39 8487) are answered. Sarovar and Milburn derived a convenient upper bound for the Fisher information of a one-parameter quantum channel. They showed that for quasi-classical models their bound is achievable and they gave a necessary and sufficient condition for positive operator-valued measures (POVMs) attaining this bound. They asked (i) whether their bound is attainable more generally, (ii) whether explicit expressions for optimal POVMs can be derived from the attainability condition. We show that the symmetric logarithmic derivative (SLD) quantum information is less than or equal to the SM bound, i.e.\ $H(\theta) \leq C_{\Upsilon}(\theta)$ and we find conditions for equality. As the Fisher information is less than or equal to the SLD quantum information, i.e. $F_M(\theta) \leq H(\theta)$, we can deduce when equality holds in $F_M(\theta) \leq C_{\Upsilon}(\theta)$. Equality does not hold for all channels. As a consequence, the attainability condition cannot be used to test for optimal POVMs for all channels. These results are extended to multi-parameter channels.Comment: 16 pages. Published version. Some of the lemmas have been corrected. New resuts have been added. Proofs are more rigorou

Electrical activity of carbon-hydrogen centers in Si

The electrical activity of Cs-H defects in Si has been investigated in a combined modeling and experimental study. High-resolution Laplace capacitance spectroscopy with the uniaxial stress technique has been used to measure the stress-energy tensor and the results are compared with theoretical modeling. At low temperatures, implanted H is trapped as a negative-U center with a donor level in the upper half of the gap. However, at higher temperatures, H migrates closer to the carbon impurity and the donor level falls, crossing the gap. At the same time, an acceptor level is introduced into the upper gap making the defect a positive-U center

Asymptotic Entanglement Dynamics and Geometry of Quantum States

A given dynamics for a composite quantum system can exhibit several distinct properties for the asymptotic entanglement behavior, like entanglement sudden death, asymptotic death of entanglement, sudden birth of entanglement, etc. A classification of the possible situations was given in [M. O. Terra Cunha, {\emph{New J. Phys}} {\bf{9}}, 237 (2007)] but for some classes there were no known examples. In this work we give a better classification for the possibile relaxing dynamics at the light of the geometry of their set of asymptotic states and give explicit examples for all the classes. Although the classification is completely general, in the search of examples it is sufficient to use two qubits with dynamics given by differential equations in Lindblad form (some of them non-autonomous). We also investigate, in each case, the probabilities to find each possible behavior for random initial states.Comment: 9 pages, 2 figures; revised version accepted for publication in J. Phys. A: Math. Theo

Optimal estimation of one parameter quantum channels

We explore the task of optimal quantum channel identification, and in particular the estimation of a general one parameter quantum process. We derive new characterizations of optimality and apply the results to several examples including the qubit depolarizing channel and the harmonic oscillator damping channel. We also discuss the geometry of the problem and illustrate the usefulness of using entanglement in process estimation.Comment: 23 pages, 4 figures. Published versio