7,985 research outputs found
Stochastic Master Equations in Thermal Environment
We derive the stochastic master equations which describe the evolution of
open quantum systems in contact with a heat bath and undergoing indirect
measurements. These equations are obtained as a limit of a quantum repeated
measurement model where we consider a small system in contact with an infinite
chain at positive temperature. At zero temperature it is well-known that one
obtains stochastic differential equations of jump-diffusion type. At strictly
positive temperature, we show that only pure diffusion type equations are
relevant
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Systemic risk determinants in the European banking industry during financial crises, 2006-2012
The recent financial turmoil has stimulated a rich debate in banking and financial literature on the identification of systemic risk determinants and devices to forecast and prevent crises. This paper explores the contribution of corporate variables to systemic risk using the CoVaR approach (Adrian and Brunnermeier, 2016). Using balanced panel data on 141 European banks from 24 countries, which were listed from 2006Q1 to 2012Q4, we investigated the impact of corporate variables during the three regimes that characterised the European banking sector-the subprime crisis (2007Q3-2008Q3), the European Great Financial Depression (2008Q4-2010Q2), and the sovereign debt crisis (2010Q3-2012Q4). Our results show that size did not play a significant role in spreading systemic risk, while maturity mismatch did. However, the nature and intensity of these two determinants varied across the three regimes
Complex Obtuse Random Walks and their Continuous-Time Limits
We study a particular class of complex-valued random variables and their
associated random walks: the complex obtuse random variables. They are the
generalization to the complex case of the real-valued obtuse random variables
which were introduced in \cite{A-E} in order to understand the structure of
normal martingales in \RR^n.The extension to the complex case is mainly
motivated by considerations from Quantum Statistical Mechanics, in particular
for the seek of a characterization of those quantum baths acting as classical
noises. The extension of obtuse random variables to the complex case is far
from obvious and hides very interesting algebraical structures. We show that
complex obtuse random variables are characterized by a 3-tensor which admits
certain symmetries which we show to be the exact 3-tensor analogue of the
normal character for 2-tensors (i.e. matrices), that is, a necessary and
sufficient condition for being diagonalizable in some orthonormal basis. We
discuss the passage to the continuous-time limit for these random walks and
show that they converge in distribution to normal martingales in \CC^N. We
show that the 3-tensor associated to these normal martingales encodes their
behavior, in particular the diagonalization directions of the 3-tensor indicate
the directions of the space where the martingale behaves like a diffusion and
those where it behaves like a Poisson process. We finally prove the
convergence, in the continuous-time limit, of the corresponding multiplication
operators on the canonical Fock space, with an explicit expression in terms of
the associated 3-tensor again
Density functional theory of superconductivity in doped tungsten oxides
We apply density functional theory for superconductors (SCDFT) to doped tungsten oxide in three forms: electrostatically doped WO3, perovskite WO3−xFx, and hexagonal CsxWO3. We achieve a consistent picture in which the experimental superconducting transition temperature Tc is reproduced, and superconductivity is understood as a weak-coupling state sustained by soft vibrational modes of the WO6 octahedra. SCDFT simulations of CsxWO3 allow us to explain the anomalous Tc behavior observed in most tungsten bronzes, where Tc decreases with increasing carrier density. Here, the opening of structural channels to host Cs atoms induces a softening of strongly coupled W-O modes. By increasing the Cs content, these modes are screened and Tc is strongly reduced
Entanglement of Bipartite Quantum Systems driven by Repeated Interactions
We consider a non-interacting bipartite quantum system undergoing repeated quantum interactions with an
environment modeled by a chain of independant quantum systems interacting one
after the other with the bipartite system. The interactions are made so that
the pieces of environment interact first with and then with
. Even though the bipartite systems are not interacting, the
interactions with the environment create an entanglement. We show that, in the
limit of short interaction times, the environment creates an effective
interaction Hamiltonian between the two systems. This interaction Hamiltonian
is explicitly computed and we show that it keeps track of the order of the
successive interactions with and . Particular
physical models are studied, where the evolution of the entanglement can be
explicitly computed. We also show the property of return of equilibrium and
thermalization for a family of examples
Stochastic Schr\"odinger equations with coloured noise
A natural non-Markovian extension of the theory of white noise quantum
trajectories is presented. In order to introduce memory effects in the
formalism an Ornstein-Uhlenbeck coloured noise is considered as the output
driving process. Under certain conditions a random Hamiltonian evolution is
recovered. Moreover, non-Markovian stochastic Schr\"odinger equations which
unravel non-Markovian master equations are derived.Comment: 4pages, revte
On the (2,3)-generation of the finite symplectic groups
This paper is a new important step towards the complete classification of the
finite simple groups which are -generated. In fact, we prove that the
symplectic groups are -generated for all . Because
of the existing literature, this result implies that the groups
are -generated for all , with the exception of and
More on regular subgroups of the affine group
This paper is a new contribution to the study of regular subgroups of the
affine group , for any field . In particular we associate to any
partition of abelian regular subgroups in such a
way that different partitions define non-conjugate subgroups. Moreover, we
classify the regular subgroups of certain natural types for . Our
classification is equivalent to the classification of split local algebras of
dimension over . Our methods, based on classical results of linear
algebra, are computer free
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