1,435 research outputs found

    Uncertainty Relations for Angular Momentum

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    In this work we study various notions of uncertainty for angular momentum in the spin-s representation of SU(2). We characterize the "uncertainty regions'' given by all vectors, whose components are specified by the variances of the three angular momentum components. A basic feature of this set is a lower bound for the sum of the three variances. We give a method for obtaining optimal lower bounds for uncertainty regions for general operator triples, and evaluate these for small s. Further lower bounds are derived by generalizing the technique by which Robertson obtained his state-dependent lower bound. These are optimal for large s, since they are saturated by states taken from the Holstein-Primakoff approximation. We show that, for all s, all variances are consistent with the so-called vector model, i.e., they can also be realized by a classical probability measure on a sphere of radius sqrt(s(s+1)). Entropic uncertainty relations can be discussed similarly, but are minimized by different states than those minimizing the variances for small s. For large s the Maassen-Uffink bound becomes sharp and we explicitly describe the extremalizing states. Measurement uncertainty, as recently discussed by Busch, Lahti and Werner for position and momentum, is introduced and a generalized observable (POVM) which minimizes the worst case measurement uncertainty of all angular momentum components is explicitly determined, along with the minimal uncertainty. The output vectors for the optimal measurement all have the same length r(s), where r(s)/s goes to 1 as s tends to infinity.Comment: 30 pages, 22 figures, 1 cut-out paper model, video abstract available on https://youtu.be/h01pHekcwF

    Stability of solutions to chance constrained stochastic programs

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    Perturbations of convex chance constrained stochastic programs are considered the underlying probability distributions of which are r-concave. Verifiable sufficient conditions are established guaranteeing Hölder continuity properties of solution sets with respect to variations of the original distribution. Examples illustrate the potential, sharpness and limitations of the results

    Problem-based optimal scenario generation and reduction in stochastic programming

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    Scenarios are indispensable ingredients for the numerical solution of stochastic programs. Earlier approaches to optimal scenario generation and reduction are based on stability arguments involving distances of probability measures. In this paper we review those ideas and suggest to make use of stability estimates based only on problem specific data. For linear two-stage stochastic programs we show that the problem-based approach to optimal scenario generation can be reformulated as best approximation problem for the expected recourse function which in turn can be rewritten as a generalized semi-infinite program. We show that the latter is convex if either right-hand sides or costs are random and can be transformed into a semi-infinite program in a number of cases. We also consider problem-based optimal scenario reduction for two-stage models and optimal scenario generation for chance constrained programs. Finally, we discuss problem-based scenario generation for the classical newsvendor problem

    Metric regularity and quantitative stability in stochastic programs with probabilistic constraints

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    Necessary and sufficient conditions for metric regularity of (several joint) probabilistic constraints are derived using recent results from nonsmooth analysis. The conditions apply to fairly general nonconvex, nonsmooth probabilistic constraints and extend earlier work in this direction. Further, a verifiable sufficient condition for quadratic growth of the objective function in a more specific convex stochastic program is indicated and applied in order to obtain a new result on quantitative stability of solution sets when the underlying probability distribution is subjected to perturbations. This is used to establish a large deviation estimate for solution sets when the probability measure is replaced by empirical ones
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