Modelling by maps of two-frequency microwave ionization of hydrogen atoms

Mapping equations of motion of the highly exited classical atom in a monochromatic field are generalized for the two-frequency microwave field. Analysis of the obtained equations indicates to the weak sensitivity of the position of the recently observed ionization peak near the main resonance to the frequency and amplitude of the additional microwave field. In the high frequency region, however, the sensitivity of the enhanced ionization peaks on the additional field frequency is predicted.Comment: LaTex, 3 PostScript figure

Stochastic nonlinear differential equation generating 1/f noise

Starting from the simple point process model of 1/f noise we derive a stochastic nonlinear differential equation for the signal exhibiting 1/f noise in any desirably wide range of frequency. A stochastic differential equation (the general Langevin equation with a multiplicative noise) that gives 1/f noise is derived for the first time. The solution of the equation exhibits the power-law distribution. The process with 1/f noise is demonstrated by the numerical solution of the derived equation with the appropriate restriction of the diffusion of the signal in some finite interval.Comment: 3 figure

Modelling financial markets by the multiplicative sequence of trades

We introduce the stochastic multiplicative point process modelling trading activity of financial markets. Such a model system exhibits power-law spectral density S(f) ~ 1/f**beta, scaled as power of frequency for various values of beta between 0.5 and 2. Furthermore, we analyze the relation between the power-law autocorrelations and the origin of the power-law probability distribution of the trading activity. The model reproduces the spectral properties of trading activity and explains the mechanism of power-law distribution in real markets.Comment: 6 pages, 2 figure

Time problem in quantum mechanics and its analysis by the concept of weak measurement

The model of weak measurements is applied to various problems, related to the time problem in quantum mechanics. The review and generalization of the theoretical analysis of the time problem in quantum mechanics based on the concept of weak measurements are presented. A question of the time interval the system spends in the specified state, when the final state of the system is given, is raised. Using the concept of weak measurements the expression for such time is obtained. The results are applied to the tunneling problem. A procedure for the calculation of the asymptotic tunneling and reflection times is proposed. Examples for delta-form and rectangular barrier illustrate the obtained results. Using the concept of weak measurements the arrival time probability distribution is defined by analogy with the classical mechanics. The proposed procedure is suitable to the free particles and to particles subjected to an external potential, as well. It is shown that such an approach imposes an inherent limitation to the accuracy of the arrival time definition.Comment: 13 figure

1/f noise from nonlinear stochastic differential equations

We consider a class of nonlinear stochastic differential equations, giving the power-law behavior of the power spectral density in any desirably wide range of frequency. Such equations were obtained starting from the point process models of 1/f^b noise. In this article the power-law behavior of spectrum is derived directly from the stochastic differential equations, without using the point process models. The analysis reveals that the power spectrum may be represented as a sum of the Lorentzian spectra. Such a derivation provides additional justification of equations, expands the class of equations generating 1/f^b noise, and provides further insights into the origin of 1/f^b noise