440 research outputs found
Infinite-range transverse field Ising models and quantum computation
We present a brief review on information processing, computing and inference
via quantum fluctuation, and clarify the relationship between the probabilistic
information processing and theory of quantum spin glasses through the analysis
of the infinite-range model. We also argue several issues to be solved for the
future direction in the research field.Comment: 13 pages, 6 figures, using svjour.cls, to appear in EPJ-Special
Topic
Power-law behavior and condensation phenomena in disordered urn models
We investigate equilibrium statistical properties of urn models with
disorder. Two urn models are proposed; one belongs to the Ehrenfest class, and
the other corresponds to the Monkey class. These models are introduced from the
view point of the power-law behavior and randomness; it is clarified that
quenched random parameters play an important role in generating power-law
behavior. We evaluate the occupation probability with which an urn has
balls by using the concept of statistical physics of disordered systems. In
the disordered urn model belonging to the Monkey class, we find that above
critical density for a given temperature, condensation
phenomenon occurs and the occupation probability changes its scaling behavior
from an exponential-law to a heavy tailed power-law in large regime. We
also discuss an interpretation of our results for explaining of macro-economy,
in particular, emergence of wealth differentials.Comment: 16pages, 9figures, using iopart.cls, 2 new figures were adde
Waiting time analysis of foreign currency exchange rates: Beyond the renewal-reward theorem
We evaluate the average waiting time between observing the price of financial
markets and the next price change, especially in an on-line foreign exchange
trading service for individual customers via the internet. Basic technical idea
of our present work is dependent on the so-called renewal-reward theorem.
Assuming that stochastic processes of the market price changes could be
regarded as a renewal process, we use the theorem to calculate the average
waiting time of the process. In the conventional derivation of the theorem, it
is apparently hard to evaluate the higher order moments of the waiting time. To
overcome this type of difficulties, we attempt to derive the waiting time
distribution Omega(s) directly for arbitrary time interval distribution (first
passage time distribution) of the stochastic process P_{W}(tau) and observation
time distribution P_{O}(t) of customers. Our analysis enables us to evaluate
not only the first moment (the average waiting time) but also any order of the
higher moments of the waiting time. Moreover, in our formalism, it is possible
to model the observation of the price on the internet by the customers in terms
of the observation time distribution P_{O}(t). We apply our analysis to the
stochastic process of the on-line foreign exchange rate for individual
customers from the Sony bank and compare the moments with the empirical data
analysis.Comment: 8pages, 11figures, using IEEEtran.cl
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