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 $P(k)$ with which an urn has $k$ 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 $\rho_\mathrm{c}$ 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 $k$ 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