A Dynamic Analysis of the Microstructure of Moving Average Rules in a Double Auction Market

Inspired by the theoretically oriented dynamic analysis of moving average rules in Chiarella, He and Hommes (CHH) (2006a) model, this paper conducts a dynamic analysis of a microstructure model of continuous double auctions in which the probability of heterogeneous agents to trade is determined by the rules of either fundamentalists mean-reverting to the fundamental or chartists choosing moving average rules based their relative performance. With such a realistic market microstructure, the model is able not only to obtain the results of the CHH model but also to characterise most of the stylized facts including the power-law behaviour of volatility. The results seem to suggest that a comprehensive explanation of several statistical properties of returns is possible in a framework where both behavioral traits and realistic microstructure have a role

Atom-photon, atom-atom and photon-photon entanglement preparation via fractional adiabatic passage

We propose a relatively robust scheme to generate maximally entangled states of (i) an atom and a cavity photon, (ii) two atoms in their ground states, and (iii) two photons in two spatially separate high-Q cavities. It is based on the interaction via fractional adiabatic passage of a three-level atom traveling through a cavity mode and a laser beam. The presence of optical phases is emphasized.Comment: 6 pages, 7 figures. We have changed the title, the abstract and the text. The references have been updated. (Accepted by Phys. Rev. A

Decoherence in Ion Trap Quantum Computers

The {\it intrinsic} decoherence from vibrational coupling of the ions in the Cirac-Zoller quantum computer [Phys. Rev. Lett. {\bf 74}, 4091 (1995)] is considered. Starting from a state in which the vibrational modes are at a temperature $T$, and each ion is in a superposition of an excited and a ground state, an adiabatic approximation is used to find the inclusive probability $P(t)$ for the ions to evolve as they would without the vibrations, and for the vibrational modes to evolve into any final state. An analytic form is found for $P(t)$ at $T=0$, and the decoherence time is found for all $T$. The decoherence is found to be quite small, even for 1000 ions.Comment: 11 pages, no figures, uses revte

Holonomic quantum computation with neutral atoms

We propose an all-geometric implementation of quantum computation using neutral atoms in cavity QED. We show how to perform generic single- and two-qubit gates, the latter by encoding a two-atom state onto a single, many-level atom. We compare different strategies to overcome limitations due to cavity imperfections.Comment: 14 pages, 9 figure

A Dynamic Analysis of the Microstructure of Moving Average Rules in a Double Auction Market

Inspired by the theoretically oriented dynamic analysis of moving average rules in Chiarella, He and Hommes (CHH) (2006a) model, this paper conducts a dynamic analysis of a microstructure model of continuous double auctions in which the probability of heterogeneous agents to trade is determined by the rules of either fundamentalists mean-reverting to the fundamental or chartists choosing moving average rules based their relative performance. With such a realistic market microstructure, the model is able not only to obtain the results of the CHH model but also to characterise most of the stylized facts including the power-law behaviour of volatility. The results seem to suggest that a comprehensive explanation of several statistical properties of returns is possible in a framework where both behavioral traits and realistic microstructure have a role

Codes for the Quantum Erasure Channel

The quantum erasure channel (QEC) is considered. Codes for the QEC have to correct for erasures, i. e., arbitrary errors at known positions. We show that four qubits are necessary and sufficient to encode one qubit and correct one erasure, in contrast to five qubits for unknown positions. Moreover, a family of quantum codes for the QEC, the quantum BCH codes, that can be efficiently decoded is introduced.Comment: 6 pages, RevTeX, no figures, submitted to Physical Review A, code extended to encode 2 qubits, references adde

Error Prevention Scheme with Four Particles

It is shown that a simplified version of the error correction code recently suggested by Shor exhibits manifestation of the quantum Zeno effect. Thus, under certain conditions, protection of an unknown quantum state is achieved. Error prevention procedures based on four-particle and two-particle encoding are proposed and it is argued that they have feasible practical implementations.Comment: 4 pages, RevTeX, references updated and improved protocol adde

Trapping atoms in the vacuum field of a cavity

The aim of this work is to find ways to trap an atom in a cavity. In contrast to other approaches we propose a method where the cavity is basically in the vacuum state and the atom in the ground state. The idea is to induce a spatial dependent AC Stark shift by irradiating the atom with a weak laser field, so that the atom experiences a trapping force. The main feature of our setup is that dissipation can be strongly suppressed. We estimate the lifetime of the atom as well as the trapping potential parameters and compare our estimations with numerical simulations.Comment: 8 pages, 8 figure