Tomography on f-oscillators

Symplectic tomographies of classical and quantum states are shortly reviewed. The concept of nonlinear f-oscillators and their properties are recalled. The tomographic probability representations of oscillator coherent states and the problem of entanglement are then discussed. The entanglement of even and odd f-coherent states is evaluated by the linear entropy

Wigner's Problem and Alternative Commutation Relations for Quantum Mechanics

It is shown, that for quantum systems the vectorfield associated with the equations of motion may admit alternative Hamiltonian descriptions, both in the Schr\"odinger and Heisenberg pictures. We illustrate these ambiguities in terms of simple examples.Comment: Latex,14 pages,accepted by Int. Jour.Mod.Phy

Mechanisms of Self-Organization and Finite Size Effects in a Minimal Agent Based Model

We present a detailed analysis of the self-organization phenomenon in which the stylized facts originate from finite size effects with respect to the number of agents considered and disappear in the limit of an infinite population. By introducing the possibility that agents can enter or leave the market depending on the behavior of the price, it is possible to show that the system self-organizes in a regime with a finite number of agents which corresponds to the stylized facts. The mechanism to enter or leave the market is based on the idea that a too stable market is unappealing for traders while the presence of price movements attracts agents to enter and speculate on the market. We show that this mechanism is also compatible with the idea that agents are scared by a noisy and risky market at shorter time scales. We also show that the mechanism for self-organization is robust with respect to variations of the exit/entry rules and that the attempt to trigger the system to self-organize in a region without stylized facts leads to an unrealistic dynamics. We study the self-organization in a specific agent based model but we believe that the basic ideas should be of general validity.Comment: 14 pages, 7 figure

Nonclassical Light in Interferometric Measurements

It is shown that the even and odd coherent light and other nonclassical states of light like superposition of coherent states with different phases may replace the squeezed light in interferometric gravitational wave detector to increase its sensitivity. (Contribution to the Second Workshop on Harmonic Oscillator, Cocoyoc, Mexico, March 1994)Comment: 8 pages,LATEX,preprint of Naples University, INFN-NA-IV-94/30,DSF-T-94/3

Minimal Agent Based Model for Financial Markets II: Statistical Properties of the Linear and Multiplicative Dynamics

We present a detailed study of the statistical properties of an Agent Based Model and of its generalization to the multiplicative dynamics. The aim of the model is to consider the minimal elements for the understanding of the origin of the Stylized Facts and their Self-Organization. The key elements are fundamentalist agents, chartist agents, herding dynamics and price behavior. The first two elements correspond to the competition between stability and instability tendencies in the market. The herding behavior governs the possibility of the agents to change strategy and it is a crucial element of this class of models. The linear approximation permits a simple interpretation of the model dynamics and, for many properties, it is possible to derive analytical results. The generalized non linear dynamics results to be extremely more sensible to the parameter space and much more difficult to analyze and control. The main results for the nature and Self-Organization of the Stylized Facts are, however, very similar in the two cases. The main peculiarity of the non linear dynamics is an enhancement of the fluctuations and a more marked evidence of the Stylized Facts. We will also discuss some modifications of the model to introduce more realistic elements with respect to the real markets