1,202 research outputs found
Thermodynamic arrow of time of quantum projective measurements
We investigate a thermodynamic arrow associated with quantum projective
measurements in terms of the Jensen-Shannon divergence between the probability
distribution of energy change caused by the measurements and its time reversal
counterpart. Two physical quantities appear to govern the asymptotic values of
the time asymmetry. For an initial equilibrium ensemble prepared at a high
temperature, the energy fluctuations determine the convergence of the time
asymmetry approaching zero. At low temperatures, finite survival probability of
the ground state limits the time asymmetry to be less than . We
illustrate our results for a concrete system and discuss the fixed point of the
time asymmetry in the limit of infinitely repeated projections.Comment: 6 pages in two columns, 1 figure, to appear in EP
Heterogeneous attachment strategies optimize the topology of dynamic wireless networks
In optimizing the topology of wireless networks built of a dynamic set of
spatially embedded agents, there are many trade-offs to be dealt with. The
network should preferably be as small (in the sense that the average, or
maximal, pathlength is short) as possible, it should be robust to failures, not
consume too much power, and so on. In this paper, we investigate simple models
of how agents can choose their neighbors in such an environment. In our model
of attachment, we can tune from one situation where agents prefer to attach to
others in closest proximity, to a situation where distance is ignored (and thus
attachments can be made to agents further away). We evaluate this scenario with
several performance measures and find that the optimal topologies, for most of
the quantities, is obtained for strategies resulting in a mix of most local and
a few random connections
Dynamic critical exponent of two-, three-, and four-dimensional XY models with relaxational and resistively shunted junction dynamics
The dynamic critical exponent is determined numerically for the
-dimensional XY model (, and 4) subject to relaxational dynamics and
resistively shunted junction dynamics. We investigate both the equilibrium
fluctuation and the relaxation behavior from nonequilibrium towards
equilibrium, using the finite-size scaling method. The resulting values of
are shown to depend on the boundary conditions used, the periodic boundary
condition, and fluctuating twist boundary condition (FTBC), which implies that
the different treatments of the boundary in some cases give rise to different
critical dynamics. It is also found that the equilibrium scaling and the
approach to equilibrium scaling for the the same boundary condition do not
always give the same value of . The FTBC in conjunction with the finite-size
scaling of the linear resistance for both type of dynamics yields values of
consistent with expectations for superfluids and superconductors: , 3/2,
and 2 for , 3, and 4, respectively.Comment: 21 pages, 16 figures, final versio
Fractality of profit landscapes and validation of time series models for stock prices
We apply a simple trading strategy for various time series of real and
artificial stock prices to understand the origin of fractality observed in the
resulting profit landscapes. The strategy contains only two parameters and
, and the sell (buy) decision is made when the log return is larger
(smaller) than (). We discretize the unit square into the square grid and the profit is
calculated at the center of each cell. We confirm the previous finding that
local maxima in profit landscapes are scattered in a fractal-like fashion: The
number M of local maxima follows the power-law form , but the
scaling exponent is found to differ for different time series. From
comparisons of real and artificial stock prices, we find that the fat-tailed
return distribution is closely related to the exponent observed
for real stock markets. We suggest that the fractality of profit landscape
characterized by can be a useful measure to validate time
series model for stock prices.Comment: 10pages, 6figure
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