Dynamical systems forced by shot noise as a new paradigm in the interest rate modeling

In this paper we give a generalized model of the interest rates term structure including Nelson-Siegel and Svensson structure. For that we introduce a continuous m-factor exponential-polynomial form of forward interest rates and demonstrate its considerably better performance in a fitting of the zero-coupon curves in comparison with the well known Nelson-Siegel and Svensson ones. In the sequel we transform the model into a dynamic model for interest rates by designing a switching dynamical system of the considerably reduced dimension nforward interest rates, shot noise processes, switching dynamical systems, chaotic Brownian subordination, chaotic maps

Dynamical Electron Mass in a Strong Magnetic Field

Motivated by recent interest in understanding properties of strongly magnetized matter, we study the dynamical electron mass generated through approximate chiral symmetry breaking in QED in a strong magnetic field. We reliably calculate the dynamical electron mass by numerically solving the nonperturbative Schwinger-Dyson equations in a consistent truncation within the lowest Landau level approximation. It is shown that the generation of dynamical electron mass in a strong magnetic field is significantly enhanced by the perturbative electron mass that explicitly breaks chiral symmetry in the absence of a magnetic field.Comment: 5 pages, 1 figure, published versio

Secure State Estimation: Optimal Guarantees against Sensor Attacks in the Presence of Noise

Motivated by the need to secure cyber-physical systems against attacks, we consider the problem of estimating the state of a noisy linear dynamical system when a subset of sensors is arbitrarily corrupted by an adversary. We propose a secure state estimation algorithm and derive (optimal) bounds on the achievable state estimation error. In addition, as a result of independent interest, we give a coding theoretic interpretation for prior work on secure state estimation against sensor attacks in a noiseless dynamical system.Comment: A shorter version of this work will appear in the proceedings of ISIT 201