Results 111 to 120 of about 13,145 (245)
Ergodic and mixing quantum channels in finite dimensions
New Journal of Physics, 2013 The paper provides a systematic characterization of quantum ergodic and mixing channels in finite dimensions and a discussion of their structural properties. In particular, we discuss ergodicity in the general case where the fixed point of the channel is
D Burgarth +4 more
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Proof of the Ergodic Theorem [PDF]
Proceedings of the National Academy of Sciences, 1931 See the joint review in Zbl 0003.25601.
openaire +3 more sources
Tackling nonlinear price impact with linear strategies
Mathematical Finance, Volume 35, Issue 2, Page 422-440, April 2025.Abstract Empirical studies in various contexts find that the price impact of large trades approximately follows a power law with exponent between 0.4 and 0.7. Yet, tractable formulas for the portfolios that trade off predictive trading signals, risk, and trading costs in an optimal manner are only available for quadratic costs corresponding to linear ...
Xavier Brokmann +3 more
wiley +1 more source
Superposition Enhanced Nested Sampling
Physical Review X, 2014 The theoretical analysis of many problems in physics, astronomy, and applied mathematics requires an efficient numerical exploration of multimodal parameter spaces that exhibit broken ergodicity.
Stefano Martiniani +3 more
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Mathematical Finance, EarlyView.ABSTRACT We extend the notion of forward performance criteria to settings with random endowment in incomplete markets. Building on these results, we introduce and develop the novel concept of forward optimized certainty equivalent (forward OCE), which offers a genuinely dynamic valuation mechanism that accommodates progressively adaptive market model ...
Gechun Liang +2 more
wiley +1 more source
Evolutionary computation with simulated annealing: conditions for optimal equilibrium distribution
Journal of Computer Science and Technology, 2005 In this paper a thermodynamic approach is presented to the problem of convergence of evolutionary algorithms. The case of the Simulated Annealing algorithm for optimisation is considered as a simple evolution strategy with a control parameter allowing ...
Enrique C. Segura
doaj
On Dobrushin Ergodicity Coefficient and weak ergodicity of Markov Chains on Jordan Algebras
, 2013 In this paper we study certain properties of Dobrushin's ergodicity coe cient for stochastic operators de ned on non-associative L1-spaces associated with semi- nite JBW- algebras. Such results extends the well-known classical ones to a non-associative
Mukhamedov, Farrukh
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Proceedings in Applied Mathematics and Mechanics, Volume 26, Issue 4, December 2026.ABSTRACT We estimate effective linear elastic properties from a single microstructure image using a sliding‐window subsampling strategy applied to fields obtained by computational micromechanics. The method yields both mean properties and variance estimates without requiring multiple realizations.
Tim Sentler, Matti Schneider
wiley +1 more source
Ergodicity breaking on the neuronal surface emerges from random switching between diffusive states
Scientific Reports, 2017 Stochastic motion on the surface of living cells is critical to promote molecular encounters that are necessary for multiple cellular processes. Often the complexity of the cell membranes leads to anomalous diffusion, which under certain conditions it is
Aleksander Weron +6 more
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Influence of Site Amplification Approaches in PSRA: Insights From Five Different Cities
Earthquake Spectra, Volume 42, Issue 4, November 2026.Regional and national seismic hazard models used in probabilistic seismic risk analysis often rely on generalized proxy‐based site terms to account for ground shaking amplification. This can result in coarse representations of site response, which can introduce bias or additional uncertainty in the associated risk results.
Julián Montejo +3 more
wiley +1 more source