Surrogate analysis of volatility series from long-range correlated noise

Detrended fluctuation analysis (DFA) [C.-K. Peng, S.V. Buldyrev, A.L. Goldberger, S. Havlin, F. Sciortino, M. Simons, H.E. Stanley, Nature 356 (1992) 168] of volatility series has been proposed to identify possible nonlinear/multifractal signatures in the given empirical sample [Y. Ashkenazy, P.Ch. Ivanov, S. Havlin, C.-K. Peng, A.L. Goldberger, H.E. Stanley, Phys. Rev. Lett. 86 (2001) 1900; Y. Ashkenazy, S. Havlin, P. Ch. Ivanov, C.-K. Peng, V. Schulte-Frohlinde, H.E. Stanley, Physica A. 323 (2003) 19; T. Kalisky, Y. Ashkenazy, S. Havlin, Phys. Rev. E 72 (2005) 011913]. Long-range volatility correlation can be an outcome of static as well as dynamical nonlinearity. In order to argue in favor of dynamical nonlinearity, surrogate testing is used in conjunction with volatility analysis [Y. Ashkenazy, P.Ch. Ivanov, S. Havlin, C.-K. Peng, A.L. Goldberger, H.E. Stanley, Phys. Rev. Lett. 86 (2001) 1900; Y. Ashkenazy, S. Havlin, P. Ch. Ivanov, C.-K. Peng, V. Schulte-Frohlinde, H.E. Stanley, Physica A. 323 (2003) 19; T. Kalisky, Y. Ashkenazy, S. Havlin, Phys. Rev. E 72 (2005) 011913]. In this brief communication, surrogate testing of volatility series from long-range correlated monofractal noise and their static, invertible nonlinear transforms is investigated. Long-range correlated noise is generated from fractional auto regressive integrated moving average (FARIMA) (0, d, 0), with Gaussian and non-Gaussian innovations. We show significant deviation in the scaling behavior between the empirical sample and the surrogate counterpart at large time-scales in the case of FARIMA (0, d, 0) with non-Gaussian innovations whereas no such discrepancy was observed in the case of Gaussian innovations. The results encourage cautious interpretation of surrogate analysis of volatility series in the presence of non-Gaussian innovations.     

Robustness of non-Gaussian entanglement against noisy amplifier and attenuator environments

The recently developed Kraus representation for bosonic Gaussian channels is employed to study analytically the robustness of non-Gaussian entanglement against evolution under noisy attenuator and amplifier environments, and compare it with the robustness of Gaussian entanglement. Our results show that some non-Gaussian states with one ebit of entanglement are more robust than all Gaussian states, even the ones with arbitrarily large entanglement, a conclusion of direct consequence to the recent conjecture by Allegra et al. [Phys. Rev. Lett. 105, 100503 (2010)].     

Multiscale Entropy under the Inverse Gaussian Distribution： Analytical Results

The multiscale entropy （MSE） reveals the intrinsic multiple scales in the complexity of physical and physiological signals, which are usually featured by heavy-tailed distributions. However, most research results are pure experimental search. Recently, Costa et al. have made the first attempt to present the theoretical basis of MSE, but it only supports the Gaussian distribution [Phys Rev. E 71 （2005） 021906]. We present the theoretical basis of MSE under the inverse Gaussian distribution, a typical model for physiological, physical and financial data sets. The analysis allows for uncorrelated inverse Gaussian process and 1/f noise with the multivariate inverse Gaussian distribution, and then provides a reliable foundation for the potential applications of MSE to explore complev nhwical and Dhwical time series.     

Holtsmark distributions in point-vortex systems

The statistics of uncorrelated point vortices in a plane is studied analytically and numerically. Theoretical distributions are obtained with the general method developed by Holtsmark [Ann. Phys. 58, 577 (1919)] and Chandrasekhar [Rev. Mod. Phys. 15, 1 (1943)]. They are found to agree with the results of numerical tests. Randomly placed Euler vortices have nearly Gaussian velocity distributions and Lorentzian distributions of the velocity difference. Statistics of other types of point vortices is essentially non-Gaussian.     

Perturbative analysis of possible failures in the traditional adiabatic conditions

The breakdown of adiabatic approximation, demonstrated by Marzlin and Sanders [K.-P. Marzlin, B.C. Sanders, Phys. Rev. Lett. 93 (2004) 160408] and Tong et al. [D.M. Tong, et al., Phys. Rev. Lett. 95 (2005) 110407] for time-evolving “inverse” systems, is traced to the appearance of some nonzero terms in a perturbational treatment and is related to two time scales in the “inverse” systems' Hamiltonian. New adiabatic conditions of Ye et al. [M.-Y. Ye, et al., quant-ph/0509083] can restore the theoretical consistency.     

Complexity-entropy causality plane: A useful approach to quantify the stock market inefficiency

The complexity-entropy causality plane has been recently introduced as a powerful tool for discriminating Gaussian from non-Gaussian process and different degrees of correlations [O.A. Rosso, H.A. Larrondo, M.T. Martín, A. Plastino, M.A. Fuentes, Distinguishing noise from chaos, Phys. Rev. Lett. 99 (2007) 154102]. We propose to use this representation space to distinguish the stage of stock market development. Our empirical results demonstrate that this statistical physics approach is useful, allowing a more refined classification of stock market dynamics.     

Angular Distributions for

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Sudden death and birth of entanglement beyond the Markovian approximation

We investigate the entanglement dynamics of two initially entangled qubits interacting independently with two uncorrelated reservoirs beyond the Markovian approximation. Quite different from the Markovian reservoirs [C.E. López, et al., Phys. Rev. Lett. 101 (2008) 080503], we find that entanglement sudden birth (ESB) of the two reservoirs occurs without certain symmetry with respect to the entanglement sudden death (ESD) of the two qubits. A phenomenological interpretation of entanglement revival is also given.     

Quantum Hall Phases and Plasma Analogy in Rotating Trapped Bose Gases

A bosonic analogue of the fractional quantum Hall effect occurs in rapidly rotating trapped Bose gases: There is a transition from uncorrelated Hartree states to strongly correlated states such as the Laughlin wave function. This physics may be described by effective Hamiltonians with delta interactions acting on a bosonic N-body Bargmann space of analytic functions. In a previous paper (Rougerie et al. in Phys. Rev. A 87:023618, 2013) we studied the case of a quadratic plus quartic trapping potential and derived conditions on the parameters of the model for its ground state to be asymptotically strongly correlated. This relied essentially on energy upper bounds using quantum Hall trial states, incorporating the correlations of the Bose-Laughlin state in addition to a multiply quantized vortex pinned at the origin. In this paper we investigate in more details the density of these trial states, thereby substantiating further the physical picture described in (Rougerie et al. in Phys. Rev. A 87:023618, 2013), improving our energy estimates and allowing to consider more general trapping potentials. Our analysis is based on the interpretation of the densities of quantum Hall trial states as Gibbs measures of classical 2D Coulomb gases (plasma analogy). New estimates on the mean-field limit of such systems are presented.     

The Amigó paradigm of forbidden/missing patterns: a detailed analysis

We deal here with the issue of determinism versus randomness in time series (TS), withthe goal of identifying their relative importance in a given TS. To this end we extend (i)the use of ordinal patterns based probability distribution functions associated to a TS[C. Bandt and B. Pompe, Phys. Rev. Lett. 88, 174102 (2002)] and (ii) theso-called Amigó paradigm of forbidden/missing patterns [J.M. Amigó et al., Europhys. Lett.79, 50001 (2007)], to analyze deterministic finite TS contaminated withstrong additive noises of different correlation-degree. Useful information on thedeterministic component of the original time series is obtained with the help of theso-called causal entropy-complexity plane [O.A. Rosso et al., Phys. Rev. Lett.99, 154102 (2007)].     

Quantum secure direct communication based on order rearrangement of single photons

We present an improvement of the protocol proposed by Lucamarini and Mancini [M. Lucamarini, S. Mancini, Phys. Rev. Lett. 94 (2005) 140501] with techniques used in the protocol presented by Zhu et al. [A.D. Zhu, Y. Xia, Q.B. Fan, S. Zhang, Phys. Rev. A 73 (2006) 022338], namely the secret transmitting order of particles.     

Delay-time statistics for diffuse waves

We formulate a theory for the statistics of the dynamics of a classical wave propagating in random media by analyzing the frequency derivative of the phase under the assumption of a Gaussian process. We calculate frequency correlations and probability distribution functions of dynamical quantities, as well the first non-Gaussian C2 correction. In A. Z. Genack, P. Sebbah, M. Stoytchev, and B. A. van Tiggelen, Phys. Rev. Lett. 82, 715 (1999), microwave measurements have been performed to which this theory applies.     

Anomalous scaling in a non-Gaussian random shell model for passive scalars

In this paper, we have introduced a shell-model of Kraichnan's passive scalar problem. Different from the original problem, the prescribed random velocity field is non-Gaussian and $\delta$ correlated in time, and its introduction is inspired by She and L\'{e}v\^{e}que (Phys. Rev. Lett. {\bf 72}, 336 (1994)). For comparison, we also give the passive scalar advected by the Gaussian random velocity field. The anomalous scaling exponents $H(p)$ of passive scalar advected by these two kinds of random velocities above are determined for structure function with values of $p$ up to 15 by Monte Carlo simulations of the random shell model, with Gear methods used to solve the stochastic differential equations. We find that the $H(p)$ advected by the non-Gaussian random velocity is not more anomalous than that advected by the Gaussian random velocity. Whether the advecting velocity is non-Gaussian or Gaussian, similar scaling exponents of passive scalar are obtained with the same molecular diffusivity.     

Gaussian transformations and distillation of entangled Gaussian states

We prove that it is impossible to distill more entanglement from a single copy of a two-mode bipartite entangled Gaussian state via local Gaussian operations and classical communication. More generally, we show that any hypothetical distillation protocol for Gaussian states involving only Gaussian operations would be a deterministic protocol. Finally, we argue that the protocol considered by Eisert et al. [preceding Letter, Phys. Rev. Lett. 89, 137903 ()]] is the optimum Gaussian distillation protocol for two copies of entangled Gaussian states.     

Time-reversed optical parametric oscillation

In recent works, the idea of time-reversed laser oscillation has been proposed and demonstrated to realize a two-channel coherent perfect absorber [Y.?D. Chong et al., Phys. Rev. Lett. 105, 053901 (2010); W. Wan et al., Science 331, 889 (2011)]. Here the time reversal of optical parametric oscillation in a nonlinear χ(2) medium is considered and shown to realize a coherent perfect absorber for colored incident signal and idler fields. A detailed analysis is presented for the time-reversed process of mirrorless optical parametric oscillation in the full nonlinear regime.     

On the Possibility of Propagation of Gamma-Ray Photons at a Velocity Less Than 6 m/s at Room Temperature by Means of Acoustically Induced Transparency

JETP Letters - In [Y.V. Radeonychev et al., Phys. Rev. Lett. 124, 163602 (2020)], we reported the observation of the acoustically induced transparency of a stainless steel foil for 14.4-keV...     

基于六粒子纠缠态和Bell态测量的量子信息分离

通过介绍六粒子纠缠态的新应用研究,提出了一个二粒子任意态的信息分离方案.在这个方案中,发送者Alice、控制者Charlie和接受者Bob共享一个六粒子纠缠态,发送者先执行两次Bell基测量|然后控制者执行一次Bell基测量|最后接受者根据发送者和控制者的测量结果,对自己拥有的粒子做适当的幺正变换,从而能够重建要发送的二粒子任意态.这个信息分离方案是决定性的,即成功概率为100%.与使用相同的量子信道进行二粒子任意态的信息分离方案相比,本文提出的方案只需要进行Bell基测量而不需要执行多粒子的联合测量,从而使得这个方案更简单、更容易,并且在目前的实验室技术条件下是能够实现的.     

Simultaneous Space and Time Synchronization Using Shared Entangled Qubits

This paper generalizes the quantum clock synchronization protocol of Josza, et al., [Richard Jozsa, et al.,Phys. Rev. Lett. 85 (2000) 2010] to synchronize space and time simultaneously.     

Re-study of Nucleon Pole Contribution in J/

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