Teleportation of an arbitrary mixture of diagonal states of multiqudit

This paper proposes a scheme to teleport an arbitrary mixture of diagonal states of multiqutrit via classical correlation and classical communication. To teleport an arbitrary mixture of diagonal states of N qutrits, N classically correlated pairs of two qutrits are used as channel. The sender （Alice） makes Fourier transform and conditional gate （i.e., XOR（3） gate） on her qutrits and does measurement in appropriate computation bases. Then she sends N ctrits to the receiver （Bob）. Based on the received information, Bob performs the corresponding unitary transformation on his qutrits and obtains the teleported state. Teleportation of an arbitrary mixture of diagonal states of multiqudit is also discussed.     

Oscillation and Nonoscillation of Higher Order Self-Adjoint Differential Equations

Oscillation and nonoscillation criteria for the higher order self-adjoint differential equation (-1)ⁿ(t^alphay⁽ⁿ⁾)⁽ⁿ⁾+q(t)y = 0 (*) are established. In these criteria, equation (*) is viewed as a perturbation of the conditionally oscillatory equation (-1)ⁿ(t^alphay⁽ⁿ⁾)⁽ⁿ⁾ - µ,t^2n-y = 0, where _n, is the critical constant in conditional oscillation. Some open problems in the theory of conditionally oscillatory, even order, self-adjoint equations are also discussed.     

MSE's of prediction in growth curve model with covariance structures

We consider the growth curve model with covariance structures: positive-definite, uniform covariance structure and serial covariance structure. Two types of prediction problems are studied in this paper. One is called the conditional prediction problem and the other is called the extended prediction problem. For both types of prediction problems, the mean squared error for a serial covariance structure is obtained for the estimates based on the conditional expectation: the mean squared error for an unrestricted covariance structure is compared with the mean squared error for a uniform covariance structure or a serial covariance structure. These results are exemplified by two sets of real data.This research was supported in part by Grant-in-Aid for general Scientific Research, The Ministry of Education, Science and Culture under Contract Number 03640239.     

Asymptotic theorems for estimating the distribution function under random truncation

Representation theorem and local asymptotic minimax theorem are derived for nonparametric estimators of the distribution function on the basis of randomly truncated data. The convolution-type representation theorem asserts that the limiting process of any regular estimator of the distribution function is at least as dispersed as the limiting process of the product-limit estimator. The theorems are similar to those results for the complete data case due to Beran (1977, Ann. Statist., 5, 400–404) and for the censored data case due to Wellner (1982, Ann. Statist., 10, 595–602). Both likelihood and functional approaches are considered and the proofs rely on the method of Begun et al. (1983, Ann. Statist., 11, 432–452) with slight modifications.Division of Biostatistics, School of Public Health, Columbia Univ.     

The systems approach and fuzzy set theory bridging the gap between mathematical and language-oriented economists

Ideas are presented to show how fuzzy mathematics can be applied in macro-economics in combination with the systems approach in order to bridge the gap between mathematical and language-oriented economists.Two reasons are given.From a mathematical point of view, fuzzy sets, fuzzy relations and fuzzy logic are not fuzzy at all. They are all well defined, but tend to be more complicated than traditional, mathematical concepts used in economics.From a language-oriented economist's point of view, fuzzy sets, etc. are used to express mathematically the type of concepts which are typical in language and most valuable in dealing with complex systems like an economy.The paper deals with economics in general terms, but examples are provided to illustrate the ideas.     

A Result On the Probability Measures Dominated by g-Expectation

It is proved that a probability measure is dominated by g-expectation ε_μ[·] if and only if it can begenerated by Girsanov transformation via a process which is uniformly bounded by μ.     

Analysis of Queueing Systems with Synchronous Single Vacation for Some Servers

We study a multi-server M/M/c type queue with a single vacation policy for some idle servers. In this queueing system, if at a service completion instant, any d (d c) servers become idle, these d servers will take one and only one vacation together. During the vacation of d servers, the other c–d servers do not take vacation even if they are idle. Using a quasi-birth-and-death process and the matrix analytic method, we obtain the stationary distribution of the system. Conditional stochastic decomposition properties have been established for the waiting time and the queue length given that all servers are busy.     

负值量子条件熵与双量子系统一类混合态纠缠量度

运用负值量子条件熵研究了双量子系统一类混合态的纠缠量度.给出了负值量子条件作为条件熵纠缠度的定义，证明了条件熵纠缠满足作为2×2系统一类混合纠缠态量度的四个基本条件.当双量子系统处于纯态时，条件熵纠缠度即为部分熵纠缠度.应用条件熵纠缠度研究了真空腔场中两全同二能级原子之间纯态和一类混合态纠缠的时间演化，比较了相同条件下两全同原子系统concurrence纠缠度的时间演化.结果表明，两纠缠度演化规律完全一致，验证了负值量子条件熵可以作为双量子系统纯态和一类混合态的纠缠量度. 关键词： 双量子系统 负值量子条件熵 条件熵纠缠度 混合态纠缠度     

Asymmetric conditional volatility in international stock markets

Recent studies show that a negative shock in stock prices will generate more volatility than a positive shock of similar magnitude. The aim of this paper is to appraise the hypothesis under which the conditional mean and the conditional variance of stock returns are asymmetric functions of past information. We compare the results for the Portuguese Stock Market Index PSI 20 with six other Stock Market Indices, namely the SP 500, FTSE 100, DAX 30, CAC 40, ASE 20, and IBEX 35. In order to assess asymmetric volatility we use autoregressive conditional heteroskedasticity specifications known as TARCH and EGARCH. We also test for asymmetry after controlling for the effect of macroeconomic factors on stock market returns using TAR and M-TAR specifications within a VAR framework. Our results show that the conditional variance is an asymmetric function of past innovations raising proportionately more during market declines, a phenomenon known as the leverage effect. However, when we control for the effect of changes in macroeconomic variables, we find no significant evidence of asymmetric behaviour of the stock market returns. There are some signs that the Portuguese Stock Market tends to show somewhat less market efficiency than other markets since the effect of the shocks appear to take a longer time to dissipate.     

Schemata, Distributions and Graphical Models in Evolutionary Optimization

In this paper the optimization of additively decomposed discrete functions is investigated. For these functions genetic algorithms have exhibited a poor performance. First the schema theory of genetic algorithms is reformulated in probability theory terms. A schema defines the structure of a marginal distribution. Then the conceptual algorithm BEDA is introduced. BEDA uses a Boltzmann distribution to generate search points. From BEDA a new algorithm, FDA, is derived. FDA uses a factorization of the distribution. The factorization captures the structure of the given function. The factorization problem is closely connected to the theory of conditional independence graphs. For the test functions considered, the performance of FDA—in number of generations till convergence—is similar to that of a genetic algorithm for the OneMax function. This result is theoretically explained.