Formal model of internal measurement: Alternate changing between recursive definition and domain equation

We sketch a paradox generally resulting from recursivity, and propose a novel model to express evolutionary processes that requires identification of an interaction with internal measurement. In this model, a paradox is not resolved and the notion of relativity of any resolution is implicit. In a dynamical system a certain transition rule is used recursively along time. If one takes the foundation (or context) of recursivity into consideration, one obtains a fixed point or one confronts a paradox. In order to resolve this paradox, we adopt Scott's technical way to identify the form of a fixed point with a domain equation and to obtain a reflective domain, however we simultaneously show that any resolution is destined to be relative. In utilizing this notion, we construct a model of dynamical process by embedding a measurement process in one time step. Any time transition involves the process of doubting the foundation of a transition rule leading to a fixed point. Solving it and obtaining a reflexive domain is used as a new transition rule. Also, this process perpetually proceeds along time, and then the system perpetually proceeds while any solution is destined to be relative. We illustrate this type of model by using a dynamically changing contraction mapping as the interface of state and transition rule. Finally, we show that one can formalize emergent properties by using this model and discuss the relationship between endo-physics and internal measurement.     

Construction of novel stochastic matrices for analysis of Parrondo’s paradox

In Parrondo’s paradox, a winning strategy is formed either by playing two losing games randomly or alternating them periodically. The paradox is commonly analyzed using stochastic matrices. In this paper, we modify the stochastic matrices to allow a more systematic introduction of bias into fair processes, while retaining the use of simple matrix operations throughout the analysis.     

Einstein–Podolski–Rosen paradox,non-commuting operator,complete wavefunction and entanglement

Einstein, Podolski and Rosen (EPR) have shown that any wavefunction (subject to the Schrödinger equation) can describe the physical reality completely, and any two observables associated with two non-commuting operators can have simultaneous reality. In contrast, quantum theory claims that the wavefunction can capture the physical reality completely, and the physical quantities associated with two non-commuting operators cannot have simultaneous reality. The above contradiction is known as the EPR paradox. Here, we unambiguously expose that there is a hidden assumption made by EPR, which gives rise to this famous paradox. Putting the assumption right this time leads us not to the paradox, but only reinforces the correctness of the quantum theory. However, it is shown here that the entanglement phenomenon between two physically separated particles (they were entangled prior to separation) can only be proven to exist with a ‘proper’ measurement.     

A Generalized Voter Model on Complex Networks

We study a generalization of the voter model on complex networks, focusing on the scaling of mean exit time. Previous work has defined the voter model in terms of an initially chosen node and a randomly chosen neighbor, which makes it difficult to disentangle the effects of the stochastic process itself relative to the network structure. We introduce a process with two steps, one that selects a pair of interacting nodes and one that determines the direction of interaction as a function of the degrees of the two nodes and a parameter α which sets the likelihood of the higher degree node giving its state to the other node. Traditional voter model behaviors can be recovered within the model, as well as the invasion process. We find that on a complete bipartite network, the voter model is the fastest process. On a random network with power law degree distribution, we observe two regimes. For modest values of α, exit time is dominated by diffusive drift of the system state, but as the high-degree nodes become more influential, the exit time becomes dominated by frustration effects dependent on the exact topology of the network.     

A stochastic model for solidification

A 3-dimensional (2-space, 1-time) model relating the diffusion of heat and mass to the kinetic processes at the solid-liquid interface, using a stochastic approach is presented in this paper. This paper is divided in two parts. In the first part the basic set of equations describing solidification alongwith their analysis and solution are given. The process of solidification has a stochastic character and depends on the net probability of transfer of atoms from liquid to the solid phase. This has been modeled by a Markov process in which knowledge of the parameters at the initial time only is needed to evaluate the time evolution of the system. Solidification process is expressed in terms of four coupled equations, namely, the diffusion equations for heat and mass, the equations for concentration of the solid phase and for rate of growth of the solid-liquid interface. The position of the solid-liquid interface is represented with the help of a delta function and it is defined as the surface at which latent heat is evolved. A numerical method is used to solve the equations appearing in the model. In the second part the results i.e. the time evolution of the solid-liquid interface shape and its concentration, rate of growth and temperature are given.     

The Hidden Measurement Formalism: What Can Be Explained and Where Quantum Paradoxes Remain

In the hidden measurement formalism that we havedeveloped in Brussels we explain quantum structure asdue to the presence of two effects; (a) a real change ofstate of the system under influence of the measurement and (b) a lack of knowledge abouta deeper deterministic reality of the measurementprocess. We show that the presence of these two effectsleads to the major part of the quantum mechanical structure of a theory describing a physicalsystem, where the measurements to test the properties ofthis physical system contain the two mentioned effects.We present a quantum machine, with which we can illustrate in a simple way how the quantumstructure arises as a consequence of the two effects. Weintroduce a parameter that measures the amount of lackof knowledge on the measurement process, and by varying this parameter, we describe acontinuous evolution from a quantum structure (maximallack of knowledge) to a classical structure (zero lackof knowledge). We show that for intermediate values of we find a new type of structure that isneither quantum nor classical. We analyze the quantumparadoxes in the light of these findings and show thatthey can be divided into two groups: (1) The group(measurement problem and Schrodinger cat paradox) where theparadoxical aspects arise mainly from the application ofstandard quantum theory as a general theory (e.g., alsodescribing the measurement apparatus). This type of paradox disappears in the hiddenmeasurement formalism. (2) A second group collecting theparadoxes connected to the effect of nonlocality (theEinstein-Podolsky-Rosen paradox and the violation of Bell's inequalities). We show that theseparadoxes are internally resolved because the effect ofnonlocality turns out to be a fundamental property ofthe hidden-measurement formalism itself.     

The Devil in the (Implicit) Details

The black hole information loss paradox has long been one of the most studied and fascinating aspects of black hole physics. In its latest incarnation, it takes the form of the firewall paradox. In this paper, we first give a conceptually oriented presentation of the paradox, based on the notion of causal structure. We then suggest a possible strategy for its resolutions and see that the core idea behind it is that there are connections that are non- local for semiclassical physics which have nonetheless to be taken into account when studying black holes. We see how to concretely implement this strategy in some physical models connected to the ER=EPR conjecture.

     

Multiple time scales and the empirical models for stochastic volatility

The most common stochastic volatility models such as the Ornstein–Uhlenbeck (OU), the Heston, the exponential OU (ExpOU) and Hull–White models define volatility as a Markovian process. In this work we check the applicability of the Markovian approximation at separate times scales and will try to answer the question which of the stochastic volatility models indicated above is the most realistic. To this end we consider the volatility at both short (a few days) and long (a few months) time scales as a Markovian process and estimate for it the coefficients of the Kramers–Moyal expansion using the data for Dow-Jones Index. It has been found that the empirical data allow to take only the first two coefficients of expansion to be non-zero that define form of the volatility stochastic differential equation of Itô. It proved to be that for the long time scale the empirical data support the ExpOU model. At the short time scale the empirical model coincides with ExpOU model for the small volatility quantities only.     

Maximal Parrondo’s Paradox for Classical and Quantum Markov Chains

Parrondo’s paradox refers to the situation where two, multi-round games with a fixed winning criteria, both with probability greater than one-half for one player to win, are combined. Using a possibly biased coin to determine the rule to employ for each round, paradoxically, the previously losing player now wins the combined game with probability greater than one-half. In this paper, we will analyze classical observed, classical hidden, and quantum versions of a game that displays this paradox. The game we have utilized is simpler than games for which this behavior has been previously noted in the classical and quantum cases. We will show that in certain situations the paradox can occur to a greater degree in the quantum version than is possible in the classical versions.     

Stochastic analysis of recurrence plots with applications to the detection of deterministic signals

Recurrence plots have been widely used for a variety of purposes such as analyzing dynamical systems, denoising, as well as detection of deterministic signals embedded in noise. Though it has been postulated previously that recurrence plots contain time correlation information here we make the relationship between unthresholded recurrence plots and the covariance of a random process more precise. Computations using examples from harmonic processes, autoregressive models, and outputs from nonlinear systems are shown to illustrate this relationship. Finally, the use of recurrence plots for detection of deterministic signals in the presence of noise is investigated and compared to traditional signal detection methods based on the likelihood ratio test. Results using simulated data show that detectors based on certain statistics derived from recurrence plots are sub-optimal when compared to well-known detectors based on the likelihood ratio.     

"广义芝诺悖论"的探讨

两辆相向匀速运动的车之间有一只小鸟,在两车间来回飞行.小鸟运动速率比车的要大,其初始位置是x0.当两车最终相遇时,相遇位置就是小鸟的最终位置.现在逆向演示(回放)该过程,即小鸟从两辆车相遇位置出发而两车作相背运动.当两车回到它们的初始位置时,小鸟将回到x0点.然而,在正过程中,由于两车相遇位置(即小鸟的最终位置)实际上和小鸟的初始位置无关,因此在逆过程中,小鸟最终可以处在任意位置而未必回到x0点.由此产生悖论,称做“广义芝诺悖论”.通过建立适当的物理模型,利用运动定律,分析并最终解决了这个悖论问题.     

Fuzzy spaces topology change as a possible solution to the black hole information loss paradox

The black hole information loss paradox is one of the most intricate problems in modern theoretical physics. A proposal to solve this is one related with topology change. However it has found some obstacles related to unitarity and cluster decomposition (locality). In this Letter we argue that modelling the black hole's event horizon as a noncommutative manifold – the fuzzy sphere – we can solve the problems with topology change, getting a possible solution to the black hole information loss paradox.     

光学体系宏观-微观纠缠及其在量子密钥分配中的应用

宏观-微观纠缠最早起源于“薛定谔的猫”思想实验, 是指在宏观体系与微观体系之间建立量子纠缠. 实现宏观-微观纠缠可以利用多种物理体系来完成, 本文重点介绍了在光学体系中制备和检验宏观-微观纠缠的发展过程. 从最初的受激辐射单光子量子克隆到光学参量放大, 再到相空间的位移操作, 实验上制备宏观-微观纠缠的方法取得了长足的进步. 利用非线性光学参量放大过程制备的宏观-微观纠缠的光子数可以达到10⁴量级, 人眼已经可以观察到, 因此使用人眼作为探测器来检验宏观-微观纠缠的实验开始出现. 但随后人们意识到, 粗精度的光子数探测器, 例如人眼, 无法严格判定宏观-微观纠缠的存在. 为了解决这个难题, 提出了一种巧妙的方法, 即在制备宏-微观纠缠后, 利用局域操作过程将宏观态再变为微观态, 通过判定微观纠缠存在的方法来判定宏微观纠缠的存在. 之后相空间的位移操作方法将宏观态的粒子数提高到10⁸, 并且实现了纠缠的严格检验. 利用光机械实现宏观-微观纠缠的方案也被提出. 由于量子密钥分配中纠缠是必要条件, 而宏观-微观纠缠态光子数较多这一优势可能会对量子密钥分配的传输距离有所提高. 本文介绍了利用相位纠缠的相干态来进行量子秘钥分配的方案, 探讨了利用宏观-微观纠缠实现量子密钥分配的可能性.     

Are tachyon causal paradoxes solved?

Tolman's paradox arises in Lorentz-invariant theories of superluminal particles. In this paper we first try to clarify the nature of the paradox and what it means to solve it. We then analyze the various attempts made to either solve or eliminate it. We show that general consequences can be drawn which hold in essentially all paradox-free schemes proposed so far.     

Microscopic origin of non-Gaussian distributions of financial returns

In this paper we study the possible microscopic origin of heavy-tailed probability density distributions for the price variation of financial instruments. We extend the standard log-normal process to include another random component in the so-called stochastic volatility models. We study these models under an assumption, akin to the Born-Oppenheimer approximation, in which the volatility has already relaxed to its equilibrium distribution and acts as a background to the evolution of the price process. In this approximation, we show that all models of stochastic volatility should exhibit a scaling relation in the time lag of zero-drift modified log-returns. We verify that the Dow-Jones Industrial Average index indeed follows this scaling. We then focus on two popular stochastic volatility models, the Heston and Hull-White models. In particular, we show that in the Hull-White model the resulting probability distribution of log-returns in this approximation corresponds to the Tsallis (t-Student) distribution. The Tsallis parameters are given in terms of the microscopic stochastic volatility model. Finally, we show that the log-returns for 30 years Dow Jones index data is well fitted by a Tsallis distribution, obtaining the relevant parameters.     

Neutrino Oscillations: Entanglement,Energy-Momentum Conservation and QFT

We consider several subtle aspects of the theory of neutrino oscillations which have been under discussion recently. We show that the S-matrix formalism of quantum field theory can adequately describe neutrino oscillations if correct physics conditions are imposed. This includes space-time localization of the neutrino production and detection processes. Space-time diagrams are introduced, which characterize this localization and illustrate the coherence issues of neutrino oscillations. We discuss two approaches to calculations of the transition amplitudes, which allow different physics interpretations: (i) using configuration-space wave packets for the involved particles, which leads to approximate conservation laws for their mean energies and momenta; (ii) calculating first a plane-wave amplitude of the process, which exhibits exact energy-momentum conservation, and then convoluting it with the momentum-space wave packets of the involved particles. We show that these two approaches are equivalent. Kinematic entanglement (which is invoked to ensure exact energy-momentum conservation in neutrino oscillations) and subsequent disentanglement of the neutrinos and recoiling states are in fact irrelevant when the wave packets are considered. We demonstrate that the contribution of the recoil particle to the oscillation phase is negligible provided that the coherence conditions for neutrino production and detection are satisfied. Unlike in the previous situation, the phases of both neutrinos from Z ⁰ decay are important, leading to a realization of the Einstein-Podolsky-Rosen paradox.     

Paradox of enrichment: A fractional differential approach with memory

The paradox of enrichment (PoE) proposed by Rosenzweig [M. Rosenzweig, The paradox of enrichment, Science 171 (1971) 385–387] is still a fundamental problem in ecology. Most of the solutions have been proposed at an individual species level of organization and solutions at community level are lacking. Knowledge of how learning and memory modify behavioral responses to species is a key factor in making a crucial link between species and community levels. PoE resolution via these two organizational levels can be interpreted as a microscopic- and macroscopic-level solution. Fractional derivatives provide an excellent tool for describing this memory and the hereditary properties of various materials and processes. The derivatives can be physically interpreted via two time scales that are considered simultaneously: the ideal, equably flowing homogeneous local time, and the cosmic (inhomogeneous) non-local time. Several mechanisms and theories have been proposed to resolve the PoE problem, but a universally accepted theory is still lacking because most studies have focused on local effects and ignored non-local effects, which capture memory. Here we formulate the fractional counterpart of the Rosenzweig model and analyze the stability behavior of a system. We conclude that there is a threshold for the memory effect parameter beyond which the Rosenzweig model is stable and may be used as a potential agent to resolve PoE from a new perspective via fractional differential equations.     

Randomly chosen chaotic maps can give rise to nearly ordered behavior

Parrondo’s paradox [J.M.R. Parrondo, G.P. Harmer, D. Abbott, New paradoxical games based on Brownian ratchets, Phys. Rev. Lett. 85 (2000), 5226–5229] (see also [O.E. Percus, J.K. Percus, Can two wrongs make a right? Coin-tossing games and Parrondo’s paradox, Math. Intelligencer 24 (3) (2002) 68–72]) states that two losing gambling games when combined one after the other (either deterministically or randomly) can result in a winning game: that is, a losing game followed by a losing game = a winning game. Inspired by this paradox, a recent study [J. Almeida, D. Peralta-Salas, M. Romera, Can two chaotic systems give rise to order? Physica D 200 (2005) 124–132] asked an analogous question in discrete time dynamical system: can two chaotic systems give rise to order, namely can they be combined into another dynamical system which does not behave chaotically? Numerical evidence is provided in [J. Almeida, D. Peralta-Salas, M. Romera, Can two chaotic systems give rise to order? Physica D 200 (2005) 124–132] that two chaotic quadratic maps, when composed with each other, create a new dynamical system which has a stable period orbit. The question of what happens in the case of random composition of maps is posed in [J. Almeida, D. Peralta-Salas, M. Romera, Can two chaotic systems give rise to order? Physica D 200 (2005) 124–132] but left unanswered. In this note we present an example of a dynamical system where, at each iteration, a map is chosen in a probabilistic manner from a collection of chaotic maps. The resulting random map is proved to have an infinite absolutely continuous invariant measure (acim) with spikes at two points. From this we show that the dynamics behaves in a nearly ordered manner. When the foregoing maps are applied one after the other, deterministically as in [O.E. Percus, J.K. Percus, Can two wrongs make a right? Coin-tossing games and Parrondo’s paradox, Math. Intelligencer 24 (3) (2002) 68–72], the resulting composed map has a periodic orbit which is stable.