Operator-valued free Fisher information and modular frames

We introduce the operator-valued free Fisher information for a random variable in an operator-valued noncommutative probability space and point out its relations to the amalgamated freeness. Using M. Frank and D. Larson's modular frame notion we can construct the conjugate variable for an operator-valued semicircle variable with conditional expectation covariance. Then we obtain its free Fisher information and show it is equal to the index of the conditional expectation. At last the conjugate variable with respect to a modular frame operator for a semicircle variable is also constructed.

     

Asymmetric information and macroeconomic dynamics

We show how macroeconomic dynamics can be derived from asymmetric information. As an illustration of the utility of this approach we derive the equilibrium density, non-equilibrium densities and the equation of motion for the response to a demand shock for productivity in a simple economy. Novel consequences of this approach include a natural incorporation of time dependence into macroeconomics and a common information-theoretic basis for economics and other fields seeking to link micro-dynamics and macro-observables.     

Info-quantifiers’ map-characterization revisited

We highlight the potentiality of a special Information Theory (IT) approach in order to unravel the intricacies of nonlinear dynamics, the methodology being illustrated with reference to the logistic map. A rather surprising dynamic feature→plane-topography map becomes available.     

Global existence of solutions for a p-Laplacian equation with nonlocal Fisher–KPP type reaction terms

This work is concerned with the Neumann initial boundary value problem and Cauchy problem of a parabolic p-Laplacian equation with nonlocal Fisher–KPP type reaction terms. We establish a uniform boundedness and global existence of solutions to the equation by applying the method of multipliers and modified Moser's iteration technique for some ranges of parameters. The ranges of parameters have similar structure to that of the classical critical Fujita exponent.     

Ergodicity of scalar stochastic differential equations with Hölder continuous coefficients

It is well-known that for a one dimensional stochastic differential equation driven by Brownian noise, with coefficient functions satisfying the assumptions of the Yamada–Watanabe theorem (Yamada and Watanabe, 1971, [31,32]) and the Feller test for explosions (Feller, 1951, 1954), there exists a unique stationary distribution with respect to the Markov semigroup of transition probabilities. We consider systems on a restricted domain $D$ of the phase space $\mathbb{R}$ and study the rate of convergence to the stationary distribution. Using a geometrical approach that uses the so called free energy function on the density function space, we prove that the density functions, which are solutions of the Fokker–Planck equation, converge to the stationary density function exponentially under the Kullback–Leibler divergence, thus also in the total variation norm. The results show that there is a relation between the Bakry–Émery curvature dimension condition and the dissipativity condition of the transformed system under the Fisher–Lamperti transformation. Several applications are discussed, including the Cox–Ingersoll–Ross model and the Ait-Sahalia model in finance and the Wright–Fisher model in population genetics.     

A note about proving non-Γ under a finite non-microstates free Fisher information assumption

We prove that if X₁,…,Xn (n>1) are self-adjoints in a W^∗-probability space with finite non-microstates free Fisher information, then the von Neumann algebra W^∗(X₁,…,Xn) they generate doesn't have property Γ (especially is not amenable). This is an analog of a well-known result of Voiculescu for microstates free entropy. We also prove factoriality under finite non-microstates entropy.     

Bartlett分解与多元正态总体均值的广义推断

对多个正态总体均值的统计推断是一个古老而令人感兴趣的问题.本文利用样本协方差矩阵的Bartlett分解和广义p-值的概念给出一些关于均值的精确检验.模拟显示这些检验比已有的检验有更高的功效.同时,还根据协方差矩阵的Bartlett分解和样本均值向量,得到一个分布和未知参数无关的统计量,用它可以对多个正态总体共同均值做精确检验.模拟显示,这些检验犯第一错误的概率小于显著性水平,而且有更高的检验功效.     

Non‐homogeneous infinitely many sites discrete‐time model with exact coalescent

Kingman's coalescent is among the most fertile concepts in mathematical population genetics. However, it only approximates the exact coalescent process associated with the Wright–Fisher model, in which the ancestry of a sample does not have to be a binary tree. The distinction between the approximate and exact coalescent becomes important when population size is small and time has to be measured in discrete units (generations). In the present paper, we explore the exact coalescent, with mutations following the infinitely many sites model. The methods used involve random point processes and generating functionals. This allows obtaining joint distributions of segregating sites in arbitrary intervals or collections of intervals, and generally in arbitrary Borel subsets of two or more chromosomes. Using this framework it is possible to find the moments of the numbers of segregating sites on pairs of chromosomes, as well as the moments of the average of the number of pairwise differences, in the form that is more general than usually. In addition, we demonstrate limit properties of the first two moments under a range of demographic scenarios, including different patterns of population growth. This latter part complements results obtained earlier for Kingman's coalescent. Finally, we discuss various applications, including the analysis of fluctuation experiments, from which mutation rates of biological cells can be inferred. Copyright © 2009 John Wiley & Sons, Ltd.     

Fisher-like atomic divergences: Mathematical grounds and physical applications

Two different local divergence measures, the Fisher (FD) and the Jensen–Fisher (JFD) ones, are compared in this work by applying them to atomic one-particle densities in position and momentum spaces. They are defined in terms of the absolute and the relative Fisher information functionals. The analysis here afforded includes not only neutral atoms, but also singly-charged cations. The results are interpreted and justified according to (i) shell-filling patterns, (ii) short- and long-range behaviors of the atomic densities, and (iii) the value of the atomic ionization potential. The strengths of the FD measure, as compared to the JFD one, are emphasized.     

The travelling wave solutions for non-linear initial-value problems using the homotopy perturbation method

In this article, we have used the homotopy perturbation method (HPM) to find the travelling wave solutions for some non-linear initial-value problems in the mathematical physics. These problems consist of the Burgers–Fisher equation, the Kuramoto–Sivashinsky equation, the coupled Schordinger KdV equations and the long–short wave resonance equations together with initial conditions. The results of these problems reveal that the HPM is very powerful, effective, convenient and quite accurate to the systems of non-linear equations. It is predicted that this method can be found widely applicable in engineering and physics.