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Title:

Pointer basis induced by collisional decoherence

Description:

We study the emergence and dynamics of pointer states in the motion of a quantum test particle affected by collisional decoherence. These environmentally distinguished states are shown to be exponentially localized solitonic wave functions which evolve according to the classical equations of motion. We explain their formation using the orthogona...

We study the emergence and dynamics of pointer states in the motion of a quantum test particle affected by collisional decoherence. These environmentally distinguished states are shown to be exponentially localized solitonic wave functions which evolve according to the classical equations of motion. We explain their formation using the orthogonal unraveling of the master equation, and we demonstrate that the statistical weights of the arising mixture are given by projections of the initial state onto the pointer basis. ; Comment: 26 pages, 9 figures; v2: minimal corrections, corresponds to published version Minimize

Year of Publication:

2009-10-06

Document Type:

text

Subjects:

Quantum Physics

Quantum Physics Minimize

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Title:

Emergence of pointer states in a non-perturbative environment

Description:

We show that the pointer basis distinguished by collisional decoherence consists of exponentially localized, solitonic wave packets. Based on the orthogonal unraveling of the quantum master equation, we characterize their formation and dynamics, and we demonstrate that the statistical weights arising from an initial superposition state are given...

We show that the pointer basis distinguished by collisional decoherence consists of exponentially localized, solitonic wave packets. Based on the orthogonal unraveling of the quantum master equation, we characterize their formation and dynamics, and we demonstrate that the statistical weights arising from an initial superposition state are given by the required projection. Since the spatial width of the pointer states can be obtained by accounting for the gas environment in a microscopically realistic fashion, one may thus calculate the coherence length of a strongly interacting gas. ; Comment: 8 pages, 1 figure; corresponds to published version Minimize

Year of Publication:

2009-05-28

Document Type:

text

Subjects:

Quantum Physics

Quantum Physics Minimize

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Title:

Emergence and dynamics of pointer states

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Publisher:

Ludwig-Maximilians-Universität München

Year of Publication:

2010-05-28

Document Type:

Dissertation ; NonPeerReviewed

Subjects:

Fakultät für Physik

Fakultät für Physik Minimize

Relations:

http://edoc.ub.uni-muenchen.de/11585/

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Title:

The impact of systemic risk on the diversification benefits of a risk portfolio

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Description:

Risk diversification is the basis of insurance and investment. It is thus crucial to study the effects that could limit it. One of them is the existence of systemic risk that affects all of the policies at the same time. We introduce here a probabilistic approach to examine the consequences of its presence on the risk loading of the premium of a...

Risk diversification is the basis of insurance and investment. It is thus crucial to study the effects that could limit it. One of them is the existence of systemic risk that affects all of the policies at the same time. We introduce here a probabilistic approach to examine the consequences of its presence on the risk loading of the premium of a portfolio of insurance policies. This approach could be easily generalized for investment risk. We see that, even with a small probability of occurrence, systemic risk can reduce dramatically the diversification benefits. It is clearly revealed via a non-diversifiable term that appears in the analytical expression of the variance of our models. We propose two ways of introducing it and discuss their advantages and limitations. By using both VaR and TVaR to compute the loading, we see that only the latter captures the full effect of systemic risk when its probability to occur is low. Minimize

Publisher:

MDPI Basel

Year of Publication:

2014

Document Type:

doc-type:article

Language:

eng

Subjects:

ddc:330 ; diversification ; expected shortfall ; investment risk ; insurance premium ; risk loading ; risk measure ; risk management ; risk portfolio ; stochastic model ; systemic risk ; value-at-risk

ddc:330 ; diversification ; expected shortfall ; investment risk ; insurance premium ; risk loading ; risk measure ; risk management ; risk portfolio ; stochastic model ; systemic risk ; value-at-risk Minimize

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Rights:

http://creativecommons.org/licenses/by/3.0/

http://creativecommons.org/licenses/by/3.0/ Minimize

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Title:

The impact of systemic risk on the diversification benefits of a risk portfolio

Author:

Description:

Risk diversification is the basis of insurance and investment. It is thus crucial to study the effects that could limit it. One of them is the existence of systemic risk that affects all the policies at the same time. We introduce here a probabilistic approach to examine the consequences of its presence on the risk loading of the premium of a po...

Risk diversification is the basis of insurance and investment. It is thus crucial to study the effects that could limit it. One of them is the existence of systemic risk that affects all the policies at the same time. We introduce here a probabilistic approach to examine the consequences of its presence on the risk loading of the premium of a portfolio of insurance policies. This approach could be easily generalized for investment risk. We see that, even with a small probability of occurrence, systemic risk can reduce dramatically the diversification benefits. It is clearly revealed via a non-diversifiable term that appears in the analytical expression of the variance of our models. We propose two ways of introducing it and discuss their advantages and limitations. By using both VaR and TVaR to compute the loading, we see that only the latter captures the full effect of systemic risk when its probability to occur is low ; Comment: 17 pages, 5 tableaux Minimize

Year of Publication:

2013-12-02

Document Type:

text

Subjects:

Quantitative Finance - Risk Management ; Statistics - Applications ; 91B30 ; 91B70 ; 62P05

Quantitative Finance - Risk Management ; Statistics - Applications ; 91B30 ; 91B70 ; 62P05 Minimize

DDC:

332 Financial economics *(computed)*

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Title:

Competition and Price Discrimination in Yellow Pages Advertising

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Description:

This paper examines the effect of competition on second degree price discrimination in display advertising in Yellow Page directories. Our main empirical finding is that while competition is associated with lower prices, the association is not proportional along the range of product offerings. Instead, directories that face more competitors offe...

This paper examines the effect of competition on second degree price discrimination in display advertising in Yellow Page directories. Our main empirical finding is that while competition is associated with lower prices, the association is not proportional along the range of product offerings. Instead, directories that face more competitors offer price schedules that display a greater degree of curvature than directories facing less competition. This means that purcahsers of the largest ads pay less per ad size relative to purchasers of small ads for ads in more competitive directories. Minimize

Contributors:

The Pennsylvania State University CiteSeerX Archives

Year of Publication:

2011-12-08

Source:

http://faculty.haas.berkeley.edu/meghan/Papers/YPPD_March2004.pdf

http://faculty.haas.berkeley.edu/meghan/Papers/YPPD_March2004.pdf Minimize

Document Type:

text

Language:

en

Rights:

Metadata may be used without restrictions as long as the oai identifier remains attached to it.

Metadata may be used without restrictions as long as the oai identifier remains attached to it. Minimize

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Title:

Stochastic simulation algorithm for the quantum linear Boltzmann equation

Author:

Description:

We develop a Monte Carlo wave function algorithm for the quantum linear Boltzmann equation, a Markovian master equation describing the quantum motion of a test particle interacting with the particles of an environmental background gas. The algorithm leads to a numerically efficient stochastic simulation procedure for the most general form of thi...

We develop a Monte Carlo wave function algorithm for the quantum linear Boltzmann equation, a Markovian master equation describing the quantum motion of a test particle interacting with the particles of an environmental background gas. The algorithm leads to a numerically efficient stochastic simulation procedure for the most general form of this integro-differential equation, which involves a five-dimensional integral over microscopically defined scattering amplitudes that account for the gas interactions in a non-perturbative fashion. The simulation technique is used to assess various limiting forms of the quantum linear Boltzmann equation, such as the limits of pure collisional decoherence and quantum Brownian motion, the Born approximation and the classical limit. Moreover, we extend the method to allow for the simulation of the dissipative and decohering dynamics of superpositions of spatially localized wave packets, which enables the study of many physically relevant quantum phenomena, occurring e.g. in the interferometry of massive particles. ; Comment: 21 pages, 9 figures; v2: corresponds to published version Minimize

Year of Publication:

2010-05-03

Document Type:

text

Subjects:

Quantum Physics

Quantum Physics Minimize

DDC:

541 Physical chemistry *(computed)*

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Title:

Competition and Price Discrimination in Yellow Pages Advertising

Description:

This paper examines the effect of competition on second degree price discrimination in display advertising in Yellow Page directories. Recent theoretical work makes conflicting predictions about the effect of competition on curvature. Our main empirical finding is that competition increases the curvature of the price schedule, meaning that purch...

This paper examines the effect of competition on second degree price discrimination in display advertising in Yellow Page directories. Recent theoretical work makes conflicting predictions about the effect of competition on curvature. Our main empirical finding is that competition increases the curvature of the price schedule, meaning that purchasers of the largest ads see their prices fall the most in response to competition. We also present evidence of menu costs in adjusting pricing schedules and address this issue in estimation. The magnitudes that we find could be relevant for welfare calculations in the face of price discrimination. Minimize

Document Type:

preprint

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Title:

Unravelling Entanglement

Author:

Description:

We show that the time evolution of entanglement under incoherent environment coupling can be faithfully recovered by monitoring the system according to a suitable measurement scheme. ; Comment: 4 pages, 4 figures

We show that the time evolution of entanglement under incoherent environment coupling can be faithfully recovered by monitoring the system according to a suitable measurement scheme. ; Comment: 4 pages, 4 figures Minimize

Year of Publication:

2005-10-02

Document Type:

text

Subjects:

Quantum Physics

Quantum Physics Minimize

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Title:

Entanglement dynamics in open two-qubit systems via diffusive quantum trajectories

Author:

Description:

We use quantum diffusive trajectories to prove that the time evolution of two-qubit entanglement under spontaneous emission can be fully characterized by optimal continuous monitoring. We analytically determine this optimal unraveling and derive a deterministic evolution equation for the system's concurrence. Furthermore, we propose an experimen...

We use quantum diffusive trajectories to prove that the time evolution of two-qubit entanglement under spontaneous emission can be fully characterized by optimal continuous monitoring. We analytically determine this optimal unraveling and derive a deterministic evolution equation for the system's concurrence. Furthermore, we propose an experiment to monitor the entanglement dynamics in bipartite two-level systems and to determine the disentanglement time from a single trajectory. ; Comment: 4 pages, 2 figures, changed title, abstract and fig. 2, corrected typos Minimize

Year of Publication:

2010-06-08

Document Type:

text

Subjects:

Quantum Physics

Quantum Physics Minimize

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