A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
We analyze the relationships between game theory and quantum mechanics and the extensions to statistical physics and information theory. We use certain quantization relationships to assign quantum states to the strategies of a player. These quantum states are contained in a density operator which describes the new quan…
We analyze the Ricci flow of a noncompact metric that describes a two-dimensional black hole. We consider entanglement entropy of a 2d black hole which is due to the quantum correlations between two subsystems: one is inside and the other is outside the black hole horizon. It is demonstrated that the entanglement entro…
The density matrices are positively semi-definite Hermitian matrices of unit trace that describe the state of a quantum system. The goal of the paper is to develop minimax lower bounds on error rates of estimation of low rank density matrices in trace regression models used in quantum state tomography (in particular, i…
We give a topological formula of the loop expansion of the colored Jones polynomials by using identification of generic quantum sl2 representation with homological representations. This gives a direct topological proof of the Melvin-Morton-Rozansky conjecture, and a connection between entropy of braids and quantum repr…
We use the conformal invariance and the holographic correspondence to fully specify the dependence of entanglement entropy on the extrinsic geometry of the 2d surface Σ that separates two subsystems of quantum strongly coupled N=4 SU(N) superconformal gauge theory. We extend this result and calculate en…
Adversarial learning is one of the most successful approaches to modelling high-dimensional probability distributions from data. The quantum computing community has recently begun to generalize this idea and to look for potential applications. In this work, we derive an adversarial algorithm for the problem of approxim…
It has been shown that non-stabilizer eigenstates of permutation gates are appropriate for allowing d-dimensional universal quantum computing (uqc) based on minimal informationally complete POVMs. The relevant quantum gates may be built from subgroups of finite index of the modular group Γ=PSL(2,Z) [M. Pla…
Although both systems analyzed are described through two theories apparently different (quantum mechanics and game theory) it is shown that both are analogous and thus exactly equivalents. The quantum analogue of the replicator dynamics is the von Neumann equation. Quantum mechanics could be used to explain more correc…
For a given quantum field theory, provided the area of the entangling surface is fixed, what surface maximizes entanglement entropy? We analyze the answer to this question in four and higher dimensions. Surprisingly, in four dimensions the answer is related to a mathematical problem of finding surfaces which minimize t…
Information theory provides principled ways to analyze different inference and learning problems such as hypothesis testing, clustering, dimensionality reduction, classification, among others. However, the use of information theoretic quantities as test statistics, that is, as quantities obtained from empirical data, p…
By analyzing the relationships between a socioeconomical system modeled through evolutionary game theory and a physical system modeled through quantum mechanics we show how although both systems are described through two theories apparently different both are analogous and thus exactly equivalents. The extensions of qu…
In this paper we consider the space of those probability distributions which maximize the q-Rényi entropy. These distributions have the same parameter space for every q, and in the q=1 case these are the normal distributions. Some methods to endow this parameter space with Riemannian metric is presented: the seco…
Over the past three decades, black holes have played an important role in quantum gravity, mathematical physics, numerical relativity and gravitational wave phenomenology. However, conceptual settings and mathematical models used to discuss them have varied considerably from one area to another. Over the last five year…
We formulate the fractional Ricci flow theory for (pseudo) Riemannian geometries enabled with nonholonomic distributions defining fractional integro-differential structures, for non-integer dimensions. There are constructed fractional analogs of Perelman's functionals and derived the corresponding fractional evolution …
We describe society as a nonequilibrium probabilistic system: N individuals occupy W resource states in it and produce entropy S over definite time periods. Resulting thermodynamics is however unusual because a second entropy, H, measures a typically social feature, inequality or diversity in the distribution of availa…
The restricted Boltzmann machine (RBM) is one of the fundamental building blocks of deep learning. RBM finds wide applications in dimensional reduction, feature extraction, and recommender systems via modeling the probability distributions of a variety of input data including natural images, speech signals, and custome…
This essay quantifies convexities in incomplete markets using entropy, adjusting prices for risk and incompleteness.
problem Quantifying convexities in incomplete markets and adjusting prices for risk and incompleteness.
method Using entropy, the essay quantifies convexities and adjusts prices for risk and incompleteness in incomplete markets.
result A new price principle derived from a log-martingale condition is introduced, matching risk aversion and adjusting for market incompleteness and default risk.
Density matrices are positively semi-definite Hermitian matrices with unit trace that describe the states of quantum systems. Many quantum systems of physical interest can be represented as high-dimensional low rank density matrices. A popular problem in {\it quantum state tomography} (QST) is to estimate the unknown l…