The exact dynamics of an open quantum system consisting of one qubit driven by a classical driving field is investigated. Our attention is focused on the influences of single-and two-photon excitations on the dynamics...The exact dynamics of an open quantum system consisting of one qubit driven by a classical driving field is investigated. Our attention is focused on the influences of single-and two-photon excitations on the dynamics of quantum coherence and quantum entanglement. It is shown that the atomic coherence can be improved or even maintained by the classical driving field, the non-Markovian effect, and the atom-reservoir detuning. The interconversion between the atomic coherence and the atom-reservoir entanglement exists and can be controlled by the appropriate conditions. The conservation of coherence for different partitions is explored, and the dynamics of a system with two-photon excitations is different from the case of single-photon excitation.展开更多
The stationary Gamma-OU processes are recommended to be the volatility of the financial assets. A parametric estimation for the Gamma-OU processes based on the discrete observations is considered in this paper. The es...The stationary Gamma-OU processes are recommended to be the volatility of the financial assets. A parametric estimation for the Gamma-OU processes based on the discrete observations is considered in this paper. The estimator of an intensity parameter A and its convergence result are given, and the simulations show that the estimation is quite accurate. Assuming that the parameter A is estimated, the maximum likelihood estimation of shape parameter c and scale parameter a, whose likelihood function is not explicitly computable, is considered. By means of the Gaver-Stehfest algorithm, we construct an explicit sequence of approximations to the likelihood function and show that it converges the true (but unkown) one. Maximizing the sequence results in an estimator that converges to the true maximum likelihood estimator and the approximation shares the asymptotic properties of the true maximum likelihood estimator. Some simulation experiments reveal that this method is still quite accurate in most of rational situations for the background of volatility.展开更多
基金Project supported by the National Natural Science Foundation of China(Grant Nos.61675115,11204156,11574178,11304179,and 11647172)the Science and Technology Plan Projects of Shandong University,China(Grant No.J16LJ52)
文摘The exact dynamics of an open quantum system consisting of one qubit driven by a classical driving field is investigated. Our attention is focused on the influences of single-and two-photon excitations on the dynamics of quantum coherence and quantum entanglement. It is shown that the atomic coherence can be improved or even maintained by the classical driving field, the non-Markovian effect, and the atom-reservoir detuning. The interconversion between the atomic coherence and the atom-reservoir entanglement exists and can be controlled by the appropriate conditions. The conservation of coherence for different partitions is explored, and the dynamics of a system with two-photon excitations is different from the case of single-photon excitation.
基金This work was supported by National Natural Science Foundation of China (Grant No. 10371074).
文摘The stationary Gamma-OU processes are recommended to be the volatility of the financial assets. A parametric estimation for the Gamma-OU processes based on the discrete observations is considered in this paper. The estimator of an intensity parameter A and its convergence result are given, and the simulations show that the estimation is quite accurate. Assuming that the parameter A is estimated, the maximum likelihood estimation of shape parameter c and scale parameter a, whose likelihood function is not explicitly computable, is considered. By means of the Gaver-Stehfest algorithm, we construct an explicit sequence of approximations to the likelihood function and show that it converges the true (but unkown) one. Maximizing the sequence results in an estimator that converges to the true maximum likelihood estimator and the approximation shares the asymptotic properties of the true maximum likelihood estimator. Some simulation experiments reveal that this method is still quite accurate in most of rational situations for the background of volatility.
