统计理论是热现象微观理论的中心内容,其中由相同的近独立粒子组成的孤立系统处于平衡态时的统计分布规律——玻尔兹曼统计分布律则是统计理论中应用最广的部分,并且只要求出配分函数就能写出这个分布的表示式,进一步揭示系统的热学性...统计理论是热现象微观理论的中心内容,其中由相同的近独立粒子组成的孤立系统处于平衡态时的统计分布规律——玻尔兹曼统计分布律则是统计理论中应用最广的部分,并且只要求出配分函数就能写出这个分布的表示式,进一步揭示系统的热学性质。为了讨论配分函数的意义和作用,对 N 个近独立粒子构成的理想体系。展开更多
In this paper, a quantum model for the binomial market in finance is proposed. We show that its risk-neutral world exhibits an intriguing structure as a disk in the unit ball of R^3, whose radius is a function of the ...In this paper, a quantum model for the binomial market in finance is proposed. We show that its risk-neutral world exhibits an intriguing structure as a disk in the unit ball of R^3, whose radius is a function of the risk-free interest rate with two thresholds which prevent arbitrage opportunities from this quantum market. Furthermore, from the quantum mechanical point of view we re-deduce the Cox-Ross-Rubinstein binomial option pricing formula by considering Maxwell-Boltzmann statistics of the system of N distinguishable particles.展开更多
文摘In this paper, a quantum model for the binomial market in finance is proposed. We show that its risk-neutral world exhibits an intriguing structure as a disk in the unit ball of R^3, whose radius is a function of the risk-free interest rate with two thresholds which prevent arbitrage opportunities from this quantum market. Furthermore, from the quantum mechanical point of view we re-deduce the Cox-Ross-Rubinstein binomial option pricing formula by considering Maxwell-Boltzmann statistics of the system of N distinguishable particles.