scholarly journals TOPOLOGICAL PROPERTIES OF BERRY'S PHASE

2005 ◽  
Vol 20 (05) ◽  
pp. 335-343 ◽  
Author(s):  
KAZUO FUJIKAWA

By using a second quantized formulation of level crossing, which does not assume adiabatic approximation, a convenient formula for geometric terms including off-diagonal terms is derived. The analysis of geometric phases is reduced to a simple diagonalization of the Hamiltonian in the present formulation. If one diagonalizes the geometric terms in the infinitesimal neighborhood of level crossing, the geometric phases become trivial for any finite time interval T. The topological interpretation of Berry's phase such as the topological proof of phase-change rule thus fails in the practical Born–Oppenheimer approximation, where a large but finite ratio of two time scales is involved.

2012 ◽  
Vol 2012 ◽  
pp. 1-17 ◽  
Author(s):  
Andrzej Chydzinski ◽  
Blazej Adamczyk

We present an analysis of the number of losses, caused by the buffer overflows, in a finite-buffer queue with batch arrivals and autocorrelated interarrival times. Using the batch Markovian arrival process, the formulas for the average number of losses in a finite time interval and the stationary loss ratio are shown. In addition, several numerical examples are presented, including illustrations of the dependence of the number of losses on the average batch size, buffer size, system load, autocorrelation structure, and time.


2011 ◽  
Vol 107 (13) ◽  
Author(s):  
Eduardo Martín-Martínez ◽  
Ivette Fuentes ◽  
Robert B. Mann

1991 ◽  
Vol 54 (3) ◽  
pp. 894-900
Author(s):  
E. V. Damaskinski

2004 ◽  
Vol 41 (2) ◽  
pp. 570-578 ◽  
Author(s):  
Zvetan G. Ignatov ◽  
Vladimir K. Kaishev

An explicit formula for the probability of nonruin of an insurance company in a finite time interval is derived, assuming Poisson claim arrivals, any continuous joint distribution of the claim amounts and any nonnegative, increasing real function representing its premium income. The formula is compact and expresses the nonruin probability in terms of Appell polynomials. An example, illustrating its numerical convenience, is also given in the case of inverted Dirichlet-distributed claims and a linearly increasing premium-income function.


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