Cryptocurrencies markets and entropy: a statistical ensemble based approach

2021 ◽  
Vol 15 (7) ◽  
pp. 297-320
Author(s):  
Luca Grilli ◽  
Domenico Santoro
Keyword(s):  
2015 ◽  
Vol 39 ◽  
pp. 1560105 ◽  
Author(s):  
Sergei N. Nedelko ◽  
Vladimir E. Voronin

We briefly review motivation and results of the approach to QCD vacuum as a medium describable in terms of statistical ensemble of almost everywhere constant Abelian (anti-)self-dual gluon fields. An overview of the hadronization formalism based on this ensemble is presented. New results for radial excitations of light, heavy-light mesons and heavy quarkonia are presented. A possible interrelation between the present approach and holographic QCD with harmonic confinement is outlined.


2002 ◽  
Vol 455 ◽  
pp. 195-212 ◽  
Author(s):  
DANIELE CARATI ◽  
MICHAEL M. ROGERS ◽  
ALAN A. WRAY

A statistical ensemble of large-eddy simulations (LES) is run simultaneously for the same flow. The information provided by the different large-scale velocity fields is used in an ensemble-averaged version of the dynamic model. This produces local model parameters that only depend on the statistical properties of the flow. An important property of the ensemble-averaged dynamic procedure is that it does not require any spatial averaging and can thus be used in fully inhomogeneous flows. Also, the ensemble of LES provides statistics of the large-scale velocity that can be used for building new models for the subgrid-scale stress tensor. The ensemble-averaged dynamic procedure has been implemented with various models for three flows: decaying isotropic turbulence, forced isotropic turbulence, and the time-developing plane wake. It is found that the results are almost independent of the number of LES in the statistical ensemble provided that the ensemble contains at least 16 realizations.


2009 ◽  
Vol 19 (12) ◽  
pp. 4039-4053
Author(s):  
RUI DILÃO ◽  
JOÃO GRACIANO

We construct a statistical ensemble of games, wherein each independent subensemble we have two players playing the same game. We derive the mean payoffs per move of the representative players of the game, and we evaluate all the deterministic policies with finite memory. In particular, we show that if one of the players has a generalized tit-for-tat policy, the mean payoff per move of both players is the same, forcing the equalization of the mean payoffs per move. In the case of symmetric, noncooperative and dilemmatic games, we show that generalized tit-for-tat or imitation policies together with the condition of not being the first to defect, leads to the highest mean payoffs per move for the players. Within this approach, it can be decided which policies perform better than others. In particular, it shows that reciprocity in noncooperative iterated games forces equality of mean payoffs. We prove a simple ergodic theorem for symmetric and noncooperative games. The Prisoner's Dilemma and the Hawk–Dove games have been analyzed, and the equilibrium states of the infinitely iterated games have been determined. In infinitely iterated games with the player choosing their moves with equal probabilities, strict Nash solutions are not necessarily reachable equilibrium solutions of games.


2019 ◽  
Vol 49 (4) ◽  
pp. 494-501
Author(s):  
Jackelinne L. Vasconcelos ◽  
Clóves G. Rodrigues ◽  
Roberto Luzzi

2015 ◽  
Vol 120 (11) ◽  
pp. 2298-2317 ◽  
Author(s):  
Siobhan L. Fathel ◽  
David Jon Furbish ◽  
Mark W. Schmeeckle

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