scholarly journals Stochastic Collisional Quantum Thermometry

Entropy ◽  
2021 ◽  
Vol 23 (12) ◽  
pp. 1634
Author(s):  
Eoin O’Connor ◽  
Bassano Vacchini ◽  
Steve Campbell

We extend collisional quantum thermometry schemes to allow for stochasticity in the waiting time between successive collisions. We establish that introducing randomness through a suitable waiting time distribution, the Weibull distribution, allows us to significantly extend the parameter range for which an advantage over the thermal Fisher information is attained. These results are explicitly demonstrated for dephasing interactions and also hold for partial swap interactions. Furthermore, we show that the optimal measurements can be performed locally, thus implying that genuine quantum correlations do not play a role in achieving this advantage. We explicitly confirm this by examining the correlation properties for the deterministic collisional model.

1980 ◽  
Vol 17 (3) ◽  
pp. 814-821 ◽  
Author(s):  
J. G. Shanthikumar

Some properties of the number of up- and downcrossings over level u, in a special case of regenerative processes are discussed. Two basic relations between the density functions and the expected number of upcrossings of this process are derived. Using these reults, two examples of controlled M/G/1 queueing systems are solved. Simple relations are derived for the waiting time distribution conditioned on the phase of control encountered by an arriving customer. The Laplace-Stieltjes transform of the distribution function of the waiting time of an arbitrary customer is also derived for each of these two examples.


2021 ◽  
Author(s):  
Yosia I Nurhan ◽  
Jay Robert Johnson ◽  
Jonathan R Homan ◽  
Simon Wing

2012 ◽  
Vol 26 (23) ◽  
pp. 1250151 ◽  
Author(s):  
KWOK SAU FA

In this paper, we model the tick-by-tick dynamics of markets by using the continuous-time random walk (CTRW) model. We employ a sum of products of power law and stretched exponential functions for the waiting time probability distribution function; this function can fit well the waiting time distribution for BUND futures traded at LIFFE in 1997.


2012 ◽  
Vol 45 (6) ◽  
pp. 457-462 ◽  
Author(s):  
Chuan Shi ◽  
Stanley B. Gershwin

2002 ◽  
Vol 39 (03) ◽  
pp. 619-629 ◽  
Author(s):  
Gang Uk Hwang ◽  
Bong Dae Choi ◽  
Jae-Kyoon Kim

We consider a discrete-time queueing system with the discrete autoregressive process of order 1 (DAR(1)) as an input process and obtain the actual waiting time distribution and the virtual waiting time distribution. As shown in the analysis, our approach provides a natural numerical algorithm to compute the waiting time distributions, based on the theory of the GI/G/1 queue, and consequently we can easily investigate the effect of the parameters of the DAR(1) on the waiting time distributions. We also derive a simple approximation of the asymptotic decay rate of the tail probabilities for the virtual waiting time in the heavy traffic case.


1972 ◽  
Vol 9 (3) ◽  
pp. 642-649 ◽  
Author(s):  
Jacqueline Loris-Teghem

A generalized queueing system with (N + 2) types of triplets (delay, service time, probability of joining the queue) and with uniformly bounded sojourn times is considered. An expression for the generating function of the Laplace-Stieltjes transforms of the waiting time distributions is derived analytically, in a case where some of the random variables defining the model have a rational Laplace-Stieltjes transform.The standard Kl/Km/1 queueing system with uniformly bounded sojourn times is considered in particular.


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