markovian environment
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2021 ◽  
Author(s):  
DaeKil Park

Abstract On the analytic ground we examine a physical mechanism how particle velocity can protect an entanglement when quantum system is embedded in Markovian or non-Markovian environment. In particular the effect of particle velocity is examined in the entanglement sudden death (ESD) and revival of entanglement (ROE) phenomena. Even though particles move fast, the ESD phenomenon does not disappear if it occurs at zero velocity. However the time domain 0≤t≤t* for nonvanishing entanglement becomes larger and larger with increasing velocity. When ROE phenomenon occurs at zero velocity, even small velocity can make this phenomenon not to occur although the oscillatory behavior of entanglement in time is maintained. For comparatively large velocity the amplitude of the oscillatory behavior becomes extremely small. In this way the entanglement can be protected by particle velocity. The protection of entanglement via velocity is compared with that via the detuning parameter.


Risks ◽  
2021 ◽  
Vol 9 (1) ◽  
pp. 26
Author(s):  
Dhiti Osatakul ◽  
Xueyuan Wu

In this paper we consider a discrete-time risk model, which allows the premium to be adjusted according to claims experience. This model is inspired by the well-known bonus-malus system in the non-life insurance industry. Two strategies of adjusting periodic premiums are considered: aggregate claims or claim frequency. Recursive formulae are derived to compute the finite-time ruin probabilities, and Lundberg-type upper bounds are also derived to evaluate the ultimate-time ruin probabilities. In addition, we extend the risk model by considering an external Markovian environment in which the claims distributions are governed by an external Markov process so that the periodic premium adjustments vary when the external environment state changes. We then study the joint distribution of premium level and environment state at ruin given ruin occurs. Two numerical examples are provided at the end of this paper to illustrate the impact of the initial external environment state, the initial premium level and the initial surplus on the ruin probability.


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