Efficient estimation of lower and upper bounds for pricing higher-dimensional American arithmetic average options by approximating their payoff functions

2016 ◽  
Vol 44 ◽  
pp. 65-77
Author(s):  
Xing Jin ◽  
Cheng-Yu Yang
Keyword(s):  
Upper Bounds ◽  
Efficient Estimation ◽  
Lower And Upper Bounds ◽  
Arithmetic Average ◽  
Higher Dimensional ◽  
Payoff Functions

scholarly journals Adaptive State Fidelity Estimation for Higher Dimensional Bipartite Entanglement

Entropy ◽  
2020 ◽  
Vol 22 (8) ◽  
pp. 886
Author(s):  
Jun-Yi Wu
Keyword(s):  
Quantum State ◽  
Adaptive Method ◽  
Upper Bounds ◽  
The State ◽  
Entangled States ◽  
Lower And Upper Bounds ◽  
Bipartite Entanglement ◽  
Higher Dimensional ◽  
Computational Basis

An adaptive method for quantum state fidelity estimation in bipartite higher dimensional systems is established. This method employs state verifier operators which are constructed by local POVM operators and adapted to the measurement statistics in the computational basis. Employing this method, the state verifier operators that stabilize Bell-type entangled states are constructed explicitly. Together with an error operator in the computational basis, one can estimate the lower and upper bounds on the state fidelity for Bell-type entangled states in few measurement configurations. These bounds can be tighter than the fidelity bounds derived in [Bavaresco et al., Nature Physics (2018), 14, 1032–1037], if one constructs more than one local POVM measurements additional to the measurement in the computational basis.

Extension of the Spatial PDI Model to Three Dimensions

1997 ◽  
Vol 84 (1) ◽  
pp. 176-178
Author(s):  
Frank O'Brien
Keyword(s):  
Population Density ◽  
Dimensional Space ◽  
Finite Lattice ◽  
Three Dimensional ◽  
Upper Bounds ◽  
Three Dimensions ◽  
Lower And Upper Bounds ◽  
Density Index ◽  
Three Dimensional Space

The author's population density index ( PDI) model is extended to three-dimensional distributions. A derived formula is presented that allows for the calculation of the lower and upper bounds of density in three-dimensional space for any finite lattice.

Energy of spherical fuzzy graphs

2020 ◽  
pp. 321-332
Author(s):  
S. Yahya Mohamed ◽  
A. Mohamed Ali
Keyword(s):  
Adjacency Matrix ◽  
Upper Bounds ◽  
Fuzzy Graph ◽  
Lower And Upper Bounds ◽  
Fuzzy Graphs

In this paper, the notion of energy extended to spherical fuzzy graph. The adjacency matrix of a spherical fuzzy graph is defined and we compute the energy of a spherical fuzzy graph as the sum of absolute values of eigenvalues of the adjacency matrix of the spherical fuzzy graph. Also, the lower and upper bounds for the energy of spherical fuzzy graphs are obtained.

scholarly journals Relationship between Age and Value of Information for a Noisy Ornstein–Uhlenbeck Process

Entropy ◽  
2021 ◽  
Vol 23 (8) ◽  
pp. 940
Author(s):  
Zijing Wang ◽  
Mihai-Alin Badiu ◽  
Justin P. Coon
Keyword(s):  
Value Of Information ◽  
Markov Models ◽  
Upper Bounds ◽  
Distribution Functions ◽  
Lower And Upper Bounds ◽  
Uhlenbeck Process ◽  
Source Data ◽  
Non Linear ◽  
Queue Model ◽  
Selection Of

The age of information (AoI) has been widely used to quantify the information freshness in real-time status update systems. As the AoI is independent of the inherent property of the source data and the context, we introduce a mutual information-based value of information (VoI) framework for hidden Markov models. In this paper, we investigate the VoI and its relationship to the AoI for a noisy Ornstein–Uhlenbeck (OU) process. We explore the effects of correlation and noise on their relationship, and find logarithmic, exponential and linear dependencies between the two in three different regimes. This gives the formal justification for the selection of non-linear AoI functions previously reported in other works. Moreover, we study the statistical properties of the VoI in the example of a queue model, deriving its distribution functions and moments. The lower and upper bounds of the average VoI are also analysed, which can be used for the design and optimisation of freshness-aware networks. Numerical results are presented and further show that, compared with the traditional linear age and some basic non-linear age functions, the proposed VoI framework is more general and suitable for various contexts.

The Lower and Upper Bounds of Turán Number for Odd Wheels

2021 ◽  
Vol 37 (3) ◽  
pp. 919-932
Author(s):  
Byeong Moon Kim ◽  
Byung Chul Song ◽  
Woonjae Hwang
Keyword(s):  
Upper Bounds ◽  
Lower And Upper Bounds ◽  
Turán Number

scholarly journals Lower and upper bounds of quantum battery power in multiple central spin systems

2021 ◽  
Vol 103 (5) ◽  
Author(s):  
Li Peng ◽  
Wen-Bin He ◽  
Stefano Chesi ◽  
Hai-Qing Lin ◽  
Xi-Wen Guan
Keyword(s):  
Upper Bounds ◽  
Spin Systems ◽  
Lower And Upper Bounds ◽  
Battery Power
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