arXiv subjects

J. L. van Velsen

Publications and source records attributed to J. L. van Velsen.

9 recordsLinked to original sources

arXiv2012

Parameter estimation of a Levy copula of a discretely observed bivariate compound Poisson process with an application to operational risk modelling

A method is developed to estimate the parameters of a Levy copula of a discretely observed bivariate compound Poisson process without knowledge of common shocks. The method is tested in a small sample simulation study. Also, the method is applied to a real data set and a goodness of fit test is developed. With the methodology of this work, the Levy copula becomes a realistic tool of the advanced measurement approach of operational risk.

q-fin.RM↗

arXiv2012

Notes on the page proof and publication of "Schallausbreitung in teilweise dissoziierten Gasen" by A. Einstein

Recently, the page-proof, with corrections, of Einstein's 1920 publication on the "Propagation of Sound in Partly Dissociated Gases" was discovered in Leiden. The last two pages of the proof are crossed out and replaced by a sheet in Einstein's handwriting. In these notes, I briefly address the following two questions: A) Concerning the page proof, what is the difference between the contents of the crossed-out pages and the new page? B) Concerning the publication, are Eqs. (18,21,22) correct?

physics.hist-ph↗

arXiv2009

A corrected AIC for the selection of seemingly unrelated regressions models

A bias correction to Akaike's information criterion (AIC) is derived for seemingly unrelated regressions models. The correction is of particular use when the sample size is not much larger than the number of fitted parameters. A small-sample simulation study indicates that the bias-corrected AIC (AICc) provides better model choices than other model selection criteria.

stat.ME↗

arXiv2008

Modelling recorded crime: a full search for cointegrated models

A modelgenerator is developed that searches for cointegrated models among a potentially large group of candidate models. The generator employs the first step of the Engle-Granger procedure and orders cointegrated models according to the information criterions AIC and BIC. Assisted by the generator, a cointegrated relation is established between recorded violent crime in the Netherlands, the number of males aged 15-25 years (split into Western and non-Western background) and deflated consumption. In-sample forecasts reveal that the cointegrated model outperforms the best short-run models.

stat.AP↗

arXiv2005

Entangling ability of a beam splitter in the presence of temporal which-path information

We calculate the amount of polarization-entanglement induced by two-photon interference at a lossless beam splitter. Entanglement and its witness are quantified respectively by concurrence and the Bell-CHSH parameter. In the presence of a Mandel dip, the interplay of two kinds of which-path information -- temporal and polarization -- gives rise to the existence of entangled polarization-states that cannot violate the Bell-CHSH inequality.

quant-ph↗

arXiv2004

Transition from pure-state to mixed-state entanglement by random scattering

We calculate the effect of polarization-dependent scattering by disorder on the degree of polarization-entanglement of two beams of radiation. Multi-mode detection converts an initially pure state into a mixed state with respect to the polarization degrees of freedom. The degree of entanglement decays exponentially with the number of detected modes if the scattering mixes the polarization directions and algebraically if it does not.

quant-ph↗

arXiv2003

Dephasing of entangled electron-hole pairs in a degenerate electron gas

A tunnel barrier in a degenerate electron gas was recently discovered as a source of entangled electron-hole pairs. Here, we investigate the loss of entanglement by dephasing. We calculate both the maximal violation E_max of the Bell inequality and the degree of entanglement (concurrence) C. If the initially maximally entangled electron-hole pair is in a Bell state, then the Bell inequality is violated for arbitrary strong dephasing. The same relation E_max=2\sqrt{1+C^{2}} then holds as in the absence of dephasing. More generally, for a maximally entangled superposition of Bell states, the Bell inequality is satisfied for a finite dephasing strength and the entanglement vanishes for somewhat stronger (but still finite) dephasing strength. There is then no one-to-one relation between E_max and C.

cond-mat↗

arXiv2003

Production and detection of entangled electron-hole pairs in a degenerate electron gas

We demonstrate theoretically that the shot noise produced by a tunnel barrier in a two-channel conductor violates a Bell inequality. The non-locality is shown to originate from entangled electron-hole pairs created by tunneling events -- without requiring electron-electron interactions. The degree of entanglement (concurrence) equals 2(T_1 T_2)^1/2 (T_1+T_2)^-1, with T_1,T_2 << 1 the transmission eigenvalues. A pair of edge channels in the quantum Hall effect is proposed as experimental realization.

cond-mat.mes-hall↗

arXiv2003

Scattering theory of plasmon-assisted entanglement transfer and distillation

We analyse the quantum mechanical limits to the plasmon-assisted entanglement transfer observed by E. Altewischer, M.P. van Exter, and J.P. Woerdman [Nature, 418, 304 (2002)]. The maximal violation S of Bell's inequality at the photodetectors behind two linear media (such as the perforated metal films in the experiment) can be described by two ratio's tau_1, tau_2 of polarization-dependent transmission probabilities. A fully entangled incident state is transferred without degradation for tau_1=tau_2, but a relatively large mismatch of tau_1 and tau_2 can be tolerated with a small reduction of S. We predict that fully entangled Bell pairs can be distilled out of partially entangled radiation if tau_1 and tau_2 satisfy a pair of inequalities.

quant-ph↗