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Jirô Akahori

Publications and source records attributed to Jirô Akahori.

At least 19 recordsLinked to original sources

Iwasawa-Type Spectral Resultant Growth Laws for Grover Walks on Graph Towers

Let $X_0\leftarrow X_1\leftarrow\cdots$ be a $\mathbb Z_p^d$-tower of finite graphs, and let $U_n$ be the Grover transition matrix on $X_n$. We study Iwasawa-type $p$-adic growth laws for the polynomial spectral quantities \[ \det P(U_n), \] where $P(A)$ is a monic polynomial. The basic object is the spectral resultant \[ \mathcal R_{X,P}(T)=\operatorname{Res}_A(\mathcal F_X(A,T),P(A)), \] where $\mathcal F_X(A,T)$ is the universal Grover--Ihara spectral polynomial of the tower. In the integral setting, this resultant generates the zeroth Fitting ideal of a natural finite module over the Iwasawa algebra; when the resultant is nonzero, this module is torsion. The polynomial $P$ packages prescribed spectral values into a single spectral packet. If $P$ is coprime to the Bass factor $A^2-1$ and $\mathcal R_{X,P}$ does not vanish at torsion characters, then $\det P(U_n)$ is nonzero for all $n$ and we prove a Cuoco--Monsky type leading asymptotic formula for $v_p(\det P(U_n))$. The leading terms are given explicitly by the $μ$- and $λ$-invariants of $\mathcal R_{X,P}$, with a separate correction coming from the Bass factor. For $P(A)=A-a$, with $a\ne\pm1$ and $a$ not an eigenvalue at any level, this recovers the leading invariants in the fixed non-eigenvalue formula for Grover characteristic polynomials. We also prove an equivariant factorization of spectral resultants for finite connected $p$-group covers. As a consequence, we obtain an unramified equivariant Kida formula under explicit integrality and nonzero-resultant assumptions. Finally, when $\gcd(P,A^2-1)=1$, we show that torsion zeros of $\mathcal R_{X,P}$ correspond exactly to occurrences of roots of $P$ as Grover eigenvalues at finite levels. The examples include the $K_3$-tower, non-abelian Heisenberg $5$-group covers, and an explicit torsion-zero spectral packet.

math.NT↗

Factorization of Time-Ordered Exponentials for Wiener Space Transformations

We develop an operator-algebraic framework for change-of-variables formulas on Wiener space, interpreting them as arising from hidden symmetries acting on observables. We show that general transformations can be represented by time-ordered exponentials generated by annihilation and creation operators, and that these admit an explicit factorization into a determinant, a multiplication operator, and a translation operator. Taking expectations recovers the classical formulas, including the Ramer--Kusuoka formula.

math.PR↗

Spectral analysis of three-state quantum walks with general coin matrices

Mathematical analysis of the spectral properties of the time evolution operator in quantum walks is essential for understanding key dynamical behaviors such as localization and long-term evolution. The inhomogeneous three-state case, in particular, poses substantial analytical challenges due to its higher internal degrees of freedom and the absence of translational invariance. We develop a general framework for the spectral analysis of three-state quantum walks on the one-dimensional lattice with arbitrary time evolution operators. Our approach is based on a transfer matrix formulation that reduces the infinite-dimensional eigenvalue problem to a tractable system of two-dimensional recursions, enabling exact characterization of eigenstates. This framework applies broadly to space-inhomogeneous models, including those with finite defects and two-phase structures. We rigorously derive necessary and sufficient conditions for the existence of point spectrum, along with a complete description of the corresponding eigenvalues and eigenstates, which are known to underlie quantum localization phenomena. Furthermore, we give a complete spectral decomposition -- discrete spectrum, flat-band eigenvalues (of infinite multiplicity), and absolutely continuous spectrum -- with explicit characterization of each component. Using this method, we perform exact numerical analyses of the Fourier walk with spatial inhomogeneity, revealing the emergence of localization despite its delocalized nature in the homogeneous case. Our results provide mathematical tools and physical insights into the structure of quantum walks, offering a systematic path for identifying and characterizing localized quantum states in complex quantum systems.

quant-ph↗

Spectral analysis of hierarchical continuous-time quantum walks

In this paper, we introduce hierarchical random walks at first. In this model, we use two types of random walkers, {global and local} walkers. The global walker chooses a local walker at every step, then the chosen local walker moves a single step. After that we construct the corresponding continuous-time quantum walks and discuss its spectral structures. Then we define multi-dimensional continuous-time quantum walk by taking a marginal distribution respect to the global walker.

quant-ph↗

Grover algorithm and absolute zeta functions

The Grover algorithm is one of the most famous quantum algorithms. On the other hand, the absolute zeta function can be regarded as a zeta function over $\mathbb{F}_{1}$ defined by a function satisfying the absolute automorphy. In this study, we show the property of the Grover algorithm and present a relation between the Grover algorithm and the absolute zeta function. We focus on the period of the Grover algorithm, because if the period is finite, then we are able to get an absolute zeta function explicitly by Kurokawa's theorem. In addition, whenever the period is finite or not, an expansion of the absolute zeta function can be obtained by a direct computation.

quant-ph↗

Periodicity and absolute zeta functions of multi-state Grover walks on cycles

Quantum walks, the quantum counterpart of classical random walks, are extensively studied for their applications in mathematics, quantum physics, and quantum information science. This study explores the periods and absolute zeta functions of Grover walks on cycle graphs. Specifically, we investigate Grover walks with an odd number of states and determine their periods for cycles with any number of vertices greater than or equal to two. In addition, we compute the absolute zeta functions of M-type Grover walks with finite periods. These results advance the understanding of the properties of Grover walks and their connection to absolute zeta functions.

quant-ph↗

Absolute zeta functions for zeta functions of quantum walks

This paper presents a connection between the quantum walk and the absolute mathematics. The quantum walk is a quantum counterpart of the classical random walk. We especially deal with the Grover walk on a graph. The Grover walk is a typical model of quantum walks. The time evolution of the Grover walk is obtained by a unitary matrix that is called the Grover matrix. We define the zeta function determined by the Grover matrix. First we prove that the zeta function of the Grover walk is the absolute automorphic form that constructs the absolute zeta function. Next we calculate the absolute zeta function defined by Grover walks on some graphs. The absolute zeta functions of the Grover walks are expressed by the multiple gamma function. Other types of absolute zeta functions are obtained as an analogue of the multiple gamma function.

quant-ph↗

Volatility estimation from a view point of entropy

In the present paper, we first revisit the volatility estimation approach proposed by N. Kunitomo and S. Sato, and second, we show that the volatility estimator proposed by P. Malliavin and M.E. Mancino can be understood in a unified way by the approach. Third, we introduce an alternative estimator that might overcome the inconsistency caused by the microstructure noise of the initial observation.

math.ST↗

Absolute zeta functions and periodicity of quantum walks on cycles

The quantum walk is a quantum counterpart of the classical random walk. On the other hand, absolute zeta functions can be considered as zeta functions over $\mathbb{F}_1$. This study presents a connection between quantum walks and absolute zeta functions. In this paper, we focus on Hadamard walks and $3$-state Grover walks on cycle graphs. The Hadamard walks and the Grover walks are typical models of the quantum walks. We consider the periods and zeta functions of such quantum walks. Moreover, we derive the explicit forms of the absolute zeta functions of corresponding zeta functions. Also, it is shown that our zeta functions of quantum walks are absolute automorphic forms.

quant-ph↗

A quantization of interacting particle systems

Interacting particle systems studied in this paper are probabilistic cellular automata with nearest-neighbor interaction including the Domany-Kinzel model. A special case of the Domany-Kinzel model is directed percolation. We regard the interacting particle system as a Markov chain on a graph. Then we present a new quantization of the interacting particle system. After that, we introduce a zeta function of the quantized model and give its determinant expression. Moreover, we calculate the absolute zeta function of the quantized model for the Domany-Kinzel model.

quant-ph↗

Absolute zeta functions for zeta functions of quantum cellular automata

Our previous work dealt with the zeta function for the interacting particle system (IPS) including quantum cellular automaton (QCA) as a typical model in the study of ``IPS/Zeta Correspondence". On the other hand, the absolute zeta function is a zeta function over F_1 defined by a function satisfying an absolute automorphy. This paper proves that a new zeta function given by QCA is an absolute automorphic form of weight depending on the size of the configuration space. As an example, we calculate an absolute zeta function for a tensor-type QCA, and show that it is expressed as the multiple gamma function. In addition, we obtain its functional equation by the multiple sine function.

quant-ph↗

The SIML method without microstructure noise

The SIML (abbreviation of Separating Information Maximal Likelihood) method, has been introduced by N. Kunitomo and S. Sato and their collaborators to estimate the integrated volatility of high-frequency data that is assumed to be an Itô process but with so-called microstructure noise. The SIML estimator turned out to share many properties with the estimator introduced by P. Malliavin and M.E. Mancino. The present paper establishes the consistency and the asymptotic normality under a general sampling scheme but without microstructure noise. Specifically, a fast convergence shown for Malliavin--Mancino estimator by E. Clement and A. Gloter is also established for the SIML estimator.

math.ST↗

Symmetric positive semi-definite Fourier estimator of instantaneous variance-covariance matrix

In this paper we propose an estimator of spot covariance matrix which ensure symmetric positive semi-definite estimations. The proposed estimator relies on a suitable modification of the Fourier covariance estimator in Malliavin and Mancino (2009) and it is consistent for suitable choices of the weighting kernel. The accuracy and the ability of the estimator to produce positive semi-definite covariance matrices is evaluated with an extensive numerical study, in comparison with the competitors present in the literature. The results of the simulation study are confirmed under many scenarios, that consider the dimensionality of the problem, the asynchronicity of data and the presence of several specification of market microstructure noise.

stat.ME↗

Limit theorems for iterates of the Szász-Mirakyan operator in probabilistic view

The Szász-Mirakyan operator is known as a positive linear operator which uniformly approximates a certain class of continuous functions on the half line. The purpose of the present paper is to find out limiting behaviors of the iterates of the Szász-Mirakyan operator in a probabilistic point of view. We show that the iterates of the Szász-Mirakyan operator uniformly converges to a continuous semigroup generated by a second order degenerate differential operator. A probabilistic interpretation of the convergence in terms of a discrete Markov chain constructed from the iterates and a limiting diffusion process on the half line is captured as well.

math.PR↗

An efficient weak Euler-Maruyama type approximation scheme of very high dimensional SDEs by orthogonal random variables

We will introduce Euler-Maruyama approximations given by an orthogonal system in $L^{2}[0,1]$ for high dimensional SDEs, which could be finite dimensional approximations of SPDEs. In general, the higher the dimension is, the more one needs to generate uniform random numbers at every time step in numerical simulation. The schemes proposed in this paper, in contrast, can deal with this problem by generating very few uniform random numbers at every time step. The schemes save time in the simulation of very high dimensional SDEs. In particular, we conclude that an Euler-Maruyama approximation based on the Walsh system is efficient in high dimensions.

math.PR↗

The Thermodynamic Approach to Whole-Life Insurance: A Method for Evaluation of Surrender Risk

We introduce a collective model for life insurance where the heterogeneity of each insured, including the health state, is modeled by a diffusion process. This model is influenced by concepts in statistical mechanics. Using the proposed framework, one can describe the total pay-off as a functional of the diffusion process, which can be used to derive a level premium that evaluates the risk of lapses due tothe so-called adverse selection. Two numerically tractable models are presented to exemplify the flexibility of the proposed framework.

q-fin.GN↗

The Fourier estimation method with positive semi-definite estimators

In this paper we present a slight modification of the Fourier estimation method of the spot volatility (matrix) process of a continuous Itô semimartingale where the estimators are always non-negative definite. Since the estimators are factorized, computational cost will be saved a lot.

q-fin.ST↗

A Discrete-Time Clark-Ocone Formula and its Application to an Error Analysis

In this paper, we will establish a discrete-time version of Clark(-Ocone-Haussmann) formula, which can be seen as an asymptotic expansion in a weak sense. The formula is applied to the estimation of the error caused by the martingale representation. In the way, we use another distribution theory with respect to Gaussian rather than Lebesgue measure, which can be seen as a discrete Malliavin calculus.

math.PR↗