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Joao Jose de Farias Neto

Publications and source records attributed to Joao Jose de Farias Neto.

3 recordsLinked to original sources

Quantum Battle of the Sexes Revisited

Several quantum versions of the battle of the sexes game are analyzed. Some of them are shown to reproduce the classical game. In some, there are no Nash quantum pure equilibria. In some others, the payoffs are always equal to each other. In others still, all equilibria favor Alice or Bob depending on a phase shift of the initial state of the system. Explicit detailed calculations are for the first time exhibited.

quant-ph↗

Some Results on Algebraic and Geometric Characterization of Linear Systems Models for Time Series Analysis

It is shown that in the multivariate case the orders p, of the AR part, and q, of the MA part, are not invariants of the time series. Thus, it is concluded that it only makes sense to define the class of ARMA(p,p)- irreducible models, where p is the biggest of the system's Kronecker indices. This class is shown not to be a differentiable manifold, but to contain one, which is a generic subset of systems with all Kronecker indices equal to p. A formula which gives the metric tensor for riemannian manifolds of linear systems as a line integral in the complex plane is introduced for deterministic and stochastic cases and some tensors are obtained with it.

math.OC↗

Calculation of Linear Systems Metric Tensors via Algebraic Computation

A formula for the Riemannian metric tensor of differentiable manifolds of linear dynamical systems of same McMillan degree is presented in terms of their transfer function matrices. The necessary calculations for its application to ARMA and state space overlapping parametrizations are drafted. The importance of this approach for systems identification and multiple time series analysis and forecasting is explained.

math.OC↗