arXiv subjects

Y. Suhov

Publications and source records attributed to Y. Suhov.

23 records · Page 2Linked to original sources

arXiv2012

A non-linear model of trading mechanism on a financial market

We introduce a prototype model in an attempt to capture some aspects of market dynamics simulating a trading mechanism. The model description starts with a discrete-space, continuous-time Markov process describing arrival and movement of orders with different prices. We then perform a re-scaling procedure leading to a deterministic dynamical system controlled by non-linear ordinary differential equations (ODEs). This allows us to introduce approximations for the equilibrium distribution of the model represented by fixed points of deterministic dynamics.

q-fin.TR↗

arXiv2009

Anderson localization in a two-particle continuous model with an alloy-type external potential

We establish exponential localization for a two-particle Anderson model in a Euclidean space ${\mathbb R}^{d}$, $d\ge 1$, in presence of a non-trivial short-range interaction and a random external potential of the alloy type. Specifically, we prove that all eigenfunctions with eigenvalues near the lower edge of the spectrum decay exponentially in $L^2$-norm.

math-ph↗

arXiv2008

Wegner-type bounds for a two-particle continuous Anderson model with an alloy-type external potential

We consider a two-particle quantum systems in a d-dimensional Euclidean space with interaction and in presence of a random external potential (a continuous two-particle Anderson model). We establish Wegner-type estimates (inequalities) for such models, assessing the probability that random spectra of Hamiltonians in finite volumes intersect a given set.

math-ph↗

arXiv2008

Wegner-type bounds for a two-particle Anderson model in a continuous space

We analyse a two-particle quantum system in $\R^d$ with interaction and in presence of a random external potential field with a continuous argument (an Anderson model in a continuous space). Our aim is to establish the so-called Wegner-type estimates for such a model, assessing the probability that random spectra of Hamiltonians in finite volumes intersect with a given set. For the lattice version of the two-particle model, a similar result was obtained in [8]

math-ph↗

arXiv2003

Entanglement For Ideal Quantum Ensembles

This paper has been withdrawn by the authors, due to the discovery of paper 0201028 which predates it and contains most of it's results.

quant-ph↗