منابع مشابه
Time reversal invariance in finance
Time reversal invariance can be summarised as follows: no difference can be measured if a sequence of events is run forward or backward in time. Because price time series are dominated by a randomness that hides possible structures and orders, the existence of time reversal invariance requires care to be investigated. Different statistics are constructed with the property to be zero for time se...
متن کاملTime Reversal Invariance and Irreversibility 1. The standard approach to time reversal invariance for dynamical systems
1. The standard approach to time reversal invariance for dynamical systems State space . A process P is a parameterized curve s(t) in . So a process that describes the evolution from ti to tf is given by P : t 7! s(t); ti t tf . The reversaloperation is an involution R : s 7! Rs (Rs = s). Then the time reversed process is P : t 7! T s(t) := (Rs)( t); tf t ti. A theory is said to be time rever...
متن کاملTesting Time Reversal Invariance with Cold Neutrons
CP violation is implemented in the Standard Model (SM) of particle physics via a non-trivial phase in the Cabbibo-Kobayashi-Maskava matrix 1. Dedicated experiments and facilities have been built to check the predictions of the SM for CP violation, e.g. in the Kaon or the B meson sectors. Up to now, no significant deviations have been found. However, the CP violation implemented in the SM is ins...
متن کاملTime Reversal Invariance and the Decay
A model of radiative pion decay which incorporates a violation of time reversal invariance is studied. An asymmetry of up to 12% in the angular distribution of particles in the final state is predicted. (To be submitted to Physical Review) * Work supported by U. S. Atomic Energy Commission TIME REVERSAL INVARIANCE AND THE DECAY 7r*-e*i7ee+eRadiative kaon decay, with subsequent conversion of the...
متن کاملTime-reversal invariance and irreversibility in time-asymmetric quantum mechanics
The aim of this paper is to analyze the concepts of time-reversal invariance and irreversibility in the so-called ’time-asymmetric quantum mechanics’. We begin with pointing out the difference between these two concepts. On this basis, we show that irreversibility is not as tightly linked to the semigroup evolution laws of the theory -which lead to its non time-reversal invarianceas usually sug...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Quantitative Finance
سال: 2009
ISSN: 1469-7688,1469-7696
DOI: 10.1080/14697680802616712