We introduce quantum-K ($QK$), a measure of the descriptive complexity density matrices using classical prefix-free Turing machines and show that initial segments weak Solovay random quantum Schnorr states are incompressible in sense $QK$. Many properties enjoyed by Kolmogorov ($K$) have analogous versions for $QK$; notably counting condition. Several connections between randomness $K$, includi...

This research aims to determine whether there are differences in stock prices, returns and abnormal before after a split high profile low companies. The period used this study was on 2016-2018. analyzed quantitative method by using purposive sampling method. Based the criteria, 40 companies were selected as samples. Kolmogorov Smirnov One Sample test for normality test. After carried out, data ...

‖f ‖ ≤ Crq ‖f‖ 1−q/r ‖f ‖ was proved by Kolmogorov in [11] for f ∈W r ∞(R). Here ‖ · ‖ means ‖ · ‖L∞(R) and the sharp constant Crq = Kr−qK −1+q/r r is given in terms of the Favard constants Kp := 4 π ∑∞ n=0 [ (−1) 2n+1 p+1 . For the definition of the Sobolev space W r ∞(R) see e.g. [4, Ch. 1.5]. The first results of this type (the case q = 1, r = 2) were obtained by Hadamard in [9] and by Landa...

An extractor is a function that receives some randomness and either “improves” it or produces “new” randomness. There are statistical and algorithmical specifications of this notion. We study an algorithmical one called Kolmogorov extractors and modify it to resourcebounded version of Kolmogorov complexity. Following Zimand we prove the existence of such objects with certain parameters. The uti...

The two-sample Kolmogorov-Smirnov (KS) test is often used to decide whether two random samples have the same statistical distribution. A popular modification of the KS test is to use a signed version of the KS statistic to infer whether the values of one sample are statistically larger than the values of the other. The underlying hypotheses of the KS test are intrinsically incompatible with thi...

Nonparametric two-sample or homogeneity testing is a decision theoretic problem that involves identifying differences between two random variables without making parametric assumptions about their underlying distributions. The literature is old and rich, with a wide variety of statistics having being designed and analyzed, both for the unidimensional and the multivariate setting. In this short ...

Lower bounds are typically used to evaluate the performance of heuristics for solving combinatorial minimization problems. In the absence of tight analytical lower bounds, optimal objective-function values may be estimated statistically. In this paper, extreme value theory is used to construct confidence-interval estimates of the minimum makespan achievable when scheduling nonsimilar groups of ...

We consider stationary solutions of the Extended Fisher-Kolmogorov (EFK) equation , a fourth-order model equation for bi-stable systems. We show that as long as the stable equilibrium points are real saddles, the paths in the (u; u 0)-plane of two bounded solutions do not cross. As a consequence we derive that the bounded solutions of the EFK equation correspond exactly to those of the classica...

the present study aims at studying the relationship between social capital and organizational performance. this is an applied research and in terms of data collection method, it is an descriptive survey. statistical population are official employees with diploma and upper certificate and faculty members of zangan university. sapmles were 115. data collection tool is questionnaire. to analyze da...

The Kolmogorov constant is fundamental in stochastic models of turbulence. To explain the reasons for observed variations of this quantity, it is calculated for two flows by various methods and data. Velocity fluctuations are considered as the sum of contributions due to anisotropy, acceleration fluctuations and stochastic forcing that is controlled by the Kolmogorov constant. It is shown that ...