Our protagonists are (i) the Cressie–Read family of divergences (characterized by the parameter γ), (ii) Tsallis’ generalized relative entropies (characterized by the q one), and, as a particular instance of both, (iii) the Kullback–Leibler (KL) relative entropy. In their normalized...

We investigate the quantum–classical transition problem. The main issue addressed is how quantum mechanics can reproduce results provided by Newton’s laws of motion. We show that the measurement process is critical to resolve this issue. In the limit of continuous monitoring with minimal...

Starting from the Liouvillian formulation of classical physics, it is possible by means of a Fourier transform to introduce the Wigner representation and to derive an operator structure to classical mechanics. The importance of this new representation lies in the fact that it turns out to be the...

By means of a novel classical limiting method we derive classical Liouville equations for particles with spin 0 and 1 from the Klein–Gordon and the Duffin–Kemmer–Petiau equations in relativistic quantum phase space within a geometric algebra structure.

In this work we have shown that the tunnel effect through an unidimensional rectangular barrier can be described as a stochastic process by means of a random-walk approximation model. Through this approximation we observed good agreement with the quantum mechanical predictions for the tunneling...

In this paper we consider the stochastic sequence {Pt}E N defined recursively by the linear relation Pt+1 = At Pt + Bt in a random environment which is described by the non-stationary process V = {(At, Bt) t E N.. We formulate sufficient conditions on v which ensure that the finite-dimensional...

Suppose that we are searching for the maximum of many unknown and analytically untractable quantities or, say, the 'best alternative' among several candidates. If our decision is based on historical or simulated data there is some sort of selection bias and it is not evident if our choice is...

This paper investigates some structural properties of a family of GARCH processes. A simple sufficient condition for the existence of the αδ-order stationary solution of the processes is derived, where α element of (0, 1] and δ 0. The solution is strictly stationary and ergodic, and the...

The strong consistency and asymptotic normality of the maximum likelihood estimator in observation-driven models usually requires the study of the model both as a filter for the time-varying parameter and as a data generating process (DGP) for observed data. The probabilistic properties of the...