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Quantum Coherence Quantifiers Based on Rényi α-Relative Entropy 被引量:3
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作者 邵连合 李永明 +1 位作者 罗宇 席政军 《Communications in Theoretical Physics》 SCIE CAS CSCD 2017年第6期631-636,共6页
The resource theories of quantum coherence attract a lot of attentioI2 in recent years. Especially, the monotonicity property plays a crucial role here. In this paper we investigate the monotonicity property for the c... The resource theories of quantum coherence attract a lot of attentioI2 in recent years. Especially, the monotonicity property plays a crucial role here. In this paper we investigate the monotonicity property for the coherence measures induced by the Rdnyi a-relative entropy, which present in [Phys. Rev. A 94 (2016) 052336]. We show that the Rdnyi a-relative entropy of coherence does not in general satisfy the monotonicity requirement under the subselection of measurements condition and it also does not satisfy the extension of monotonicity requirement, which presents in [Phys. Rev. A 93 (2016) 032136]. Due to the Rdnyi a-relative entropy of coherence can act as a coherence monotone quantifier, we examine the trade-off relations between coherence and mixedness. Finally, some properties for the single qubit of Rdnyi 2-relative entropy of coherence are derived. 展开更多
关键词 quantum coherence rSnyi a-relative entropy MONOTONICITY mixedness
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基于相对熵方法的长寿债券定价研究 被引量:6
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作者 宋平凡 谭常春 祁毓 《中国管理科学》 CSSCI CSCD 北大核心 2019年第5期32-41,共10页
本文在风险中性测度理论的框架下对经典的长寿风险衍生品——EIB/BNP型长寿债券进行了定价。文章首先使用Cairns-Blake-Dowd两因子模型,模拟预测了我国高龄人口未来的死亡率路径,然后通过引入三种相对熵,即Kullback-Leibler相对熵、Tsal... 本文在风险中性测度理论的框架下对经典的长寿风险衍生品——EIB/BNP型长寿债券进行了定价。文章首先使用Cairns-Blake-Dowd两因子模型,模拟预测了我国高龄人口未来的死亡率路径,然后通过引入三种相对熵,即Kullback-Leibler相对熵、Tsallis相对熵以及Rényi相对熵,并依据最小相对熵准则确定最优风险中性测度,进而完成对长寿债券的定价。在定价的过程中,本文融入已在我国市场发行的不同期限金融债的风险溢价信息,使定价结果更合理地反映我国金融市场规律。从计算方法上看,不同相对熵模型的定价保证了计算结果的稳健性和可信性;本文还发现对冲女性长寿风险所需的溢价整体上要高于对冲男性长寿风险所需的溢价,表明女性长寿风险面临的不确定性程度更大。本文还分别比较了仅融合单一市场风险价格以及考虑多个市场风险价格作为先验信息时定价结果的差异,发现定价的结果对市场信息依赖程度较高。这也表明了相对熵方法的可塑性较强,随着市场完全度的提高和我国金融市场的发展,该方法的定价结果将更趋于合理。文章最后一部分是总结和启示。 展开更多
关键词 长寿债券 风险中性测度 Kullback-Leibler相对熵 Tsallis相对熵 rényi相对熵
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Coherence measures based on sandwiched Rényi relative entropy 被引量:1
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作者 Jianwei Xu 《Chinese Physics B》 SCIE EI CAS CSCD 2020年第1期113-118,共6页
Coherence is a fundamental ingredient for quantum physics and a key resource for quantum information theory.Baumgratz,Cramer and Plenio established a rigorous framework(BCP framework)for quantifying coherence[Baumgrat... Coherence is a fundamental ingredient for quantum physics and a key resource for quantum information theory.Baumgratz,Cramer and Plenio established a rigorous framework(BCP framework)for quantifying coherence[Baumgratz T,Cramer M and Plenio M B Phys.Rev.Lett.113140401(2014)].In the present paper,under the BCP framework we provide two classes of coherence measures based on the sandwiched Rényi relative entropy.We also prove that we cannot get a new coherence measure f(C(·))by a function f acting on a given coherence measure C. 展开更多
关键词 quantum coherence coherence measure sandwiched rényi relative entropy
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