All Stories

  1. Biorthogonal systems on unit interval and zeta dilation operators

    Article • Journal of Physics A Mathematical and Theoretical, May 2018, Institute of Physics Publishing

    Professor Dorje C. Brody

  2. Asymptotic analysis on a pseudo-Hermitian Riemann-zeta Hamiltonian

    Article • Journal of Physics A Mathematical and Theoretical, March 2018, Institute of Physics Publishing

    Professor Dorje C. Brody

  3. PT-symmetry, indefinite metric, and nonlinear quantum mechanics

    Article • Journal of Physics A Mathematical and Theoretical, November 2017, Institute of Physics Publishing

    Professor Dorje C. Brody

  4. Hamiltonian for the Zeros of the Riemann Zeta Function

    Article • Physical Review Letters, March 2017, American Physical Society (APS)

    Professor Dorje C. Brody

  5. Thermodynamics of quantum heat bath

    Article • Journal of Physics A Mathematical and Theoretical, September 2016, Institute of Physics Publishing

    Professor Dorje C. Brody

  6. A Riemannian approach to Randers geodesics

    Article • Journal of Geometry and Physics, August 2016, Elsevier

    Professor Dorje C. Brody

  7. SOCIAL DISCOUNTING AND THE LONG RATE OF INTEREST

    Article • Mathematical Finance, May 2016, Wiley

    Professor Dorje C. Brody

  8. Consistency of PT-symmetric quantum mechanics

    Article • Journal of Physics A Mathematical and Theoretical, January 2016, Institute of Physics Publishing

    Professor Dorje C. Brody

  9. Geometric Aspects of Space-Time Reflection Symmetry in Quantum Mechanics

    Article • January 2016, Springer Science + Business Media

    Professor Dorje C. Brody

  10. Universal Quantum Measurements

    Article • Journal of Physics Conference Series, June 2015, Institute of Physics Publishing

    Professor Dorje C. Brody

  11. COHERENT CHAOS INTEREST-RATE MODELS

    Article • International Journal of Theoretical and Applied Finance, May 2015, World Scientific Pub Co Pte Lt

    Professor Dorje C. Brody

  12. Time-optimal navigation through quantum wind

    Article • New Journal of Physics, March 2015, Institute of Physics Publishing

    Professor Dorje C. Brody

  13. Solution to the Quantum Zermelo Navigation Problem

    Article • Physical Review Letters, March 2015, American Physical Society (APS)

    Professor Dorje C. Brody

  14. Elementary solution to the time-independent quantum navigation problem

    Article • Journal of Physics A Mathematical and Theoretical, January 2015, Institute of Physics Publishing

    Professor Dorje C. Brody

  15. Biorthogonal quantum mechanics

    Article • Journal of Physics A Mathematical and Theoretical, December 2013, Institute of Physics Publishing

    Professor Dorje C. Brody

  16. Geometry of the complex extension of Wigner's theorem

    Article • Journal of Physics A Mathematical and Theoretical, September 2013, Institute of Physics Publishing

    Professor Dorje C. Brody

  17. Information Geometry of Complex Hamiltonians and Exceptional Points

    Article • Entropy, August 2013, MDPI AG

    Professor Dorje C. Brody

  18. Levy information and the aggregation of risk aversion

    Article • Proceedings of the Royal Society A Mathematical Physical and Engineering Sciences, April 2013, Royal Society Publishing

    Professor Dorje C. Brody

  19. PT-symmetric quantum state discrimination

    Article • Philosophical Transactions of the Royal Society A Mathematical Physical and Engineering Sciences, March 2013, Royal Society Publishing

    Professor Dorje C. Brody

  20. Mixed-State Evolution in the Presence of Gain and Loss

    Article • Physical Review Letters, December 2012, American Physical Society (APS)

    Professor Dorje C. Brody

  21. Signal processing with Levy information

    Article • Proceedings of the Royal Society A Mathematical Physical and Engineering Sciences, October 2012, Royal Society Publishing

    Professor Dorje C. Brody

  22. INFORMATION-BASED ASSET PRICING

    Article • September 2012, World Scientific Pub Co Pte Lt

    Professor Dorje C. Brody

  23. Quantum Splines

    Article • Physical Review Letters, September 2012, American Physical Society (APS)

    Professor Dorje C. Brody

  24. Rational term structure models with geometric Lévy martingales

    Article • Stochastics, June 2012, Taylor & Francis

    Professor Dorje C. Brody

  25. Informational inefficiency in financial markets

    Article • Mathematics and Financial Economics, June 2012, Springer Science + Business Media

    Professor Dorje C. Brody

  26. General theory of geometric Levy models for dynamic asset pricing

    Article • Proceedings of the Royal Society A Mathematical Physical and Engineering Sciences, February 2012, Royal Society Publishing

    Professor Dorje C. Brody

  27. Six-dimensional space-time from quaternionic quantum mechanics

    Article • Physical Review D, December 2011, American Physical Society (APS)

    Professor Dorje C. Brody

  28. Information geometry of density matrices and state estimation

    Article • Journal of Physics A Mathematical and Theoretical, May 2011, Institute of Physics Publishing

    Professor Dorje C. Brody

  29. On complexified mechanics and coquaternions

    Article • Journal of Physics A Mathematical and Theoretical, January 2011, Institute of Physics Publishing

    Professor Dorje C. Brody

  30. Modelling Information Flows in Financial Markets

    Article • January 2011, Springer Science + Business Media

    Professor Dorje C. Brody

  31. Credit Risk, Market Sentiment and Randomly-Timed Default

    Article • October 2010, Springer Science + Business Media

    Professor Dorje C. Brody

  32. Information and asset pricing

    Article • July 2010, World Scientific Pub Co Pte Lt

    Professor Dorje C. Brody

  33. Coherent states and rational surfaces

    Article • Journal of Physics A Mathematical and Theoretical, May 2010, Institute of Physics Publishing

    Professor Dorje C. Brody

  34. Effects of quantum entanglement in phase transitions

    Article • Physics Letters A, May 2010, Elsevier

    Professor Dorje C. Brody

  35. Nonlinearity and constrained quantum motion

    Article • Journal of Physics A Mathematical and Theoretical, February 2010, Institute of Physics Publishing

    Professor Dorje C. Brody

  36. Dequantization of the Dirac monopole

    Article • Proceedings of the Royal Society A Mathematical Physical and Engineering Sciences, July 2009, Royal Society Publishing

    Professor Dorje C. Brody

  37. Metric approach to quantum constraints

    Article • Journal of Physics A Mathematical and Theoretical, July 2009, Institute of Physics Publishing

    Professor Dorje C. Brody

  38. Random Hamiltonian in thermal equilibrium

    Article • Journal of Physics Conference Series, June 2009, Institute of Physics Publishing

    Professor Dorje C. Brody

  39. Optimal Time Evolution for Hermitian and Non-Hermitian Hamiltonians

    Article • January 2009, Springer Science + Business Media

    Professor Dorje C. Brody

  40. Informed traders

    Article • Proceedings of the Royal Society A Mathematical Physical and Engineering Sciences, December 2008, Royal Society Publishing

    Professor Dorje C. Brody

  41. Information geometry in vapour–liquid equilibrium

    Article • Journal of Physics A Mathematical and Theoretical, December 2008, Institute of Physics Publishing

    Professor Dorje C. Brody

  42. Hamiltonian statistical mechanics

    Article • Journal of Physics A Mathematical and Theoretical, November 2008, Institute of Physics Publishing

    Professor Dorje C. Brody

  43. Symplectic approach to quantum constraints

    Article • Journal of Physics A Mathematical and Theoretical, October 2008, Institute of Physics Publishing

    Professor Dorje C. Brody

  44. Quantum effects in classical systems having complex energy

    Article • Journal of Physics A Mathematical and Theoretical, July 2008, Institute of Physics Publishing

    Professor Dorje C. Brody

  45. Dam rain and cumulative gain

    Article • Proceedings of the Royal Society A Mathematical Physical and Engineering Sciences, July 2008, Royal Society Publishing

    Professor Dorje C. Brody

  46. Comment on “Typicality for Generalized Microcanonical Ensembles”

    Article • Physical Review Letters, April 2008, American Physical Society (APS)

    Professor Dorje C. Brody

  47. INFORMATION-BASED ASSET PRICING

    Article • International Journal of Theoretical and Applied Finance, February 2008, World Scientific Pub Co Pte Lt

    Professor Dorje C. Brody

  48. TERM STRUCTURE OF VANILLA OPTIONS

    Article • International Journal of Theoretical and Applied Finance, December 2007, World Scientific Pub Co Pte Lt

    Professor Dorje C. Brody

  49. A note on exponential families of distributions

    Article • Journal of Physics A Mathematical and Theoretical, July 2007, Institute of Physics Publishing

    Professor Dorje C. Brody

  50. Option price calibration from Rényi entropy

    Article • Physics Letters A, July 2007, Elsevier

    Professor Dorje C. Brody

  51. Quantum phase transitions without thermodynamic limits

    Article • Proceedings of the Royal Society A Mathematical Physical and Engineering Sciences, June 2007, Royal Society Publishing

    Professor Dorje C. Brody

  52. Unitarity, ergodicity and quantum thermodynamics

    Article • Journal of Physics A Mathematical and Theoretical, June 2007, Institute of Physics Publishing

    Professor Dorje C. Brody

  53. Entanglement of three-qubit geometry

    Article • Journal of Physics Conference Series, May 2007, Institute of Physics Publishing

    Professor Dorje C. Brody

  54. On quantum microcanonical equilibrium

    Article • Journal of Physics Conference Series, May 2007, Institute of Physics Publishing

    Professor Dorje C. Brody

  55. Faster than Hermitian Quantum Mechanics

    Article • Physical Review Letters, January 2007, American Physical Society (APS)

    Professor Dorje C. Brody

  56. -symmetric extension of the Korteweg-de Vries equation

    Article • Journal of Physics A Mathematical and Theoretical, January 2007, Institute of Physics Publishing

    Professor Dorje C. Brody

  57. Beyond Hazard Rates: A New Framework for Credit-Risk Modelling

    Article • January 2007, Springer Science + Business Media

    Professor Dorje C. Brody

  58. Exactly solvable quantum state reduction models with time-dependent coupling

    Article • Journal of Physics A General Physics, August 2006, Institute of Physics Publishing

    Professor Dorje C. Brody

  59. Equivalence of a complex P T -symmetric quartic Hamiltonian and a Hermitian quartic Hamiltonian with an anomaly

    Article • Physical Review D, July 2006, American Physical Society (APS)

    Professor Dorje C. Brody

  60. On optimum Hamiltonians for state transformations

    Article • Journal of Physics A General Physics, March 2006, Institute of Physics Publishing

    Professor Dorje C. Brody

  61. Quantum noise and stochastic reduction

    Article • Journal of Physics A General Physics, January 2006, Institute of Physics Publishing

    Professor Dorje C. Brody

  62. Semiclassical analysis of a complex quartic Hamiltonian

    Article • Physical Review D, January 2006, American Physical Society (APS)

    Professor Dorje C. Brody

  63. Solvable model of quantum microcanonical states

    Article • Journal of Physics A General Physics, September 2005, Institute of Physics Publishing

    Professor Dorje C. Brody

  64. Finite-time stochastic reduction models

    Article • Journal of Mathematical Physics, August 2005, American Institute of Physics

    Professor Dorje C. Brody

  65. Theory of quantum space-time

    Article • Proceedings of the Royal Society A Mathematical Physical and Engineering Sciences, July 2005, Royal Society Publishing

    Professor Dorje C. Brody

  66. Entropic calibration revisited

    Article • Physics Letters A, April 2005, Elsevier

    Professor Dorje C. Brody

  67. Unusual quantum states: non-locality, entropy, Maxwell's demon and fractals

    Article • Proceedings of the Royal Society A Mathematical Physical and Engineering Sciences, March 2005, Royal Society Publishing

    Professor Dorje C. Brody

  68. Erratum: Extension of P T -symmetric quantum mechanics to quantum field theory with cubic interaction [Phys. Rev. D 70 , 025001 (2004)]

    Article • Physical Review D, February 2005, American Physical Society (APS)

    Professor Dorje C. Brody

  69. Scalar Quantum Field Theory with a Complex Cubic Interaction

    Article • Physical Review Letters, December 2004, American Physical Society (APS)

    Professor Dorje C. Brody

  70. Preposterior analysis for option pricing

    Article • Quantitative Finance, August 2004, Taylor & Francis

    Professor Dorje C. Brody

  71. Extension of PT -symmetric quantum mechanics to quantum field theory with cubic interaction

    Article • Physical Review D, July 2004, American Physical Society (APS)

    Professor Dorje C. Brody

  72. Erratum: Complex Extension of Quantum Mechanics [Phys. Rev. Lett. 89 , 270401 (2002)]

    Article • Physical Review Letters, March 2004, American Physical Society (APS)

    Professor Dorje C. Brody

  73. Chaos and coherence: a new framework for interest-rate modelling

    Article • Proceedings of the Royal Society A Mathematical Physical and Engineering Sciences, January 2004, Royal Society Publishing

    Professor Dorje C. Brody

  74. Shapes of quantum states

    Article • Journal of Physics A General Physics, December 2003, Institute of Physics Publishing

    Professor Dorje C. Brody

  75. Relaxation of quantum states under energy perturbations

    Article • Proceedings of the Royal Society A Mathematical Physical and Engineering Sciences, September 2003, Royal Society Publishing

    Professor Dorje C. Brody

  76. Information geometry of finite Ising models

    Article • Journal of Geometry and Physics, August 2003, Elsevier

    Professor Dorje C. Brody

  77. Elementary derivation for passage times

    Article • Journal of Physics A General Physics, May 2003, Institute of Physics Publishing

    Professor Dorje C. Brody

  78. Must a Hamiltonian be Hermitian?

    Article • American Journal of Physics, January 2003, American Association of Physics Teachers (AAPT)

    Professor Dorje C. Brody

  79. On powers of Bessel functions

    Article • Journal of Mathematical Physics, January 2003, American Institute of Physics

    Professor Dorje C. Brody

  80. Complex Extension of Quantum Mechanics

    Article • Physical Review Letters, December 2002, American Physical Society (APS)

    Professor Dorje C. Brody

  81. Efficient simulation of quantum state reduction

    Article • Journal of Mathematical Physics, November 2002, American Institute of Physics

    Professor Dorje C. Brody

  82. Entropy and temperature of a quantum Carnot engine

    Article • Proceedings of the Royal Society A Mathematical Physical and Engineering Sciences, June 2002, Royal Society Publishing

    Professor Dorje C. Brody

  83. Dynamical pricing of weather derivatives

    Article • Quantitative Finance, June 2002, Taylor & Francis

    Professor Dorje C. Brody

  84. Stochastic reduction in nonlinear quantum mechanics

    Article • Proceedings of the Royal Society A Mathematical Physical and Engineering Sciences, May 2002, Royal Society Publishing

    Professor Dorje C. Brody

  85. Geometric quantum mechanics

    Article • Journal of Geometry and Physics, April 2001, Elsevier

    Professor Dorje C. Brody

  86. Differential renormalisation flow in random lattice gauge theories

    Article • Physics Letters B, July 2000, Elsevier

    Professor Dorje C. Brody

  87. Quantum mechanical Carnot engine

    Article • Journal of Physics A General Physics, June 2000, Institute of Physics Publishing

    Professor Dorje C. Brody

  88. Information content for quantum states

    Article • Journal of Mathematical Physics, May 2000, American Institute of Physics

    Professor Dorje C. Brody

  89. Quantum field theory of partitions

    Article • Journal of Mathematical Physics, July 1999, American Institute of Physics

    Professor Dorje C. Brody

  90. Thermalization of quantum states

    Article • Journal of Mathematical Physics, January 1999, American Institute of Physics

    Professor Dorje C. Brody

  91. Discrete uncertainty relations

    Article • Journal of Physics A General Physics, January 1999, Institute of Physics Publishing

    Professor Dorje C. Brody

  92. The quantum canonical ensemble

    Article • Journal of Mathematical Physics, December 1998, American Institute of Physics

    Professor Dorje C. Brody

  93. Geometry of thermodynamic states

    Article • Physics Letters A, August 1998, Elsevier

    Professor Dorje C. Brody

  94. On the symmetry of real-space renormalisation

    Article • Nuclear Physics B, July 1998, Elsevier

    Professor Dorje C. Brody

  95. Generalised Heisenberg relations for quantum statistical estimation

    Article • Physics Letters A, December 1997, Elsevier

    Professor Dorje C. Brody

  96. Restoration of isotropy for spin models

    Article • Physics Letters A, September 1997, Elsevier

    Professor Dorje C. Brody

  97. Generalised Uncertainties for Quantum Signal Processing

    Article • January 1997, Springer Science + Business Media

    Professor Dorje C. Brody

  98. Geometry of Quantum Statistical Inference

    Article • Physical Review Letters, September 1996, American Physical Society (APS)

    Professor Dorje C. Brody

  99. Minimum Decision Cost for Quantum Ensembles

    Article • Physical Review Letters, January 1996, American Physical Society (APS)

    Professor Dorje C. Brody

  100. Bayesian inference in quantum systems

    Article • Physica A Statistical Mechanics and its Applications, January 1996, Elsevier

    Professor Dorje C. Brody

  101. An upper bound for entropy production

    Article • Physics Letters A, August 1995, Elsevier

    Professor Dorje C. Brody

  102. Geometrical aspects of statistical mechanics

    Article • February 1995, American Physical Society (APS)

    Professor Dorje C. Brody

  103. Topological variants of lattice field models

    Article • Physica A Statistical Mechanics and its Applications, January 1995, Elsevier

    Professor Dorje C. Brody

  104. One-dimensional spherical model with a phase transition

    Article • May 1994, American Physical Society (APS)

    Professor Dorje C. Brody

  105. Noise, Risk Premium, and Bubble

    Article • SSRN Electronic Journal, Elsevier

    Professor Dorje C. Brody

  106. Social Discounting and the Long Rate of Interest

    Article • SSRN Electronic Journal, Elsevier

    Professor Dorje C. Brody

  107. General Theory of Geometric Lévy Models for Dynamic Asset Pricing

    Article • SSRN Electronic Journal, Elsevier

    Professor Dorje C. Brody