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Dorje C. Brody

Publications and source records attributed to Dorje C. Brody.

At least 37 records · Page 2Linked to original sources
arXiv2021

Quantum Measurement of Space-Time Events

The phase space of a relativistic system can be identified with the future tube of complexified Minkowski space. As well as a complex structure and a symplectic structure, the future tube, seen as an eight-dimensional real manifold, is endowed with a natural positive-definite Riemannian metric that accommodates the underlying geometry of the indefinite Minkowski space metric, together with its symmetry group. A unitary representation of the 15-parameter group of conformal transformations can then be constructed that acts upon the Hilbert space of square-integrable holomorphic functions on the future tube. These structures are enough to allow one to put forward a quantum theory of phase-space events. In particular, a theory of quantum measurement can be formulated in a relativistic setting, based on the use of positive operator valued measures, for the detection of phase-space events, hence allowing one to assign probabilities to the outcomes of joint space-time and four-momentum measurements in a manifestly covariant framework. This leads to a localization theorem for phase-space events in relativistic quantum theory, determined by the associated Compton wavelength.

quant-ph↗
arXiv2020

Higher-order uncertainty bounds for mixed states

Uncertainty lower bounds for parameter estimations associated with a unitary family of mixed-state density matrices are obtained by embedding the space of density matrices in the Hilbert space of square-root density matrices. In the Hilbert-space setup the measure of uncertainty is given by the skew information of the second kind, while the uncertainty lower bound is given by the Wigner-Yanase skew information associated with the conjugate observable. Higher-order corrections to the uncertainty lower bound are determined by higher-order quantum skew moments; expressions for these moments are worked out in closed form.

quant-ph↗
arXiv2020

Making sense of the divergent series for reconstructing a Hamiltonian from its eigenstates and eigenvalues

In quantum mechanics the eigenstates of the Hamiltonian form a complete basis. However, physicists conventionally express completeness as a formal sum over the eigenstates, and this sum is typically a divergent series if the Hilbert space is infinite dimensional. Furthermore, while the Hamiltonian can be reconstructed formally as a sum over its eigenvalues and eigenstates, this series is typically even more divergent. For the simple cases of the square-well and the harmonic-oscillator potentials this paper explains how to use the elementary procedure of Euler summation to sum these divergent series and thereby to make sense of the formal statement of the completeness of the formal sum that represents the reconstruction of the Hamiltonian.

quant-ph↗
arXiv2019

Theory of Cryptocurrency Interest Rates

A term structure model in which the short rate is zero is developed as a candidate for a theory of cryptocurrency interest rates. The price processes of crypto discount bonds are worked out, along with expressions for the instantaneous forward rates and the prices of interest-rate derivatives. The model admits functional degrees of freedom that can be calibrated to the initial yield curve and other market data. Our analysis suggests that strict local martingales can be used for modelling the pricing kernels associated with virtual currencies based on distributed ledger technologies.

q-fin.MF↗
arXiv2018

Asymptotic analysis on a pseudo-Hermitian Riemann-zeta Hamiltonian

The differential-equation eigenvalue problem associated with a recently-introduced Hamiltonian, whose eigenvalues correspond to the zeros of the Riemann zeta function, is analyzed using Fourier and WKB analysis. The Fourier analysis leads to a challenging open problem concerning the formulation of the eigenvalue problem in the momentum space. The WKB analysis gives the exact asymptotic behavior of the eigenfunction.

math-ph↗
arXiv2017

Hamiltonian for the zeros of the Riemann zeta function

A Hamiltonian operator $\hat H$ is constructed with the property that if the eigenfunctions obey a suitable boundary condition, then the associated eigenvalues correspond to the nontrivial zeros of the Riemann zeta function. The classical limit of $\hat H$ is $2xp$, which is consistent with the Berry-Keating conjecture. While $\hat H$ is not Hermitian in the conventional sense, ${\rm i}{\hat H}$ is ${\cal PT}$ symmetric with a broken ${\cal PT}$ symmetry, thus allowing for the possibility that all eigenvalues of $\hat H$ are real. A heuristic analysis is presented for the construction of the metric operator to define an inner-product space, on which the Hamiltonian is Hermitian. If the analysis presented here can be made rigorous to show that ${\hat H}$ is manifestly self-adjoint, then this implies that the Riemann hypothesis holds true.

quant-ph↗
arXiv2016

Quantum State Reduction

We propose an energy-driven stochastic master equation for the density matrix as a dynamical model for quantum state reduction. In contrast, most previous studies of state reduction have considered stochastic extensions of the Schrödinger equation, and have introduced the density matrix as the expectation of the random pure projection operator associated with the evolving state vector. After working out properties of the reduction process we construct a general solution to the energy-driven stochastic master equation. The solution is obtained by the use of nonlinear filtering theory and takes the form of a completely positive stochastic map.

quant-ph↗
arXiv2016

Lévy-Vasicek Models and the Long-Bond Return Process

The classical derivation of the well-known Vasicek model for interest rates is reformulated in terms of the associated pricing kernel. An advantage of the pricing kernel method is that it allows one to generalize the construction to the Lévy-Vasicek case, avoiding issues of market incompleteness. In the Lévy-Vasicek model the short rate is taken in the real-world measure to be a mean-reverting process with a general one-dimensional Lévy driver admitting exponential moments. Expressions are obtained for the Lévy-Vasicek bond prices and interest rates, along with a formula for the return on a unit investment in the long bond, defined by $L_t = \lim_{T \rightarrow \infty} P_{tT} / P_{0T}$, where $P_{tT}$ is the price at time $t$ of a $T$-maturity discount bond. We show that the pricing kernel of a Lévy-Vasicek model is uniformly integrable if and only if the long rate of interest is strictly positive.

q-fin.MF↗
arXiv2016

A Riemannian approach to Randers geodesics

In certain circumstances tools of Riemannian geometry are sufficient to address questions arising in the more general Finslerian context. We show that one such instance presents itself in the characterisation of geodesics in Randers spaces of constant flag curvature. To achieve a simple, Riemannian derivation of this special family of curves, we exploit the connection between Randers spaces and the Zermelo problem of time-optimal navigation in the presence of background fields. The characterisation of geodesics is then proven by generalising an intuitive argument developed recently for the solution of the quantum Zermelo problem.

math-ph↗
arXiv2016

Thermodynamics of Quantum Heat Bath

A model for the thermodynamics of a quantum heat bath is introduced. Under the assumption that the bath molecules have finitely many degrees of freedom and are weakly interacting, we present a general derivation of the equation of state of the bath in the thermodynamic limit. The relation between the temperature and the specific energy of the bath depends on (i) the spectral properties of the molecules, and (ii) the choice of probability measure on the state space of a representative molecule. The results obtained illustrate how the microscopic features of the molecular constituents determine the macroscopic thermodynamic properties of the bath. Our findings can thus be used to compare the merits of different hypotheses for the equilibrium states of quantum systems. Two examples of plausible choices for the probability measure are considered in detail.

quant-ph↗
arXiv2015

Consistency of PT-symmetric quantum mechanics

In recent reports, suggestions have been put forward to the effect that parity and time-reversal (PT) symmetry in quantum mechanics is incompatible with causality. It is shown here, in contrast, that PT-symmetric quantum mechanics is fully consistent with standard quantum mechanics. This follows from the surprising fact that the much-discussed metric operator on Hilbert space is not physically observable. In particular, for closed quantum systems in finite dimensions there is no statistical test that one can perform on the outcomes of measurements to determine whether the Hamiltonian is Hermitian in the conventional sense, or PT-symmetric---the two theories are indistinguishable. Nontrivial physical effects arising as a consequence of PT symmetry are expected to be observed, nevertheless, for open quantum systems with balanced gain and loss.

quant-ph↗
arXiv2015

Social Discounting and the Long Rate of Interest

The well-known theorem of Dybvig, Ingersoll and Ross shows that the long zero-coupon rate can never fall. This result, which, although undoubtedly correct, has been regarded by many as surprising, stems from the implicit assumption that the long-term discount function has an exponential tail. We revisit the problem in the setting of modern interest rate theory, and show that if the long "simple" interest rate (or Libor rate) is finite, then this rate (unlike the zero-coupon rate) acts viably as a state variable, the value of which can fluctuate randomly in line with other economic indicators. New interest rate models are constructed, under this hypothesis and certain generalizations thereof, that illustrate explicitly the good asymptotic behaviour of the resulting discount bond systems. The conditions necessary for the existence of such "hyperbolic" and "generalized hyperbolic" long rates are those of so-called social discounting, which allow for long-term cash flows to be treated as broadly "just as important" as those of the short or medium term. As a consequence, we are able to provide a consistent arbitrage-free valuation framework for the cost-benefit analysis and risk management of long-term social projects, such as those associated with sustainable energy, resource conservation, and climate change.

q-fin.GN↗
arXiv2015

Fragile entanglement statistics

If X and Y are independent, Y and Z are independent, and so are X and Z, one might be tempted to conclude that X, Y, and Z are independent. But it has long been known in classical probability theory that, intuitive as it may seem, this is not true in general. In quantum mechanics one can ask whether analogous statistics can emerge for configurations of particles in certain types of entangled states. The explicit construction of such states, along with the specification of suitable sets of observables that have the purported statistical properties, is not entirely straightforward. We show that an example of such a configuration arises in the case of an N-particle GHZ state, and we are able to identify a family of observables with the property that the associated measurement outcomes are independent for any choice of 2, 3, ..., N-1 of the particles, even though the measurement outcomes for all N particles are not independent. Although such states are highly entangled, the entanglement turns out to be 'fragile', i.e. the associated density matrix has the property that if one traces out the freedom associated with even a single particle, the resulting reduced density matrix is separable.

quant-ph↗
arXiv2015

Universal Quantum Measurements

We introduce a family of operations in quantum mechanics that one can regard as "universal quantum measurements" (UQMs). These measurements are applicable to all finite-dimensional quantum systems and entail the specification of only a minimal amount of structure. The first class of UQM that we consider involves the specification of the initial state of the system---no further structure is brought into play. We call operations of this type "tomographic measurements", since given the statistics of the outcomes one can deduce the original state of the system. Next, we construct a disentangling operation, the outcome of which, when the procedure is applied to a general mixed state of an entangled composite system, is a disentangled product of pure constituent states. This operation exists whenever the dimension of the Hilbert space is not a prime, and can be used to model the decay of a composite system. As another example, we show how one can make a measurement of the direction along which the spin of a particle of spin s is oriented (s = 1/2, 1, ...). The required additional structure in this case involves the embedding of CP(1) as a rational curve of degree 2s in CP(2s).

quant-ph↗
arXiv2015

Time-optimal navigation through quantum wind

The quantum navigation problem of finding the time-optimal control Hamiltonian that transports a given initial state to a target state through quantum wind, that is, under the influence of external fields or potentials, is analysed. By lifting the problem from the state space to the space of unitary gates realising the required task, we are able to deduce the form of the solution to the problem by deriving a universal quantum speed limit. The expression thus obtained indicates that further simplifications of this apparently difficult problem are possible if we switch to the interaction picture of quantum mechanics. A complete solution to the navigation problem for an arbitrary quantum system is then obtained, and the behaviour of the solution is illustrated in the case of a two-level system.

quant-ph↗
arXiv2015

Solution to the quantum Zermelo navigation problem

The solution to the problem of finding a time-optimal control Hamiltonian to generate a given unitary gate, in an environment in which there exists an uncontrollable ambient Hamiltonian (e.g., a background field), is obtained. In the classical context, finding the time-optimal way to steer a ship in the presence of a background wind or current is known as the Zermelo navigation problem, whose solution can be obtained by working out geodesic curves on a space equipped with a Randers metric. The solution to the quantum Zermelo problem, which is shown here to take a remarkably simple form, is likewise obtained by finding explicit solutions to the geodesic equations of motion associated with a Randers metric on the space of unitary operators. The result reveals that the optimal control in a sense `goes along with the wind'.

quant-ph↗
arXiv2014

Elementary solution to the time-independent quantum navigation problem

A quantum navigation problem concerns the identification of a time-optimal Hamiltonian that realises a required quantum process or task, under the influence of a prevailing `background' Hamiltonian that cannot be manipulated. When the task is to transform one quantum state into another, finding the solution in closed form to the problem is nontrivial even in the case of time-independent Hamiltonians. An elementary solution, based on trigonometric analysis, is found here when the Hilbert space dimension is two. Difficulties arising from generalisations to higher-dimensional systems are discussed.

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