arXiv subjects

Hagen Kleinert

Publications and source records attributed to Hagen Kleinert.

At least 19 recordsLinked to original sources

arXiv2018

Composite Fermions and their Pair States in a Strongly-Coupled Fermi Liquid

Our goal is to understand the phenomena arising in optical lattice fermions at low temperature in an external magnetic field. Varying the field, the attraction between any two fermions can be made arbitrarily strong, where composite bosons form via so-called Feshbach resonances. By setting up strong-coupling equations for fermions, we find that in spatial dimension $d>2$ they couple to bosons which dress up fermions and lead to new massive composite fermions. At low enough temperature, we obtain the critical temperature at which composite bosons undergo the Bose-Einstein condensate (BEC), leading to BEC-dressing massive fermions. These form tightly bound pair states which are new bosonic quasi-particles producing a BEC-type condensate. A quantum critical point is found and the formation of condensates of complex quasi-particles is speculated over.

cond-mat.quant-gas↗

arXiv2016

Distributional Mellin calculus in $\mathbb{C}^n$, with applications to option pricing

We discuss several aspects of Mellin transform, including distributional Mellin transform and inversion of multiple Mellin-Barnes integrals in $\mathbb{C}^n$ and its connection to residue expansion or evaluation of Laplace integrals. These mathematical concepts are demonstrated on several option-pricing models. This includes European option models such as Black-Scholes or fractional-diffusion models, as well as evaluation of quantities related to the optimal exercise price of American options.

q-fin.PR↗

arXiv2016

Regularization and analytic option pricing under $α$-stable distribution of arbitrary asymmetry

We consider a non-Gaussian option pricing model, into which the underlying log-price is assumed to be driven by an $α$-stable distribution. We remove the a priori divergence of the model by introducing a Mellin regularization for the Lévy propagator. Using distributional and $\mathbb{C}^n$ tools, we derive an analytic closed formula for the option price, valid for any stability $α\in]1,2]$ and any asymmetry. This formula is very efficient and recovers previous cases (Black-Scholes, Carr-Wu); we calibrate the formula on market datas, make numerical tests, and discuss its many interesting properties.

q-fin.PR↗

arXiv2016

Option Pricing Beyond Black-Scholes Based on Double-Fractional Diffusion

We show how the prices of options can be determined with the help of double-fractional differential equation in such a way that their inclusion in a portfolio of stocks provides a more reliable hedge against dramatic price drops that the use of options whose prices were fixed by the Black-Scholes formula.

q-fin.RM↗

arXiv2016

Observational Challenges for the Standard FLRW Model

We summarise some of the main observational challenges for the standard Friedmann-Lemaitre-Robertson-Walker cosmological model and describe how results recently presented in the parallel session `Large--scale Structure and Statistics' (DE3) at the `Fourteenth Marcel Grossman Meeting on General Relativity' are related to these challenges.

astro-ph.CO↗

arXiv2015

Inflationary cosmology from quantum Conformal Gravity

We analyze the functional integral for quantum Conformal Gravity and show that with the help of a Hubbard-Stratonovich transformation, the action can be broken into a local quadratic-curvature theory coupled to a scalar field. A one-loop effective action calculation reveals that strong fluctuations of the metric field are capable of spontaneously generating a dimensionally transmuted parameter which in the weak-field sector of the broken phase induces a Starobinsky-type f(R)-model with a gravi-cosmological constant. A resulting non-trivial relation between Starobinsky'sparameter and the cosmological constant is highlighted and implications for cosmic inflation are briefly discussed and compared with recent PLANCK and BICEP2 data.

hep-th↗

arXiv2014

Observed Cosmological Reexpansion in Minimal QFT with Bose and Fermi Fields

In this work we aim at explaining the re-acceleration of the expansion of the universe, or equivalently, the hierarchy problem, with the help of a simple field-theoretical model. In particular, we want to account for the notorious discrepancy between the observed value of the cosmological expansion term and theoretical values of the vacuum energy of free quantum fields. Rendered infinite by short-wavelength fluctuations, evaluation up to a cutoff in momentum space at the Planck scale leads to contributions of the order of $10^{76} \,\mathrm{GeV}^4$. The observed value of the cosmic expansion being of the order of $10^{-47} \mathrm{GeV}^4$, this is a difference of $123$ orders of magnitude. We propose a possible resolution of the hierarchy problem by a cancelation of divergences by equivalent contributions of bosonic and fermionic fields of the system, albeit after some fine-tuning of the parameters of the field theory. We show that in principle nothing beyond conventional ingredients of quantum field theory is necessary to provide us with a possible explanation of the observed dark energy, and thus with a solution to the hierarchy problem.

gr-qc↗

arXiv2014

Critical fermion density for restoring spontaneously broken symmetry

We show how the phenomenon of spontaneous symmetry breakdown is affected by the presence of a sea of fermions in the system. When its density exceeds a critical value, the broken symmetry can be restored. We calculate the critical value and discuss the consequences for three different physical systems: First, for the standard model of particle physics, where the spontaneous symmetry breakdown leads nonzero masses of intermediate gauge bosons and fermions. The symmetry restoration will greatly enhance various processes with dramatic consequences for the early universe. Second, for the Gell-Mann--Lèvy $σ$-model of nuclear physics, where the symmetry breakdown gives rise to the nucleon and meson masses. The symmetry restoration may have important consequences for formation or collapse of stellar cores. Third, for the superconductive phase of condensed-matter, where the BCS condensate at low-temperature may be destroyed by a too large electron density.

physics.gen-ph↗

arXiv2013

Semiclassical Approach to the Physics of Smooth Superlattice Potentials in Graphene

Due to the chiral nature of the Dirac equation, overlying of an electrical superlattice (SL) can open new Dirac points on the Fermi-surface of the energy spectrum. These lead to novel low-excitation physical phenomena. A typical example for such a system is neutral graphene with a symmetrical unidirectional SL. We show here that in smooth SLs, a semiclassical approximation provides a good mathematical description for particles. Due to the one-dimensional nature of the unidirectional potential, a wavefunction description leads to a generalized Bohr-Sommerfeld quantization condition for the energy eigenvalues. In order to pave the way for the application of semiclassical methods to two dimensional SLs in general, we compare these energy eigenvalues with those obtained from numerical calculations, and with the results from a semiclassical Gutzwiller trace formula via the beam-splitting technique. Finally, we calculate ballistic conductivities in general point-symmetric unidirectional SLs with one electron and one hole region in the fundamental cell showing only Klein scattering of the semiclassical wavefunctions.

cond-mat.mes-hall↗

arXiv2013

Bohm Trajectories as Approximations to Properly Fluctuating Quantum Trajectories

We explain the approximate nature of particle trajectories in Bohm's quantum mechanics. They are streamlines of a superfluid in Madelung's reformulation of the Schrödinger wave function, around which the proper particle trajectories perform their quantum mechanical fluctuations to ensure Heisenberg's uncertainty relation between position and momentum.

quant-ph↗

arXiv2013

Fractional Effective Action at strong electromagnetic fields

In 1936, Weisskopf showed that for vanishing electric or magnetic fields the strong-field behavior of the one loop Euler-Heisenberg effective Lagrangian of quantum electro dynamics (QED) is logarithmic. Here we generalize this result for different limits of the Lorentz invariants $\vec{E}^2-\vec{B}^2$ and $\vec{B}\cdot\vec{E}$. The logarithmic dependence can be interpreted as a lowest-order manifestation of an anomalous power behavior of the effective Lagrangian of QED, with critical exponents $δ=e^2/(12π)$ for spinor QED, and $δ_S=δ/4$ for scalar QED.

hep-th↗

arXiv2013

Tricritical Point in Quantum Phase Transitions of the Coleman-Weinberg Model at Higgs Mass

The tricritical point, which separates first and second order phase transitions in three-dimensional superconductors, is studied in the four-dimensional Coleman-Weinberg model, and the similarities as well as the differences with respect to the three-dimensional result are exhibited. The position of the tricritical point in the Coleman-Weinberg model is derived and found to be in agreement with the Thomas-Fermi approximation in the three-dimensional Ginzburg-Landau theory. From this we deduce a special role of the tricritical point for the Standard Model Higgs sector in the scope of the latest experimental results, which suggests the unexpected relevance of tricritical behavior in the electroweak interactions.

hep-ph↗

arXiv2013

Vacuum pair-production in a classical electric field and an electromagnetic wave

Using semiclassical WKB-methods, we calculate the rate of electron-positron pair-production from the vacuum in the presence of two external fields, a strong (space- or time-dependent) classical field and a monochromatic electromagnetic wave. We discuss the possible medium effects on the rate in the presence of thermal electrons, bosons, and neutral plasma of electrons and protons at a given temperature and chemical potential. Using our rate formula, we calculate the rate enhancement due to a laser beam, and discuss the possibility that a significant enhancement may appear in a plasma of electrons and protons with self-focusing properties.

physics.plasm-ph↗

arXiv2012

Transport in Graphene superimposed by a moving Electrical Superlattice Potential

We calculate dc-conductivities of ballistic graphene undulated by a overlying moving unidirectional electrical superlattice (SL) potential whose SL-velocity is smaller than the electron velocity. We obtain no dependence of the conductivity on the velocity along the direction of the superlattice wavevector. In the orthogonal direction however, the dependence is strong on the velocity especially at voltages where a new Dirac point emerges for zero velocity. It is shown that the infinite graphene system can serve as an ideal motion detector at potentials where the first new Dirac point emerges. There the conductivity is zero at vanishing SL velocities and jumps to infinity when the SL starts moving. For finite systems at voltages where the number of new Dirac points is of the order of the ratio of the electron velocity by the SL-velocity, the modifications to the conductivity of a moving SL is at least of similar magnitude as the conductivity of the stagnant SL.

cond-mat.mes-hall↗

arXiv2012

Renyi's information transfer between financial time series

In this paper, we quantify the statistical coherence between financial time series by means of the Renyi entropy. With the help of Campbell's coding theorem we show that the Renyi entropy selectively emphasizes only certain sectors of the underlying empirical distribution while strongly suppressing others. This accentuation is controlled with Renyi's parameter q. To tackle the issue of the information flow between time series we formulate the concept of Renyi's transfer entropy as a measure of information that is transferred only between certain parts of underlying distributions. This is particularly pertinent in financial time series where the knowledge of marginal events such as spikes or sudden jumps is of a crucial importance. We apply the Renyian information flow to stock market time series from 11 world stock indices as sampled at a daily rate in the time period 02.01.1990 - 31.12.2009. Corresponding heat maps and net information flows are represented graphically. A detailed discussion of the transfer entropy between the DAX and S&P500 indices based on minute tick data gathered in the period from 02.04.2008 to 11.09.2009 is also provided. Our analysis shows that the bivariate information flow between world markets is strongly asymmetric with a distinct information surplus flowing from the Asia-Pacific region to both European and US markets. An important yet less dramatic excess of information also flows from Europe to the US. This is particularly clearly seen from a careful analysis of Renyi information flow between the DAX and S&P500 indices.

q-fin.ST↗

arXiv2011

Strong Enhancement of High Voltage Electronic Transport in Chiral Electrical Nanotube Superlattices

We consider metallic carbon nanotubes with an overlying unidirectional electrical chiral (wavevector out of the radial direction, where the axial direction is included) superlattice potential. We show that for superlattices with a wavevector close to the axial direction, the electron velocity assumes the same value as for nanotubes without superlattice. Due to an increased number of phonons with different momenta but lower electron-phonon scattering probabilities, we obtain a large enhancement of the high-voltage conductance and current sustainability in comparison with the nanotube without superlattice.

cond-mat.mes-hall↗

arXiv2011

The Purely Geometric Part of "Dark Matter" -- A Fresh Playground for "String Theory"

We argue that part of "dark matter" is not made of matter, but of the singular world-surfaces in the solutions of Einstein's vacuum field equation G_{μν}=0. Their Einstein-Hilbert action governs also their quantum fluctuation. It coincides with the action of closed bosonic "strings" in four spacetime dimensions, which appear here in a new physical context. Thus, part of dark matter is of a purely geometric nature, and its quantum physics is governed by the same string theory, whose massless spin-2 particles interact like the quanta of Einstein's theory.

gr-qc↗

arXiv2011

Smearing Formulas for Density Matrices

We report on the development of a systematic variational perturbation theory for the euclidean path integral representation of the density matrix based on new smearing formulas for harmonic correlation functions. As a first application, we present the lowest-order approximation for the radial distribution function of an electron in a hydrogen atom.

cond-mat.stat-mech↗