arXiv subjects

J. Jurkiewicz

Publications and source records attributed to J. Jurkiewicz.

At least 73 records · Page 4Linked to original sources

arXiv2001

A non-perturbative Lorentzian path integral for gravity

A well-defined regularized path integral for Lorentzian quantum gravity in three and four dimensions is constructed, given in terms of a sum over dynamically triangulated causal space-times. Each Lorentzian geometry and its associated action have a unique Wick rotation to the Euclidean sector. All space-time histories possess a distinguished notion of a discrete proper time. For finite lattice volume, the associated transfer matrix is self-adjoint and bounded. The reflection positivity of the model ensures the existence of a well-defined Hamiltonian. The degenerate geometric phases found previously in dynamically triangulated Euclidean gravity are not present. The phase structure of the new Lorentzian quantum gravity model can be readily investigated by both analytic and numerical methods.

hep-th↗

arXiv2001

Free Random Levy Variables and Financial Probabilities

We suggest that Free Random Variables, represented here by large random matrices with spectral Levy disorder, may be relevant for several problems related to the modeling of financial systems. In particular, we consider a financial covariance matrix composed of asymmetric and free random Levy matrices. We derive an algebraic equation for the resolvent and solve it to extract the spectral density. The free eigenvalue spectrum is in remarkable agreement with the one obtained from the covariance matrix of the SP500 financial market.

cond-mat↗

arXiv2001

Levy Matrices and Financial Covariances

In a given market, financial covariances capture the intra-stock correlations and can be used to address statistically the bulk nature of the market as a complex system. We provide a statistical analysis of three SP500 covariances with evidence for raw tail distributions. We study the stability of these tails against reshuffling for the SP500 data and show that the covariance with the strongest tails is robust, with a spectral density in remarkable agreement with random Levy matrix theory. We study the inverse participation ratio for the three covariances. The strong localization observed at both ends of the spectral density is analogous to the localization exhibited in the random Levy matrix ensemble. We discuss two competitive mechanisms responsible for the occurrence of an extensive and delocalized eigenvalue at the edge of the spectrum: (a) the Levy character of the entries of the correlation matrix and (b) a sort of off-diagonal order induced by underlying inter-stock correlations. (b) can be destroyed by reshuffling, while (a) cannot. We show that the stocks with the largest scattering are the least susceptible to correlations, and likely candidates for the localized states. We introduce a simple model for price fluctuations which captures behavior of the SP500 covariances. It may be of importance for assets diversification.

cond-mat↗

arXiv2001

Free Levy Matrices and Financial Correlations

We consider a covariance matrix composed of asymmetric and free random Levy matrices. We use the results of free random variables to derive an algebraic equation for the resolvent and solve it to extract the spectral density. For an appropriate choice of asymmetry and Levy index ($α/2=3/4$) the free eigenvalue spectrum is in remarkable agreement with the one obtained from the covariance matrix of the SP500 financial market. Our results are of interest to a number of stochastic systems with power law noise.

cond-mat↗

arXiv2001

Wealth Condensation in Pareto Macro-Economies

We discuss a Pareto macro-economy (a) in a closed system with fixed total wealth and (b) in an open system with average mean wealth and compare our results to a similar analysis in a super-open system (c) with unbounded wealth. Wealth condensation takes place in the social phase for closed and open economies, while it occurs in the liberal phase for super-open economies. In the first two cases, the condensation is related to a mechanism known from the balls-in-boxes model, while in the last case to the non-integrable tails of the Pareto distribution. For a closed macro-economy in the social phase, we point to the emergence of a ``corruption'' phenomenon: a sizeable fraction of the total wealth is always amassed by a single individual.

cond-mat.stat-mech↗

arXiv2000

Free Random Levy Matrices

Using the theory of free random variables (FRV) and the Coulomb gas analogy, we construct stable random matrix ensembles that are random matrix generalizations of the classical one-dimensional stable Lévy distributions. We show that the resolvents for the corresponding matrices obey transcendental equations in the large size limit. We solve these equations in a number of cases, and show that the eigenvalue distributions exhibit Lévy tails. For the analytically known Lévy measures we explicitly construct the density of states using the method of orthogonal polynomials. We show that the Lévy tail-distributions are characterized by a novel form of microscopic universality.

cond-mat.mes-hall↗

arXiv2000

Computer Simulations of 3d Lorentzian Quantum Gravity

We investigate the phase diagram of non-perturbative three-dimensional Lorentzian quantum gravity with the help of Monte Carlo simulations. The system has a first-order phase transition at a critical value $k_0^c$ of the bare inverse gravitational coupling constant $k_0$. For $k_0 > k_0^c$ the system reduces to a product of uncorrelated Euclidean 2d gravity models and has no intrinsic interest as a model of 3d gravity. For $k_0 < k_0^c$, extended three-dimensional geometries dominate the functional integral despite the fact that we perform a sum over geometries and no particular background is distinguished at the outset. Furthermore, all systems with $k_0 < k_0^c$ have the same continuum limit. A different choice of $k_0$ corresponds merely to a redefinition of the overall length scale.

hep-lat↗

arXiv2000

Lorentzian and Euclidean Quantum Gravity - Analytical and Numerical Results

We review some recent attempts to extract information about the nature of quantum gravity, with and without matter, by quantum field theoretical methods. More specifically, we work within a covariant lattice approach where the individual space-time geometries are constructed from fundamental simplicial building blocks, and the path integral over geometries is approximated by summing over a class of piece-wise linear geometries. This method of ``dynamical triangulations'' is very powerful in 2d, where the regularized theory can be solved explicitly, and gives us more insights into the quantum nature of 2d space-time than continuum methods are presently able to provide. It also allows us to establish an explicit relation between the Lorentzian- and Euclidean-signature quantum theories. Analogous regularized gravitational models can be set up in higher dimensions. Some analytic tools exist to study their state sums, but, unlike in 2d, no complete analytic solutions have yet been constructed. However, a great advantage of our approach is the fact that it is well-suited for numerical simulations. In the second part of this review we describe the relevant Monte Carlo techniques, as well as some of the physical results that have been obtained from the simulations of Euclidean gravity. We also explain why the Lorentzian version of dynamical triangulations is a promising candidate for a non-perturbative theory of quantum gravity.

hep-th↗

arXiv1999

Connected Correlators in Random Geometries

We analyze correlation functions in a toy model of a random geometry interacting with matter. We show that in general the connected correlator will contain a long-range scaling part which is in some sense a remnant of the disconnected part. This result supports the previously conjectured general form of correlation functions. We discuss the interplay between matter and geometry and the role of the symmetry in the matter sector.

hep-lat↗

arXiv1999

Abelian gauge fields coupled to simplicial quantum gravity

We study the coupling of Abelian gauge theories to four-dimensional simplicial quantum gravity. The gauge fields live on dual links. This is the correct formulation if we want to compare the effect of gauge fields on geometry with similar effects studied so far for scalar fields. It shows that gauge fields couple equally weakly to geometry as scalar fields, and it offers an understanding of the relation between measure factors and Abelian gauge fields observed so-far.

hep-lat↗

arXiv1999

Fermions on random lattices

We put fermions and define the Dirac operator and spin structures on a randomly triangulated 2d manifold.

hep-lat↗

arXiv1999

Wilson Fermions on a Randomly Triangulated Manifold

A general method of constructing the Dirac operator for a randomly triangulated manifold is proposed. The fermion field and the spin connection live, respectively, on the nodes and on the links of the corresponding dual graph. The construction is carried out explicitly in 2-d, on an arbitrary orientable manifold without boundary. It can be easily converted into a computer code. The equivalence, on a sphere, of Majorana fermions and Ising spins in 2-d is rederived. The method can, in principle, be extended to higher dimensions.

hep-lat↗

arXiv1998

Connected Correlators in Quantum Gravity

We discuss the concept of connected, reparameterization invariant matter correlators in quantum gravity. We analyze the effect of discretization in two solvable cases: branched polymers and two-dimensional simplicial gravity. In both cases the naively defined connected correlators for a fixed volume display an anomalous behavior, which could be interpreted as a long-range order. We suggest that this is in fact only a highly non-trivial finite-size effect and propose an improved definition of the connected correlator, which reduces the effect. Using this definition we illustrate the appearance of a long-range spin order in the Ising model on a two-dimensional random lattice in an external magnetic field $H$, when $H \to 0$ and $β=β_C$.

hep-lat↗

arXiv1998

The Concept of Time in 2D Quantum Gravity

We show that the ``time'' t_s defined via spin clusters in the Ising model coupled to 2d gravity leads to a fractal dimension d_h(s) = 6 of space-time at the critical point, as advocated by Ishibashi and Kawai. In the unmagnetized phase, however, this definition of Hausdorff dimension breaks down. Numerical measurements are consistent with these results. The same definition leads to d_h(s)=16 at the critical point when applied to flat space. The fractal dimension d_h(s) is in disagreement with both analytical prediction and numerical determination of the fractal dimension d_h(g), which is based on the use of the geodesic distance t_g as ``proper time''. There seems to be no simple relation of the kind t_s = t_g^{d_h(g)/d_h(s)}, as expected by dimensional reasons.

hep-th↗

arXiv1997

Correlation functions and critical behaviour on fluctuating geometries

We study the two-point correlation function in the model of branched polymers and its relation to the critical behaviour of the model. We show that the correlation function has a universal scaling form in the generic phase with the only scale given by the size of the polymer. We show that the origin of the singularity of the free energy at the critical point is different from that in the standard statistical models. The transition is related to the change of the dimensionality of the system.

hep-lat↗

arXiv1996

Branched Polymers with Loops

We propose a classification of critical behaviours of branched polymers for arbitrary topology. We show that in an appropriately defined double scaling limit the singular part of the partition function is universal. We calculate this partition function exactly in the generic case and perturbatively otherwise. In the discussion section we comment on the relation between branched polymer theory and Euclidean quantum gravity.

hep-th↗

arXiv1996

Universality in the Critical Behavior of the Correlation Functions in 2d Simplicial Gravity

The analogue of the loop-loop correlation function in 2d gravity for the planar connected $ϕ^3$ diagrams is calculated. It is shown that although the discretized formulas are different the scaling limit is the same as for the loop-loop correlation function. The derivation may serve as an alternative definition of the volume-volume correlator of Euclidean quantum gravity in $2d$.

hep-lat↗

arXiv1995

On the fractal structure of two-dimensional quantum gravity

We provide evidence that the Hausdorff dimension is 4 and the spectral dimension is 2 for two-dimensional quantum gravity coupled the matter with a central charge $c \leq 1$. For $c > 1$ the Hausdorff dimension and the spectral dimension monotonously decreases to 2 and 1, respectively.

hep-lat↗