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Johann Gil

Publications and source records attributed to Johann Gil.

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Nonlocal correlations for bosonic fields in black hole quantum atmosphere

Recent theoretical studies propose that Hawking radiation may not emerge strictly at the event horizon but rather from the spatially extended region surrounding a black hole, commonly referred to as the quantum atmosphere. In this work, we explore how this concept influences nonlocal quantum correlations in a bosonic bipartite system located at certain distance from a Schwarzschild black hole. By employing the measurement-induced nonlocality (MIN), as a quantifier of quantum correlations, we analyze the response of bosonic fields to the thermal and geometric characteristics associated with the Hartle-Hawking vacuum. In this manner, we extend previous studies that primarily focused on the fermionic systems. Our results reveal that, when quantum atmosphere is taken into account, the behavior of MIN departs from its conventional near-horizon profile. In particular, bosonic nonlocal correlations are found to exhibit a pronounced degradation at a finite radial distance from the event horizon and to ultimately vanish as scaled distance increases further. To some extent this behavior contrasts with the previously considered fermionic case, indicating that bosonic fields provide potentially stronger response to the quantum atmosphere.

quant-ph

Entropic signatures of market response under concentrated policy communication

The first 100 days of Donald Trump second presidential term (January 20th - April 30th, 2025) featured policy actions with potential market repercussions, constituting a well-suited case study of a concentrated policy scenario. Here, we provide a first look at this period, rooted in the information theory, by analyzing major stock indices across the Americas, Europe as well as Asia and Oceania. Our approach jointly examines dispersion (standard deviation) and information complexity (entropy), but also employs a sliding window cumulative entropy to localize extreme events. We find a notable decoupling between the first two measures, indicating that entropy is not merely a proxy for amplitude but reflects the diversity of populated outcomes. As such, they allow us to capture both market volatility and narrative constraints, signaling large and coherent moves driven by policy changes. In turn, the cumulative entropy is found to notably increase during regional episodes with high information density, providing effective signatures of such events. We argue that the obtained results indicate short-term globally coupled, yet regionally modulated, market impacts with clear connection to introduced policies. In what follows, the presented entropic framework emerges as an efficient complement to standard methods for characterizing markets under turbulent conditions, with potential to enhance forecasting strategies such as the stochastic modeling.

q-fin.ST