arXiv subjects
Publications and source records attributed to M. Montero.
A new general class of solutions of ungauged four-dimensional Supegravity, in one-to-one correspondence with spherically symmetric, static black-hole solutions and Lifshitz solutions with Hyperscaling violation (\emph{hvLif}) is studied. The causal structure of the space-time is then elucidated.
We provide a simple argument showing that, in the limit of infinite acceleration, the entanglement in a fermionic field bipartite system must be independent of the choice of Unruh modes. This implies that most tensor product structures used previously to compute field entanglement in relativistic quantum information cannot give rise to physical results.
We show that, contrarily to the claims in [K. Bradler, (2011), arXiv:1108.5553] (and arXiv:1201.1045), the reference [Phys. Rev. A 83, 062323 (2011)] is devoid of flaws or mistakes. We show that the criticism comes from a misunderstanding of part of our work. We also discuss the claims made in arXiv:1108.5553 about entanglement measures as a valid tool in relativistic quantum information.
We study families of fermionic field states in non-inertial frames which show no entanglement survival in the infinite acceleration limit. We generalise some recent results where some particular examples of such states where found. We analyse the abundance and characteristics of the states showing this behaviour and discuss its relation with the statistics of the field. We also consider the phenomenon beyond the single mode approximation.
We generalise the study of fermionic and bosonic entanglement in non-inertial frames to fields of arbitrary spin and beyond the single mode approximation. After the general analysis we particularise for two interesting cases: entanglement between an inertial and an accelerated observer for massless fields of spin 1 (electromagnetic) and 3/2 (Rarita-Schwinger). We show that in the limit of infinite acceleration, no significant differences appear between the different spin fields for the states considered.
We show that the Unruh effect can create net quantum entanglement between inertial and accelerated observers depending on the choice of the inertial state. This striking result banishes the extended belief that the Unruh effect can only destroy entanglement and furthermore provides a new and unexpected source for finding experimental evidence of the Unruh and Hawking effects.
We analyse an ambiguity in previous works on entanglement of fermionic fields in non-inertial frames. This ambiguity, related to the anticommutation properties of field operators, leads to non-unique results when computing entanglement measures for the same state. We show that the ambiguity disappears when we introduce detectors, which are in any case necessary as a means to probe the field entanglement.
We adapt continuous time random walk (CTRW) formalism to describe asset price evolution and discuss some of the problems that can be treated using this approach. We basically focus on two aspects: (i) the derivation of the price distribution from high-frequency data, and (ii) the inverse problem, obtaining information on the market microstructure as reflected by high-frequency data knowing only the daily volatility. We apply the formalism to financial data to show that the CTRW offers alternative tools to deal with several complex issues of financial markets.
Options financial instruments designed to protect investors from the stock market randomness. In 1973, Fisher Black, Myron Scholes and Robert Merton proposed a very popular option pricing method using stochastic differential equations within the Ito interpretation. Herein, we derive the Black-Scholes equation for the option price using the Stratonovich calculus along with a comprehensive review, aimed to physicists, of the classical option pricing method based on the Ito calculus. We show, as can be expected, that the Black-Scholes equation is independent of the interpretation chosen. We nonetheless point out the many subtleties underlying Black-Scholes option pricing method.