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Petr Jizba

Publications and source records attributed to Petr Jizba.

At least 73 records · Page 4Linked to original sources

Uncertainty Relation on World Crystal and its Applications to Micro Black Holes

We formulate generalized uncertainty relations in a crystal-like universe whose lattice spacing is of the order of Planck length -- "world crystal". In the particular case when energies lie near the border of the Brillouin zone, i.e., for Planckian energies, the uncertainty relation for position and momenta does not pose any lower bound on involved uncertainties. We apply our results to micro black holes physics, where we derive a new mass-temperature relation for Schwarzschild micro black holes. In contrast to standard results based on Heisenberg and stringy uncertainty relations, our mass-temperature formula predicts both a finite Hawking's temperature and a zero rest-mass remnant at the end of the micro black hole evaporation. We also briefly mention some connections of the world crystal paradigm with 't Hooft's quantization and double special relativity.

hep-th↗

Can quantum mechanics be an emergent phenomenon?

We raise the issue whether conventional quantum mechanics, which is not a hidden variable theory in the usual Jauch-Piron's sense, might nevertheless be a hidden variable theory in the sense recently conjectured by G. 't Hooft in his pre-quantization scheme. We find that quantum mechanics might indeed have a fully deterministic underpinning by showing that Born's rule naturally emerges (i.e., it is not postulated) when 't Hooft's Hamiltonian for be-ables is combined with the Koopmann - von Neumann operatorial formulation of classical physics.

quant-ph↗

Superpositions of Probability Distributions

Probability distributions which can be obtained from superpositions of Gaussian distributions of different variances v = σ^2 play a favored role in quantum theory and financial markets. Such superpositions need not necessarily obey the Chapman-Kolmogorov semigroup relation for Markovian processes because they may introduce memory effects. We derive the general form of the smearing distributions in v which do not destroy the semigroup property. The smearing technique has two immediate applications. It permits simplifying the system of Kramers-Moyal equations for smeared and unsmeared conditional probabilities, and can be conveniently implemented in the path integral calculus. In many cases, the superposition of path integrals can be evaluated much easier than the initial path integral. Three simple examples are presented, and it is shown how the technique is extended to quantum mechanics.

cond-mat.other↗

Smearing Distributions and their use in Financial Markets

It is shown that superpositions of path integrals with arbitrary Hamiltonians and different scaling parameters v ("variances") obey the Chapman-Kolmogorov relation for Markovian processes if and only if the corresponding smearing distributions for v have a specific functional form. Ensuing "smearing" distributions substantially simplify the coupled system of Fokker-Planck equations for smeared and un-smeared conditional probabilities. Simple application in financial models with stochastic volatility is presented.

q-fin.ST↗

Perturbation Expansion for Option Pricing with Stochastic Volatility

We fit the volatility fluctuations of the S&P 500 index well by a Chi distribution, and the distribution of log-returns by a corresponding superposition of Gaussian distributions. The Fourier transform of this is, remarkably, of the Tsallis type. An option pricing formula is derived from the same superposition of Black-Scholes expressions. An explicit analytic formula is deduced from a perturbation expansion around a Black-Scholes formula with the mean volatility. The expansion has two parts. The first takes into account the non-Gaussian character of the stock-fluctuations and is organized by powers of the excess kurtosis, the second is contract based, and is organized by the moments of moneyness of the option. With this expansion we show that for the Dow Jones Euro Stoxx 50 option data, a Delta-hedging strategy is close to being optimal.

q-fin.PR↗

Towards information theory for q-nonextensive statistics without q-deformed distributions

In this paper we extend our recent results [Physica A340 (2004)110] on q-nonextensive statistics with non-Tsallis entropies. In particular, we combine an axiomatics of Renyi with the q-deformed version of Khinchin axioms to obtain the entropy which accounts both for systems with embedded self-similarity and q-nonextensivity. We find that this entropy can be uniquely solved in terms of a one-parameter family of information measures. The corresponding entropy maximizer is expressible via a special function known under the name of the Lambert W-function. We analyze the corresponding "high" and "low-temperature" asymptotics and make some remarks on the possible applications.

cond-mat.stat-mech↗

Path Integral Approach to 't Hooft's Derivation of Quantum from Classical Physics

We present a path-integral formulation of 't Hooft's derivation of quantum from classical physics. The crucial ingredient of this formulation is Gozzi et al.'s supersymmetric path integral of classical mechanics. We quantize explicitly two simple classical systems: the planar mathematical pendulum and the Roessler dynamical system.

quant-ph↗

't Hooft's quantum determinism -- path integral viewpoint

We present a path integral formulation of 't Hooft's derivation of quantum from classical physics. Our approach is based on two concepts: Faddeev-Jackiw's treatment of constrained systems and Gozzi's path integral formulation of classical mechanics. This treatment is compared with our earlier one [quant-ph/0409021] based on Dirac-Bergmann's method.

quant-ph↗

The world according to Renyi: Thermodynamics of multifractal systems

We discuss basic statistical properties of systems with multifractal structure. This is possible by extending the notion of the usual Gibbs--Shannon entropy into more general framework - Renyi's information entropy. We address the renormalization issue for Renyi's entropy on (multi)fractal sets and consequently show how Renyi's parameter is connected with multifractal singularity spectrum. The maximal entropy approach then provides a passage between Renyi's information entropy and thermodynamics on multifractals. Important issues as, for instance, Renyi's entropy versus Tsallis--Havrda--Charvat entropy and PDF reconstruction theorem are also studied. Finally, some further speculations on a possible relevance of our approach to cosmology are discussed.

cond-mat.stat-mech↗

On observability of Renyi's entropy

Despite recent claims we argue that Renyi's entropy is an observable quantity. It is shown that, contrary to popular belief, the reported domain of instability for Renyi entropies has zero measure (Bhattacharyya measure). In addition, we show the instabilities can be easily emended by introducing a coarse graining into an actual measurement. We also clear up doubts regarding the observability of Renyi's entropy in (multi--)fractal systems and in systems with absolutely continuous PDF's.

cond-mat.stat-mech↗

Generalized statistics: yet another generalization

We provide a unifying axiomatics for Renyi's entropy and non-extensive entropy of Tsallis. It is shown that the resulting entropy coincides with Csiszar's measure of directed divergence known from communication theory.

cond-mat.stat-mech↗

Information theory and generalized statistics

We present a discussion of generalized statistics based on Renyi's, Fisher's and Tsallis's measures of information. The unifying conceptual framework which we employ here is provided by information theory. Important applications of generalized statistics to systems with (multi-)fractal structure are examined.

cond-mat.stat-mech↗

Topological defects as inhomogeneous condensates in Quantum Field Theory: Kinks in (1+1) dimensional $\la ψ^4$ theory

We study topological defects as inhomogeneous (localized) condensates of particles in Quantum Field Theory. In the framework of the Closed-Time-Path formalism, we consider explicitly a $(1+1)$ dimensional $\la ψ^4$ model and construct the Heisenberg picture field operator $ψ$ in the presence of kinks. We show how the classical kink solutions emerge from the vacuum expectation value of such an operator in the Born approximation and/or $\la \to 0$ limit. The presented method is general in the sense that applies also to the case of finite temperature and to non-equilibrium; it also allows for the determination of Green's functions in the presence of topological defects. We discuss the classical kink solutions at $T\neq 0$ in the high temperature limit. We conclude with some speculations on the possible relevance of our method for the description of the defect formation during symmetry-breaking phase transitions.

hep-th↗

The world according to Renyi: thermodynamics of fractal systems

We discuss a basic thermodynamic properties of systems with multifractal structure. This is possible by extending the notion of Gibbs-Shannon's entropy into more general framework - Renyi's information entropy. We show a connection of Renyi's parameter q with the multifractal singularity spectrum f(α) and clarify a relationship with the Tsallis-Havrda-Charvat entropy. Finally, we generalize Hagedorn's statistical theory and apply it to high-energy particle collisions.

cond-mat.stat-mech↗

Bateman's dual system revisited: I. Quantization, geometric phase and relation with the ground-state energy of the linear harmonic oscillator

By using the Feynman-Hibbs prescription for the evolution amplitude, we quantize the system of a damped harmonic oscillator coupled to its time-reversed image, known as Bateman's dual system. The time-dependent quantum states of such a system are constructed and discussed entirely in the framework of the classical theory. The corresponding geometric (Pancharatnam) phase is calculated and found to be directly related to the ground-state energy of the 1D linear harmonic oscillator to which the 2D system reduces under appropriate constraint.

quant-ph↗

Currents and charges for mixed fields

We present an analysis of currents and charges for a system of two mixed fields, both for spinless bosons and for Dirac fermions. This allows us to obtain in a straightforward way the exact field theoretical oscillation formulas exhibiting corrections with respect to the usual ones derived in quantum mechanics.

hep-th↗

Dissipation and quantization

We show that the dissipation term in the Hamiltonian for a couple of classical damped-amplified oscillators manifests itself as a geometric phase and is actually responsible for the appearance of the zero point energy in the quantum spectrum of the 1D linear harmonic oscillator. We also discuss the thermodynamical features of the system. Our work has been inspired by 't Hooft proposal according to which information loss in certain classical systems may lead to ``an apparent quantization of the orbits which resembles the quantum structure seen in the real world".

hep-th↗