Gravity dual for Reggeon field theory and nonlinear quantum finance

DOI10.1142/S0217751X09047594MaRDI QIDQ3553602zbMATH OpenFDO

Authors Yu Nakayama

Publication date 21 April 2010

Published in International Journal of Modern Physics A (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0906.4112

zbMATH Keywords

Reggeon field theoryquantum financenonrelativistic AdS/CFT

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Nuclear physics (81V35) String and superstring theories; other extended objects (e.g., branes) in quantum field theory (81T30)

Abstract: We study scale invariant but not necessarily conformal invariant deformations of non-relativistic conformal field theories from the dual gravity viewpoint. We present the corresponding metric that solves the Einstein equation coupled with a massive vector field. We find that, within the class of metric we study, when we assume the Galilean invariance, the scale invariant deformation always preserves the non-relativistic conformal invariance. We discuss applications to scaling regime of Reggeon field theory and non-linear quantum finance. These theories possess scale invariance but may or may not break the conformal invariance, depending on the underlying symmetry assumptions.

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Cites work

• Are galaxy distributions scale invariant? A perspective from dynamical systems theory
• Gravity duals for nonrelativistic conformal field theories
• Lowest weight representations of the Schrödinger algebra and generalized heat/Schrödinger equations
• Schrödinger invariance and strongly anisotropic critical systems
• Supersymmetric field theories and stochastic differential equations
• The pricing of options and corporate liabilities

Cited in

(9)

• On Newton-Cartan trace anomalies
• Gravity dual for a model of perception
• Scale invariance vs conformal invariance from holography
• Exact four-point function and OPE for an interacting quantum field theory with space/time anisotropic scale invariance
• Volatility smile as relativistic effect
• Universal time-dependent deformations of Schrödinger geometry
• Reggeon exchange from gauge/gravity duality
• Renormalization of Galilean electrodynamics
• Nonrelativistic holography -- a group-theoretical perspective

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