Linear spin-zero quantum fields in external gravitational and scalar fields

The quantum theory of both linear, and interacting fields on curved space-times is discussed. It is argued that generic curved space-time situations force the adoption of the algebraic approach to quantum field theory: and a suitable formalism is presented for handling an arbitrary quasi-free state in an arbitrary globally hyperbolic space-time.For the interacting case, these quasi-free states are taken as suitable starting points, in terms of which expectation values of field operator products may be calculated to arbitrary order in perturbation theory. The formal treatment of interacting fields in perturbation theory is reduced to a treatment of free quantum fields interacting with external sources.Central to the approach is the so-called two-current operator, which characterises the effect of external sources in terms of purely algebraic (i.e. representation free) properties of the source-free theory.The paper ends with a set of Feynman rules which seems particularly appropriate to curved space-times in that it takes care of those aspects of the problem which are specific to curved space-times (and independent of interaction). Heuristically, the scheme calculates in-in rather than in-out matrix elements. Renormalization problems are discussed but not treated.Work partly supported by the Schweizerische Nationalfonds     

On the strategic origin of Brownian motion in finance

This paper is concerned with the strategic use of a private information on the stock market. A repeated auction model is used to analyze the evolution of the price system on a market with asymmetric information.  The model turns out to be a zero-sum repeated game with one-sided information, as introduced by Aumann and Maschler.  The stochastic evolution of the price system can be explicitly computed in the n times repeated case. As n grows to ∞, this process tends to a continuous time martingale related to a Brownian Motion.  This paper provides in this way an endogenous justification for the appearance of Brownian Motion in Finance theory. Received: February 2002     

Asymptotic limit law for the close approach of two trajectories in expanding maps of the circle

Summary Given two pointsx, yS ¹ randomly chosen independently by a mixing absolutely continuous invariant measure of a piecewise expanding and smooth mapf of the circle, we consider for each >0 the point process obtained by recording the timesn>0 such that |f ⁿ (x)–f ⁿ (y)|. With the further assumption that the density of is bounded away from zero, we show that when tends to zero the above point process scaled by –1 converges in law to a marked Poisson point process with constant parameter measure. This parameter measure is given explicity by an average on the rate of expansion off.Partially supported by FAPESP grant number 90/3918-5     

The Dunford-Pettis Property for some Function Algebras in Several Complex Variables

The Dunford-Pettis property is shown to hold for the uniformalgebra A() and its dual for some standard domains , includingstrongly pseudoconvex bounded domains in Cⁿ, pseudoconvex boundeddomains of finite type in C², and bounded domains in C. Previouslythe result was known for the unit ball and unit polydisc inCⁿ. Techniques used involve Bourgain algebras, Hankel operators,properties of the Bergman kernel, quasi-metrics on the boundary,and -theory.     

Cyclic reduction and FACR methods for piecewise hermite bicubic orthogonal spline collocation

Cyclic reduction and Fourier analysis-cyclic reduction (FACR) methods are presented for the solution of the linear systems which arise when orthogonal spline collocation with piecewise Hermite bicubics is applied to boundary value problems for certain separable partial differential equations on a rectangle. On anN×N uniform partition, the cyclic reduction and Fourier analysis-cyclic reduction methods requireO(N ²log₂ N) andO(N ²log₂log₂ N) arithmetic operations, respectively.     

Anderson localization for one- and quasi-one-dimensional systems

We prove almost-sure exponential localization of all the eigenfunctions and nondegeneracy of the spectrum for random discrete Schrödinger operators on one- and quasi-one-dimensional lattices. This paper provides a much simpler proof of these results than previous approaches and extends to a much wider class of systems; we remark in particular that the singular continuous spectrum observed in some quasiperiodic systems disappears under arbitrarily small local perturbations of the potential. Our results allow us to prove that, e.g., for strong disorder, the smallest positive Lyapunov exponent of some products of random matrices does not vanish as the size of the matrices increases to infinity.