Non-Commutative Fock--Darwin System and Magnetic Field Limits

A Fock--Darwin system in noncommutative quantum mechanics is studied. By constructing Heisenberg algebra we obtain the levels on noncommutative space and noncommutative phase space, and give the corrections to the results in usual quantum mechanics. Moreover, to search the difference among the three spaces, the degeneracy is analysed by two ways, the valueof ω/ω_c and certain algebra realization (SU(2)and SU(1,1)), and some interesting properties in the magnetic field limit are exhibited, such as totally different degeneracy and magic number distribution for the given frequency or mass of a system in strong magnetic field.     

The area quantum and Snyder space

We show that in the Snyder space the area of the disc and of the sphere can be quantized. It is also shown that the area spectrum of the sphere can be related to the Bekenstein conjecture for the area spectrum of a black hole horizon.     

Experimental signature of entrance channel effect in heavy mass region via evaporation residue cross section and spin distribution measurements

Evaporation residue (ER) cross sections and gamma multiplicity distributions have been measured for ¹⁶O + ¹⁸⁴W and ¹⁹F + ¹⁸¹Ta systems in the excitation energy range of 50–90 MeV, leading to the same compound nucleus ²⁰⁰Pb^∗. Comparison of experimental results of both the systems shows that ER cross sections and moments of gamma multiplicity distribution of ¹⁶O + ¹⁸⁴W system are significantly higher than those of ¹⁹F + ¹⁸¹Ta system at higher excitation energies. Present measurements directly shows the experimental signature of entrance channel effect even with the systems which are not very different with respect to their entrance channel mass asymmetry. It is further demonstrated that the reduction in the ER cross section and moments of spin distribution for ¹⁹F + ¹⁸¹Ta system is mainly due to the suppression of fusion of higher l values.     

Localization at the energy threshold in non-commutative space

We study non-commutative quantum mechanics and exploit the non-commutative parameter as a scale for a scale symmetric system. The Hamiltonian in non-commutative space allows an unusual bound state at the threshold of the energy, E=0. The so(2,1) algebra for the system is also studied in non-commutative space.     

A new kind of representations on noncommutative phase space

We introduce new representations to formulate quantum mechanics on noncommutative phase space, in which both coordinate-coordinate and momentum-momentum are noncommutative. These representations explicitly display entanglement properties between degrees of freedom of different coordinate and momentum components. To show their potential applications, we derive explicit expressions of Wigner function and Wigner operator in the new representations, as well as solve exactly a two-dimensional harmonic oscillator on the noncommutative phase plane with both kinetic coupling and elastic coupling.     

Application of spectral methods for high-frequency financial data to quantifying states of market participants

Empirical analysis of the foreign exchange market is conducted based on methods to quantify similarities among multi-dimensional time series with spectral distances introduced in [A.-H. Sato, Physica A 382 (2007) 258-270]. As a result it is found that the similarities among currency pairs fluctuate with the rotation of the earth, and that the similarities among best quotation rates are associated with those among quotation frequencies. Furthermore, it is shown that the Jensen-Shannon spectral divergence is proportional to a mean of the Kullback-Leibler spectral distance both empirically and numerically. It is confirmed that these spectral distances are connected with distributions for behavioural parameters of the market participants from numerical simulation. This concludes that spectral distances of representative quantities of financial markets are related into diversification of behavioural parameters of the market participants.     

Double power laws in income and wealth distributions

Close examination of wealth distributions reveal the existence of two distinct power law regimes. The Pareto exponents of the super-rich, identified, for example in rich lists such as provided by Forbes, are smaller than the Pareto exponents obtained for top earners in income data sets. Our extension of the Slanina model of wealth is able to reproduce these double power law features.     

Time-varying Hurst exponent for US stock markets

In this work, the dynamical behavior of the US stock markets is characterized on the basis of the temporal variations of the Hurst exponent estimated with detrended fluctuation analysis (DFA) over moving windows for the historical Dow Jones (1928-2007) and the S&P-500 (1950-2007) daily indices. According to the results drawn: (i) the Hurst exponent displays an erratic dynamics with some episodes alternating low and high persistent behavior, (ii) the major breakthrough of the long-term trend of the scaling behavior occurred in 1972, at the end of the Bretton Woods system, when the Hurst exponent shifted form a positive to a negative long-term trend. Other effects, such as the 1987 crisis and the emergence of anti-correlated behavior in the recent two years, are also discussed.     

Gauge theory of the star product

The choice of a star product realization for non-commutative field theory can be regarded as a gauge choice in the space of all equivalent star products. With the goal of having a gauge invariant treatment, we develop tools, such as integration measures and covariant derivatives on this space. The covariant derivative can be expressed in terms of connections in the usual way giving rise to new degrees of freedom for non-commutative theories.