Momentum Variables Research Articles

Asset Price Momentum and Monetary Policy: Time Varying Parameter Estimation of Taylor Rules

In this paper we consider two new independent variables as inputs to the Taylor Rule. These are the equity and housing momentum variables and are introduced to investigate the potential usefulness of these two variables in guiding the Fed to lean against potential bubbles. Such effectiveness cannot adequately be evaluated if the Taylor Rule estimation follows the standard regression methodology that has been criticized in the literature to be econometrically incorrect. Using a time varying parameter estimation methodology we find that equity momentum as an input in the Taylor Rule does not contribute to changes in Fed Funds. However, the housing momentum plays an important role econometrically and can be a useful tool in setting Fed Funds rates.

OBSERVER INVARIANCE OF THE COLLAPSE POSTULATE OF QUANTUM MECHANICS

We analyze the wave function collapse as seen by two distinct observers (with identical detectors) in relative motion. Imposing that the measurement process demands information transfer from the system to the detectors, we note that although different observers will acquire different amount of information from their measurements due to correlations between spin and momentum variables, all of them will agree about the orthogonality of the outcomes, as defined by their own reference frame. So, in this sense, such a quantum mechanical postulate is observer invariant, however the effective efficiency of the measurement process differs for each observer.

Experimental observation of quantum correlations in modular variables

We experimentally detect entanglement in modular position and momentum variables of photon pairs which have passed through $D$-slit apertures. We first employ an entanglement criteria recently proposed in [Phys. Rev. Lett. {\bf 106}, 210501 (2011)], using variances of the modular variables. We then propose an entanglement witness for modular variables based on the Shannon entropy, and test it experimentally. Finally, we derive criteria for Einstein-Podolsky-Rosen-Steering correlations using variances and entropy functions. In both cases, the entropic criteria are more successful at identifying quantum correlations in our data.

Quantum tomography in position and momentum space

We introduce a method of quantum tomography for a continuous variable system in position and momentum space. We consider a single two-level probe interacting with a quantum harmonic oscillator by means of a class of Hamiltonians, linear in position and momentum variables, during a tunable time span. We study two cases: the reconstruction of the wavefunctions of pure states and the direct measurement of the density matrix of mixed states. We show that our method can be applied to several physical systems where high quantum control can be experimentally achieved.

Wigner distribution function for a harmonically trapped gas of ideal fermions and bosons at arbitrary temperature and dimensionality

We present a new, simple closed form expression for the exact Wigner function of an ideal gas of harmonically trapped fermions or bosons at arbitrary temperature and dimensionality. One of the primary advantages of our expression is that it provides a clean separation of the spatial and momentum variables, which can significantly simplify analytical calculations involving the Wigner function. Our analysis is based on the explicit Fourier transform of the exact first-order density matrix, which affords an exceedingly simple derivation of the Wigner function. We demonstrate the utility of our approach by presenting several analytical results which may be trivially derived from the Wigner function, but otherwise require more involved calculations. We also examine the temperature and dimensionality dependence of the Fermi Wigner function in detail, thereby pointing out some subtle issues regarding the applicability of the Thomas–Fermi approximation to the Wigner function in the limit of a ‘macroscopic’ number of particles, and finite-temperatures.

Symmetries of finite Heisenberg groups for multipartite systems

A composite quantum system comprising a finite number k of subsystems which are described with position and momentum variables in , i = 1, …, k, is considered. Its Hilbert space is given by a k-fold tensor product of Hilbert spaces of dimensions n1, …, nk. The symmetry group of the respective finite Heisenberg group is given by the quotient group of certain normalizer. This paper extends our previous investigation of bipartite quantum systems to arbitrary multipartite systems of the above type. It provides detailed description of the normalizers and the corresponding symmetry groups. The new class of symmetry groups represents a very specific generalization of symplectic groups over modular rings. As an application, a new proof of existence of the maximal set of mutually unbiased bases in Hilbert spaces of prime power dimensions is provided.

-Broadening and production processes versus dipole/quadrupole amplitudes at next-to-leading order

Through the systematic inspection of graphs in the framework of lightcone perturbation theory, we demonstrate that an identity between the evolution of p ⊥ -broadening amplitudes with the energy and the evolution of forward scattering amplitudes of color dipoles off nuclei holds at next-to-leading order accuracy. In the general case, the relation is not a graph-by-graph correspondence, neither does it hold strictly speaking for definite values of the momenta: Instead, it relates classes of graphs of similar topologies, and in some cases, the matching requires an analytical continuation in the appropriate longitudinal momentum variable. We check that the same kind of relation is also true at next-to-leading order between amplitudes for the production of dijets and quadrupole forward amplitudes.

Boundary element dynamical energy analysis: A versatile method for solving two or three dimensional wave problems in the high frequency limit

Dynamical energy analysis was recently introduced as a new method for determining the distribution of mechanical and acoustic wave energy in complex built up structures. The technique interpolates between standard statistical energy analysis and full ray tracing, containing both of these methods as limiting cases. As such the applicability of the method is wide ranging and additionally includes the numerical modelling of problems in optics and more generally of linear wave problems in electromagnetics. In this work we consider a new approach to the method with enhanced versatility, enabling three-dimensional problems to be handled in a straightforward manner. The main challenge is the high dimensionality of the problem: we determine the wave energy density both as a function of the spatial coordinate and momentum (or direction) space. The momentum variables are expressed in separable (polar) coordinates facilitating the use of products of univariate basis expansions. However this is not the case for the spatial argument and so we propose to make use of automated mesh generating routines to both localise the approximation, allowing quadrature costs to be kept moderate, and give versatility in the code for different geometric configurations.

Semiclassical perturbation theory for diffraction in heavy atom surface scattering

The semiclassical perturbation theory formalism of Hubbard and Miller [J. Chem. Phys. 78, 1801 (1983)] for atom surface scattering is used to explore the possibility of observation of heavy atom diffractive scattering. In the limit of vanishing ℏ the semiclassical theory is shown to reduce to the classical perturbation theory. The quantum diffraction pattern is sensitive to the characteristics of the beam of incoming particles. Necessary conditions for observation of quantum diffraction are derived for the angular width of the incoming beam. An analytic expression for the angular distribution as a function of the angular and momentum variance of the incoming beam is obtained. We show both analytically and through some numerical results that increasing the angular width of the incident beam leads to decoherence of the quantum diffraction peaks and one approaches the classical limit. However, the incoherence of the beam in the parallel direction does not destroy the diffraction pattern. We consider the specific example of Ar atoms scattered from a rigid LiF(100) surface.

Coherent quantum states from classical oscillator amplitudes

In the first days of quantum mechanics Dirac pointed out an analogy between the time-dependent coefficients of an expansion of the Schr\"odinger equation and the classical position and momentum variables solving Hamilton's equations. Here it is shown that the analogy can be made an equivalence in that, in principle, systems of classical oscillators can be constructed whose position and momenta variables form time-dependent amplitudes which are identical to the complex quantum amplitudes of the coupled wavefunction of an N-level quantum system with real coupling matrix elements. Hence classical motion can reproduce quantum coherence.

Threshold resummation in SCET vs. perturbative QCD: An analytic comparison

We compare threshold resummation in QCD, as performed using soft-collinear effective theory (SCET) in the Becher–Neubert approach, to the standard perturbative QCD formalism based on factorization and resummation of Mellin moments of partonic cross-sections. We consider various forms of the SCET result, which correspond to different choices of the soft scale μs that characterizes this approach. We derive a master formula that relates the SCET resummation to the QCD result for any choice of μs. We then use it first, to show that if SCET resummation is performed in N-Mellin moment space by suitable choice of μs it is equivalent to the standard perturbative approach. Next, we show that if SCET resummation is performed by choosing for μs a partonic momentum variable, the perturbative result for partonic resummed cross-sections is again reproduced, but, like its standard perturbative counterpart, it is beset by divergent behaviour at the endpoint. Finally, using the master formula we show that when μs is chosen as a hadronic momentum variable the SCET and standard approach are related through a multiplicative (convolutive) factor, which contains the dependence on the Landau pole and associated divergence. This factor depends on the luminosity in a non-universal way; it lowers by one power of log the accuracy of the resummed result, but it is otherwise subleading if one assumes the luminosity not to contain logarithmically-enhanced terms. Therefore, the SCET approach can be turned into a prescription to remove the Landau pole from the perturbative result, but the price to pay for this is the reduction by one logarithmic power of the accuracy at each order and the need to make assumptions on the parton luminosity.

Galactic angular momenta and angular momentum couplings in the large-scale structure

In this paper, we revisit the aquisition of angular momentum of galaxies by tidal shearing and compute the angular momentum variance sigma_L^2 as well as the angular momentum correlation function C_L(r) from a peak-restricted Gaussian random process. This stochastic process describing the initial conditions treats both the tidal shear as well as the inertia as dynamical fields and explicitly accounts for the discreteness of the inertia field. We describe the way in which the correlations in angular momentum result from an interplay of long-ranged correlations in the tidal shear, and short ranged correlations in the inertia field and which reflects the correlation between the eigensystems of these two symmetric tensors. We propose a new form of the angular momentum correlation function which is able to distinguish between parallel and antiparallel alignment of angular momentum vectors, and comment on implications of intrinsic alignments for weak lensing measurements. We confirm the scaling L/M propto. M^{2/3} and find the angular momentum distribution of Milky Way-sized haloes to be correlated on scales of ~1 Mpc/h. The correlation function can be well fitted by an empirical relation of the form C_L(r) propto. exp(-[r/r_0]^beta).

Symmetries of finite Heisenberg groups for κ-partite systems

Symmetries of finite Heisenberg groups represent an important tool for the study of deeper structure of finite-dimensional quantum mechanics. This short contribution presents extension of previous investigations to composite quantum systems comprised of k subsystems which are described with position and momentum variables in ℤni, i = 1,…, κ. Their Hilbert spaces are given by κ-fold tensor products of Hilbert spaces of dimensions n1,…, nκ. Symmetry group of the corresponding finite Heisenberg group is given by the quotient group of a certain normalizer. We provide the description of the symmetry groups for arbitrary multipartite cases. The new class of symmetry groups represents very specific generalization of finite symplectic groups over modular rings.

Semiclassical glory analyses in the time domain for the H + D2(vi = 0, ji = 0) → HD(vf = 3, jf = 0) + D reaction

We make the first application of semiclassical (SC) techniques to the plane-wavepacket formulation of time-domain (T-domain) scattering. The angular scattering of the state-to-state reaction, H + D(2)(v(i) = 0, j(i) = 0) → HD(v(f) = 3, j(f) = 0) + D, is analysed, where v and j are vibrational and rotational quantum numbers, respectively. It is proved that the forward-angle scattering in the T-domain, which arises from a delayed mechanism, is an example of a glory. The SC techniques used in the T-domain are: An integral transitional approximation, a semiclassical transitional approximation, a uniform semiclassical approximation (USA), a primitive semiclassical approximation and a classical semiclassical approximation. Nearside-farside (NF) scattering theory is also employed, both partial wave and SC, since a NF analysis provides valuable insights into oscillatory structures present in the full scattering pattern. In addition, we incorporate techniques into the SC theory called "one linear fit" and "two linear fits", which allow the derivative of the quantum deflection function, Θ̃(')(J), to be estimated when Θ̃J exhibits undulations as a function of J, the total angular momentum variable. The input to our SC analyses is numerical scattering (S) matrix data, calculated from accurate quantum collisional calculations for the Boothroyd-Keogh-Martin-Peterson potential energy surface No. 2, in the energy domain (E-domain), from which accurate S matrix elements in the T-domain are generated. In the E-domain, we introduce a new technique, called "T-to-E domain SC analysis." It half-Fourier transforms the E-domain accurate quantum scattering amplitude to the T-domain, where we carry out a SC analysis; this is followed by an inverse half-Fourier transform of the T-domain SC scattering amplitude back to the E-domain. We demonstrate that T-to-E USA differential cross sections (DCSs) agree well with exact quantum DCSs at forward angles, for energies where a direct USA analysis in the E-domain fails.

Momentum Regularity and Stability of the Relativistic Vlasov-Maxwell-Boltzmann System

In the study of solutions to the relativistic Boltzmann equation, their regularity with respect to the momentum variables has been an outstanding question, even local in time, due to the initially unexpected growth in the post-collisional momentum variables which was discovered in 1991 by Glassey & Strauss \cite{MR1105532}. We establish momentum regularity within energy spaces via a new splitting technique and interplay between the Glassey-Strauss frame and the center of mass frame of the relativistic collision operator. In a periodic box, these new momentum regularity estimates lead to a proof of global existence of classical solutions to the two-species relativistic Vlasov-Boltzmann-Maxwell system for charged particles near Maxwellian with hard ball interaction.

Geometry of plasma dynamics II: Lie algebra of Hamiltonian vector fields

We introduce natural differential geometric structures underlying thePoisson-Vlasov equations in momentum variables. First, we decompose thespace of all vector fields over particle phase space into a semi-directproduct algebra of Hamiltonian vector fields and its complement. The latteris related to dual space of the Lie algebra. We identify generators ofhomotheties as dynamically irrelevant vector fields in the complement. Liealgebra of Hamiltonian vector fields is isomorphic to the space of allLagrangian submanifolds with respect to Tulczyjew symplectic structure. Thisis obtained as tangent space at the identity of the group of canonicaldiffeomorphisms represented as space of sections of a trivial bundle. Weobtain the momentum-Vlasov equations as vertical equivalence, orrepresentative, of complete cotangent lift of Hamiltonian vector fieldgenerating particle motion. Vertical representatives can be described byholonomic lift from a Whitney product to a Tulczyjew symplectic space. Weshow that vertical representatives of complete cotangent lifts form anintegrable subbundle of this Tulczyjew space. We exhibit dynamical relationsbetween Lie algebras of Hamiltonian vector fields and of contact vectorfields, in particular; infinitesimal quantomorphisms on quantization bundle.Gauge symmetries of particle motion are extended to tensorial objectsincluding complete lift of particle motion. Poisson equation is thenobtained as zero value of momentum map for the Hamiltonian action of gaugesymmetries for kinematical description.

A representational formula for variational solutions to Hamilton-Jacobi equations

For Cauchy problems given by Hamilton-Jacobi evolutive type equations, we consider the variational solution proposed by Chaperon, Sikorav and Viterbo. This is a weak, Lipschitz solution constructed via a minimax procedure from the generating function quadratic at infinity of the Lagrangian manifold associated with the Cauchy problem. We state and prove a representational formula for the variational solution. This formula requires a condition on the nature of the minimax critical value of the generating function, but makes no assumption about the convexity or concavity of the Hamiltonian. We show that it generalises the well-known formula which applies when the Hamiltonian is convex or concave in the momentum variable. We then prove that the required conditions of the formula are satisfied by the non-convex Hamiltonian arising from the control-affine $H_{\infty }$ problem. Given results in the literature that the variational solution to this problem is equivalent to the lower value of the associated differential game, we therefore obtain a representational formula for this lower value.

Quantum Langevin equation of a charged oscillator in a magnetic field and coupled to a heat bath through momentum variables

We obtain the quantum Langevin equation (QLE) of a charged quantum particle moving in a harmonic potential in the presence of a uniform external magnetic field and linearly coupled to a quantum heat bath through momentum variables. The bath is modeled as a collection of independent quantum harmonic oscillators. The QLE involves a random force which does not depend on the magnetic field, and a quantum-generalized classical Lorentz force. These features are also present in the QLE for the case of particle-bath coupling through coordinate variables. However, significant differences are also observed. For example, the mean force in the QLE is characterized by a memory function that depends explicitly on the magnetic field. The random force has a modified form with correlation and commutator different from those in the case of coordinate-coordinate coupling. Moreover, the coupling constants, in addition to appearing in the random force and in the mean force, also renormalize the inertial term and the harmonic potential term in the QLE.

Wigner functions defined with Laplace transform kernels

We propose a new Wigner-type phase-space function using Laplace transform kernels--Laplace kernel Wigner function. Whereas momentum variables are real in the traditional Wigner function, the Laplace kernel Wigner function may have complex momentum variables. Due to the property of the Laplace transform, a broader range of signals can be represented in complex phase-space. We show that the Laplace kernel Wigner function exhibits similar properties in the marginals as the traditional Wigner function. As an example, we use the Laplace kernel Wigner function to analyze evanescent waves supported by surface plasmon polariton.

Angular-momentum nonclassicality by breaking classical bounds on statistics

We derive simple practical procedures revealing the quantum behavior of angular momentum variables by the violation of classical upper bounds on the statistics. Data analysis is minimum and definite conclusions are obtained without evaluation of moments, or any other more sophisticated procedures. These nonclassical tests are very general and independent of other typical quantum signatures of nonclassical behavior such as sub-Poissonian statistics, squeezing, or oscillatory statistics, being insensitive to the nonclassical behavior displayed by other variables.