English

Gravity Dual for Reggeon Field Theory and Non-linear Quantum Finance

High Energy Physics - Theory 2010-01-21 v1 Computational Finance

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.

Keywords

Cite

@article{arxiv.0906.4112,
  title  = {Gravity Dual for Reggeon Field Theory and Non-linear Quantum Finance},
  author = {Yu Nakayama},
  journal= {arXiv preprint arXiv:0906.4112},
  year   = {2010}
}

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31 pages