Light-cone Gauge NSR Strings in Noncritical Dimensions II -- Ramond Sector

Light-cone gauge superstring theory in noncritical dimensions corresponds to a worldsheet theory with nonstandard longitudinal part in the conformal gauge. The longitudinal part of the worldsheet theory is a superconformal field theory called X^{\pm} CFT. We show that the X^{\pm} CFT combined with the super-reparametrization ghost system can be described by free variables. It is possible to express the correlation functions in terms of these free variables. Bosonizing the free variables, we construct the spin fields and BRST invariant vertex operators for the Ramond sector in the conformal gauge formulation. By using these vertex operators, we can rewrite the tree amplitudes of the noncritical light-cone gauge string field theory, with external lines in the (R,R) sector as well as those in the (NS,NS) sector, in a BRST invariant way.Comment: 33 pages; v2: minor modification

N = 3 chiral supergravity compatible with the reality condition and higher N chiral Lagrangian density

We obtain N = 3 chiral supergravity (SUGRA) compatible with the reality condition by applying the prescription of constructing the chiral Lagrangian density from the usual SUGRA. The $N = 3$ chiral Lagrangian density in first-order form, which leads to the Ashtekar's canonical formulation, is determined so that it reproduces the second-order Lagrangian density of the usual SUGRA especially by adding appropriate four-fermion contact terms. We show that the four-fermion contact terms added in the first-order chiral Lagrangian density are the non-minimal terms required from the invariance under first-order supersymmetry transformations. We also discuss the case of higher N theories, especially for N = 4 and N = 8.Comment: 20 pages, Latex, some more discussions and new references added, some typos corrected, accepted for publication in Physical Review

Noncommutative Topological Half-flat Gravity

We formulate a noncommutative description of topological half-flat gravity in four dimensions. BRST symmetry of this topological gravity is deformed through a twisting of the usual BRST quantization of noncommutative gauge theories. Finally it is argued that resulting moduli space of instantons is characterized by the solutions of a noncommutative version of the Plebanski's heavenly equation.Comment: 12+1 pages, revtex4, no figure

BRST Analysis of Physical States in Two-Dimensional Black Hole

We study the BRST cohomology for $SL(2,R)/U(1)$ coset model, which describes an exact string black hole solution. It is shown that the physical spectrum could contain not only the extra discrete states corresponding to those in $c=1$ two-dimensional gravity but also many additional new states with ghost number $N_{FP}= -1 \sim 2$. We also discuss characters for nonunitary representations and the relation of our results to other approaches.Comment: 44 pages, OS-GE 28-93, OU-HET 17

Gravitational Instantons and Moduli Spaces of Topological 2-form Gravity

A topological version of four-dimensional (Euclidean) Einstein gravity which we propose regards anti-self-dual 2-forms and an anti-self-dual part of the frame connections as fundamental fields. The theory describes the moduli spaces of conformally self-dual Einstein manifolds for the non-zero cosmological constant case and Einstein-Kahlerian manifold with the vanishing real first Chern class for the zero cosmological constant. In the non-zero cosmological constant case, we evaluate the index of the elliptic complex associated with the moduli space and calculate the partition function. We also clarify the moduli space and its dimension for the zero cosmological constant case which are related to the Plebansky's heavenly equations.Comment: 36pages, LaTex, TIT/HEP-247/COSMO-4

Integrability of Type II Superstrings on Ramond-Ramond Backgrounds in Various Dimensions

We consider type II superstrings on AdS backgrounds with Ramond-Ramond flux in various dimensions. We realize the backgrounds as supercosets and analyze explicitly two classes of models: non-critical superstrings on AdS_{2d} and critical superstrings on AdS_p\times S^p\times CY. We work both in the Green--Schwarz and in the pure spinor formalisms. We construct a one-parameter family of flat currents (a Lax connection) leading to an infinite number of conserved non-local charges, which imply the classical integrability of both sigma-models. In the pure spinor formulation, we use the BRST symmetry to prove the quantum integrability of the sigma-model. We discuss how classical \kappa-symmetry implies one-loop conformal invariance. We consider the addition of space-filling D-branes to the pure spinor formalism.Comment: LaTeX2e, 56 pages, 1 figure, JHEP style; v2: references added, typos fixed in some equations; v3: typos fixed to match the published versio

Local time and the pricing of time-dependent barrier options

A time-dependent double-barrier option is a derivative security that delivers the terminal value $\phi(S_T)$ at expiry $T$ if neither of the continuous time-dependent barriers b_\pm:[0,T]\to \RR_+ have been hit during the time interval $[0,T]$. Using a probabilistic approach we obtain a decomposition of the barrier option price into the corresponding European option price minus the barrier premium for a wide class of payoff functions $\phi$, barrier functions $b_\pm$ and linear diffusions $(S_t)_{t\in[0,T]}$. We show that the barrier premium can be expressed as a sum of integrals along the barriers $b_\pm$ of the option's deltas \Delta_\pm:[0,T]\to\RR at the barriers and that the pair of functions $(\Delta_+,\Delta_-)$ solves a system of Volterra integral equations of the first kind. We find a semi-analytic solution for this system in the case of constant double barriers and briefly discus a numerical algorithm for the time-dependent case.Comment: 32 pages, to appear in Finance and Stochastic

A candidate for a background independent formulation of M theory

A class of background independent membrane field theories are studied, and several properties are discovered which suggest that they may play a role in a background independent form of M theory. The bulk kinematics of these theories are described in terms of the conformal blocks of an algebra G on all oriented, finite genus, two-surfaces. The bulk dynamics is described in terms of causal histories in which time evolution is specified by giving amplitudes to certain local changes of the states. Holographic observables are defined which live in finite dimensional states spaces associated with boundaries in spacetime. We show here that the natural observables in these boundary state spaces are, when G is chosen to be Spin(D) or a supersymmetric extension of it, generalizations of matrix model coordinates in D dimensions. In certain cases the bulk dynamics can be chosen so the matrix model dynamics is recoverd for the boundary observables. The bosonic and supersymmetric cases in D=3 and D=9 are studied, and it is shown that the latter is, in a certain limit, related to the matrix model formulation of M theory. This correspondence gives rise to a conjecture concerning a background independent form of M theory in terms of which excitations of the background independent membrane field theory that correspond to strings and D0 branes are identified.Comment: Latex 46 pages, 21 figures, new results included which lead to a modification of the statement of the basic conjecture. Presentation improve

Quantum geometry with intrinsic local causality

The space of states and operators for a large class of background independent theories of quantum spacetime dynamics is defined. The SU(2) spin networks of quantum general relativity are replaced by labelled compact two-dimensional surfaces. The space of states of the theory is the direct sum of the spaces of invariant tensors of a quantum group G_q over all compact (finite genus) oriented 2-surfaces. The dynamics is background independent and locally causal. The dynamics constructs histories with discrete features of spacetime geometry such as causal structure and multifingered time. For SU(2) the theory satisfies the Bekenstein bound and the holographic hypothesis is recast in this formalism.Comment: Latex 33 pages, 7 Figure, epsfi