Construction of a non-standard quantum field theory through a generalized Heisenberg algebra

We construct a Heisenberg-like algebra for the one dimensional quantum free Klein-Gordon equation defined on the interval of the real line of length $L$. Using the realization of the ladder operators of this type Heisenberg algebra in terms of physical operators we build a 3+1 dimensional free quantum field theory based on this algebra. We introduce fields written in terms of the ladder operators of this type Heisenberg algebra and a free quantum Hamiltonian in terms of these fields. The mass spectrum of the physical excitations of this quantum field theory are given by $\sqrt{n^2 \pi^2/L^2+m_q^2}$, where $n= 1,2,...$ denotes the level of the particle with mass $m_q$ in an infinite square-well potential of width $L$.Comment: Latex, 16 page

Sensitivity to initial conditions at bifurcations in one-dimensional nonlinear maps: rigorous nonextensive solutions

Using the Feigenbaum renormalization group (RG) transformation we work out exactly the dynamics and the sensitivity to initial conditions for unimodal maps of nonlinearity $\zeta >1$ at both their pitchfork and tangent bifurcations. These functions have the form of $q$-exponentials as proposed in Tsallis' generalization of statistical mechanics. We determine the $q$-indices that characterize these universality classes and perform for the first time the calculation of the $q$-generalized Lyapunov coefficient $\lambda_{q}$. The pitchfork and the left-hand side of the tangent bifurcations display weak insensitivity to initial conditions, while the right-hand side of the tangent bifurcations presents a `super-strong' (faster than exponential) sensitivity to initial conditions. We corroborate our analytical results with {\em a priori} numerical calculations.Comment: latex, 4 figures. Updated references and some general presentation improvements. To appear published in Europhysics Letter

Consequences of the H-Theorem from Nonlinear Fokker-Planck Equations

A general type of nonlinear Fokker-Planck equation is derived directly from a master equation, by introducing generalized transition rates. The H-theorem is demonstrated for systems that follow those classes of nonlinear Fokker-Planck equations, in the presence of an external potential. For that, a relation involving terms of Fokker-Planck equations and general entropic forms is proposed. It is shown that, at equilibrium, this relation is equivalent to the maximum-entropy principle. Families of Fokker-Planck equations may be related to a single type of entropy, and so, the correspondence between well-known entropic forms and their associated Fokker-Planck equations is explored. It is shown that the Boltzmann-Gibbs entropy, apart from its connection with the standard -- linear Fokker-Planck equation -- may be also related to a family of nonlinear Fokker-Planck equations.Comment: 19 pages, no figure

q-Moments remove the degeneracy associated with the inversion of the q-Fourier transform

It was recently proven [Hilhorst, JSTAT, P10023 (2010)] that the q-generalization of the Fourier transform is not invertible in the full space of probability density functions for q > 1. It has also been recently shown that this complication disappears if we dispose of the q-Fourier transform not only of the function itself, but also of all of its shifts [Jauregui and Tsallis, Phys. Lett. A 375, 2085 (2011)]. Here we show that another road exists for completely removing the degeneracy associated with the inversion of the q-Fourier transform of a given probability density function. Indeed, it is possible to determine this density if we dispose of some extra information related to its q-moments.Comment: 11 pages, 12 figure

Linear instability and statistical laws of physics

We show that a meaningful statistical description is possible in conservative and mixing systems with zero Lyapunov exponent in which the dynamical instability is only linear in time. More specifically, (i) the sensitivity to initial conditions is given by $\xi =[1+(1-q)\lambda_q t]^{1/(1-q)}$ with $q=0$; (ii) the statistical entropy $S_q=(1-\sum_i p_i^q)/(q-1) (S_1=-\sum_i p_i \ln p_i)$ in the infinitely fine graining limit (i.e., $W\equiv$ {\it number of cells into which the phase space has been partitioned} $\to\infty$), increases linearly with time only for $q=0$; (iii) a nontrivial, $q$-generalized, Pesin-like identity is satisfied, namely the $\lim_{t \to \infty} \lim_{W \to \infty} S_0(t)/t=\max\{\lambda_0\}$. These facts (which are in analogy to the usual behaviour of strongly chaotic systems with $q=1$), seem to open the door for a statistical description of conservative many-body nonlinear systems whose Lyapunov spectrum vanishes.Comment: 7 pages including 2 figures. The present version is accepted for publication in Europhysics Letter

Option Pricing Formulas based on a non-Gaussian Stock Price Model

Options are financial instruments that depend on the underlying stock. We explain their non-Gaussian fluctuations using the nonextensive thermodynamics parameter $q$. A generalized form of the Black-Scholes (B-S) partial differential equation, and some closed-form solutions are obtained. The standard B-S equation ($q=1$) which is used by economists to calculate option prices requires multiple values of the stock volatility (known as the volatility smile). Using $q=1.5$ which well models the empirical distribution of returns, we get a good description of option prices using a single volatility.Comment: final version (published