Open Quantum Systems in Noninertial Frames

We study the effects of decoherence on the entanglement generated by Unruh effect in noninertial frames by using bit flip, phase damping and depolarizing channels. It is shown that decoherence strongly influences the initial state entanglement. The entanglement sudden death can happens irrespective of the acceleration of the noninertial frame under the action of phase flip and phase damping channels. It is investigated that an early sudden death happens for large acceleration under the depolarizing environment. Moreover, the entanglement increases for a highly decohered phase flip channel.Comment: 11 pages, 6 eps figure

Noisy Relativistic Quantum Games in Noninertial Frames

The influence of noise and of Unruh effect on quantum Prisoners' dilemma is investigated both for entangled and unentangled initial states. The noise is incorporated through amplitude damping channel. For unentangled initial state, the decoherence compensates for the adverse effect of acceleration of the frame and the effect of acceleration becomes irrelevant provided the game is fully decohered. It is shown that the inertial player always out scores the noninertial player by choosing defection. For maximally entangled initially state, we show that for fully decohered case every strategy profile results in either of the two possible equilibrium outcomes. Two of the four possible strategy profiles become Pareto Optimal and Nash equilibrium and no dilemma is leftover. It is shown that other equilibrium points emerge for different region of values of decoherence parameter that are either Pareto optimal or Pareto inefficient in the quantum strategic spaces. It is shown that the Eisert et al miracle move is a special move that leads always to distinguishable results compare to other moves. We show that the dilemma like situation is resolved in favor of one player or the other.Comment: 14 pages and 6 figure

Crude Oil Price shocks to Emerging Markets: Evaluating the BRICs Case

In this paper we investigate the relationship between the crude oil and the stock market in terms of returns and volatility-spillover for the BRIC countries by using cointegration and the VECM-MGARCH technique. The results reveal that the oil and the market returns are cointegrated in all the markets. The results from VECM indicate stable, bidirectional, long-run relationship between oil prices and market returns while short-run linkages were found to be absent in all the cases except Russia where it significantly affects the BRENT prices. In terms of shock transmission and volatility spillover, the relationship is significant and bidirectional in all the cases. The analyses conclude that BRIC countries stock markets are highly integrated with the oil market.Multivariate GARCH, Cointegration, Oil Price, Stock markets, VECM