Samuel E. Vazquez

1/N effects in non-relativistic gauge-gravity duality

We argue that higher-curvature terms in the gravitational Lagrangian lead, via non-relativistic gauge-gravity duality, to finite renormalization of the dynamical exponent of the dual conformal field theory. Our argument includes a proof of the non-renormalization of the Schrodinger and Lifshitz metrics beyond rescalings of their parameters, directly generalizing the AdS case. We use this effect to construct string-theory duals of non-relativistic critical systems with non-integer dynamical exponents, then use these duals to predict the viscosity/entropy ratios of these systems. The predicted values weakly violate the KSS bound.

Consistent Holographic Description of Boost-Invariant Plasma

Prior attempts to construct the gravity dual of boost-invariant flow of N=4 supersymmetric Yang-Mills gauge theory plasma suffered from apparent curvature singularities in the late-time expansion. This Letter shows how these problems can be resolved by a different choice of expansion parameter. The calculations presented correctly reproduce the plasma energy-momentum tensor within the framework of second-order viscous hydrodynamics.

Quark soup al dente: applied superstring theory

In recent years, experiments have discovered an exotic new state of matter known as the strongly coupled quark?gluon plasma (sQGP). At present, it seems that standard theoretical tools, such as perturbation theory and lattice gauge theory, are poorly suited to understand this new phase. However, recent progress in superstring theory has provided us with a theoretical laboratory for studying very similar systems of strongly interacting hot non-Abelian plasmas. This surprising new perspective extracts the fluid properties of the sQGP from physical processes in a black hole spacetime. Hence we may find the answers to difficult particle physics questions about the sQGP from straightforward calculations in classical general relativity.

Sound waves in (2+1) dimensional holographic magnetic fluids

We use the AdS/CFT correspondence to study propagation of sound waves in strongly coupled (2+1) dimensional conformal magnetic fluids. Our computation provides a nontrivial consistency check of the viscous magneto-hydrodynamics of Hartnoll-Kovtun-Muller-Sachdev to leading order in the external field. Depending on the behavior of the magnetic field in the hydrodynamic limit, we show that it can lead to further attenuation of sound waves in the (2+1) dimensional conformal plasma, or reduce the speed of sound. We present both field theory and dual supergravity descriptions of these phenomena. While to the leading order in momenta the dispersion of the sound waves obtained from the dual supergravity description agrees with the one predicted from field theory, we find a discrepancy at higher order. This suggests that further corrections to HKMS magneto-hydrodynamics are necessary.

Optimal Trading with Alpha Predictors

We study the problem of optimal trading using general alpha predictors with linear costs and temporary impact. We do this within the framework of stochastic optimization with finite horizon using both limit and market orders. Consistently with other studies, we find that the presence of linear costs induces a no-trading zone when using market orders, and a corresponding market-making zone when using limit orders. We show that, when combining both market and limit orders, the problem is further divided into zones in which we trade more aggressively using market orders. Even though we do not solve analytically the full optimization problem, we present explicit and simple analytical recipes which approximate the full solution and are easy to implement in practice. We test the algorithms using Monte Carlo simulations and show how they improve our Profit and Losses.

High energy graviton scattering in AdS/CFT

In this article we show how to set up initial states in = 4 SYM theory that correspond to high energy graviton collisions, which by the AdS/CFT duality, lead to black hole formation in AdS5 × S5. For this purpose, we study states in the gauge theory that are dual to graviton wavepackets localized at the center of AdS5, and carrying large angular momentum along the S5. These states are created by exciting only the s-wave mode of one of the complex adjoint scalars of SYM. For a single graviton, the state is 1/2 BPS and one can show that it is dual to a linearized 1/2 BPS geometry in the bulk. Exploiting this dictionary, we show how to localize the particles wavefunciton so that the dual linearized metric has the form of a Aichelburg-Sexl shock wave. One can then put two such shock waves into a head-on collision, which is known to produce a trapped surface. Finally, we discuss the prospect of studying graviton scattering directly at strong coupling in the gauge theory using a reduced model of matrix quantum mechanics.In this article we show how to set up initial states in

Perturbation Theory in a Pure Exchange Non-Equilibrium Economy

{\cal N} =4

Gauge Invariance, Geometry and Arbitrage

SYM theory that correspond to high energy graviton collisions, leading to black hole formation in

Scale Invariance, Bounded Rationality and Non-Equilibrium Economics

AdS_5\times S^5

Constraining Modified Gravity with Large non-Gaussianities

. For this purpose, we study states in the gauge theory that are dual to graviton wavepackets localized at the center of