From vacuum fluctuations across an event horizon to long distance correlations

Astronomy and Astrophysics – Astrophysics – General Relativity and Quantum Cosmology

Scientific paper

Rate now

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Details

21 pages, 4 figures, new section on growth of correlations

Scientific paper

We study the stress energy two-point function to show how short distance correlations across the horizon transform into correlations among asymptotic states, for the Unruh effect, and for black hole radiation. In the first case the transition is caused by the coupling to accelerated systems. In the second, the transition is more elusive and due to the change of the geometry from the near horizon region to the asymptotic one. The gradual transition is appropriately described by using affine coordinates. We relate this to the covariant regularization used to evaluate the mean value of the stress energy. We apply these considerations to analogue black holes, i.e. dispersive theories. On one hand, the preferred rest frame gives further insight about the transition, and on the other hand, the dispersion tames the singular behavior found on the horizon in relativistic theories.

No associations

LandOfFree

Say what you really think

Search LandOfFree.com for scientists and scientific papers. Rate them and share your experience with other people.

Rating

From vacuum fluctuations across an event horizon to long distance correlations does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with From vacuum fluctuations across an event horizon to long distance correlations, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and From vacuum fluctuations across an event horizon to long distance correlations will most certainly appreciate the feedback.

Rate now

     

Profile ID: LFWR-SCP-O-700697

  Search
All data on this website is collected from public sources. Our data reflects the most accurate information available at the time of publication.