Exact probability distribution functions for Parrondo's games

We consider discrete time Brownian ratchet models: Parrondo's games. Using the Fourier transform, we calculate the exact probability distribution functions for both the capital dependent and history dependent Parrondo's games. We find that in some cases there are oscillations near the maximum of the probability distribution, and after many rounds there are two limiting distributions, for the odd and even total number of rounds of gambling. We assume that the solution of the aforementioned models can be applied to portfolio optimization.Comment: 5 pages, 3 figure

Universality and quantum criticality of the one-dimensional spinor Bose gas

We investigate the universal thermodynamics of the two-component one-dimensional Bose gas with contact interactions in the vicinity of the quantum critical point separating the vacuum and the ferromagnetic liquid regime. We find that the quantum critical region belongs to the universality class of the spin-degenerate impenetrable particle gas which, surprisingly, is very different from the single-component case and identify its boundaries with the peaks of the specific heat. In addition, we show that the compressibility Wilson ratio, which quantifies the relative strength of thermal and quantum fluctuations, serves as a good discriminator of the quantum regimes near the quantum critical point. Remarkably, in the Tonks-Girardeau regime the universal contact develops a pronounced minimum, reflected in a counterintuitive narrowing of the momentum distribution as we increase the temperature. This momentum reconstruction, also present at low and intermediate momenta, signals the transition from the ferromagnetic to the spin-incoherent Luttinger liquid phase and can be detected in current experiments with ultracold atomic gases in optical lattices.Comment: 5+2 pages, RevTeX 4.

Anti-Symmetrically Fused Model and Non-Linear Integral Equations in the Three-State Uimin-Sutherland Model

We derive the non-linear integral equations determining the free energy of the three-state pure bosonic Uimin-Sutherland model. In order to find a complete set of auxiliary functions, the anti-symmetric fusion procedure is utilized. We solve the non-linear integral equations numerically and see that the low-temperature behavior coincides with that predicted by conformal field theory. The magnetization and magnetic susceptibility are also calculated by means of the non-linear integral equation.Comment: 16 pages, 6 figure

Quantum critical behavior and thermodynamics of the repulsive one-dimensional Hubbard model in a magnetic field

Even though the Hubbard model is one of the most fundamental models of highly correlated electrons, analytical and numerical data describing its thermodynamics at nonzero magnetization are relatively scarce. We present a detailed investigation of the thermodynamic properties for the one dimensional repulsive Hubbard model in the presence of an arbitrary magnetic field for all values of the filling fraction and temperatures as low as $T \sim 0.005\, t.$ Our analysis is based on the system of integral equations derived in the quantum transfer matrix framework. We determine the critical exponents of the quantum phase transitions and also provide analytical derivations for some of the universal functions characterizing the thermodynamics in the vicinities of the quantum critical points. Extensive numerical data for the specific heat, susceptibility, compressibility, and entropy are reported. The experimentally relevant double occupancy presents an interesting doubly nonmonotonic temperature dependence at intermediate values of the interaction strength and also at large repulsion and magnetic fields close to the critical value. The susceptibility in zero magnetic field has a logarithmic singularity at low temperatures for all filling factors similar to the behavior of the same quantity in the XXX spin chain. We determine the density profiles for a harmonically trapped system and show that while the total density profile seems to depend mainly on the value of chemical potential at the center of the trap the distribution of phases in the inhomogeneous system changes dramatically as we increase the magnetic field.Comment: 26 pages, 23 figures, RevTeX 4.