Functional Limit Theorems for Multiparameter Fractional Brownian Motion

We prove a general functional limit theorem for multiparameter fractional Brownian motion. The functional law of the iterated logarithm, functional L\'{e}vy's modulus of continuity and many other results are its particular cases. Applications to approximation theory are discussed.Comment: AMS-LaTeX, 23 page

A Comparative Study of the Magnetization Process of Two-Dimensional Antiferromagnets

Plateaux in the magnetization curves of the square, triangular and hexagonal lattice spin-1/2 XXZ antiferromagnet are investigated. One finds a zero magnetization plateau (corresponding to a spin-gap) on the square and hexagonal lattice with Ising-like anisotropies, and a plateau with one third of the saturation magnetization on the triangular lattice which survives a small amount of easy-plane anisotropy. Here we start with transfer matrix computations for the Ising limit and continue with series in the XXZ-anisotropy for plateau-boundaries using the groundstates of the Ising limit. The main focus is then a numerical computation of the magnetization curves with anisotropies in the vicinity of the isotropic situation. Finally, we discuss the universality class associated to the asymptotic behaviour of the magnetization curve close to saturation, as observed numerically in two and higher dimensions.Comment: 21 pages plain TeX (with macro package included), 7 PostScript figures included using psfig.st

A Brownian particle in a microscopic periodic potential

We study a model for a massive test particle in a microscopic periodic potential and interacting with a reservoir of light particles. In the regime considered, the fluctuations in the test particle's momentum resulting from collisions typically outweigh the shifts in momentum generated by the periodic force, and so the force is effectively a perturbative contribution. The mathematical starting point is an idealized reduced dynamics for the test particle given by a linear Boltzmann equation. In the limit that the mass ratio of a single reservoir particle to the test particle tends to zero, we show that there is convergence to the Ornstein-Uhlenbeck process under the standard normalizations for the test particle variables. Our analysis is primarily directed towards bounding the perturbative effect of the periodic potential on the particle's momentum.Comment: 60 pages. We reorganized the article and made a few simplifications of the conten

Approximation of fractional Brownian motion by martingales

We study the problem of optimal approximation of a fractional Brownian motion by martingales. We prove that there exist a unique martingale closest to fractional Brownian motion in a specific sense. It shown that this martingale has a specific form. Numerical results concerning the approximation problem are given

Dynamical spin correlations in Heisenberg ladder under magnetic field and correlation functions in SO(5) ladder

The zero-temperature dynamical spin-spin correlation functions are calculated for the spin-1/2 two-leg Heisenberg ladder in a magnetic field above the lower critical field Hc1. The dynamical structure factors are calculated which exhibit both massless and massive excitations. These modes appear in different sectors characterized by the parity in the rung direction and by the momentum in the direction of the chains. The structure factors have power-law singularities at the lower edges of their support. The results are also applicable to spin-1 Heisenberg chain. The implications are briefly discussed for various correlation functions and the pi-resonance in the SO(5) symmetric ladder model.Comment: 15 pages, 6 figures, added references; final version to appear in Phys. Rev.

Successive opening of the Fermi surface in doped N-leg Hubbard ladders

We study the effect of doping away from half-filling in weakly (but finitely) interacting N-leg Hubbard ladders using renormalization group and bosonization techniques. For a small on-site repulsion U, the N-leg Hubbard ladders are equivalent to a N-band model, where at half-filling the Fermi velocities are v_{1}=v_{N}<v_{2}=v_{N-1}<... We then obtain a hierarchy of energy-scales, where the band pairs (j,N+1-j) are successively frozen out. The low-energy Hamiltonian is then the sum of N/2 (or (N-1)/2 for N odd) two-leg ladder Hamiltonians without gapless excitations (plus a single chain for N odd with one gapless spin mode), similar to the N-leg Heisenberg spin-ladders. The energy-scales lead to a hierarchy of gaps. Upon doping away from half-filling, the holes enter first the band(s) with the smallest gap: For odd N, the holes enter first the nonbonding band (N+1)/2 and the phase is a Luttinger liquid, while for even N, the holes enter first the band pair (N/2,N/2+1) and the phase is a Luther-Emery liquid, similar to numerical treatments of the t-J model, i.e., at and close to half-filling, the phases of the Hubbard ladders for small and large U are the same. For increasing doping, hole-pairs subsequently enter at critical dopings the other band pairs (j,N+1-j) (accompanied by a diverging compressibility): The Fermi surface is successively opened by doping, starting near the wave vector (pi/2,pi/2). Explicit calculations are given for the cases N=3,4.Comment: 10 pages, 4 figures, to be published in Phys. Rev.

Metal-Kondo insulating transitions and transport in one dimension

We study two different metal-insulating transitions possibly occurring in one-dimensional Kondo lattices. First, we show how doping the pure Kondo lattice model in the strong-coupling limit, results in a Pokrovsky-Talapov transition. This produces a conducting state with a charge susceptibility diverging as the inverse of the doping, that seems in agreement with numerical datas. Second, in the weak-coupling region, Kondo insulating transitions arise due to the consequent renormalization of the backward Kondo scattering. Here, the interplay between Kondo effect and electron-electron interactions gives rise to significant phenomena in transport, in the high-temperature delocalized (ballistic) regime. For repulsive interactions, as a perfect signature of Kondo localization, the conductivity is found to decrease monotonically with temperature. When interactions become attractive, spin fluctuations in the electron (Luttinger-type) liquid are suddenly lowered. The latter is less localized by magnetic impurities than for the repulsive counterpart, and as a result a large jump in the Drude weight and a maximum in the conductivity arise in the entrance of the Kondo insulating phase. These can be viewed as remnants of s-wave superconductivity arising for attractive enough interactions. Comparisons with transport in the single impurity model are also performed. We finally discuss the case of randomly distributed magnetic defects, and the applications on persistent currents of mesoscopic rings.Comment: 21 pages, two columns, 5 figures and 1 table; Final version: To appear in Physical Review