Efficiency of Mesoscopic Detectors

We consider a mesoscopic measuring device whose conductance is sensitive to the state of a two-level system. The detector is described with the help of its scattering matrix. Its elements can be used to calculate the relaxation and decoherence time of the system, and determine the characteristic time for a reliable measurement. We derive conditions needed for an efficient ratio of decoherence and measurement time. To illustrate the theory we discuss the distribution function of the efficiency of an ensemble of open chaotic cavities.Comment: 4 pages, 2 figure

Decoherence and Full Counting Statistics in a Mach-Zehnder Interferometer

We investigate the Full Counting Statistics of an electrical Mach-Zehnder interferometer penetrated by an Aharonov-Bohm flux, and in the presence of a classical fluctuating potential. Of interest is the suppression of the Aharonov-Bohm oscillations in the distribution function of the transmitted charge. For a Gaussian fluctuating field we calculate the first three cumulants. The fluctuating potential causes a modulation of the conductance leading in the third cumulant to a term cubic in voltage and to a contribution correlating modulation of current and noise. In the high voltage regime we present an approximation of the generating function.Comment: 10 pages, 6 figure

Non-Linear Markov Modelling Using Canonical Variate Analysis: Forecasting Exchange Rate Volatility

We report on a novel forecasting method based on nonlinear Markov modelling and canonical variate analysis, and investigate the use of a prediction algorithm to forecast conditional volatility. In particular, we assess the dynamic behaviour of the model by forecasting exchange rate volatility. It is found that the nonlinear Markov model can forecast exchange rate volatility significantly better than the GARCH(1,1) model due to its flexibility in accommodating nonlinear dynamic patterns in volatility, which are not captured by the linear GARCH(1,1) model.

Quantum point contacts as heat engines

The efficiency of macroscopic heat engines is restricted by the second law of thermodynamics. They can reach at most the efficiency of a Carnot engine. In contrast, heat currents in mesoscopic heat engines show fluctuations. Thus, there is a small probability that a mesoscopic heat engine exceeds Carnot's maximum value during a short measurement time. We illustrate this effect using a quantum point contact as a heat engine. When a temperature difference is applied to a quantum point contact, the system may be utilized as a source of electrical power under steady state conditions. We first discuss the optimal working point of such a heat engine that maximizes the generated electrical power and subsequently calculate the statistics for deviations of the efficiency from its most likely value. We find that deviations surpassing the Carnot limit are possible, but unlikely.Comment: 9 pages, 2 figures. Contribution to the Physica E special issue on "Frontiers in quantum electronic transport" in memory of Markus Buttiker. Published versio

Decoherence in ballistic mesoscopic interferometers

We provide a theoretical explanation for two recent experiments on decoherence of Aharonov-Bohm oscillations in two- and multi-terminal ballistic rings. We consider decoherence due to charge fluctuations and emphasize the role of charge exchange between the system and the reservoir or nearby gates. A time-dependent scattering matrix approach is shown to be a convenient tool for the discussion of decoherence in ballistic conductors.Comment: 11 pages, 3 figures. To appear in a special issue on "Quantum Computation at the Atomic Scale" in the Turkish Journal of Physic

Frequency Scales for Current Statistics of Mesoscopic Conductors

We calculate the third cumulant of current in a chaotic cavity with contacts of arbitrary transparency as a function of frequency. Its frequency dependence drastically differs from that of the conventional noise. In addition to a dispersion at the inverse RC time characteristic of charge relaxation, it has a low-frequency dispersion at the inverse dwell time of electrons in the cavity. This effect is suppressed if both contacts have either large or small transparencies.Comment: 4 page

Stochastic Field Theory for Transport Statistics in Diffusive Systems

We present a field theory for the statistics of charge and current fluctuations in diffusive systems. The cumulant generating function is given by the saddle-point solution for the action of this field theory. The action depends on two parameters only: the local diffusion and noise coefficients, which naturally leads to the universality of the transport statistics for a wide class of multi-dimensional diffusive models. Our theory can be applied to semi-classical mesoscopic systems, as well as beyond mesoscopic physics.Comment: Submitted to the proceedings of the XXXIXth Rencontres de Moriond (La Thuile, 2004) "Quantum information and decoherence in nanosystems

Fluctuation Statistics in Networks: a Stochastic Path Integral Approach

We investigate the statistics of fluctuations in a classical stochastic network of nodes joined by connectors. The nodes carry generalized charge that may be randomly transferred from one node to another. Our goal is to find the time evolution of the probability distribution of charges in the network. The building blocks of our theoretical approach are (1) known probability distributions for the connector currents, (2) physical constraints such as local charge conservation, and (3) a time-scale separation between the slow charge dynamics of the nodes and the fast current fluctuations of the connectors. We derive a stochastic path integral representation of the evolution operator for the slow charges. Once the probability distributions on the discrete network have been studied, the continuum limit is taken to obtain a statistical field theory. We find a correspondence between the diffusive field theory and a Langevin equation with Gaussian noise sources, leading nevertheless to non-trivial fluctuation statistics. To complete our theory, we demonstrate that the cascade diagrammatics, recently introduced by Nagaev, naturally follows from the stochastic path integral. We extend the diagrammatics to calculate current correlation functions for an arbitrary network. One primary application of this formalism is that of full counting statistics (FCS). We stress however, that the formalism is suitable for general classical stochastic problems as an alternative to the traditional master equation or Doi-Peliti technique. The formalism is illustrated with several examples: both instantaneous and time averaged charge fluctuation statistics in a mesoscopic chaotic cavity, as well as the FCS and new results for a generalized diffusive wire.Comment: Final version accepted in J. Math. Phys. Discussion of conservation laws, Refs., 1 Fig., and minor extensions added. 23 pages, 9 figs., double-column forma