Area law violation for the mutual information in a nonequilibrium steady state

We study the nonequilibrium steady state of an infinite chain of free fermions, resulting from an initial state where the two sides of the system are prepared at different temperatures. The mutual information is calculated between two adjacent segments of the chain and is found to scale logarithmically in the subsystem size. This provides the first example of the violation of the area law in a quantum many-body system outside a zero temperature regime. The prefactor of the logarithm is obtained analytically and, furthermore, the same prefactor is shown to govern the logarithmic increase of mutual information in time, before the system relaxes locally to the steady state.Comment: 7 pages, 5 figures, final version, references adde

Random walks on complex networks with inhomogeneous impact

In many complex systems, for the activity f(i) of the constituents or nodes i, a power-law relationship was discovered between the standard deviation sigma(i) and the average strength of the activity: sigma(i) ~ ^alpha; universal values alpha = 1/2 or 1 were found, however, with exceptions. With the help of an impact variable we introduce a random walk model where the activity is the product of the number of visitors at a node and their impact. If the impact depends strongly on the node connectivity and the properties of the carrying network are broadly distributed (like in a scale free network) we find both analytically and numerically non-universal alpha values. The exponent always crosses over to the universal value of 1 if the external drive dominates.Comment: 4 pages, 3 figures, revised tex

Entanglement negativity in the harmonic chain out of equilibrium

We study the entanglement in a chain of harmonic oscillators driven out of equilibrium by preparing the two sides of the system at different temperatures, and subsequently joining them together. The steady state is constructed explicitly and the logarithmic negativity is calculated between two adjacent segments of the chain. We find that, for low temperatures, the steady-state entanglement is a sum of contributions pertaining to left- and right-moving excitations emitted from the two reservoirs. In turn, the steady-state entanglement is a simple average of the Gibbs-state values and thus its scaling can be obtained from conformal field theory. A similar averaging behaviour is observed during the entire time evolution. As a particular case, we also discuss a local quench where both sides of the chain are initialized in their respective ground states.Comment: 19 pages, 7 figures, small changes, references added, published versio

On the partial transpose of fermionic Gaussian states

We consider Gaussian states of fermionic systems and study the action of the partial transposition on the density matrix. It is shown that, with a suitable choice of basis, these states are transformed into a linear combination of two Gaussian operators that are uniquely defined in terms of the covariance matrix of the original state. In case of a reflection symmetric geometry, this result can be used to efficiently calculate a lower bound for a well-known entanglement measure, the logarithmic negativity. Furthermore, exact expressions can be derived for traces involving integer powers of the partial transpose. The method can also be applied to the quantum Ising chain and the results show perfect agreement with the predictions of conformal field theory.Comment: 22 pages, 4 figures, published version, typos corrected, references adde

Size matters: some stylized facts of the stock market revisited

We reanalyze high resolution data from the New York Stock Exchange and find a monotonic (but not power law) variation of the mean value per trade, the mean number of trades per minute and the mean trading activity with company capitalization. We show that the second moment of the traded value distribution is finite. Consequently, the Hurst exponents for the corresponding time series can be calculated. These are, however, non-universal: The persistence grows with larger capitalization and this results in a logarithmically increasing Hurst exponent. A similar trend is displayed by intertrade time intervals. Finally, we demonstrate that the distribution of the intertrade times is better described by a multiscaling ansatz than by simple gap scaling.Comment: 10 pages, 13 figures, 2 tables, accepted to Eur. Phys. J. B, updated references, fixed some minor error

The limit order book on different time scales

Financial markets can be described on several time scales. We use data from the limit order book of the London Stock Exchange (LSE) to compare how the fluctuation dominated microstructure crosses over to a more systematic global behavior.Comment: 11 pages, 7 figures, 2 tables, to appear in Proc. SPIE, Fluctuations and Noise 2007, Florenc