The dynamics of traded value revisited

We conclude from an analysis of high resolution NYSE data that the distribution of the traded value $f_i$ (or volume) has a finite variance $\sigma_i$ for the very large majority of stocks $i$, and the distribution itself is non-universal across stocks. The Hurst exponent of the same time series displays a crossover from weakly to strongly correlated behavior around the time scale of 1 day. The persistence in the strongly correlated regime increases with the average trading activity \ev{f_i} as H_i=H_0+\gamma\log\ev{f_i}, which is another sign of non-universal behavior. The existence of such liquidity dependent correlations is consistent with the empirical observation that \sigma_i\propto\ev{f_i}^\alpha, where $\alpha$ is a non-trivial, time scale dependent exponent.Comment: 5 pages, 4 figures, to appear in Physica A (APFA5 2006), corrected a few errors in references and tex

Surface and bulk entanglement in free-fermion chains

We consider free-fermion chains where full and empty parts are connected by a transition region with narrow surfaces. This can be caused by a linear potential or by time evolution from a step-like initial state. Entanglement spectra, entanglement entropies and fluctuations are determined for subsystems either in the surface region or extending into the bulk. In all cases there is logarithmic behaviour in the subsystem size, but the prefactors in the surface differ from those in the bulk by 3/2. A previous fluctuation result is corrected and a general scaling formula is inferred from the data.Comment: 14 pages, 6 figures, minor changes, references adde

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

Real-time dynamics in a strongly interacting bosonic hopping model: Global quenches and mapping to the XX chain

We study the time evolution of an integrable many-particle system, described by the $q$-boson Hamiltonian in the limit of strong interactions $q\to\infty$. It is shown that, for a particular class of pure initial states, the analytical calculation of certain observables simplifies considerably. Namely, we provide exact formulas for the calculation of the Loschmidt-echo and the emptiness formation probability, where the computational time scales polynomially with the particle number. Moreover, we construct a non-local mapping of the $q$-boson model to the XX spin chain, and show how this can be utilized to obtain the time evolution of various local bosonic observables for translationally invariant initial states. The results obtained via the bosonic and fermionic picture show perfect agreement. In the infinite volume and large time limits, we rigorously verify the prediction of the Generalized Gibbs Ensemble for homogeneous initial Fock states.Comment: 26 pages, 3 figures, v2: minor mistakes in Appendix 2 corrected, v3: minor modification

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

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