Characterizing and Quantifying Frustration in Quantum Many-Body Systems

We present a general scheme for the study of frustration in quantum systems. We introduce a universal measure of frustration for arbitrary quantum systems and we relate it to a class of entanglement monotones via an exact inequality. If all the (pure) ground states of a given Hamiltonian saturate the inequality, then the system is said to be inequality saturating. We introduce sufficient conditions for a quantum spin system to be inequality saturating and confirm them with extensive numerical tests. These conditions provide a generalization to the quantum domain of the Toulouse criteria for classical frustration-free systems. The models satisfying these conditions can be reasonably identified as geometrically unfrustrated and subject to frustration of purely quantum origin. Our results therefore establish a unified framework for studying the intertwining of geometric and quantum contributions to frustration.Comment: 8 pages, 1 figur

Fractional calculus and continuous-time finance II: the waiting-time distribution

We complement the theory of tick-by-tick dynamics of financial markets based on a Continuous-Time Random Walk (CTRW) model recently proposed by Scalas et al., and we point out its consistency with the behaviour observed in the waiting-time distribution for BUND future prices traded at LIFFE, London.Comment: Revised version, 17 pages, 4 figures. Physica A, Vol. 287, No 3-4, 468--481 (2000). Proceedings of the International Workshop on "Economic Dynamics from the Physics Point of View", Bad-Honnef (Germany), 27-30 March 200

Anomalous diffusion and stretched exponentials in heterogeneous glass-forming liquids: Low-temperature behavior

We propose a model of a heterogeneous glass forming liquid and compute the low-temperature behavior of a tagged molecule moving within it. This model exhibits stretched-exponential decay of the wavenumber-dependent, self intermediate scattering function in the limit of long times. At temperatures close to the glass transition, where the heterogeneities are much larger in extent than the molecular spacing, the time dependence of the scattering function crosses over from stretched-exponential decay with an index $b=1/2$ at large wave numbers to normal, diffusive behavior with $b = 1$ at small wavenumbers. There is a clear separation between early-stage, cage-breaking $\beta$ relaxation and late-stage $\alpha$ relaxation. The spatial representation of the scattering function exhibits an anomalously broad exponential (non-Gaussian) tail for sufficiently large values of the molecular displacement at all finite times.Comment: 9 pages, 6 figure

Modeling of waiting times and price changes in currency exchange data

A theory which describes the share price evolution at financial markets as a continuous-time random walk has been generalized in order to take into account the dependence of waiting times t on price returns x. A joint probability density function (pdf) which uses the concept of a L\'{e}vy stable distribution is worked out. The theory is fitted to high-frequency US$/Japanese Yen exchange rate and low-frequency 19th century Irish stock data. The theory has been fitted both to price return and to waiting time data and the adherence to data, in terms of the chi-squared test statistic, has been improved when compared to the old theory.Comment: 22 pages, 5 postscript figures, LaTeX2e using elsart.cl

k-Generalized Statistics in Personal Income Distribution

Starting from the generalized exponential function $\exp_{\kappa}(x)=(\sqrt{1+\kappa^{2}x^{2}}+\kappa x)^{1/\kappa}$, with $\exp_{0}(x)=\exp(x)$, proposed in Ref. [G. Kaniadakis, Physica A \textbf{296}, 405 (2001)], the survival function $P_{>}(x)=\exp_{\kappa}(-\beta x^{\alpha})$, where $x\in\mathbf{R}^{+}$, $\alpha,\beta>0$, and $\kappa\in[0,1)$, is considered in order to analyze the data on personal income distribution for Germany, Italy, and the United Kingdom. The above defined distribution is a continuous one-parameter deformation of the stretched exponential function $P_{>}^{0}(x)=\exp(-\beta x^{\alpha})$\textemdash to which reduces as $\kappa$ approaches zero\textemdash behaving in very different way in the $x\to0$ and $x\to\infty$ regions. Its bulk is very close to the stretched exponential one, whereas its tail decays following the power-law $P_{>}(x)\sim(2\beta\kappa)^{-1/\kappa}x^{-\alpha/\kappa}$. This makes the $\kappa$-generalized function particularly suitable to describe simultaneously the income distribution among both the richest part and the vast majority of the population, generally fitting different curves. An excellent agreement is found between our theoretical model and the observational data on personal income over their entire range.Comment: Latex2e v1.6; 14 pages with 12 figures; for inclusion in the APFA5 Proceeding

Superdiffusion in Decoupled Continuous Time Random Walks

Continuous time random walk models with decoupled waiting time density are studied. When the spatial one jump probability density belongs to the Levy distribution type and the total time transition is exponential a generalized superdiffusive regime is established. This is verified by showing that the square width of the probability distribution (appropriately defined)grows as $t^{2/\gamma}$ with $0<\gamma\leq2$ when $t\to \infty$. An important connection of our results and those of Tsallis' nonextensive statistics is shown. The normalized q-expectation value of $x^2$ calculated with the corresponding probability distribution behaves exactly as $t^{2/\gamma}$ in the asymptotic limit.Comment: 9 pages (.tex file), 1 Postscript figures, uses revtex.st

Forcing anomalous scaling on demographic fluctuations

We discuss the conditions under which a population of anomalously diffusing individuals can be characterized by demographic fluctuations that are anomalously scaling themselves. Two examples are provided in the case of individuals migrating by Gaussian diffusion, and by a sequence of L\'evy flights.Comment: 5 pages 2 figure

A Solvable Nonlinear Reaction-Diffusion Model

We construct a coupled set of nonlinear reaction-diffusion equations which are exactly solvable. The model generalizes both the Burger equation and a Boltzman reaction equation recently introduced by Th. W. Ruijgrok and T. T. Wu.Comment: 6 pages, LATe

Theory of Single File Diffusion in a Force Field

The dynamics of hard-core interacting Brownian particles in an external potential field is studied in one dimension. Using the Jepsen line we find a very general and simple formula relating the motion of the tagged center particle, with the classical, time dependent single particle reflection ${\cal R}$ and transmission ${\cal T}$ coefficients. Our formula describes rich physical behaviors both in equilibrium and the approach to equilibrium of this many body problem.Comment: 4 Phys. Rev. page

Relativistic Weierstrass random walks

The Weierstrass random walk is a paradigmatic Markov chain giving rise to a L\'evy-type superdiffusive behavior. It is well known that Special Relativity prevents the arbitrarily high velocities necessary to establish a superdiffusive behavior in any process occurring in Minkowski spacetime, implying, in particular, that any relativistic Markov chain describing spacetime phenomena must be essentially Gaussian. Here, we introduce a simple relativistic extension of the Weierstrass random walk and show that there must exist a transition time $t_c$ delimiting two qualitative distinct dynamical regimes: the (non-relativistic) superdiffusive L\'evy flights, for $t < t_c$, and the usual (relativistic) Gaussian diffusion, for $t>t_c$. Implications of this crossover between different diffusion regimes are discussed for some explicit examples. The study of such an explicit and simple Markov chain can shed some light on several results obtained in much more involved contexts.Comment: 5 pages, final version to appear in PR