arXiv subjects

Victor M. Yakovenko

Publications and source records attributed to Victor M. Yakovenko.

At least 73 records · Page 4Linked to original sources

arXiv2002

Comparison between the probability distribution of returns in the Heston model and empirical data for stock indexes

We compare the probability distribution of returns for the three major stock-market indexes (Nasdaq, S&P500, and Dow-Jones) with an analytical formula recently derived by Dragulescu and Yakovenko for the Heston model with stochastic variance. For the period of 1982-1999, we find a very good agreement between the theory and the data for a wide range of time lags from 1 to 250 days. On the other hand, deviations start to appear when the data for 2000-2002 are included. We interpret this as a statistical evidence of the major change in the market from a positive growth rate in 1980s and 1990s to a negative rate in 2000s.

cond-mat.str-el↗

arXiv2002

Spontaneous formation of a pi soliton in a superconducting wire with an odd number of electrons

We consider a one-dimensional superconducting wire where the total number of electrons can be controlled in the Coulomb blockade regime. We predict that a pi soliton (kink) will spontaneously form in the system when the number of electron is odd, because this configuration has a lower energy. If the wire with an odd number of electrons is closed in a ring, the phase difference on the two sides of the soliton will generate a supercurrent detectable by SQUID. The two degenerate states with the current flowing clockwise or counterclockwise can be utilized as a qubit.

cond-mat.mes-hall↗

arXiv2002

Edge states and determination of pairing symmetry in superconducting Sr2RuO4

We calculate the energy dispersion of the surface Andreev states and their contribution to tunneling conductance for the order parameters with horizontal and vertical lines of nodes proposed for superconducting Sr2RuO4. For vertical lines, we find double peaks in tunneling spectra reflecting the van Hove singularities in the density of surface states originating from the turning points in their energy dispersion. For horizontal lines, we find a single cusp-like peak at zero bias, which agrees very well with the experimental data on tunneling in Sr2RuO4.

cond-mat.supr-con↗

arXiv2001

How to detect edge electron states in (TMTSF)2X and Sr2RuO4 experimentally

We discuss a number of experiments that could detect the electron edge states in the organic quasi-one-dimensional conductors (TMTSF)2X and the inorganic quasi-two-dimensional perovskites Sr2RuO4. We consider the chiral edges states in the magnetic-field-induced spin-density-wave (FISDW) phase of (TMTSF)2X and in the time-reversal-symmetry-breaking triplet superconducting phase of Sr2RuO4, as well as the nonchiral midgap edge states in the triplet superconducting phase of $(TMTSF)2X. The most realistic experiment appears to be an observation of spontaneous magnetic flux at the edges of Sr2RuO4 by a scanning SQUID microscope.

cond-mat.supr-con↗

arXiv2001

Holon edge states in organic conductors (TMTTF)2X in the charge-gap regime

Using the bosonization technique, which separates charge and spin degrees of freedom, we study a possibility of formation of the holon edge states in a one-dimensional electron system with an energy gap in the charge sector. The results are applied to the quasi-one-dimensional organic conductors (TMTTF)2X. The different roles of the bond and site dimerizations in this material are discussed. We predict that the holon edge states should appear below the temperature of the recently discovered ferroelectric transition, where the inorganic anions X displace to asymmetric positions.

cond-mat.str-el↗

arXiv2001

Exponential and power-law probability distributions of wealth and income in the United Kingdom and the United States

We present the data on wealth and income distributions in the United Kingdom, as well as on the income distributions in the individual states of the USA. In all of these data, we find that the great majority of population is described by an exponential distribution, whereas the high-end tail follows a power law. The distributions are characterized by a dimensional scale analogous to temperature. The values of temperature are determined for the UK and the USA, as well as for the individual states of the USA.

cond-mat.stat-mech↗

arXiv2001

Midgap edge states and pairing symmetry of quasi-one-dimensional organic superconductors

The singlet s-, d- and triplet p-wave pairing symmetries in quasi-one-dimensional organic superconductors can be experimentally discriminated by probing the Andreev bound states at the sample edges. These states have the energy in the middle of the superconducting gap and manifest themselves as a zero-bias peak in tunneling conductance into the corresponding edge. Their existence is related to the sign change of the pairing potential around the Fermi surface. We present an exact self-consistent solution of the edge problem showing the presence of the midgap states for p_x-wave superconductivity. The spins of the edge state respond paramagnetically to a magnetic field parallel to the vector d that characterizes triplet pairing.

cond-mat.supr-con↗

arXiv2001

Edge electron states for quasi-one-dimensional organic conductors in the magnetic-field-induced spin-density-wave phases

We develop a microscopic picture of the electron states localized at the edges perpendicular to the chains in the Bechgaard salts in the quantum Hall regime. In a magnetic-field-induced spin-density-wave state (FISDW) characterized by an integer N, there exist N branches of chiral gapless edge excitations. Localization length is much longer and velocity much lower for these states than for the edge states parallel to the chains. We calculate the contribution of these states to the specific heat and propose a time-of-flight experiment to probe the propagating edge modes directly.

cond-mat.mes-hall↗

arXiv2000

Evidence for the exponential distribution of income in the USA

Using tax and census data, we demonstrate that the distribution of individual income in the USA is exponential. Our calculated Lorenz curve without fitting parameters and Gini coefficient 1/2 agree well with the data. From the individual income distribution, we derive the distribution function of income for families with two earners and show that it also agrees well with the data. The family data for the period 1947-1994 fit the Lorenz curve and Gini coefficient 3/8=0.375 calculated for two-earners families.

cond-mat.stat-mech↗

arXiv2000

Comparison of experimental data and theoretical calculations for electrical resistivity and Hall coefficient in quasi-one-dimensional organic conductor (TMTSF)2PF6

The temperature dependences of the Hall coefficient and electrical resistivity recently measured by Moser et al. [Phys. Rev. Lett. 84, 2674 (2000)] in the quasi-one-dimensional organic conductor (TMTSF)2PF6 are quantitatively compared with our previous theoretical calculations [Synth. Met. 103, 2202 (1999); Eur. Phys. J. B 11, 385 (1999)]. We find a good agreement, albeit not with a fully consistent set of parameters for the two quantities, without appealing to the Luttinger liquid concept.

cond-mat.str-el↗

arXiv2000

Statistical mechanics of money

In a closed economic system, money is conserved. Thus, by analogy with energy, the equilibrium probability distribution of money must follow the exponential Gibbs law characterized by an effective temperature equal to the average amount of money per economic agent. We demonstrate how the Gibbs distribution emerges in computer simulations of economic models. Then we consider a thermal machine, in which the difference of temperatures allows one to extract a monetary profit. We also discuss the role of debt, and models with broken time-reversal symmetry for which the Gibbs law does not hold.

cond-mat.stat-mech↗

arXiv1999

Anomalous temperature dependence of resistivity in quasi-one-dimensional conductors in a strong magnetic field

We present a heuristic, semiphenomenological model of the anomalous temperature (T) dependence of resistivity Rxx recently observed experimentally in the quasi-one-dimensional (Q1D) organic conductors of the (TMTSF)2X family in moderately strong magnetic fields. We suggest that a Q1D conductor behaves like an insulator (dRxx/dT<0), when its effective dimensionality is one, and like a metal (dRxx/dT>0), when its effective dimensionality is greater than one. Applying a magnetic field reduces the effective dimensionality of the system and switches the temperature dependence of resistivity between the insulating and metallic laws depending on the magnitude and orientation of the magnetic field. We critically analyze whether various microscopic models suggested in literature can produce such a behavior and find that none of the models is fully satisfactory. In particular, we perform detailed analytical and numerical calculations within the scenario of magnetic-field-induced spin-density-wave precursor effect suggested by Gor'kov and find that the theoretical results do not agree with the experimental observations.

cond-mat↗

arXiv1999

Temperature evolution of the quantum Hall effect in the FISDW state: Theory vs Experiment

We discuss the temperature dependence of the Hall conductivity $σ_{xy}$ in the magnetic-field-induced spin-density-wave (FISDW) state of the quasi-one-dimensional Bechgaard salts (TMTSF)_2X. Electronic thermal excitations across the FISDW energy gap progressively destroy the quantum Hall effect, so $σ_{xy}(T)$ interpolates between the quantized value at zero temperature and zero value at the transition temperature T_c, where FISDW disappears. This temperature dependence is similar to that of the superfluid density in the BCS theory of superconductivity. More precisely, it is the same as the temperature dependence of the Fröhlich condensate density of a regular CDW/SDW. This suggests a two-fluid picture of the quantum Hall effect, where the Hall conductivity of the condensate is quantized, but the condensate fraction of the total electron density decreases with increasing temperature. The theory appears to agree with the experimental results obtained by measuring all three components of the resistivity tensor simultaneously on a (TMTSF)_2PF_6 sample and then reconstructing the conductivity tensor.

cond-mat.mes-hall↗

arXiv1999

Theory of angular magnetoresistance oscillations in Tl2Ba2CuO6

Using the calculated electron energy band structure of Tl2Ba2CuO6, we compute the dependence of the c axis magnetoresistance on the orientation of the magnetic field for different magnitudes of the magnetic field. We explain the known experimental results for the in-plane rotation of the magnetic field and predict the shape of the magnetoresistance oscillations for the out-of-plane rotations of the magnetic field. We show how the latter oscillations can be utilized to reconstruct the shape of the Fermi surface and to study the coherence of inter-plane electron tunneling.

cond-mat.supr-con↗

arXiv1998

Quantum Hall effect anomaly and collective modes in the magnetic-field-induced spin-density-wave phases of quasi-one-dimensional conductors

We study the collective modes in the magnetic-field-induced spin-density-wave (FISDW) phases experimentally observed in organic conductors of the Bechgaard salts family. In phases that exhibit a sign reversal of the quantum Hall effect (Ribault anomaly), the coexistence of two spin-density waves gives rise to additional collective modes besides the Goldstone modes due to spontaneous translation and rotation symmetry breaking. These modes strongly affect the charge and spin response functions. We discuss some experimental consequences for the Bechgaard salts.

cond-mat↗

arXiv1998

Temperature dependence of the normal-state Hall coefficient of a quasi-one-dimensional metal

We develop a systematic theory of the Hall effect in Q1D conductors in both weak and strong magnetic fields for a model where the electron relaxation time varies over the Fermi surface. At high temperatures, the Hall coefficient saturates at the value $-β/ecn$, where the dimensionless coefficient $β$ is determined by the curvature of the longitudinal dispersion law of electrons, $e$ the electron charge, $c$ is the speed of light, and $n$ is the hole concentration. At low temperatures, where a strong variation of the relaxation rate over the Fermi surface develops in the form of ``hot spots'', the Hall coefficient becomes temperature-dependent and may change sign for a particular choice of the transverse dispersion law parameters. In our model, the sign changes in a weak, but not in a strong magnetic field.

cond-mat↗

arXiv1998

The influence of magnetic-field-induced spin-density-wave motion and finite temperature on the quantum Hall effect in quasi-one-dimensional conductors: A quantum field theory

We derive the effective action for a moving magnetic-field-induced spin-density wave (FISDW) in quasi-one-dimensional conductors at zero and nonzero temperatures by taking the functional integral over the electron field. The effective action consists of the (2+1)D Chern-Simons term and the (1+1)D chiral anomaly term, both written for a sum of the electromagnetic field and the chiral field associated with the FISDW phase. The calculated frequency dependence of Hall conductivity interpolates between the quantum Hall effect at low frequencies and zero Hall effect at high frequencies, where the counterflow of FISDW cancels the Hall current. The calculated temperature dependence of the Hall conductivity is interpreted within the two-fluid picture, by analogy with the BCS theory of superconductivity.

cond-mat.mes-hall↗

arXiv1998

Magnetoresistance of YBa2Cu3O7 in the "cold spots" model

We calculate the in-plane magnetoresistance $Δρ_{xx}/ρ_{xx}$ of YBa$_2$Cu$_3$O$_7$ in a magnetic field applied perpendicular to the $CuO_2$ planes for the ``cold spots'' model. In this model, the electron relaxation time $τ_2\propto1/T^2$ at small regions on the Fermi surface near the Brillouin zone diagonals is much longer than the relaxation time $τ_1\propto1/T$ at the rest of the Fermi surface ($T$ is temperature). In qualitative agreement with the experiment, we find that Kohler's rule is strongly violated, but the ratio $Δρ_{xx}/ρ_{xx}\tan^2θ_H$, where $\tanθ_H$ is the Hall angle, is approximately temperature-independent. We find the ratio is about 5.5, which is of the same order of magnitude as in the experiment.

cond-mat.supr-con↗