Broad distribution effects in sums of lognormal random variables

The lognormal distribution describing, e.g., exponentials of Gaussian random variables is one of the most common statistical distributions in physics. It can exhibit features of broad distributions that imply qualitative departure from the usual statistical scaling associated to narrow distributions. Approximate formulae are derived for the typical sums of lognormal random variables. The validity of these formulae is numerically checked and the physical consequences, e.g., for the current flowing through small tunnel junctions, are pointed out. Received 8 November 2002 / Received in final form 17 March 2003 Published online 7 May 2003     

Magnetic-roughness-induced magnetostatic interactions in magnetic tunnel junctions

Magnetostatic ferromagnetic coupling in magnetic tunnel junctions was selectively analyzed. We have shown that in samples involving polycrystalline magnetic films, beyond the orange-peel coupling, an important class of interaction is related to the dispersion fields associated to magnetic inhomogeneities. These magnetization fluctuations were described in terms of magnetic roughness arising from the local anisotropy fluctuations. Therefore, using roughness data extracted from atomic/ magnetic force microscopy analysis, the amplitude and the variation with distance of the magnetostatic interactions were selectively quantified. Received 7 December 2001     

Scale-free behavior of the Internet global performance

Measurements and data analysis have proved very effective in the study of the Internet's physical fabric and have shown heterogeneities and statistical fluctuations extending over several orders of magnitude. Here we focus on the relationship between the Round-Trip-Time (RTT) and the geographical distance. We define dimensionless variables that contain information on the quality of Internet connections finding that their probability distributions are characterized by a slow power-law decay signalling the presence of scale-free features. These results point out the extreme heterogeneity of Internet delay since the transmission speed between different points of the network exhibits very large fluctuations. The associated scaling exponents appear to have fairly stable values in different data sets and thus define an invariant characteristic of the Internet that might be used in the future as a benchmark of the overall state of “health” of the Internet. Received 25 January 2003 Published online 7 May 2003     

Current and shot noise in two capacitively coupled single electron transistors with an atomic sized spacer

The currents and their fluctuations in two capacitively coupled single electron transistors are determined in the limit of sequential tunnelling. Our considerations are restricted to the case when the islands (dots) of the transistors are atomic-sized, which means each of them has only one single electronic level available for the tunnelling processes. The Coulomb interactions of accumulated charges on the both single electron transistors lead to the effect of the negative differential resistance. An enhancement of the current shot-noise was also found. Spectral decomposition analysis indicated the two main contributions to the shot-noise: low- and high-frequency fluctuations. It was found that the low frequency fluctuations (polarization noise) are responsible for a strong enhancement of the current noise. Received 9 October 2001 / Received in final form 8 March 2002 Published online 9 July 2002     

Modeling of the current lines in discontinuous metal/insulator multilayers

Discontinuous magnetic metal/insulator multilayers are formed of equally spaced layers of magnetic particles embedded in an insulating matrix. Their electronic transport properties result from spin-polarized electron tunneling and Coulomb blockade effect. The current-in-plane (CIP) and current-perpendicular-to plane (CPP) resistances change by several orders of magnitude when the thicknesses of the metallic or insulating layers are varied. Calculations of the shape of the current lines in these multilayers are presented. It is shown that pure CIP or CPP transport occur in these systems only when the CIP or CPP resistances are very different in magnitude. If the two resistances are of the same order of magnitude, then the measured transport properties in both geometries are a combination of CIP and CPP transport. Received 9 October 2001     

On the slow dynamics of density fluctuations near the colloidal glass transition

Slow dynamics of density fluctuations near the colloidal glass transition is discussed from a new viewpoint by numerically solving a nonlinear stochastic diffusion equation for the density fluctuations recently proposed by one of the present authors (MT). The effects of spatial heterogeneities on the dynamics of density fluctuations are then investigated in an equilibrium system. The spatial heterogeneities are generated by the nonlinear density fluctuations, while in a nonequilibrium system they are described by a nonlinear deterministic equation for the average number density. The dynamics of equilibrium density fluctuations is thus shown to be quite different from that of nonequilibrium ones, leading to a logarithmic decay followed by less distinct α- and β-relaxation processes. Received 9 March 2002 and Received in final form 19 September 2002     

Quasiperiodically driven Josephson junctions: strange nonchaotic attractors, symmetries and transport

We consider the dynamics of the overdamped Josephson junction under the influence of an external quasiperiodic driving field. In dependence on parameter values either a quasiperiodic motion or a strange nochaotic attractor (SNA) can be observed. The latter corresponds to a resistive state in the current-voltage characteristics while for quasiperiodic motion a finite superconducting current exists for zero voltage. It is shown that in the case of SNA a nonzero mean voltage across the junction can appear due to symmetry breakings. Based on this observation a detailed symmetry consideration of the generalized equation of motion is performed and symmetry conditions ensuring zero mean voltage across the junction are found. Received 16 August 2001 and Received in final form 22 January 2002     

SCDA for 3D lattice gases with repulsive interaction

The selfconsistent diagram approximation (SCDA) is generalized for three-dimensional lattice gases with nearest neighbor repulsive interactions. The free energy is represented in a closed form through elementary functions. Thermodynamical (phase diagrams, chemical potential and mean square fluctuations), structural (order parameter, distribution functions) as well as diffusional characteristics are investigated. The calculation results are compared with the Monte Carlo simulation data to demonstrate high precision of the SCDA in reproducing the equilibrium lattice gas characteristics. It is shown that similarly to two-dimensional systems the specific statistical memory effects strongly influence the lattice gas diffusion in the ordered states. Received 7 August 2002 / Received in final form 22 January 2003 Published online 24 April 2003     

Temperature dependences of resistivity and magnetoresistivity for half-metallic ferromagnets

Peculiarities of transport properties of three- and two-dimensional half-metallic ferromagnets are investigated, which are connected with the absence of spin-flip scattering processes. The temperature and magnetic field dependences of resistivity in various regimes are calculated. The resistivity is proportional to T ^9/2 for T < T ^* and to T ^7/2 for T > T ^*, T^* being the crossover temperature for longitudinal scattering processes. The latter scale plays also an important role in magnetoresistance. The contribution of non-quasiparticle (incoherent) states to the transport properties is discussed. It is shown that they can dominate in the temperature dependence of the impurity-induced resistivity and in the tunnel junction conductivity. Received 16 September 2002 / Received in final form 6 November 2002 Published online 31 December 2002     

Are EUR and GBP different words for the same currency?

The British Pound (GBP) is not part of the Euro (EUR) monetary system. In order to find out arguments on whether GBP should join the EUR or not correlations are calculated between GBP exchange rates with respect to various currencies: USD, JPY, CHF, DKK, the currencies forming EUR and a reconstructed EUR for the time interval from 1993 till June 30, 2000. The distribution of fluctuations of the exchange rates is Gaussian for the central part of the distribution, but has fat tails for the large size fluctuations. Within the Detrended Fluctuation Analysis (DFA) statistical method the power law behavior describing the root-mean-square deviation from a linear trend of the exchange rate fluctuations is obtained as a function of time for the time interval of interest. The time-dependent exponent evolution of the exchange rate fluctuations is given. Statistical considerations imply that the GBP is already behaving as a true EUR. Received 31 December 2001     

Coupling effects of layers on spin transport in ZnSe/Zn 1 - x Mn x Se heterostructures

By use of the scattering matrix method, we investigate the coupling effects of layers on spin-polarized transport through semimagnetic semiconductor heterostructures with triple paramagnetic layers. Due to the coupling between double non-magnetic layers or among triple paramagnetic layers, spin tunneling exhibits interesting and complex features, which are determined by the structural configuration, the external fields as well as the spin orientations. It is shown that for electrons with either spin orientation tunneling through the symmetric or asymmetric heterostructures with triple paramagnetic layers, transmission resonances can approach the optimum under several biases. Moreover, for asymmetric structures, the resonant enhancement can occur under both several positive and negative biases. The spin-dependent resonant enhancement is also clearly reflected in the current density. In addition, for spin electrons traversing the multilayer heterostructure, the resonant splitting occurs in the transmission, which shows rich variations with the bias. These interesting results may be helpful to the development of spintronic devices. Received 28 April 2001     

Response of spin-accumulated ferromagnet/superconductor/ferromagnet double tunnel junction to applied magnetic field

Tunneling current in a ferromagnet/superconductor/ferromagnet double tunnel junction induces a nonequilibrium spin accumulation in the superconductor. We study theoretically the response of such a system to applied magnetic field. We show that the interplay between the magnetic field and the spin accumulation could lead to novel bias voltage dependence and magnetic field dependence of the superconducting gap function, and bring in anomalous asymmetry in the spin-dependent transport. Our study also indicates a possible application of the spin injection.     

Non-homogeneous random walks, generalised master equations, fractional Fokker-Planck equations, and the generalised Kramers-Moyal expansion

A generalised random walk scheme for random walks in an arbitrary external potential field is investigated. From this concept which accounts for the symmetry breaking of homogeneity through the external field, a generalised master equation is constructed. For long-tailed transfer distance or waiting time distributions we show that this generalised master equation is the genesis of apparently different fractional Fokker-Planck equations discussed in literature. On this basis, we introduce a generalisation of the Kramers-Moyal expansion for broad jump length distributions that combines multiples of both ordinary and fractional spatial derivatives. However, it is shown that the nature of the drift term is not changed through the existence of anomalous transport statistics, and thus to first order, an external potential Φ(x) feeds back on the probability density function W through the classical term ∝/ x (x)W(x, t), i.e., even for Lévy flights, there exists a linear infinitesimal generator that accounts for the response to an external field. Received 30 June 2000 and Received in final form 12 November 2000     

Effect of spin-flip scattering on electrical transport in magnetic tunnel junctions

By means of the nonequilibrium Green function technique, the effect of spin-flip scatterings on the spin-dependent electrical transport in ferromagnet–insulator–ferromagnet (FM–I–FM) tunnel junctions is investigated. It is shown that Jullière's formula for the tunnel conductance must be modified when including the contribution from the spin-flip scatterings. It is found that the spin-flip scatterings could lead to an angular shift of the tunnel conductance, giving rise to the junction resistance not being the largest when the orientations of magnetizations in the two FM electrodes are antiparallel, which may offer an alternative explanation for such a phenomenon observed previously in experiments in some FM–I–FM junctions. The spin-flip assisted tunneling is also observed.     

Frequency dependence of the photonic noise spectrum in an absorbing or amplifying diffusive medium

A theory is presented for the frequency dependence of the power spectrum of photon current fluctuations originating from a disordered medium. Both the cases of an absorbing medium (“grey body”) and of an amplifying medium (“random laser”) are considered in a waveguide geometry. The semiclassical approach (based on a Boltzmann-Langevin equation) is shown to be in complete agreement with a fully quantum mechanical theory, provided that the effects of wave localization can be neglected. The width of the peak in the power spectrum around zero frequency is much smaller than the inverse coherence time, characteristic for black-body radiation. Simple expressions for the shape of this peak are obtained, in the absorbing case, for waveguide lengths large compared to the absorption length, and, in the amplifying case, close to the laser threshold. Received 8 August 2000     

Statistical properties at the spectrum edge of the QCD Dirac operator

The statistical properties of the spectrum of the staggered Dirac operator in an SU(2) lattice gauge theory are analyzed both in the bulk of the spectrum and at the spectrum edge. Two commonly used statistics, the number variance and the spectral rigidity, are investigated. While the spectral fluctuations at the edge are suppressed to the same extent as in the bulk, the spectra are more rigid at the edge. To study this effect, we introduce a microscopic unfolding procedure to separate the variation of the microscopic spectral density from the fluctuations. For the unfolded data, the number variance shows oscillations of the same kind as before unfolding, and the average spectral rigidity becomes larger than the one in the bulk. In addition, the short-range statistics at the origin is studied. The lattice data are compared to predictions of chiral random-matrix theory, and agreement with the chiral Gaussian Symplectic Ensemble is found. Received: 6 November 1997 / Revised version: 19 January 1998     

Stable power laws in variable economies; Lotka-Volterra implies Pareto-Zipf

In recent years we have found that logistic systems of the Generalized Lotka-Volterra type (GLV) describing statistical systems of auto-catalytic elements posses power law distributions of the Pareto-Zipf type. In particular, when applied to economic systems, GLV leads to power laws in the relative individual wealth distribution and in market returns. These power laws and their exponent α are invariant to arbitrary variations in the total wealth of the system and to other endogenously and exogenously induced variations. Received 31 December 2001     

The partition function of an interacting many body system

Based on the path integral approach the partition function of a many body system with separable two body interaction is calculated in the sense of a semiclassical approximation. The commonly used Gaussian type of approximation, known as the perturbed static path approximation (PSPA), breaks down near a crossover temperature due to instabilities of the classical mean field solution. It is shown how the PSPA is systematically improved within the crossover region by taking into account large non-Gaussian fluctuations and an approximation applicable down to very low temperatures is carried out. These findings are tested against exact results for the archetypical cases of a particle moving in a one dimensional double well and the exactly solvable Lipkin-Meshkov-Glick model. The extensions should have applications in finite systems at low temperatures as in nuclear physics and mesoscopic systems, e.g. for gap fluctuations in nanoscale superconducting devices previously studied within a PSPA type of approximation. Received 28 March 2002 Published online 17 September 2002     

II. The intermediate velocity source in the 40Ca + 40Ca reaction at Elab = 35AMeV

The shape of the velocity distributions of charged particles projected on the beam direction can be explained if emissions from the hot projectile-like fragment and the target-like fragment are supplemented by an emission from an intermediate velocity source located between them. The creation of this source is predicted by a two-stage reaction model where, in the second stage, some of the nucleons identified in the first stage as participants form a group of clusters located in the region between the colliding nuclei. The cluster coalescence process is governed on the average by the maximum value of entropy, although its fluctuations are also significant. The properties of the intermediate velocity source are precisely described, including the isotopic composition of the emitted particles. Received: 12 March 2001 / Accepted: 20 June 2001