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Search Results: 1 - 10 of 2413 matches for " Bernd Rosenow "
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Nonlinear ac conductivity of one-dimensional Mott insulators
Bernd Rosenow
Physics , 2008, DOI: 10.1088/1742-5468/2008/04/P04010
Abstract: We discuss a semiclassical calculation of low energy charge transport in one-dimensional (1d) insulators with a focus on Mott insulators, whose charge degrees of freedom are gapped due to the combination of short range interactions and a periodic lattice potential. Combining RG and instanton methods, we calculate the nonlinear ac conductivity and interpret the result in terms of multi-photon absorption. We compare the result of the semiclassical calculation for interacting systems to a perturbative, fully quantum mechanical calculation of multi-photon absorption in a 1d band insulator and find good agreement when the number of simultaneously absorbed photons is large.
Fluctuations and Market Friction in Financial Trading
Bernd Rosenow
Physics , 2001, DOI: 10.1142/S012918310200322X
Abstract: We study the relation between stock price changes and the difference in the number of sell and buy orders. Using a soft spin model, we describe the price impact of order imbalances and find an analogy to the fluctuation-dissipation theorem in physical systems. We empirically investigate fluctuations and market friction for a major US stock and find support for our model calculations.
Chern-Simons Theory for Quantum Hall Stripes
Bernd Rosenow,Stefan Scheidl
Physics , 2000, DOI: 10.1142/S0217979201004988
Abstract: We develop a Chern-Simons theory to describe a two-dimensional electron gas in intermediate magnetic fields. Within this approach, inhomogeneous states emerge in analogy to the intermediate state of a superconductor. At half filling of the highest Landau level we find unidirectional charge-density-wave (CDW) solutions. With a semiclassical calculation we give an intuitive explanation of the change of CDW orientation in the presence of an in-plane magnetic field. An anisotropy in the electron band mass is suggested as a possible source of the reproducible orientation of the CDW.
Zero temperature Dephasing and the Friedel Sum Rule
Bernd Rosenow,Yuval Gefen
Physics , 2011,
Abstract: Detecting the passage of an interfering particle through one of the interferometer's arms, known as "which path" measurement, gives rise to interference visibility degradation (dephasing). Here we consider a detector at {\em equilibrium}. At finite temperature dephasing is caused by thermal fluctuations of the detector. More interestingly, in the zero temperature limit, equilibrium quantum fluctuations of the detector give rise to dephasing of the out-of-equilibrium interferometer. This dephasing is a manifestation of an orthogonality catastrophe which differs qualitatively from Anderson's. Its magnitude is directly related to the Friedel sum rule.
Order book approach to price impact
Philipp Weber,Bernd Rosenow
Physics , 2003,
Abstract: Buying and selling stocks causes price changes, which are described by the price impact function. To explain the shape of this function, we study the Island ECN orderbook. In addition to transaction data, the orderbook contains information about potential supply and demand for a stock. The virtual price impact calculated from this information is four times stronger than the actual one and explains it only partially. However, we find a strong anticorrelation between price changes and order flow, which strongly reduces the virtual price impact and provides for a quantitative explanation of the empirical price impact function.
Quantitative description of Josephson-like tunneling in $ν_T=1$ quantum Hall bilayers
Timo Hyart,Bernd Rosenow
Physics , 2010, DOI: 10.1103/PhysRevB.83.155315
Abstract: At total filling factor $\nu_T=1$, interlayer phase coherence in quantum Hall bilayers can result in a tunneling anomaly resembling the Josephson effect in the presence of strong fluctuations. The most robust experimental signature of this effect is a strong enhancement of the tunneling conductance at small voltages. The height and width of the conductance peak depend strongly on the area and tunneling amplitude of the samples, applied parallel magnetic field and temperature. We find that the tunneling experiments are in quantitative agreement with a theory which treats fluctuations due to meron excitations phenomenologically and takes tunneling into account perturbatively. We also discuss the qualitative changes caused by larger tunneling amplitudes, and provide a possible explanation for recently observed critical currents in counterflow geometry.
Neutral mode heat transport and fractional quantum Hall shot noise
So Takei,Bernd Rosenow
Physics , 2010, DOI: 10.1103/PhysRevB.84.235316
Abstract: We study nonequilibrium edge state transport in the fractional quantum Hall regime for states with one or several counter-propagating neutral modes. We consider a setup in which the neutral modes are heated by a hot spot, and where heat transported by the neutral modes causes a temperature difference between the upper and lower edges in a Hall bar. This temperature difference is probed by the excess noise it causes for scattering across a quantum point contact. We find that the excess noise in the quantum point contact provides evidence for counter-propagating neutral modes, and we calculate its dependence on both the temperature difference between the edges and on source drain bias.
Large stock price changes: volume or liquidity?
Philipp Weber,Bernd Rosenow
Physics , 2004,
Abstract: We analyze large stock price changes of more than five standard deviations for i) TAQ data for the year 1997 and ii) order book data from the Island ECN for the year 2002. We argue that large price changes are not due to large trading volumes. Instead, we find that extreme price fluctuations are mainly caused by a low density of limit orders stored in the order book, i.e. a small liquidity.
Nonlinear ac conductivity of interacting 1d electron systems
Bernd Rosenow,Thomas Nattermann
Physics , 2004, DOI: 10.1103/PhysRevB.73.085103
Abstract: We consider low energy charge transport in one-dimensional (1d) electron systems with short range interactions under the influence of a random potential. Combining RG and instanton methods, we calculate the nonlinear ac conductivity and discuss the crossover between the nonanalytic field dependence of the electric current at zero frequency and the linear ac conductivity at small electric fields and finite frequency.
Influence of topological excitations on Shapiro steps and microwave dynamical conductance in bilayer exciton condensates
Timo Hyart,Bernd Rosenow
Physics , 2012, DOI: 10.1103/PhysRevLett.110.076806
Abstract: The quantum Hall state at total filling factor $\nu_T=1$ in bilayer systems realizes an exciton condensate and exhibits a zero-bias tunneling anomaly, similar to the Josephson effect in the presence of fluctuations. In contrast to conventional Josephson junctions, no Fraunhofer diffraction pattern has been observed, due to disorder induced topological defects, so-called merons. We consider interlayer tunneling in the presence of microwave radiation, and find Shapiro steps in the tunneling current-voltage characteristic despite the presence of merons. Moreover, the Josephson oscillations can also be observed as resonant features in the microwave dynamical conductance.
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