  We study the thermoelectric conductivities of a strongly correlated system in
the presence of a magnetic field by the gauge/gravity duality. We consider a
class of Einstein-Maxwell-Dilaton theories with axion fields imposing momentum
relaxation. General analytic formulas for the direct current(DC) conductivities
and the Nernst signal are derived in terms of the black hole horizon data. For
an explicit model study, we analyse in detail the dyonic black hole modified by
momentum relaxation. In this model, for small momentum relaxation, the Nernst
signal shows a bell-shaped dependence on the magnetic field, which is a feature
of the normal phase of cuprates. We compute all alternating current(AC)
electric, thermoelectric, and thermal conductivities by numerical analysis and
confirm that their zero frequency limits precisely reproduce our analytic DC
formulas, which is a non-trivial consistency check of our methods. We discuss
the momentum relaxation effects on the conductivities including cyclotron
resonance poles.
