Results 1 to 10 of about 1,120 (201)

Limit theorems for Markov-modulated and reflected diffusion processes [PDF]

open access: yes, 2015
In this thesis, asymptotic properties of two variants of one-dimensional diffusion processes, which are Markov-modulated and reflected Ornstein-Uhlenbeck processes, are studied.
Huang, G.
core   +4 more sources

Confidence surfaces for the mean of locally stationary functional time series [PDF]

open access: yes, 2021
The problem of constructing a simultaneous confidence band for the mean function of a locally stationary functional time series {Xi,n(t)}i=1,...n is challenging as these bands can not be built on classical limit theory.
Dette, Holger, Wu, Weichi
core   +1 more source

Random central limit theorems for linear processes with weakly dependent innovations

open access: yes, 2017
Random central limit theorems (CLTs) are established for a linear process driven by a strictly stationary ψ-weakly dependent process as well as for the ψ-weakly dependent process itself, whose dependence structure was introduced by Doukhan and Louhichi ...
황은주, 신동완
core   +2 more sources

New limit theorems for regular diffusion processes with finite speed measure [PDF]

open access: yes, 2000
We derive limit theorems for diffusion processes that have a finite speed measure. First we prove a number of asymptotic properties of the density $rho_t = dmu_t /dmu$ of the empirical measure $mu_t$ with respect to the normalized speed measure $mu ...
Zanten, J.H. (Harry) van
core   +1 more source

Nonparametric Tests for Conditional Symmetry in Dynamic Models [PDF]

open access: yes, 2007
This article proposes omnibus tests for conditional symmetry around a parametric function in a dynamic context. Conditional moments may not exist or may depend on the explanatory variables.
Delgado, Miguel A.   +1 more
core   +1 more source

Accelerated Discovery of Topological Spin Phase Diagrams in CrSBr Magnets Via High‐Throughput Optimization

open access: yesAdvanced Functional Materials, EarlyView.
Here, we develop a high‐throughput algorithm that accelerates the elucidation of phase diagrams of topological spin textures using limited computational resources at high numerical accuracy. Applying this framework to the van der Waals magnet CrSBr, we unveiled a hierarchy of previously unknown topological textures (domain‐wall bimerons, bimeron chains,
Andrew Lyall   +4 more
wiley   +1 more source

Generalized spectral tests for the martingale difference hypothesis [PDF]

open access: yes, 2006
This article proposes a test for the martingale difference hypothesis (MDH) using dependence measures related to the characteristic function. The MDH typically has been tested using the sample autocorrelations or in the spectral domain using the ...
Velasco Gómez, Carlos   +4 more
core   +1 more source

Critical Coupling in Semi‐Trasparent Fano Resonators for Photothermal Converters

open access: yesAdvanced Functional Materials, EarlyView.
An ultrathin metal–insulator multilayer architecture is engineered to exploit Fano‐resonant critical coupling, completely suppressing optical reflectance while achieving a balanced 50:50 trade‐off between absorbance and transmittance. Upon laser excitation at resonance, the metamaterial generates intense localized heat (ΔT≈550∘C$\Delta T {\approx }550^\
Giuseppe Emanuele Lio   +3 more
wiley   +1 more source

Ferromagnetism of Molecular Beam Epitaxy‐grown Ultra‐thin Cr2Ge2Te6 Films Down to the Monolayer Limit on Si Substrates

open access: yesAdvanced Materials, EarlyView.
Uniform monolayer Cr2Ge2Te6 films are achieved on Si substrates by molecular beam epitaxy. Intrinsic ferromagnetism with perpendicular magnetic anisotropy is established in the films by anomalous Hall effect and superconducting quantum interference device measurements, albeit with strong magnetic fluctuations characteristic of its 2D nature.
Pengfei Ji   +15 more
wiley   +1 more source

Rational Tuning of Hygroscopic Oscillation of Stacked Nanoflake Assemblies for Continuous Ambient Energy Harvesting

open access: yesAdvanced Materials, EarlyView.
Stacked nanoflake assembly (SNA) membranes can oscillate autonomously, offering opportunities for soft actuation and energy harvesting. This work uncovers the physical mechanism behind the sustained oscillation of SNA membranes in gradient humidity and identifies three governing dimensionless parameters, enabling rational design for optimizing SNA ...
Zijing Zhang   +5 more
wiley   +1 more source

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