Results 11 to 20 of about 1,058 (183)

Another view on martingale central limit theorems [PDF]

open access: yes, 1992
Based on the martingale version of the Skorokhod embedding Heyde and Brown (1970) established a bound on the rate of convergence in the central limit theorem (CLT) for discrete time martingales having finite moments of order 2+2δ with 00 was proved in ...
Gaenssler, Peter, Joos, Konrad
core   +1 more source

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   +2 more sources

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

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

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   +2 more sources

High‐Throughput Discovery of Quantum Frustrated Materials

open access: yesAdvanced Functional Materials, EarlyView.
Physics‐guided discovery of frustrated kagome and triangular magnets. ABSTRACT Geometrical frustration provides a fertile platform for realizing exotic quantum phases such as spin liquids, yet, the predictive identification of frustrated magnets remains limited.
Byeong‐Hyeon Jeong   +4 more
wiley   +1 more source

Spin and Charge Control of Topological End States in Chiral Graphene Nanoribbons on a 2D Ferromagnet

open access: yesAdvanced Materials, EarlyView.
Chiral graphene nanoribbons on a ferromagnetic gadolinium‐gold surface alloy display tunable spin and charge states at their termini. Atomic work function variations and exchange fields enabe transitions between singlet, doublet, and triplet configurations.
Leonard Edens   +8 more
wiley   +1 more source

Spin‐Split Edge States in Metal‐Supported Graphene Nanoislands Obtained by CVD

open access: yesAdvanced Materials, EarlyView.
Combining STM measurements and ab‐initio calculations, we show that zig‐zag edges in graphene nanoislands grown on Ni(111) by CVD retrieve their spin‐polarized edge states after intercalation of a few monolayers of Au. ABSTRACT Spin‐split states localized on zigzag edges have been predicted for different free‐standing graphene nanostructures.
Michele Gastaldo   +6 more
wiley   +1 more source

Gapless Superconductivity From Extremely Dilute Magnetic Disorder in 2H‐NbSe2‐xSx

open access: yesAdvanced Materials, EarlyView.
We demonstrate that 2H‐NbSe2‐xSx hosts gapless superconductivity at unexpectedly low magnetic impurity concentrations. Combining STM, Bogoliubovde Gennes simulations, DFT, and quasiparticle interference, we comprehensively study the development of gapless behavior and show that SeS substitution reshapes the band structure, enhances nesting, and drives ...
Jose Antonio Moreno   +16 more
wiley   +1 more source

Limiting behaviour of random spatial graphs and asymptotically homogeneous RWRE [PDF]

open access: yes, 2005
We consider several random spatial graphs of the nearest-neighbour type, including the k- nearest neighbours graph, the on-line nearest-neighbour graph, and the minimal directed spanning tree.
Wade, Andrew R   +2 more
core  

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