Protective capping of topological surface states of intrinsically insulating Bi2_2Te3_3

We have identified epitaxially grown elemental Te as a capping material that is suited to protect the topological surface states of intrinsically insulating Bi$_2$Te$_3$. By using angle-resolved photoemission, we were able to show that the Te overlayer leaves the dispersive bands of the surface states intact and that it does not alter the chemical potential of the Bi$_2$Te$_3$ thin film. From in-situ four-point contact measurements, we observed that the conductivity of the capped film is still mainly determined by the metallic surface states and that the contribution of the capping layer is minor. Moreover, the Te overlayer can be annealed away in vacuum to produce a clean Bi$_2$Te$_3$ surface in its pristine state even after the exposure of the capped film to air. Our findings will facilitate well-defined and reliable ex-situ experiments on the properties of Bi$_2$Te$_3$ surface states with nontrivial topology.Comment: 5 pages, 5 figures, 2 pages supplemental material accepted for publication in AIP Advance

Der Betafaktor im CAPM als variierender Regressionskoeffizient

Der Betafaktor oder -koeffizient wird in Regressionsmodellen der statistisch-ökonometrischen Theorie üblicherweise als konstant und zeitunabhängig angenommen. Bei Anwendungen ist diese Stabilität häufig jedoch nicht gegeben. Das vorliegende Arbeitspapier stellt am Beispiel des Capital Asset Pricing Model Zeitreihenmodelle vor, die eine Variierung des Regressionskoeffizienten explizit zulassen. Die Ansätze der rekursiven, diskontierten Methode der kleinsten Quadrate und der gleitenden, lokalen Regression bilden abschließend die Grundlage für die empirische Untersuchung am deutschen Aktienmarkt. -- In regression models the beta coefficient usually is assumed to be constant and timeinvariant. But in fact, this stability assumption in many cases is out of touch with reality. Hence, this working paper discusses time series models that consciously allow the coefficient to vary over time. Particularly, the approach of recursive, discounted least squares and the moving local regression are presented. These methods are exemplified on an empirical study of the Capital Asset Pricing Model in the German stock market.

Analyzing Consistency of Formal Requirements

In the development of safety-critical embedded systems, requirements-driven approaches are widely used. Expressing functional requirements in formal languages enables reasoning and formal testing. This paper proposes the Simplified Universal Pattern (SUP) as an easy to use formalism and compares it to SPS, another commonly used specification pattern system. Consistency is an important property of requirements that can be checked already in early design phases. However, formal definitions of consistency are rare in literature and tent to be either too weak or computationally too complex to be applicable to industrial systems. Therefore this work proposes a new formal consistency notion, called partial consistency, for the SUP that is a trade-off between exhaustiveness and complexity. Partial consistency identifies critical cases and verifies if these cause conflicts between requirement

Heavy fermion properties of the Kondo Lattice model

We study the S = 1/2 Kondo lattice model which is widely used to describe heavy fermion behavior. In conventional treatments of the model the Kondo interaction is decoupled in favour of a hybridization of conduction and localized f electrons. However, such an approximation breaks the local gauge symmetry and implicates that the local f-occupation is no longer conserved. To avoid these problems, we use in this work an alternative approach to the model based on the Projective Renormalization Method (PRM). Thereby, within the conduction electron spectral function we identify the lattice Kondo resonance as an almost flat excitation near the Fermi surface which is composed of conduction electron creation operators combined with localized spin fluctuations. This leads to an alternative description of the Kondo resonance without having to resort to an artificial symmetry breaking

Motivated political reasoning: The formation of belief-value constellations

We study the causal relationship between moral values ("ought" statements) and factual beliefs ("is" statements) and show that, contrary to predictions of orthodox Bayesian models, values exert an influence on beliefs. This effect is mediated by prior political leanings and, thus, contributes to increasing polarization in beliefs about facts. We study this process of motivated political reasoning in a preregistered online experiment with a nationally representative sample of 1,500 individuals in the US. Additionally, we show that subjects do not distort their beliefs in response to financial incentives to do so, suggesting that deep values exert a stronger motivational force

Unconventional superconductivity and interaction induced Fermi surface reconstruction in the two-dimensional Edwards model

We study the competition between unconventional superconducting pairing and charge density wave (CDW) formation for the two-dimensional Edwards Hamiltonian at half filling, a very general two-dimensional transport model in which fermionic charge carriers couple to a correlated background medium. Using the projective renormalization method we find that a strong renormalization of the original fermionic band causes a new hole-like Fermi surface to emerge near the center of the Brillouin zone, before it eventually gives rise to the formation of a charge density wave. On the new, disconnected parts of the Fermi surface superconductivity is induced with a sign-changing order parameter. We discuss these findings in the light of recent experiments on iron-based oxypnictide superconductors.Comment: 13 pages, 2 figure

Der Betafaktor im CAPM als variierender Regressionskoeffizient

Der Betafaktor oder -koeffizient wird in Regressionsmodellen der statistisch-ökonometrischen Theorie üblicherweise als konstant und zeitunabhängig angenommen. Bei Anwendungen ist diese Stabilität häufig jedoch nicht gegeben. Das vorliegende Arbeitspapier stellt am Beispiel des Capital Asset Pricing Model Zeitreihenmodelle vor, die eine Variierung des Regressionskoeffizienten explizit zulassen. Die Ansätze der rekursiven, diskontierten Methode der kleinsten Quadrate und der gleitenden, lokalen Regression bilden abschließend die Grundlage für die empirische Untersuchung am deutschen Aktienmarkt.In regression models the beta coefficient usually is assumed to be constant and timeinvariant. But in fact, this stability assumption in many cases is out of touch with reality. Hence, this working paper discusses time series models that consciously allow the coefficient to vary over time. Particularly, the approach of recursive, discounted least squares and the moving local regression are presented. These methods are exemplified on an empirical study of the Capital Asset Pricing Model in the German stock market

Coupled model transformations for QoS enabled component-based software design

This thesis presents the Palladio Component Model and its accompanying transformations for component-based software design with predictable performance attributes. The use of transformations results in a deterministic relationship between the model and its implementation. The introduced Coupled Transformations method uses this relationship to include implementation details into predictions to get better predictions. The approach is validated in several case studies showing the increased accuracy