709 research outputs found

    Potential barrier of Graphene edges

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    We calculated row resolved density of states, charge distribution and work function of graphene's zigzag and armchair edge (either clean or terminated alternatively with H, O or OH group). The zigzag edge saturated via OH group has the lowest work function of 3.76 eV, while the zigzag edge terminated via O has the highest work function of 7.74 eV. The angle-dependent potential barrier on the edge is fitted to a multi-pole model and is explained by the charge distribution.Comment: 16 pages, 8 figures. Copyright (2011) American Institute of Physics. This article may be downloaded for personal use only. Any other use requires prior permission of the author and the American Institute of Physics. This article appeared in (J. Appl. Phys. 109 (2011) 114308) and may be found at (http://link.aip.org/link/?JAP/109/114308

    Statistical Analysis of Short-time Option Prices Based on a Levy Model

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    The Black-Scholes model has been widely used to find the prices of option, while several generalizations have been made due to its limitation. In this thesis, we consider one of the generalizations---the exponential Levy model with a mixture of CGMY process and Brownian motion. We state the main results of the first-, second- and third-order expansions for close-to-the-money call option prices under this model. Using importance sampling based on Monte Carlo method, a dataset of call option prices can be simulated. Comparing the simulated true prices with the three different order approximations, we find that the higher-order approximation is more accurate than the lower-order in most cases, which can be used for calibrating the parameters in the model. In order to verify these results, we use call option prices obtained from the Standard & Poor\u27s 500 index options. The third-order approximation of this real dataset is not as accurate as before

    On the Linear Precoder Design for MIMO Channels with Finite-Alphabet Inputs and Statistical CSI

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    This paper investigates the linear precoder design that maximizes the average mutual information of multiple-input multiple-output channels with finite-alphabet inputs and statistical channel state information known at the transmitter. This linear precoder design is an important open problem and is extremely difficult to solve: First, average mutual information lacks closed-form expression and involves complicated computations; Second, the optimization problem over precoder is nonconcave. This study explores the solution to this problem and provides the following contributions: 1) A closed-form lower bound of average mutual information is derived. It achieves asymptotic optimality at low and high signal-to-noise ratio regions and, with a constant shift, offers an accurate approximation to the average mutual information; 2) The optimal structure of the precoder is revealed, and a unified two-step iterative algorithm is proposed to solve this problem. Numerical examples show the convergence and the efficacy of the proposed algorithm. Compared to its conventional counterparts, the proposed linear precoding method provides a significant performance gain.Comment: 5 pages, 3 figures, accepted by IEEE Global Communications Conference (GLOBECOM) 2011, Houston, T
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