709 research outputs found
Potential barrier of Graphene edges
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
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
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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