Massive vector particles tunneling from black holes influenced by the generalized uncertainty principle

This study considers the generalized uncertainty principle, which incorporates the central idea of large extra dimensions, to investigate the processes involved when massive spin-1 particles tunnel from Reissner-Nordstrom and Kerr black holes under the effects of quantum gravity. For the black hole, the quantum gravity correction decelerates the increase in temperature. Up to $\mathcal{O}(\frac{1}{M_f^2})$, the corrected temperatures are affected by the mass and angular momentum of the emitted vector bosons. In addition, the temperature of the Kerr black hole becomes uneven due to rotation. When the mass of the black hole approaches the order of the higher dimensional Planck mass $M_f$, it stops radiating and yields a black hole remnant.Comment: 17 pages. Version accepted for publication on Physics Letters

Large deviation principle for fractional Brownian motion with respect to capacity

We show that fractional Brownian motion(fBM) defined via Volterra integral representation with Hurst parameter $H\geq\frac{1}{2}$ is a quasi-surely defined Wiener functional on classical Wiener space,and we establish the large deviation principle(LDP) for such fBM with respect to $(p,r)$-capacity on classical Wiener space in Malliavin's sense

Effectiveness Analysis of Foreign Exchange Intervention by China’s Central Bank Based on GARCH Model

This paper examines the effects of the Bank of China’s intervention on RMB/dollar exchange rate volatility by GARCH Model. The empirical results show that the component GARCH models provide new evidence on the effects of the Bank of China’s intervention on the volatility of the CHY/USD exchange rate. The intervention reduces the volatility component from 2008 to 2017. Using the GARCH model to simulate the pattern of rapid appreciation, the pattern of financial crisis, the pattern of devaluation of the RMB, the models are well fitted the trends of exchange rate volatility.This paper examines the effects of the Bank of China’s intervention on CHY/USD exchange rate volatility by GARCH Model. The empirical results show that the component GARCH models provide new evidence on the effects of the Bank of China’s intervention on the volatility of the CHY/USD exchange rate. The intervention reduces the volatility component from 2008 to 2017. Using the GARCH model to simulate the pattern of rapid appreciation, the pattern of financial crisis, the pattern of devaluation of the RMB, the models are well fitted the trends of exchange rate volatility