788 research outputs found
Bayesian inference with an adaptive proposal density for GARCH models
We perform the Bayesian inference of a GARCH model by the Metropolis-Hastings
algorithm with an adaptive proposal density. The adaptive proposal density is
assumed to be the Student's t-distribution and the distribution parameters are
evaluated by using the data sampled during the simulation. We apply the method
for the QGARCH model which is one of asymmetric GARCH models and make empirical
studies for for Nikkei 225, DAX and Hang indexes. We find that autocorrelation
times from our method are very small, thus the method is very efficient for
generating uncorrelated Monte Carlo data. The results from the QGARCH model
show that all the three indexes show the leverage effect, i.e. the volatility
is high after negative observations
Renormalization group flow of SU(3) lattice gauge theory - Numerical studies in a two coupling space
We investigate the renormalization group (RG) flow of SU(3) lattice gauge
theory in a two coupling space with couplings and
corresponding to and loops respectively. Extensive
numerical calculations of the RG flow are made in the fourth quadrant of this
coupling space, i.e., and . Swendsen's factor two
blocking and the Schwinger-Dyson method are used to find an effective action
for the blocked gauge field. The resulting renormalization group flow runs
quickly towards an attractive stream which has an approximate line shape. This
is numerical evidence of a renormalized trajectory which locates close to the
two coupling space. A model flow equation which incorporates a marginal
coupling (asymptotic scaling term), an irrelevant coupling and a
non-perturbative attraction towards the strong coupling limit reproduces
qualitatively the observed features. We further examine the scaling properties
of an action which is closer to the attractive stream than the currently used
improved actions. It is found that this action shows excellent restoration of
rotational symmetry even for coarse lattices with fm.Comment: 18 pages with 9 eps figures psfig.sty, typos correcte
Lattice calculation of the lowest order hadronic contribution to the muon anomalous magnetic moment
We present a quenched lattice calculation of the lowest order (alpha^2)
hadronic contribution to the anomalous magnetic moment of the muon which arises
from the hadronic vacuum polarization. A general method is presented for
computing entirely in Euclidean space, obviating the need for the usual
dispersive treatment which relies on experimental data for e^+e^- annihilation
to hadrons. While the result is not yet of comparable accuracy to those
state-of-the-art calculations, systematic improvement of the quenched lattice
computation to this level of accuracy is straightforward and well within the
reach of present computers. Including the effects of dynamical quarks is
conceptually trivial, the computer resources required are not.Comment: 12 pages, including two figures. Added reference and footnote
Replaced with published version; minor changes asked for by referees and
minor deletions to stay within page limi
Testing Algorithms for Finite Temperature Lattice QCD
We discuss recent algorithmic improvements in simulating finite temperature
QCD on a lattice. In particular, the Rational Hybrid Monte Carlo(RHMC)
algorithm is employed to generate lattice configurations for 2+1 flavor QCD.
Unlike the Hybrid R Algorithm, RHMC is reversible, admitting a Metropolis
accept/reject step that eliminates the errors
inherent in the R Algorithm. We also employ several algorithmic speed-ups,
including multiple time scales, the use of a more efficient numerical
integrator, and Hasenbusch pre-conditioning of the fermion force.Comment: 4 pages, 2 figures, poster presented at International Conference on
Strong and Electroweak Matter 2006 (SEWM2006), BNL, May 10-13, 200
Scaling Analysis of Improved Actions for Pure SU(3) Gauge Theory
We have explored the behaviour of some improved actions based on a
nonperturbative renormalization group (RG) analysis in coupling space. We
calculate the RG flow in two-coupling space (\boneone,\bonetwo) and examine
the restoration of rotational invariance and the scaling of physical quantities
.Comment: LATTICE98(improvement
Structure Oriented Compact Model for Advanced Trench IGBTs without Fitting Parameters for Extreme Condition: Part II
Compact model for expressing turn-off waveform for advanced trench gate IGBTs is proposed even under high current density condition. The model is analytically formulated only with device structure parameters so that no fitting parameters are required. The validity of the model is confirmed with TCAD simulation for 1.2 kV to 6.5 kV class IGBTs. The proposed turn-off model is sufficiently accurate to calculate trade-off curve between turn-off loss and saturation collector voltage under extremely high current conduction, so that the model can be used for system design with the advanced trench gate IGBTs.ESREF 2014, 25th EUROPEAN SYMPOSIUM ON RELIABILITY OF ELECTRON DEVICES,FAILURE PHYSICS AND ANALYSIS, Sep 29âOct 3, 2014, Technische UniversitĂ€t Berli
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