21,645 research outputs found
Analytic quasi-perodic cocycles with singularities and the Lyapunov Exponent of Extended Harper's Model
We show how to extend (and with what limitations) Avila's global theory of
analytic SL(2,C) cocycles to families of cocycles with singularities. This
allows us to develop a strategy to determine the Lyapunov exponent for extended
Harper's model, for all values of parameters and all irrational frequencies. In
particular, this includes the self-dual regime for which even heuristic results
did not previously exist in physics literature. The extension of Avila's global
theory is also shown to imply continuous behavior of the LE on the space of
analytic -cocycles. This includes rational approximation of
the frequency, which so far has not been available
Transport and Noise Characteristics of Submicron High-Temperature Superconductor Grain-Boundary Junctions
We have investigated the transport and noise properties of submicron YBCO
bicrystal grain-boundary junctions prepared using electron beam lithography.
The junctions show an increased conductance for low voltages reminiscent of
Josephson junctions having a barrier with high transmissivity. The voltage
noise spectra are dominated by a few Lorentzian components. At low temperatures
clear two-level random telegraph switching (RTS) signals are observable in the
voltage vs time traces. We have investigated the temperature and voltage
dependence of individual fluctuators both from statistical analysis of voltage
vs time traces and from fits to noise spectra. A transition from tunneling to
thermally activated behavior of individual fluctuators was clearly observed.
The experimental results support the model of charge carrier traps in the
barrier region.Comment: 4 pages, 4 figures, to be published in Appl. Phys. Let
Trends and Cycles : an Historical Review of the Euro Area.
We analyze the euro area business cycle in a medium scale DSGE model where we assume two stochastic trends: one on total factor productivity and one on the inflation target of the central bank. To justify our choice of integrated trends, we test alternative specifications for both of them. We do so, estimating trends together with the model's structural parameters, to prevent estimation biases. In our estimates, business cycle fluctuations are dominated by investment specific shocks and preference shocks of households. Our results cast doubts on the view that cost push shocks dominate economic fluctuations in DSGE models and show that productivity shocks drive fluctuations on a longer term. As a conclusion, we present our estimation's historical reading of the business cycle in the euro area. This estimation gives credible explanations of major economic events since 1985.New Keynesian model, Business Cycle, Bayesian estimation.
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