Parameter estimation and model testing for Markov processes via conditional characteristic functions

Markov processes are used in a wide range of disciplines, including finance. The transition densities of these processes are often unknown. However, the conditional characteristic functions are more likely to be available, especially for L\'{e}vy-driven processes. We propose an empirical likelihood approach, for both parameter estimation and model specification testing, based on the conditional characteristic function for processes with either continuous or discontinuous sample paths. Theoretical properties of the empirical likelihood estimator for parameters and a smoothed empirical likelihood ratio test for a parametric specification of the process are provided. Simulations and empirical case studies are carried out to confirm the effectiveness of the proposed estimator and test.Comment: Published in at http://dx.doi.org/10.3150/11-BEJ400 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm

Free Vibration Analysis of Symmetrically Laminated Folded Plate Structures Using an Element-Free Galerkin Method

An element-free Galerkin method for the solution of free vibration of symmetrically laminated folded plate structures is introduced. Employing the mature meshfree folded plate model proposed by the author, a folded laminated plate is simulated as a composite structure of symmetric laminates that lie in different planes. Based on the first-order shear deformation theory (FSDT) and the moving least-squares (MLS) approximation, the stiffness and mass matrices of the laminates are derived and supposed to obtain the stiffness and mass matrices of the entire folded laminated plate. The equation governing the free vibration behaviors of the folded laminated plate is thus established. Because of the meshfree characteristics of the proposed method, no mesh is involved to determine the stiffness and mass matrices of the laminates. Therefore, the troublesome remeshing can be avoided completely from the study of such problems as the large deformation of folded laminated plates. The calculation of several numerical examples shows that the solutions given by the proposed method are very close to those given by ANSYS, using shell elements, which proves the validity of the proposed method

The Temporal and Spectral Characteristics of "Fast Rise and Exponential Decay" Gamma-Ray Burst Pulses

In this paper we have analyzed the temporal and spectral behavior of 52 Fast Rise and Exponential Decay (FRED) pulses in 48 long-duration gamma-ray bursts (GRBs) observed by the CGRO/BATSE, using a pulse model with two shape parameters and the Band model with three shape parameters, respectively. It is found that these FRED pulses are distinguished both temporally and spectrally from those in long-lag pulses. Different from these long-lag pulses only one parameter pair indicates an evident correlation among the five parameters, which suggests that at least $\sim$4 parameters are needed to model burst temporal and spectral behavior. In addition, our studies reveal that these FRED pulses have correlated properties: (i) long-duration pulses have harder spectra and are less luminous than short-duration pulses; (ii) the more asymmetric the pulses are the steeper the evolutionary curves of the peak energy ($E_{p}$) in the $\nu f_{\nu}$ spectrum within pulse decay phase are. Our statistical results give some constrains on the current GRB models.Comment: 18 pages, 7 figures, accepted for publication in the Astrophysical Journa

A low-bandgap dimeric porphyrin molecule for 10% efficiency solar cells with small photon energy loss

Dimeric porphyrin molecules have great potential as donor materials for high performance bulk heterojunction organic solar cells (OSCs). Recently reported dimeric porphyrins bridged by ethynylenes showed power conversion efficiencies (PCEs) of more than 8%. In this study, we design and synthesize a new conjugated dimeric D-A porphyrin ZnP2BT-RH, in which the two porphyrin units are linked by an electron accepting benzothiadiazole (BT) unit. The introduction of the BT unit enhances the electron delocalization, resulting in a lower highest occupied molecular orbital (HOMO) energy level and an increased molar extinction coefficient in the near-infrared (NIR) region. The bulk heterojunction solar cells with ZnP2BT-RH as the donor material exhibit a high PCE of up to 10% with a low energy loss (Eloss) of only 0.56 eV. The 10% PCE is the highest for porphyrin-based OSCs with a conventional structure, and this Eloss is also the smallest among those reported for small molecule-based OSCs with a PCE higher than 10% to date

Proximity and anomalous field-effect characteristics in double-wall carbon nanotubes

Proximity effect on field-effect characteristic (FEC) in double-wall carbon nanotubes (DWCNTs) is investigated. In a semiconductor-metal (S-M) DWCNT, the penetration of electron wavefunctions in the metallic shell to the semiconducting shell turns the original semiconducting tube into a metal with a non-zero local density of states at the Fermi level. By using a two-band tight-binding model on a ladder of two legs, it is demonstrated that anomalous FEC observed in so-called S-M type DWCNTs can be fully understood by the proximity effect of metallic phases.Comment: 4 pages, 4 figure

Translation-symmetry protected topological orders on lattice

In this paper we systematically study a simple class of translation-symmetry protected topological orders in quantum spin systems using slave-particle approach. The spin systems on square lattice are translation invariant, but may break any other symmetries. We consider topologically ordered ground states that do not spontaneously break any symmetry. Those states can be described by Z2A or Z2B projective symmetry group. We find that the Z2A translation symmetric topological orders can still be divided into 16 sub-classes corresponding to 16 new translation-symmetry protected topological orders. We introduced four $Z_2$ topological indices $\zeta_{\v{k}}=0,1$ at $\v {k}=(0,0)$, $(0,\pi)$, $(\pi, 0)$, $(\pi ,\pi)$ to characterize those 16 new topological orders. We calculated the topological degeneracies and crystal momenta for those 16 topological phases on even-by-even, even-by-odd, odd-by-even, and odd-by-odd lattices, which allows us to physically measure such topological orders. We predict the appearance of gapless fermionic excitations at the quantum phase transitions between those symmetry protected topological orders. Our result can be generalized to any dimensions. We find 256 translation-symmetry protected Z2A topological orders for a system on 3D lattice