732 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
The 3-state Potts model as a heavy quark finite density laboratory
The 3-D Z(3) Potts model is a model for finite temperature QCD with heavy
quarks. The chemical potential in QCD becomes an external magnetic field in the
Potts model. Following Alford et al.\cite{Alford_et_al}, we revisit this
mapping, and determine the phase diagram for an arbitrary chemical potential,
real or imaginary. Analytic continuation of the phase transition line between
real and imaginary chemical potential can be tested with precision. Our results
show that the chemical potential weakens the heavy-quark deconfinement
transition in QCD.Comment: 6 pages and 7 figures. talk presented at Lattice 2005 (non-zero
temperature and density
Solitons: from Charge Density Waves to FFLO in superconductors
This short review aims to summarize on "What the Charge Density Waves can
tell to other inhomogeneous states in strongly correlated systems, particularly
to spin-polarized superconductors". We shall update on expanding observations
of solitons in quasi 1D CDW conductors and link them to the growing information
and demands related to inhomogeneous spin-polarized states in superconductors.
The related theory, existent or awaited for, stretches from solitons in 1D
models to vortex-like elementary excitations in 2D,3D ordered incommensurate
CDWs and superconductors.Comment: After presentations given at the conferences STRIPES 2008 and ECRYS
200
Financial Time Series Analysis of SV Model by Hybrid Monte Carlo
We apply the hybrid Monte Carlo (HMC) algorithm to the financial time sires
analysis of the stochastic volatility (SV) model for the first time. The HMC
algorithm is used for the Markov chain Monte Carlo (MCMC) update of volatility
variables of the SV model in the Bayesian inference. We compute parameters of
the SV model from the artificial financial data and compare the results from
the HMC algorithm with those from the Metropolis algorithm. We find that the
HMC decorrelates the volatility variables faster than the Metropolis algorithm.
We also make an empirical analysis based on the Yen/Dollar exchange rates.Comment: 8 pages, 3 figures, to be published in LNC
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
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
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
Responses of quark condensates to the chemical potential
The responses of quark condensates to the chemical potential, as a function
of temperature T and chemical potential \mu, are calculated within the
Nambu--Jona-Lasinio (NJL) model. We compare our results with those from the
recent lattice QCD simulations [QCD-TARO Collaboration, Nucl. Phys. B (Proc.
Suppl.) 106, 462 (2002)]. The NJL model and lattice calculations show
qualitatively similar behavior, and they will be complimentary ways to study
hadrons at finite density. The behavior above T_c requires more elaborated
analyses.Comment: 3 pages, 2 figs, based on a contribution to the Prof. Osamu Miyamura
memorial symposium, Hiroshima University, Nov. 16-17, 2001; slightly revised,
accepted for publication in Physical Review
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