Nonparametric tests for detecting breaks in the jump behaviour of a time-continuous process

This paper is concerned with tests for changes in the jump behaviour of a time-continuous process. Based on results on weak convergence of a sequential empirical tail integral process, asymptotics of certain tests statistics for breaks in the jump measure of an Ito semimartingale are constructed. Whenever limiting distributions depend in a complicated way on the unknown jump measure, empirical quantiles are obtained using a multiplier bootstrap scheme. An extensive simulation study shows a good performance of our tests in finite samples.Comment: 29 pages, 4 figure

Visibility of Cold Atomic Gases in Optical Lattices for Finite Temperatures

In nearly all experiments with ultracold atoms time-of-flight pictures are the only data available. In this paper we present an analytical strong-coupling calculation for those time-of-flight pictures of bosons in an optical lattice in the Mott phase. This allows us to determine the visibility, which quantifies the contrast of peaks in the time-of-flight pictures, and we suggest how to use it as a thermometer.Comment: Author Information under http://www.theo-phys.uni-essen.de/tp/ags/pelster_dir

Nonparametric estimation of the volatility under microstructure noise: wavelet adaptation

We study nonparametric estimation of the volatility function of a diffusion process from discrete data, when the data are blurred by additional noise. This noise can be white or correlated, and serves as a model for microstructure effects in financial modeling, when the data are given on an intra-day scale. By developing pre-averaging techniques combined with wavelet thresholding, we construct adaptive estimators that achieve a nearly optimal rate within a large scale of smoothness constraints of Besov type. Since the underlying signal (the volatility) is genuinely random, we propose a new criterion to assess the quality of estimation; we retrieve the usual minimax theory when this approach is restricted to deterministic volatility.Adaptive estimation; diffusion processes; high-frequency data; microstructure noise; minimax estimation; semimartingales; wavelets.

TWENTY SOFTWARE REQUIREMENT PATTERNS TO SPECIFY RECOMMENDER SYSTEMS THAT USERS WILL TRUST

Trust has been shown as a crucial factor for the adoption of new technologies. Surprisingly, trust literature offers very little guidance for systematically integrating the vast amount of insights from behavioral research on trust into the development of computing systems. The aim of this article is to translate results from behavioral sciences into software requirement patterns that address user trust in recommender systems. Software requirement patterns are used in requirements engineering to recognize important and recurring issues and reduce the effort of compiling a list of software requirements. We collected antecedents that build trust, and developed software requirement patterns that demand functionality to support these antecedents. This paper contributes by presenting software requirement patterns consisting of the name, the goal and the pre-defined requirement template that can be used to specify trust requirements in recommender system development projects

Dynamics of thin-film spin-flip transistors with perpendicular source-drain magnetizations

A "spin-flip transistor" is a lateral spin valve consisting of ferromagnetic source drain contacts to a thin-film normal-metal island with an electrically floating ferromagnetic base contact on top. We analyze the \emph{dc}-current-driven magnetization dynamics of spin-flip transistors in which the source-drain contacts are magnetized perpendicularly to the device plane by magnetoelectronic circuit theory and the macrospin Landau-Lifshitz-Gilbert equation. Spin flip scattering and spin pumping effects are taken into account. We find a steady-state rotation of the base magnetization at GHz frequencies that is tuneable by the source-drain bias. We discuss the advantages of the lateral structure for high-frequency generation and actuation of nanomechanical systems over recently proposed nanopillar structures.Comment: Accepted by Phys.Rev.B as regular articl

Die infizierte Problemwunde

Die erste Ausgabe der Online-Zeitschrift "GMS Krankenhaushygiene Interdisziplinär" der Deutschen Gesellschaft für Krankenhaushygiene (DGKH) innerhalb von German Medical Science behandelt das Thema "Die infizierte Problemwunde". Die Zielsetzung dieser Zeitschrift besteht in der komplexen Darstellung aktueller Themen der Krankenhaushygiene in interdisziplinärer Zusammenarbeit zwischen Hygienikern, Mikrobiologen, Infektiologen und für die jeweilige Thematik relevanten klinischen Fachdisziplinen und ggf. auch mit Experten anderer Fachrichtungen, z.B. Juristen, da rechtliche Aspekte zunehmend Bedeutung erlangen. ..

Dynamic Fingerprints of Synthetic Antiferromagnet Nanostructures with Interfacial Dzyaloshinskii-Moriya Interaction

Synthetic antiferromagnet (SAF) nanostructures with interfacial Dzyaloshinskii-Moriya interaction can host topologically distinct spin textures such as skyrmions and thus are regarded as promising candidates for both spintronics and magnonics applications. Here, we present comprehensive micromagnetic simulations of such material systems and discuss the rich phase diagrams that contain various types of magnetic configurations. Aside from the static properties, we further discuss the resonant excitations of the calculated magnetic states which include individual skyrmions and skyrmioniums. Finally, the internal modes of SAF skyrmion clusters are studied and discussed in the context of magnetic sensing applications based on the dynamic fingerprint in broadband ferromagnetic resonance measurements.Comment: 9 pages, 5 figure