1,170 research outputs found
Identifying topological-band insulator transitions in silicene and other 2D gapped Dirac materials by means of R\'enyi-Wehrl entropy
We propose a new method to identify transitions from a topological insulator
to a band insulator in silicene (the silicon equivalent of graphene) in the
presence of perpendicular magnetic and electric fields, by using the
R\'enyi-Wehrl entropy of the quantum state in phase space. Electron-hole
entropies display an inversion/crossing behavior at the charge neutrality point
for any Landau level, and the combined entropy of particles plus holes turns
out to be maximum at this critical point. The result is interpreted in terms of
delocalization of the quantum state in phase space. The entropic description
presented in this work will be valid in general 2D gapped Dirac materials, with
a strong intrinsic spin-orbit interaction, isoestructural with silicene.Comment: to appear in EP
Copulas in finance and insurance
Copulas provide a potential useful modeling tool to represent the dependence structure
among variables and to generate joint distributions by combining given marginal
distributions. Simulations play a relevant role in finance and insurance. They are used to
replicate efficient frontiers or extremal values, to price options, to estimate joint risks, and so
on. Using copulas, it is easy to construct and simulate from multivariate distributions based
on almost any choice of marginals and any type of dependence structure. In this paper we
outline recent contributions of statistical modeling using copulas in finance and insurance.
We review issues related to the notion of copulas, copula families, copula-based dynamic and
static dependence structure, copulas and latent factor models and simulation of copulas.
Finally, we outline hot topics in copulas with a special focus on model selection and
goodness-of-fit testing
Searching for pairing energies in phase space
We obtain a representation of pairing energies in phase space, for the
Lipkin-Meshkov-Glick and general boson Bardeen-Cooper-Schrieffer pairing
models. This is done by means of a probability distribution of the quantum
state in phase space. In fact, we prove a correspondence between the points at
which this probability distribution vanishes and the pairing energies. In
principle, the vanishing of this probability distribution is experimentally
accessible and additionally gives a method to visualize pairing energies across
the model control parameter space. This result opens new ways to experimentally
approach quantum pairing systems.Comment: 5 pages, 4 figure
Copulas in finance and insurance
Copulas provide a potential useful modeling tool to represent the dependence structure among variables and to generate joint distributions by combining given marginal distributions. Simulations play a relevant role in finance and insurance. They are used to replicate efficient frontiers or extremal values, to price options, to estimate joint risks, and so on. Using copulas, it is easy to construct and simulate from multivariate distributions based on almost any choice of marginals and any type of dependence structure. In this paper we outline recent contributions of statistical modeling using copulas in finance and insurance. We review issues related to the notion of copulas, copula families, copula-based dynamic and static dependence structure, copulas and latent factor models and simulation of copulas. Finally, we outline hot topics in copulas with a special focus on model selection and goodness-of-fit testing.Dependence structure, Extremal values, Copula modeling, Copula review
Generalized weighted Sobolev spaces and applications to Sobolev orthogonal polynomials, I
36 pages, no figures.-- MSC2000 codes: 41A10, 46E35, 46G10.-- Part II of this paper published in: Approx. Theory Appl. 18(2): 1-32 (2002), available at: http://e-archivo.uc3m.es/handle/10016/6483MR#: MR2047389 (2005k:42062)Zbl#: Zbl 1081.42024In this paper we present a definition of Sobolev spaces with respect to general measures, prove some useful technical results, some of them generalizations of classical results with Lebesgue measure and find general conditions under which these spaces are complete. These results have important consequences in approximation theory. We also find conditions under which the evaluation operator is bounded.Research by first (J.M.R.), third (E.R.) and fourth (D.P.) authors was partially supported by a grant from DGI (BFM 2000-0206-C04-01), Spain.Publicad
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