Stochastic processes, non-normal innovations, and the use of scaling ratios

hlarket efficiency tests that rely on the martingale difference behavior of returns can be based on various volatility measures. This paper argues that, to be able to differentiate between dependence and fat-tailedness. one should look simultaneously at plots based on absolute returns and variances. If the distribution is heavy-tailed, this shows up in the absolute moment plots, but not in the variance related plots. Linear dependence. by contrast, is revealed in both plots. We provide and discuss an analytical and a simulation experime illustrating these points

Band inversion driven by electronic correlations at the (111) LaAlO3_3/SrTiO3_3 interface

Quantum confinement at complex oxide interfaces establishes an intricate hierarchy of the strongly correlated $d$-orbitals which is widely recognized as a source of emergent physics. The most prominent example is the (001) LaAlO$_3$/SrTiO$_3$(LAO/STO) interface, which features a dome-shaped phase diagram of superconducting critical temperature and spin-orbit coupling (SOC) as a function of electrostatic doping, arising from a selective occupancy of $t_{2g}$ orbitals of different character. Here we study (111)-oriented LAO/STO interfaces - where the three $t_{2g}$ orbitals contribute equally to the sub-band states caused by confinement - and investigate the impact of this unique feature on electronic transport. We show that transport occurs through two sets of electron-like sub-bands, and the carrier density of one of the sets shows a non-monotonic dependence on the sample conductance. Using tight-binding modeling, we demonstrate that this behavior stems from a band inversion driven by on-site Coulomb interactions. The balanced contribution of all $t_{2g}$ orbitals to electronic transport is shown to result in strong SOC with reduced electrostatic modulation.Comment: 5 pages, 4 figures, (+ supplemental material

Epitaxial growth and thermodynamic stability of SrIrO3/SrTiO3 heterostructures

Obtaining high-quality thin films of 5d transition metal oxides is essential to explore the exotic semimetallic and topological phases predicted to arise from the combination of strong electron correlations and spin-orbit coupling. Here, we show that the transport properties of SrIrO3 thin films, grown by pulsed laser deposition, can be optimized by considering the effect of laser-induced modification of the SrIrO3 target surface. We further demonstrate that bare SrIrO3 thin films are subject to degradation in air and are highly sensitive to lithographic processing. A crystalline SrTiO3 cap layer deposited in-situ is effective in preserving the film quality, allowing us to measure metallic transport behavior in films with thicknesses down to 4 unit cells. In addition, the SrTiO3 encapsulation enables the fabrication of devices such as Hall bars without altering the film properties, allowing precise (magneto)transport measurements on micro- and nanoscale devices.Comment: 5 pages, 3 figure

A note on the relationship between GARCH and symmetric stable processes

This note provides some explanations and extensions for the interesting results in Ghose and Kroner (1995). Specifically, we address the following points: (1) It is shown that the stable distribution and the stationary ARCH distributions are partially nested with respect to their tail shapes; (2) A novel interpretation of the McCulloch estimator is developed from the vantage point of extreme value theory; (3) This interpretation not only explains the apparent bias in some of the reported estimates, but it also helps in remedying the problem. Taken together, all three points reinforce the main conclusion of Ghose and Kroner

Two-dimensional superconductivity at the (111)LaAlO3_3/SrTiO3_3 interface

We report on the discovery and transport study of the superconducting ground state present at the (111)LaAlO$_3$/SrTiO$_3$ interface. The superconducting transition is consistent with a Berezinskii-Kosterlitz-Thouless transition and its 2D nature is further corroborated by the anisotropy of the critical magnetic field, as calculated by Tinkham. The estimated superconducting layer thickness and coherence length are 10 nm and 60 nm, respectively. The results of this work provide a new platform to clarify the microscopic details of superconductivity at LaAlO$_3$/SrTiO$_3$ interfaces, in particular in what concerns the link with orbital symmetry.Comment: 4 pages, 4 figure