Light-emitting current of electrically driven single-photon sources

The time-dependent tunnelling current arising from the electron-hole recombination of exciton state is theoretically studied using the nonequilibrium Green's function technique and the Anderson model with two energy levels. The charge conservation and gauge invariance are satisfied in the tunnelling current. Apart from the classical capacitive charging and discharging behavior, interesting oscillations superimpose on the tunnelling current for the applied rectangular pulse voltage.Comment: 14 pages, 5 figure

Naturalistic Metaphysics at Sea

In this paper I return to the mid-20th-century debate between Quine and Carnap on the status of metaphysics questions with an eye toward advancing contemporary debates about whether naturalists can coherently undertake substantive metaphysical inquiry. Following Huw Price, I take the debate between Quine and Carnap to hinge, in part, on whether human inquiry is functionally unified. However, unlike Price, I suggest that this question is not best understood as a question about the function(s) of descriptive discourse. This goes along with rejecting a “linguistic conception” of the starting point of metaphysical inquiry, which, although shared by Quine and Carnap, Price gives us no good reason to think is mandatory for naturalists. I sketch two reasons naturalists have to reject a particular manifestation of this linguistic conception in Quine’s work—his criterion of ontological commitment. Finally, I show how these reasons can help us identify the grains of truth in some recent critiques of “mainstream metaphysics of mind.

The Lagrangian cobordism group of T2T^2

We compute the Lagrangian cobordism group of the standard symplectic 2-torus and prove that it is isomorphic to the Grothendieck group of its derived Fukaya category. The proofs use homological mirror symmetry for the 2-torus.Comment: 43 pages, 12 figures. V2: Result of computation of the cobordism group reformulated; further minor changes and corrections. V3: Updated such as to agree with accepted version. To appear in Selecta Mathematic

Uniform asymptotics of area-weighted Dyck paths

Using the generalized method of steepest descents for the case of two coalescing saddle points, we derive an asymptotic expression for the bivariate generating function of Dyck paths, weighted according to their length and their area in the limit of the area generating variable tending towards 1. The result is valid uniformly for a range of the length generating variable, including the tricritical point of the model.Comment: 14 pages, 5 figure

Proposal for a correlation induced spin-current polarizer

We propose a spin polarizer device composed of a quantum dot connected to the spin polarized leads. The spin control of the current flowing through the device is entirely due to the Coulomb interactions present inside the dot. We show that the initial polarization present in the source lead can be reverted or suppressed just by manipulating the gate voltage acting on the dot, the presence of the external magnetic field is not required. The influence of the temperature and finite bias on the efficiency of the current spin switching effect is also discussed.Comment: 5 pages, 4 figures, title changed, rearranged figures, one reference added, discussion extension, accepted for Phys. Rev.

An exponential continuous time GARCH process

In this paper we introduce an exponential continuous time GARCH(p,q) process. It is defined in such a way that it is a continuous time extension of the discrete time EGARCH(p,q) process. We investigate stationarity and moment properties of the new model. An instantaneous leverage effect can be shown for the exponential continuous time GARCH(p,p) model

Quasi maximum likelihood estimation and prediction in the compound Poisson ECOGARCH(1,1) model

This paper deals with the problem of estimation and prediction in a compound Poisson ECOGARCH(1,1) model. For this we construct a quasi maximum likelihood estimator under the assumption that all jumps of the log-price process are observable. Since these jumps occur at unequally spaced time points, it is clear that the estimator has to be computed for irregularly spaced data. Assuming normally distributed jumps and a recursion to estimate the volatility allows to define and compute a quasi-likelihood function, which is maximised numerically. The small sample behaviour of the estimator is analysed in a small simulation study. Based on the recursion for the volatility process a one-step ahead prediction of the volatility is defined as well as a prediction interval for the log-price process. Finally the model is fitted to tick-by-tick data of the New York Stock Exchange

Mixed effect model for absolute log returns of ultra high frequency data

The influence of covariates on absolute log returns of ultra high frequency data is analysed. Therefore we construct a mixed effect model for the absolute log returns. The parameters are estimated in a state space approach. To analyse the correlation in these irregularly spaced data empirically, the variogram, known mainly from spatial statistics, will be used. In a small simulation study the performance of the estimators will be analysed. In the end we apply the model to IBM trade data and analyse the influence of the covariates