182,390 research outputs found
Constructive simulation and topological design of protocols
We give a topological simulation for tensor networks that we call the
two-string model. In this approach we give a new way to design protocols, and
we discover a new multipartite quantum communication protocol. We introduce the
notion of topologically-compressed transformations. Our new protocol can
implement multiple, non-local compressed transformations among multi-parties
using one multipartite resource state.Comment: 16 page
Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework
This paper provides an insight to the time-varying dynamics of the shape of
the distribution of financial return series by proposing an exponential
weighted moving average model that jointly estimates volatility, skewness and
kurtosis over time using a modified form of the Gram-Charlier density in which
skewness and kurtosis appear directly in the functional form of this density.
In this setting VaR can be described as a function of the time-varying higher
moments by applying the Cornish-Fisher expansion series of the first four
moments. An evaluation of the predictive performance of the proposed model in
the estimation of 1-day and 10-day VaR forecasts is performed in comparison
with the historical simulation, filtered historical simulation and GARCH model.
The adequacy of the VaR forecasts is evaluated under the unconditional,
independence and conditional likelihood ratio tests as well as Basel II
regulatory tests. The results presented have significant implications for risk
management, trading and hedging activities as well as in the pricing of equity
derivatives
Structure, energetics, and mechanical stability of Fe-Cu bcc alloys from first-principles calculations
Atomic volumes, magnetic moments, mixing energies, and the elastic properties of bcc Fe1–xCux solid solutions are studied by ab initio calculations based on the cluster expansion framework. For the calculation of concentration-dependent elastic moduli in disordered solid solutions, we introduce a generalization of the cluster expansion technique that is designed to handle tensorial quantities in high-symmetry phases. Calculated mixing energies, atomic volumes, and magnetic moments are found to be in good agreement with available measurements for metastable alloys prepared through nonequilibrium processing techniques. Additionally, the predicted variations of the bulk modulus and shear moduli C44 and C[prime] with respect to copper concentration are calculated for the disordered bcc phase. While the bulk modulus and C44 are positive for all concentrations, C[prime] is predicted to be positive only for Cu concentration less than 50 atomic %, and negative otherwise. Our results thus indicate that the mechanical instability of bcc Cu persists over a wide range of compositions. The implications of the present results are discussed in relation to the observed metastability of bcc Fe-Cu alloys, and the strengthening mechanism of nanoscale bcc precipitates in an alpha-Fe matrix
A new small satellite sunspot triggering recurrent standard- and blowout-coronal jets
In this paper,we report a detailed analysis of recurrent jets originated from
a location with emerging, canceling and converging negative magnetic field at
the east edge of NOAA active region AR11166 from 2011 March 09 to 10. The event
presented several interesting features. First, a satellite sunspot appeared and
collided with a pre-existing opposite polarity magnetic field and caused a
recurrent solar jet event. Second, the evolution of the jets showed
blowout-like nature and standard characteristics. Third, the satellite sunspot
exhibited a motion toward southeast of AR11166 and merged with the emerging
flux near the opposite polarity sunspot penumbra, which afterward, due to flux
convergence and cancellation episodes, caused recurrent jets. Fourth, three of
the blowout jets associated with coronal mass ejections (CMEs), were observed
from field of view of the Solar Terrestrial Relations Observatory. Fifth,
almost all the blowout jet eruptions were accompanied with flares or with more
intense brightening in the jet base region, while almost standard jets did not
manifest such obvious feature during eruptions. The most important, the blowout
jets were inclined to faster and larger scale than the standard jets. The
standard jets instead were inclined to relative longer-lasting. The obvious
shearing and twisting motions of the magnetic field may be interpreted as due
to the shearing and twisting motions for a blowout jet eruption. From the
statistical results, about 30% blowout jets directly developed into CMEs. It
suggests that the blowout jets and CMEs should have a tight relationship.Comment: ApJ 18 pages, 7 figure
Strong electronic correlation and strain effects at the interfaces between polar and nonpolar complex oxides
The interface between the polar LaAlO and nonpolar SrTiO layers has
been shown to exhibit various electronic and magnetic phases such as two
dimensional electron gas, superconductivity, magnetism and electronic phase
separation. These rich phases are expected due to the strong interplay between
charge, spin and orbital degree of freedom at the interface between these
complex oxides, leading to the electronic reconstruction in this system.
However, until now all of these new properties have been studied extensively
based on the interfaces which involve a polar LaAlO layer. To investigate
the role of the A and B cationic sites of the ABO polar layer, here we
study various combinations of polar/nonpolar oxide (NdAlO/SrTiO,
PrAlO/SrTiO and NdGaO/SrTiO) interfaces which are similar in
nature to LaAlO/SrTiO interface. Our results show that all of these new
interfaces can also produce 2DEG at their interfaces, supporting the idea that
the electronic reconstruction is the driving mechanism for the creation of the
2DEG at these oxide interfaces. Furthermore, the electrical properties of these
interfaces are shown to be strongly governed by the interface strain and strong
correlation effects provided by the polar layers. Our observations may provide
a novel approach to further tune the properties of the 2DEG at the selected
polar/nonpolar oxide interfaces.Comment: 5 pages, 4 figure
A blowout jet associated with one obvious extreme-ultraviolet wave and one complicated coronal mass ejection event
In this paper, we present a detailed analysis of a coronal blowout jet
eruption which was associated with an obvious extreme-ultraviolet (EUV) wave
and one complicated coronal mass ejection (CME) event based on the
multi-wavelength and multi-view-angle observations from {\sl Solar Dynamics
Observatory} and {\sl Solar Terrestrial Relations Observatory}. It is found
that the triggering of the blowout jet was due to the emergence and
cancellation of magnetic fluxes on the photosphere. During the rising stage of
the jet, the EUV wave appeared just ahead of the jet top, lasting about 4
minutes and at a speed of 458 - \speed{762}. In addition, obvious dark material
is observed along the EUV jet body, which confirms the observation of a
mini-filament eruption at the jet base in the chromosphere. Interestingly, two
distinct but overlapped CME structures can be observed in corona together with
the eruption of the blowout jet. One is in narrow jet-shape, while the other
one is in bubble-shape. The jet-shaped component was unambiguously related with
the outwardly running jet itself, while the bubble-like one might either be
produced due to the reconstruction of the high coronal fields or by the
internal reconnection during the mini-filament ejection according to the
double-CME blowout jet model firstly proposed by Shen et al. (2012b),
suggesting more observational evidence should be supplied to clear the current
ambiguity based on large samples of blowout jets in future studies.Comment: APJ, Accepted October 19, 201
Stochastic dynamic modeling of short gene expression time-series data
Copyright [2008] IEEE. This material is posted here with permission of the IEEE. Such permission of the IEEE does not in any way imply IEEE endorsement of any of Brunel University's products or services. Internal or personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution must be obtained from the IEEE by writing to [email protected]. By choosing to view this document, you agree to all provisions of the copyright laws protecting it.In this paper, the expectation maximization (EM) algorithm is applied for modeling the gene regulatory network from gene time-series data. The gene regulatory network is viewed as a stochastic dynamic model, which consists of the noisy gene measurement from microarray and the gene regulation first-order autoregressive (AR) stochastic dynamic process. By using the EM algorithm, both the model parameters and the actual values of the gene expression levels can be identified simultaneously. Moreover, the algorithm can deal with the sparse parameter identification and the noisy data in an efficient way. It is also shown that the EM algorithm can handle the microarray gene expression data with large number of variables but a small number of observations. The gene expression stochastic dynamic models for four real-world gene expression data sets are constructed to demonstrate the advantages of the introduced algorithm. Several indices are proposed to evaluate the models of inferred gene regulatory networks, and the relevant biological properties are discussed
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