Estimation of integrated volatility in stochastic volatility models

In the framework of stochastic volatility models we examine estimators for the integrated volatility based on the pth power variation (i.e. the sum of pth absolute powers of the log‐returns). We derive consistency and distributional results for the estimators given high‐frequency data, especially taking into account what kind of process we may add to our model without affecting the estimate of the integrated volatility. This may on the one hand be interpreted as a possible flexibility in modelling, for example adding jumps or even leaving the framework of semimartingales by adding a fractional Brownian motion, or on the other hand as robustness against model misspecification. We will discuss possible choices of p under different model assumptions and irregularly spaced data. Copyright © 2005 John Wiley & Sons, Ltd.     

The semi‐iterative method applied to the hyper‐power iteration

The semi‐iterative method (SIM) is applied to the hyper‐power (HP) iteration, and necessary and sufficient conditions are given for the convergence of the semi‐iterative–hyper‐power (SIM–HP) iteration. The root convergence rate is computed for both the HP and SIM–HP methods, and the quotient convergence rate is given for the HP iteration. Copyright © 2005 John Wiley & Sons, Ltd.     

Structure and superconductivity in FexCu1−xBa2YCu2O7+y superconductors synthesized by high pressure

Comprehensive studies of X-ray diffraction, oxygen content, superconductivity and Mössbauer effect have been made on Fe_xCu_1−xBa₂YCu₂O_7+y superconductors (0.00≤x≤0.70) synthesized by ambient (AM) and high pressure (HP). Results indicate that all the HP-samples have tetragonal structure, smaller lattice parameter c and unit-cell volume than the AM-samples. The studies of oxygen content, and Mössbauer spectroscopy indicate that the HP-samples have higher oxygen content, carrier concentration and average valence of Fe than the AM-samples. Moreover, for the HP-samples more Fe atoms located in CuO_x chains have fivefold-oxygen coordination. These are important reasons for the enhancement of T_c in the HP-samples.     

Alien limit cycles near a Hamiltonian 2-saddle cycle

It is known that perturbations from a Hamiltonian 2-saddle cycle Γ can produce limit cycles that are not covered by the Abelian integral, even when it is generic. These limit cycles are called alien limit cycles. This phenomenon cannot appear in the case that Γ is a periodic orbit, a non-degenerate singularity, or a saddle loop. In this Note, we present a way to study this phenomenon in a particular unfolding of a Hamiltonian 2-saddle cycle, keeping one connection unbroken at the bifurcation. To cite this article: M. Caubergh et al., C. R. Acad. Sci. Paris, Ser. I 340 (2005).     

Search for a reliable methodology for PSD determination based on a combined molecular simulation-regularization-experimental approach: The case of PHTS materials

We present here a methodology for searching a robust pore size distribution (PSD) for adsorbent materials. The method is based on a combination of individual adsorption isotherms, obtained from Grand Canonical Monte Carlo simulations, a regularization procedure to invert the adsorption integral equation (Tikhonov regularization solved by singular value decomposition), and the needed experimental adsorption isotherm. The selection of several parameters from the available choices to start the procedure are discussed here: the size of the kernel (number of individual pores and number of experimental adsorption points to be included), the fulfillment of the Discrete Picard condition, and the L-curve criteria, all leading to find a reliable and robust PSD. The procedure is applied to plugged hexagonal templated silicas (PHTS), synthesized, and characterized in our laboratory.     

Beyond the quark model of hadrons from lattice QCD

Lattice QCD can give direct information on OZI-violating contributions to mesons. Here we explore the contributions that split flavour singlet and non-singlet meson masses. I discuss in detail the spectrum and decays for scalar mesons (i.e. including glueball effects). I also review the status of hybrid mesons and their decays.Received: 30 September 2002, Published online: 22 October 2003PACS: 12.38.Gc Lattice QCD calculations - 12.39.Mk Glueball and nonstandard multi-quark/gluon states     

Upper bounds on correlation decay for one-dimensional long-range spin-glass models

Some recent results on one-dimensional spin-glass models with polynomially decreasing interactions are described.