Extremes of deterministic sub‐sampled moving averages with heavy‐tailed innovations

Let {X_k}_k?1 be a strictly stationary time series. For a strictly increasing sampling function g:?→? define Y_k=X_g(k) as the deterministic sub‐sampled time series. In this paper, the extreme value theory of {Y_k} is studied when X_k has representation as a moving average driven by heavy‐tailed innovations. Under mild conditions, convergence results for a sequence of point processes based on {Y_k} are proved and extremal properties of the deterministic sub‐sampled time series are derived. In particular, we obtain the limiting distribution of the maximum and the corresponding extremal index. Copyright © 2003 John Wiley & Sons, Ltd.     

Interference of probabilities and number field structure of quantum models

We study the probabilistic consequences of the choice of the basic number field in the quantum formalism. We demonstrate that by choosing a number field for a linear space representation of quantum model it is possible to describe various interference phenomena. We analyse interference of probabilistic alternatives induced by real, complex, hyperbolic (Clifford) and p‐adic representations.     

Matrix perturbation theory for driven three‐level systems with damping

We investigate the dynamics of the Λ system driven by two resonant laser fields in presence of dissipation for coupling strengths where the rotating‐wave approximation starts to break down. This regime is characterised by Rabi frequencies being approximately equal or smaller than the field frequencies. A systematic procedure to obtain an expansion for the solution of the Bloch evolution equations of the system is presented. The lowest contribution results to be the well‐known rotating‐wave approximation. The method is based on a semi‐classical treatment of the problem, and its predictions are interpreted fully quantum mechanically. The theory is illustrated by a detailed study of the disappearance of coherent population trapping as the intensities of the fields increase.     

Some new results on superimposed codes

A (w,r) cover‐free family is a family of subsets of a finite set such that no intersection of w members of the family is covered by a union of r others. A (w,r) superimposed code is the incidence matrix of such a family. Such a family also arises in cryptography as the concept of key distribution pattern. In the present paper, we give some new results on superimposed codes. First we construct superimposed codes from super‐simple designs which give us results better than superimposed codes constructed by other known methods. Next we prove the uniqueness of the (1,2) superimposed code of size 9 × 12, the (2,2) superimposed code of size 14 × 8, and the (2,3) superimposed code of size 30 × 10. Finally, we improve numerical values of upper bounds for the asymptotic rate of some (w,r) superimposed codes. © 2004 Wiley Periodicals, Inc.     

Compulsorily Phase Locked Interferometer Using Orthogonally Polarized Light Source of a Modulated LD with High Extinction Ratio

This paper describes a compulsorily phase locked differential interferometer using an orthogonally polarized light source of a modulated LD with high extinction ratio to reduce non-linearity of the interferometer caused by polarization cross-talk. The current modulated LD is used as a light source to make the interferometer compact and for the scanning phase of the interferometer. The interferometer is operated compulsorily at the maximum inclination point of the fringe intensity curve by fringe scanning and an electric system. A Wollaston prism of high extinction ratio (50 dB) is used to combine the polarizing beams and to make the polarization cross-talk very small. In one light source the polarized output beams are on the same propagation axis; in the other they have a small crossing angle (2.5 mrad ∼ 10 mrad) to completely exclude non-linearity of the interferometer causded by polarization cross-talk. Using jets of a gas mixture of nitrogen and ethylene, this interferometer was demonstrated to be useful in detecting the photothermal effect of a photothermal velocimeter under phase fluctuation in a turbulent flow.     

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.     

Hamiltonian N2‐locally connected claw‐free graphs

A graph G is N₂‐locally connected if for every vertex ν in G, the edges not incident with ν but having at least one end adjacent to ν in G induce a connected graph. In 1990, Ryjá?ek conjectured that every 3‐connected N₂‐locally connected claw‐free graph is Hamiltonian. This conjecture is proved in this note. © 2004 Wiley Periodicals, Inc. J Graph Theory 48: 142–146, 2005     

Phenylene dendrimers and novel hyperbranched polyphenylenes as light emissive materials for blue OLEDs

New materials based on low-generation polyphenylene dendrimers with the light emission in the blue spectrum range were synthesized and examined for an efficient organic light emitting diodes (OLED) application. It has been shown that the ratio of p-phenylene groups with high fluorescence parameters to 1,3,5-triphenylbenzene groups with low fluorescent parameters may be the possible reason for the experimental variations of relative quantum yield of photoluminescence in the compounds explored. The quantum yield value is increased with a number of dendrimer generations up to 50–70%. The role of bromine atoms as the luminescence quenchers have been demonstrated, which is important for synthesis route choice.