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.     

Long-wavelength light emission from InAs quantum dots covered by GaAsSb grown on GaAs substrates

We fabricated InAs quantum dots (QDs) with a GaAsSb strain-reducing layer (SRL) on a GaAs(0 0 1) substrate. The wavelength of emission from InAs QD is shown to be controllable by changing the composition and thickness of the SRL. An increase in photoluminescence intensity with increasing compositions of Sb and thickness of the GaAsSb SRL is also seen. The efficiency of radiative recombination was improved under both conditions because the InAs/GaAsSb/GaAs hetero-interface band structure more effectively suppressed carrier escape from the InAs QDs.     

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.     

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     

Energy Spectrum Width and Nonequilibrium Energy of Rayleigh Waves Scattered on a Two-Dimensional Near-Surface Electron Layer

We obtain expressions for the energy spectrum widths of Rayleigh waves corresponding to their deformational coupling to Fermi and Boltzmann electrons in a two-dimensional layer near the surface of a semibounded solid. We evaluate the nonequilibrium energy of Rayleigh waves that depends on these widths and is caused by the same coupling to the corresponding hot electrons. We show that this energy is independent of the degeneracy degree of the electrons and is given by the mean energy of free Rayleigh waves heated up to temperature of the electrons. We find conditions under which the thermodynamics is determined by this nonequilibrium energy of Rayleigh waves in films of a certain thickness with Fermi electrons near the surface and by the equilibrium energy of bulk phonons in thicker samples. All the results are obtained using the Keldysh diagram technique applied to the case of semibounded media.