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.     

Trellis-coded direct-sequence spread-spectrum communications

This paper considers the application of trellis coding techniques to direct-sequence spread-spectrum multiple-access (DS/SSMA) communication. The unique feature of the trellis codes considered is that they are constructed over the set of possible signature sequences rather than over some standard 2-D signal constellation. The resulting codes have a small number of signals per dimension. We present several examples of these trellis codes, and suggest possible methods of implementation. We also present a detailed error analysis for this system, which employs techniques developed by Lehnert and Pursley (1987, 1989)) to accurately model the multiple access interference. We generate numerical results for several examples and conclude that the proposed trellis coded systems yield significant performance improvements over binary antipodal DS/SSMA systems. In addition, the new trellis codes perform better than standard error control techniques with the same complexity and code rate. Analytic results are verified with simulations     

Quantum algorithm for alchemical optimization in material design

The development of tailored materials for specific applications is an active field of research in chemistry, material science and drug discovery. The number of possible molecules obtainable from a set of atomic species grow exponentially with the size of the system, limiting the efficiency of classical sampling algorithms. On the other hand, quantum computers can provide an efficient solution to the sampling of the chemical compound space for the optimization of a given molecular property. In this work, we propose a quantum algorithm for addressing the material design problem with a favourable scaling. The core of this approach is the representation of the space of candidate structures as a linear superposition of all possible atomic compositions. The corresponding ‘alchemical’ Hamiltonian drives the optimization in both the atomic and electronic spaces leading to the selection of the best fitting molecule, which optimizes a given property of the system, e.g., the interaction with an external potential as in drug design. The quantum advantage resides in the efficient calculation of the electronic structure properties together with the sampling of the exponentially large chemical compound space. We demonstrate both in simulations and with IBM Quantum hardware the efficiency of our scheme and highlight the results in a few test cases. This preliminary study can serve as a basis for the development of further material design quantum algorithms for near-term quantum computers.

‘Alchemical’ quantum algorithm for the simultaneous optimisation of chemical composition and electronic structure for material design. By exploiting quantum mechanical principles this approach will boost drug discovery in the near future.     

Accurate time delay determination for femtosecond X-ray diffraction experiments

Intensity correlations and noise reduction are observed and characterized in the broadband supercontinuum generated by spatio-temporal solitons propagating in air, i.e., in filamentation of ultrashort laser pulses. Large correlations and reduction of the laser noise are observed already at the first steps of the filamentation process, while further propagation results in cascaded χ⁽³⁾ broadening processes and yield complex correlation maps. The spectral range yielding an optimal laser noise reduction of 3.6 dB is found to cover 10 nm around the fundamental wavelength. PACS 42.65.Jx; 42.65.Tg; 42.65.Ky; 42.50.Lc     

Decoder-assisted frame synchronisation for turbo-coded systems

An improved frame synchronisation methodology is proposed for turbo-decoded packets using a list synchronisation technique, where a simple synchroniser generates a list of most probable packet starting positions and the following synchroniser makes a refined decision. The second synchroniser is decoder-assisted, accepting soft-decision feedback from the decoder. The performance of the scheme is evaluated via simulation     

A 10 K-gate 950 MHz CML demonstrator circuit made with a 1-μmtrench-isolated bipolar silicon technology

A quad 512-b static shift register consuming 1.8 mW/stage designed to demonstrate the capabilities of an advanced bipolar silicon technology is discussed. The process uses 1-μm lithography, trench isolation, polyemitter transistors, polysilicon resistors, and polycide layer for local interconnections. This VLSI circuit (over 35 K transistors, 86-mm² chip) has been implemented on a sea-of-cells structure. An appropriate scheme has been used for the clock distribution. The experimental results show operation at a clock frequency up to 950 MHz     

Strong correlation of electronic and lattice excitations in GaAs/AlGaAs semiconductor quantum wells revealed by two-dimensional terahertz spectroscopy

Coulomb-mediated interactions between intersubband excitations of electrons in GaAs/AlGaAs double quantum wells and longitudinal optical phonons are studied by two-dimensional spectroscopy in the terahertz frequency range. The multitude of diagonal and off-diagonal peaks in the 2D spectrum gives evidence of strong polaronic signatures in the nonlinear response. A quantitative theoretical analysis reveals a dipole coupling of electrons to the polar lattice that is much stronger than in bulk GaAs, due to a dynamic localization of the electron wave function by scattering processes.