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31 papers · 1 filter
Stochastic volatility models with possible extremal clustering
Thomas Mikosch, Mohsen Rezapour
In this paper we consider a heavy-tailed stochastic volatility model, , , where the volatility sequence and the i.i.d. noise sequence ar…
Rapid Oscillatory quintessence with variable equation of state parameter in non minimal derivative coupling model
H. Mohseni Sadjadi
The rapid oscillating scalar field is considered as the quintessence in the framework of nonminimal kinetic coupling model. The scalar field behaves like a perfect fluid with a var…
Conic geometric optimisation on the manifold of positive definite matrices
Suvrit Sra, Reshad Hosseini
We develop \emph{geometric optimisation} on the manifold of Hermitian positive definite (HPD) matrices. In particular, we consider optimising two types of cost functions: (i) geode…
Edge-maximality of power graphs of finite cyclic groups
Brian Curtin, Gholam Reza Pourgholi
We show that among all finite groups of any given order, the cyclic group of that order has the maximum number of edges in its power graph. Contains corrections to published versio…
A group sum inequality and its application to power graphs
Brian Curtin, Gholam Reza Pourgholi
Let be a finite group of order , and let be the cyclic group of order . We show that , with e…
Anomalies in conductance and localization length of disordered ladders
Reza Sepehrinia
We discuss the conditions under which an anomaly occurs in conductance and localization length of Anderson model on a lattice. Using the ladder hamiltonian and analytical calculati…