Showing 1 - 10 of 122
The capability of manipulating single dopant atoms in semiconductor materials, with atomic precision, has given birth to a new branch of electronics known as solotronics (solitary dopant optoelectronics). While experiments are advancing rapidly, the theoretical comprehension of quantum phenomena...
Persistent link: https://www.econbiz.de/10011077848
We present a numerical study of the evolution of a wave packet in a nanoscale MOSFET featuring an ‘atomistic’ channel doping. Our two-dimensional Monte Carlo Wigner simulation results are compared against classical Boltzmann simulation results. We show that the quantum effects due to the...
Persistent link: https://www.econbiz.de/10010744313
As nowadays semiconductor devices are characterized by active lengths on the nanometer scale, it is important to use models including fully the quantum mechanical effects. In this paper we focus on the Wigner equation, a convenient reformulation of the Schrödinger equation in terms of a...
Persistent link: https://www.econbiz.de/10011077443
A new methodology is proposed for the analysis of generation capacity investment in a deregulated market environment. This methodology proposes to make the investment appraisal using a probabilistic framework. The probabilistic production simulation (PPC) algorithm is used to compute the...
Persistent link: https://www.econbiz.de/10009448771
Abstract only: Today’s data analysts and modellers are in the luxurious position of being able to more closely describe, estimate, predict and infer about complex systems of interest, thanks to ever more powerful computational methods but also wider ranges of modelling distributions. Mixture...
Persistent link: https://www.econbiz.de/10009437479
We study model selection strategies based on penalized empirical loss minimization. We point out a tight relationship between error estimation and data-based complexity penalization: any good error estimate may be converted into a data-based penalty function and the performance of the estimate...
Persistent link: https://www.econbiz.de/10009438376
In this paper we examine several approaches to detecting changes in the adjustment coefficients in cointegrated VARs. We adopt recursive and rolling techniques as mis-specification tests for the detection of non-constancy and the estimation of the breakpoints. We find that inspection of the...
Persistent link: https://www.econbiz.de/10009440747
Persistent link: https://www.econbiz.de/10005706596
Persistent link: https://www.econbiz.de/10005757776
We examine the linkages between market and funding liquidity pressures, as well as their interaction with solvency issues surrounding key financial institutions during the 2007 subprime crisis. A multivariate GARCH model is estimated in order to test for the transmission of liquidity shocks...
Persistent link: https://www.econbiz.de/10005769187