Showing 1 - 10 of 202
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
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
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
This paper deals with nonparametric inference for second order stochastic dominance of two random variables. If their distribution functions are unknown they have to be inferred from observed realizations. Thus, any results on stochastic dominance are in uenced by sampling errors. We establish...
Persistent link: https://www.econbiz.de/10010304646
The diffusion of innovations is an important process and its models have applications in many fields, with particular relevance in technological forecast. The logistic equation is one of most important models in this context. Extensions of this approach as the Lotka-Volterra model have been...
Persistent link: https://www.econbiz.de/10010307600
Multivariate GARCH models are in principle able to accommodate the features of the dynamic conditional correlations processes, although with the drawback, when the number of financial returns series considered increases, that the parameterizations entail too many parameters.In general, the...
Persistent link: https://www.econbiz.de/10010326118
We revisit the question whether U.S. fiscal policy in the pre-Volcker period was active or passive. To determine the policy stance, we estimate a DSGE model with monetary and fiscal policy interactions employing a sequential Monte Carlo algorithm (SMC) for posterior evaluation. In contrast to...
Persistent link: https://www.econbiz.de/10012099171
The size and power of the Wald, Edgeworth expansion corrected likelihood-ratio statistic (LRE), and bootstrap tests for Granger causality in integrated-cointegrated VAR systems are considered. By using Monte Carlo methods and simple graphical techniques, the p-value plots, and power-size plots,...
Persistent link: https://www.econbiz.de/10014620824
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