arXiv subjects

M. Hoffmann

Publications and source records attributed to M. Hoffmann.

43 records · Page 3Linked to original sources

arXiv2013

Exchange interaction and its tuning in magnetic binary chalcogenides

Using a first-principles Green's function approach we study magnetic properties of the magnetic binary chalcogenides Bi2Te3, Bi2Se3, and Sb2Te3. The magnetic coupling between transition-metal impurities is long-range, extends beyond a quintuple layer, and decreases with increasing number of d electrons per 3d atom. We find two main mechanisms for the magnetic interaction in these materials: the indirect exchange interaction mediated by free carriers and the indirect interaction between magnetic moments via chalcogen atoms. The calculated Curie temperatures of these systems are in good agreement with available experimental data. Our results provide deep insight into magnetic interactions in magnetic binary chalcogenides and open a way to design new materials for promising applications.

cond-mat.mtrl-sci↗

arXiv2013

Estimation of the lead-lag parameter from non-synchronous data

We propose a simple continuous time model for modeling the lead-lag effect between two financial assets. A two-dimensional process $(X_t,Y_t)$ reproduces a lead-lag effect if, for some time shift $\vartheta\in \mathbb{R}$, the process $(X_t,Y_{t+\vartheta})$ is a semi-martingale with respect to a certain filtration. The value of the time shift $\vartheta$ is the lead-lag parameter. Depending on the underlying filtration, the standard no-arbitrage case is obtained for $\vartheta=0$. We study the problem of estimating the unknown parameter $\vartheta\in \mathbb{R}$, given randomly sampled non-synchronous data from $(X_t)$ and $(Y_t)$. By applying a certain contrast optimization based on a modified version of the Hayashi-Yoshida covariation estimator, we obtain a consistent estimator of the lead-lag parameter, together with an explicit rate of convergence governed by the sparsity of the sampling design.

math.ST↗

arXiv2012

Blockwise SVD with error in the operator and application to blind deconvolution

We consider linear inverse problems in a nonparametric statistical framework. Both the signal and the operator are unknown and subject to error measurements. We establish minimax rates of convergence under squared error loss when the operator admits a blockwise singular value decomposition (blockwise SVD) and the smoothness of the signal is measured in a Sobolev sense. We construct a nonlinear procedure adapting simultaneously to the unknown smoothness of both the signal and the operator and achieving the optimal rate of convergence to within logarithmic terms. When the noise level in the operator is dominant, by taking full advantage of the blockwise SVD property, we demonstrate that the block SVD procedure overperforms classical methods based on Galerkin projection or nonlinear wavelet thresholding. We subsequently apply our abstract framework to the specific case of blind deconvolution on the torus and on the sphere.

math.ST↗

arXiv2011

Modeling microstructure noise with mutually exciting point processes

We introduce a new stochastic model for the variations of asset prices at the tick-by-tick level in dimension 1 (for a single asset) and 2 (for a pair of assets). The construction is based on marked point processes and relies on linear self and mutually exciting stochastic intensities as introduced by Hawkes. We associate a counting process with the positive and negative jumps of an asset price. By coupling suitably the stochastic intensities of upward and downward changes of prices for several assets simultaneously, we can reproduce microstructure noise (i.e. strong microscopic mean reversion at the level of seconds to a few minutes) and the Epps effect (i.e. the decorrelation of the increments in microscopic scales) while preserving a standard Brownian diffusion behaviour on large scales. More effectively, we obtain analytical closed-form formulae for the mean signature plot and the correlation of two price increments that enable to track across scales the effect of the mean-reversion up to the diffusive limit of the model. We show that the theoretical results are consistent with empirical fits on futures Euro-Bund and Euro-Bobl in several situations.

q-fin.TR↗

arXiv2009

Coupling of Rotational Motion with Shape Fluctuations of Core-shell Microgels Having Tunable Softness

The influence of shape fluctuations on deformable thermosensitive microgels in aqueous solution is investigated by dynamic light scattering (DLS) and depolarized dynamic light scattering (DDLS). The systems under study consist of a solid core of polystyrene and a thermosensitive shell of cross-linked poly(N-isopropylacrylamide) (PNIPA) without and with embedded palladium nanoparticles. PNIPA is soluble in water, but has a lower critical solution temperature at 32 C (LCST). Below the LCST the PNIPA shell is swollen. Here we find that besides translational and rotational diffusion, the particles exhibit additional dynamics resulting from shape fluctuations. This leads to a pronounced apparent increase of the rotational diffusion coefficient. Above the transition temperature the shell collapses and provides a rather tight envelope of the core. In this state the dynamics of the shell is frozen and the core-shell particles behave like hard spheres. A simple physical model is presented to capture and explain the essentials of the coupling of rotational motion and shape fluctuations.

cond-mat.soft↗

arXiv1998

The reactions $pp\to ppπ^0$ and $pp\to dπ^+$ at threshold: The role of the isoscalar $πN$ scattering amplitude

We examine the role of the elementary isoscalar pion--nucleon scattering amplitude in the description of the processes $pp \to ppπ^0$ and $pp\to dπ^+$ at threshold. We argue that the presently used tree level dimension two approximation used in chiral perturbation theory is insufficient as input by direct comparison with the $π$N scattering data. We also show that a successful semi--phenomenological boson--exchange model does better in the description of these data. The influence of the violation of crossing symmetry in the meson--exchange model has to be studied in more detail. We stress that further investigations of the process $pp\to dπ^+$ can pave the way to a deeper understanding of the pion dominated part of the transition operator.

nucl-th↗

arXiv1995

Role of correlated two-pion exchange in $K^+ N$ scattering

A dynamical model for S-- and P--wave correlated $2 π$ (and $K \bar K$) exchange between a kaon and a nucleon is presented, starting from corresponding $N \bar N \rightarrow K \bar K$ amplitudes in the pseudophysical region, which have been constructed from nucleon, $Δ$--isobar and hyperon ($Λ$, $Σ$) exchange Born terms and a realistic meson exchange model of the $ππ\rightarrow K \bar K$ and $K \bar K \rightarrow K \bar K$ amplitude. The contribution in the s--channel is then obtained by performing a dispersion relation over the unitarity cut. In the $ρ$--channel, considerable ambiguities exist, depending on how the dispersion integral is performed. Our model, supplemented by short range interaction terms, is able to describe empirical $K^+ N$ data below pion production threshold in a satisfactory way.

nucl-th↗