Non-perturbative dynamics of flat-band systems with correlated disorder

We develop a numerical method for the time evolution of Gaussian wave packets on flat-band lattices in the presence of correlated disorder.To achieve this,we introduce a method to generate random on-site energies with prescribed correlations.We verify this method with a one-dimensional(1D)cross-stitch model,and find good agreement with analytical results obtained from the disorder-dressed evolution equations.This allows us to reproduce previous findings,that disorder can mobilize 1D flat-band states which would otherwise remain localized.As explained by the corresponding disorder-dressed evolution equations,such mobilization requires an asymmetric disorder-induced coupling to dispersive bands,a condition that is generically not fulfilled when the flat-band is resonant with the dispersive bands at a Dirac point-like crossing.We exemplify this with the 1D Lieb lattice.While analytical expressions are not available for the two-dimensional(2D)system due to its complexity,we extend the numerical method to the 2D a–T3 model,and find that the initial flat-band wave packet preserves its localization when a=0,regardless of disorder and intersections.However,when a̸=0,the wave packet shifts in real space.We interpret this as a Berry phase controlled,disorder-induced wave-packet mobilization.In addition,we present density functional theory calculations of candidate materials,specifically Hg1−xCdxTe.The flat-band emerges near the G point(α=0)in the Brillouin zone.

Quantitative determination of the critical points of Mott metal–insulator transition in strongly correlated systems

Mottness is at the heart of the essential physics in a strongly correlated system as many novel quantum phenomena occur in the metallic phase near the Mott metal–insulator transition. We investigate the Mott transition in a Hubbard model by using the dynamical mean-field theory and introduce the local quantum state fidelity to depict the Mott metal–insulator transition. The local quantum state fidelity provides a convenient approach to determining the critical point of the Mott transition. Additionally, it presents a consistent description of the two distinct forms of the Mott transition points.

A Denoiser for Correlated Noise Channel Decoding: Gated-Neural Network

This letter proposes a sliced-gated-convolutional neural network with belief propagation(SGCNN-BP) architecture for decoding long codes under correlated noise. The basic idea of SGCNNBP is using Neural Networks(NN) to transform the correlated noise into white noise, setting up the optimal condition for a standard BP decoder that takes the output from the NN. A gate-controlled neuron is used to regulate information flow and an optional operation—slicing is adopted to reduce parameters and lower training complexity. Simulation results show that SGCNN-BP has much better performance(with the largest gap being 5dB improvement) than a single BP decoder and achieves a nearly 1dB improvement compared to Fully Convolutional Networks(FCN).

Impact of correlated private signals on continuous-time insider trading

A model of continuous-time insider trading in which a risk-neutral in-sider possesses two imperfect correlated signals of a risky asset is studied.By conditional expectation theory and filtering theory,we first establish three lemmas:normal corre-lation,equivalent pricing and equivalent profit,which can guarantee to turn our model into a model with insider knowing full information.Then we investigate the impact of the two correlated signals on the market equilibrium consisting of optimal insider trading strategy and semi-strong pricing rule.It shows that in the equilibrium,(1)the market depth is constant over time;(2)if the two noisy signals are not linerly correlated,then all private information of the insider is incorporated into prices in the end while the whole information on the asset value can not incorporated into prices in the end;(3)if the two noisy signals are linear correlated such that the insider can infer the whole information of the asset value,then our model turns into a model with insider knowing full information;(4)if the two noisy signals are the same then the total ex ant profit of the insider is increasing with the noise decreasing,while down to O as the noise going up to infinity;(5)if the two noisy signals are not linear correlated then with one noisy signal fixed,the total ex ante profit of the insider is single-peaked with a unique minimum with respect to the other noisy signal value,and furthermore as the noisy value going to O it gets its maximum,the profit in the case that the real value is observed.

Can environmental sustainability be decoupled from economic growth? Empirical evidence from Eastern Europe using the common correlated effect mean group test

The European Union(EU) and Organisation for Economic Co-operation and Development(OECD) aim to develop long-term policies for their respective member countries. Having observed increasing dangers to the environment posed by rising economic growth, they are seeking pathways to enable policy action on economic growth and environmental sustainability. Given the facts in theoretical and empirical studies, this study assessed the validity of the decoupling hypothesis by investigating asymmetricity in the relationship between environmental sustainability and economic growth in nine Eastern European countries from 1998 to 2017 using the cross-section augmented Dickey-Fuller(CADF) unit root, panel corrected standard error(PCSE), common correlated effect mean group(CCEMG), and Dumitrescu Hurlin causality approaches. Both population growth and drinking water are used as controlled variables. The outcomes establish strong cointegration among all the variables of interest. According to the results of CCEMG test, economic growth exerts short-term environmental degradation but has long-term environmental benefits in Eastern Europe;and population growth and drinking water exert a positive effect on environmental sustainability in both the short-and long-run. The results of Dumitrescu Hurlin causality test indicate that environmental sustainability is unidirectionally affected by economic growth. Based on these outcomes, we suggest the following policies:(1) the EU and OECD should implement member-targeted policies on economic growth and fossil-fuel use towards regulating industrial pollution, water use, and population control;and(2) the EU and OECD member countries should invest in environmental technologies through green research and development(R&D) to transform their dirty industrial processes and ensure productive energy use.

Correlated states in alternating twisted bilayer–monolayer–monolayer graphene heterostructure

Highly controlled electronic correlation in twisted graphene heterostructures has gained enormous research interests recently,encouraging exploration in a wide range of moirésuperlattices beyond the celebrated twisted bilayer graphene.Here we characterize correlated states in an alternating twisted Bernal bilayer–monolayer–monolayer graphene of~1.74°,and find that both van Hove singularities and multiple correlated states are asymmetrically tuned by displacement fields.In particular,when one electron per moiréunit cell is occupied in the electron-side flat band,or the hole-side flat band(i.e.,three holes per moiréunit cell),the correlated peaks are found to counterintuitively grow with heating and maximize around 20 K–a signature of Pomeranchuk effect.Our multilayer heterostructure opens more opportunities to engineer complicated systems for investigating correlated phenomena.

Upside and downside correlated jump risk premia of currency options and expected returns

This research explores upside and downside jumps in the dynamic processes of three rates:domestic interest rates,foreign interest rates,and exchange rates.To fill the gap between the asymmetric jump in the currency market and the current models,a correlated asymmetric jump model is proposed to capture the co-movement of the correlated jump risks for the three rates and identify the correlated jump risk premia.The likelihood ratio test results show that the new model performs best in 1-,3-,6-,and 12-month maturities.The in-and out-of-sample test results indicate that the new model can capture more risk factors with relatively small pricing errors.Finally,the risk factors captured by the new model can explain the exchange rate fluctuations for various economic events.

Delayed response to the photovoltaic performance in a double quantum dots photocell with spatially correlated fluctuation

A viable strategy for enhancing photovoltaic performance is to comprehend the underlying quantum physical regime of charge transfer in a double quantum dots(DQD) photocell. This work explored the photovoltaic performance dependent spatially correlated fluctuation in a DQD photocell. The effects of spatially correlated fluctuation on charge transfer and output photovoltaic efficiency were explored in a proposed DQD photocell model. The results revealed that the charge transport process and the time to peak photovoltaic efficiency were both significantly delayed by the spatially correlated fluctuation, while the anti-spatially correlated fluctuation reduced the output peak photovoltaic efficiency. Further results revealed that the delayed response could be suppressed by gap difference and tunneling coefficient within two dots. Subsequent investigation demonstrated that the delayed response was caused by the spatial correlation fluctuation slowing the generative process of noise-induced coherence, which had previously been proven to improve the quantum photovoltaic performance in quantum photocells. And the reduced photovoltaic properties were verified by the damaged noise-induced coherence owing to the anti-spatial correlation fluctuation and a hotter thermal ambient environment. The discovery of delayed response generated by the spatially correlated fluctuations will deepen the understanding of quantum features of electron transfer, as well as promises to take our understanding even further concerning quantum techniques for high efficiency DQD solar cells.

An improved bidirectional generative adversarial network model for multivariate estimation of correlated and imbalanced tunnel construction parameters

Estimation of construction parameters is crucial for optimizing tunnel construction schedule.Due to the influence of routine activities and occasional risk events,these parameters are usually correlated and imbalanced.To solve this issue,an improved bidirectional generative adversarial network(BiGAN)model with a joint discriminator structure and zero-centered gradient penalty(0-GP)is proposed.In this model,in order to improve the capability of original BiGAN in learning imbalanced parameters,the joint discriminator separately discriminates the routine activities and risk event durations to balance their influence weights.Then,the self-attention mechanism is embedded so that the discriminator can pay more attention to the imbalanced parameters.Finally,the 0-GP is adapted for the loss of the discrimi-nator to improve its convergence and stability.A case study of a tunnel in China shows that the improved BiGAN can obtain parameter estimates consistent with the classical Gauss mixture model,without the need of tedious and complex correlation analysis.The proposed joint discriminator can increase the ability of BiGAN in estimating imbalanced construction parameters,and the 0-GP can ensure the stability and convergence of the model.

Linear Precoder Design for Correlated Rician Fading Channel Under Imperfect CSI

In this paper,we have modeled a linear precoder for indoor multiuser multiple input multiple output(MU-MIMO)system with imperfect channel state information(CSI)at transmitter.The Rician channel is presumed to be mutually coupled and spatially,temporarily correlated.The imperfection with CSI is primarily due to the channel estimation error at receiver and feedback delay amidst the receiver and transmitter in CSI transmission.Along with,the insufficient spacing between the antenna at transmitter and receiver persuades mutual coupling(MC)among the array elements.In addition,the MIMO channel is presumed to be jointly correlated(Weichselberger correlation model).When we look back on the existing precoder design,it considered spatial correlation alone disregarding joint correlation of antenna array elements.With all above assumption,we have designed a linear precoder which minimizes mean squared error(MSE)subjected to total transmit power constraint for MUMIMO system.The simulation results proven that proposed precoder shows substantial enhancement in bit error rate(BER)performance in comparison with the existing technique.The mathematical analysis corroborates the simulation results.

CHARACTERISTICS OF FAN STALLING BASED ON CORRELATED DIMENSIONS

Different from the previous qualitative analysis of linear systems in time and frequency domains, the method for describing nonlinear systems quantitatively is proposed based on correlated dimensions. Nonlinear dynamics theory is used to analyze the pressure data of a contrarotating axial flow fan. The delay time is 18 and the embedded dimension varies from 1 to 25 through phase-space reconstruction. In addition, the correlated dimensions are calculated before and after stalling. The results show that the correlated dimensions drop from 1. 428 before stalling to 1. 198 after stalling, so they are sensitive to the stalling signal of the fan and can be used as a characteristic quantity for the judging of the fan stalling.

Effects of Perfectly Correlated and Anti-Correlated Noise in a Logistic Growth Model

The logistic growth model with correlated additive and multiplicative Gaussian white noise is used to anedyze tumor cell population. The effects of perfectly correlated and anti-correlated noise on the stationary properties of tumor cell population are studied. As in both cases the diffusion coefficient has zero point in real number field, some special features of the system are arisen. It is found that in cause tumor cell extinction. In the perfectly anti-correlated tumor cell population exhibit two extrema. both cases, the increase of the multiplicative noise intensity case, the stationary probability distribution as a function of

ON THE RUIN FUNCTIONS FOR A CORRELATED AGGREGATE CLAIMS MODEL WITH POISSON AND ERLANG RISK PROCESSES

This article considers a risk model as in Yuen et al. （2002）. Under this model the two claim number processes are correlated. Claim occurrence of both classes relate to Poisson and Erlang processes. The formulae is derived for the distribution of the surplus immediately before ruin, for the distribution of the surplus immediately after ruin and the joint distribution of the surplus immediately before and after ruin. The asymptotic property of these ruin functions is also investigated.

Reliability Index of Caisson Breakwaters for Load Variables Correlated

In order to suit the condition that the wave uplift is correlated with the horizontal wave load acting on a vertical breakwater, a generally used method for determining the reliability index β of the breakwater, i.e. the Hasofer-Lind method, is extended in a generalized stochastic space for correlative variables. The computational results for a caisson breakwater indicate that the value of β for the case of correlated variables is obviously smaller than that for the case of independent variables.

A multivariate partial least squares approach to joint association analysis for multiple correlated traits

Many complex traits are highly correlated rather than independent. By taking the correlation structure of multiple traits into account, joint association analyses can achieve both higher statistical power and more accurate estimation. To develop a statistical approach to joint association analysis that includes allele detection and genetic effect estimation, we combined multivariate partial least squares regression with variable selection strategies and selected the optimal model using the Bayesian Information Criterion(BIC). We then performed extensive simulations under varying heritabilities and sample sizes to compare the performance achieved using our method with those obtained by single-trait multilocus methods. Joint association analysis has measurable advantages over single-trait methods, as it exhibits superior gene detection power, especially for pleiotropic genes. Sample size, heritability,polymorphic information content(PIC), and magnitude of gene effects influence the statistical power, accuracy and precision of effect estimation by the joint association analysis.

Joint Analysis Method for Major Genes Controlling Multiple Correlated Quantitative Traits

Based on the major gene and polygene mixed inheritance model for multiple correlated quantitative traits, the authors proposed a new joint segregation analysis method of major gene controlling multiple correlated quantitative traits, which include major gene detection and its effect and variation estimation. The effect and variation of major gene are estimated by the maximum likelihood method implemented via expectation-maximization （EM） algorithm. Major gene is tested with the likelihood ratio （LR） test statistic. Extensive simulation studies showed that joint analysis not only increases the statistical power of major gene detection but also improves the precision and accuracy of major gene effect estimates. An example of the plant height and the number of tiller of F2 population in rice cross Duonieai x Zhonghua 11 was used in the illustration. The results indicated that the genetic difference of these two traits in this cross refers to only one pleiotropic major gene. The additive effect and dominance effect of the major gene are estimated as -21.3 and 40.6 cm on plant height, and 22.7 and -25.3 on number of tiller, respectively. The major gene shows overdominance for plant height and close to complete dominance for number of tillers.

LINEAR FILTERING FOR VASICEK TERM STRUCTURE MODEL WITH SEQUENTIALLY CORRELATED NOISE

When Kalman filter is used in the estimation of Vasicek term structure of interest rates,it is usual to assume that the measurement noise is uncorrelated.Study results are more favorable to the assumption of correlated measurement noise.An augmented state Kalman filter form for Vasicek model is proposed to optimally estimate the unobservable state variable with the assumption of correlated measurement noise.Empirical results indicate that the model with sequentially correlated measurement noise can more accurately describe the dynamics of the term structure of interest rates.

BER Performance of FSO Communication System with Differential Signaling over Correlated Atmospheric Turbulence Fading

Free space optical(FSO) communication system with differential signaling possesses the advantage of requiring no channel state information and avoiding computational load or link throughput reduction compared to the systems with conventional receivers. In this work, we investigate bit error rate(BER) performance of this system over partially and fully correlated atmospheric turbulence fading. In order to conduct the above analysis, we obtain a probability density functions(PDF) of the channel fading on the differential signals and derive our instantaneous BER using differential signaling scheme. Based on these results, we develop two closed-form mathematical expressions for the average BER under fully correlated and partially correlated fading in the convergent infinite series confirmed by Cauchy’s ratio test. The accuracy of the derived BER expressions is demonstrated by the Monte Carlo simulations, and the analyses for the effects of the system parameters on the BER performance are provided.

HARMONIC FUNCTION WITH CORRELATED COEFFICIENTS

In the paper we introduce an idea of harmonic functions with correlated coefficients which generalize the ideas of harmonic functions with negative coefficients introduced by Silverman and harmonic functions with varying coefficients defined by Jahangiri and Silverman. Next we define classes of harmonic functions with correlated coefficients in terms of generalized Dziok-Srivastava operator. By using extreme points theory, we obtain estimations of classical convex functionals on the defined classes of functions. Some applications of the main results are also considered.

Steady-state analysis subject to a coloured and a white additive of a bistable system multiplicative noise noise with coloured cross-correlated noises

The steady-state properties of a bistable system are investigated when both the multiplicative noise and the coupling between additive and multiplicative noises are coloured with different values of noise correlation times T1 and T2. After introducing a dimensionless parameter R（R = α/D, D is the intensity of the multiplicative noise and a is the intensity of the additive noise）, and performing the numerical computations, we find the following points： （1） For the case of R 〉 1, A （the intensity of correlation between additive and multiplicative noises）, T1 and T2 can induce the stationary probability distribution （SPD） transition from bimodal to unimodal in structure, but for the cases of R _〈 1, the bimodal structure is preserved; （2） a can also induce the SPD transition from bimodal to unimodal in structure; （3） the bimodal structure of the SPD exhibits a symmetrical structure as D increases.