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Conditions for the existence of strictly stationary multivariate GARCH processes in the so-called BEKK parametrisation, which is the most general form of multivariate GARCH processes typically used in applications, and for their geometric ergodicity are obtained. The conditions are that the driving noise is absolutely continuous with respect to the Lebesgue(More)
We consider strictly stationary infinitely divisible processes and first extend the mixing conditions given in Maruyama [18] and Rosiński and Żak [23] from the univariate to the d-dimensional case. Thereafter, we show that multivariate Lévy-driven mixed moving average processes satisfy these conditions and hence a wide range of well-known processes such as(More)
A spectral representation for regularly varying Lévy processes with index between one and two is established and the properties of the resulting random noise are discussed in detail giving also new insight in the L2-case where the noise is a random orthogonal measure. This allows a spectral definition of multivariate regularly varying Lévy-driven continuous(More)
Carbon nanotube field-effect transistors (CNTFETs) are studied using atomistic quantum transport simulation and numerical device simulation. The studied CNTFETs consist of n-doped source- and drain-electrodes with an ideal wrap-around gate. Both the off-as well as the on-currents are described in very good agreement by both methods, which verifies the(More)
We consider propagation of waves in a stratified non-isothermal magnetic atmosphere. The situation of interest corresponds to waves in the outer solar (chromosphere and corona) and other stellar atmospheres. The waves are simulated by using a high-resolution, well-balanced finite volume based massively parallel code termed SURYA. Numerical experiments in(More)
Passing seismic waves released by large-magnitude earthquakes may affect geological systems located thousands of miles far from the epicenter. TheM9.0 Tohoku earthquake struck on 11 March 2011 in Japan. We detected local seismic activity at the Larderello-Travale geothermal field, Italy, coinciding with the maximum amplitudes of the Rayleigh waves generated(More)