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We consider strictly stationary infinitely divisible processes and first extend the mixing conditions given in Maruyama [18] and Rosi´nski and ˙ Zak [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(More)
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)
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)
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 L 2-case where the noise is a random orthogonal measure. This allows a spectral definition of multivariate regularly varying Lévy-driven(More)
We demonstrate a tunable cw terahertz (THz) parametric oscillator based on periodically poled MgO-doped lithium niobate, directly converting the 1030 nm pump wave into the THz regime. The tunability ranges from 1.2 to 2.9 THz at output power levels between 0.3 and 3.9 μW. To overcome the high pump threshold caused by THz absorption in the nonlinear crystal,(More)
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