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Combining the one-dimensional tight-binding Su-Schrieffer-Heeger (SSH) model including interchain interactions and the extended Hubbard model (EHM), we investigate the recombination processes between two triplet excitons in conjugated polymers using a nonadiabatic evolution method. Due to the...
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Abstract: Denote the loss return on the equity of a financial institution as X and that of the entire market as Y . For a given very small value of p 0, the marginal expected shortfall (MES) is defined as E(X | Y QY (1−p)), where QY (1−p) is the (1−p)-th quantile of the distribution of Y...
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Abstract: We extend classical extreme value theory to non-identically distributed observations. When the distribution tails are proportional much of extreme value statistics remains valid. The proportionality function for the tails can be estimated nonparametrically along with the (common)...
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