Monte Carlo simulation of a disordered classical Heisenberg system in one dimension and with long-range ferromagnetic interactions

1989 ◽  
Vol 40 (7) ◽  
pp. 4970-4974 ◽  
Author(s):  
S. Romano
Keyword(s):  
Monte Carlo Simulation ◽  
Monte Carlo ◽  
Long Range ◽  
One Dimension ◽  
Ferromagnetic Interactions

PHASE DIAGRAM OF DOUBLE EXCHANGE MODEL WITH ANTIFERROMAGNETIC COUPLING FOR LOCALIZED t2g SPINS IN ONE DIMENSION REVISITED

2005 ◽  
Vol 19 (24) ◽  
pp. 3731-3743 ◽  
Author(s):  
Q. L. ZHANG
Keyword(s):  
Phase Diagram ◽  
Monte Carlo Simulation ◽  
Monte Carlo ◽  
Large Scale ◽  
Double Exchange ◽  
Exchange Model ◽  
One Dimension ◽  
Antiferromagnetic Coupling ◽  
Single Orbit ◽  
Superexchange Coupling

The phase diagram of the single-orbit double exchange model for manganites with ferromagnetic Hund coupling between mobile eg electrons and spins of localized t2g electrons as well as antiferromagnetic superexchange coupling between t2g electrons is investigated with a large scale Monte Carlo simulation in one dimension. The phase boundary is determined based on the internal energy, the electron density and the structure factor. In particular, low-temperature properties at quarter filling are studied in detail.

Long-range dependence in Indian stock market: a study of Indian sectoral indices

2014 ◽  
Vol 9 (4) ◽  
pp. 505-519 ◽  
Author(s):  
Dilip Kumar
Keyword(s):  
Monte Carlo Simulation ◽  
Monte Carlo ◽  
Frequency Domain ◽  
Long Range ◽  
Time Domain ◽  
Long Range Dependence ◽  
Fluctuation Analysis ◽  
Scaling Exponent ◽  
Simulation Experiments ◽  
Content Type

Purpose – The purpose of this paper is to test the efficient market hypothesis for major Indian sectoral indices by means of long memory approach in both time domain and frequency domain. This paper also tests the accuracy of the detrended fluctuation analysis (DFA) approach and the local Whittle (LW) approach by means of Monte Carlo simulation experiments. Design/methodology/approach – The author applies the DFA approach for the computation of the scaling exponent in the time domain. The robustness of the results is tested by the computation of the scaling exponent in the frequency domain by means of the LW estimator. The author applies moving sub-sample approach on DFA to study the evolution of market efficiency in Indian sectoral indices. Findings – The Monte Carlo simulation experiments indicate that the DFA approach and the LW approach provides good estimates of the scaling exponent as the sample size increases. The author also finds that the efficiency characteristics of Indian sectoral indices and their stages of development are dynamic in nature. Originality/value – This paper has both methodological and empirical originality. On the methodological side, the author tests the small sample properties of the DFA and the LW approaches by using simulated series of fractional Gaussian noise and find that both the approach possesses superior properties in terms of capturing the scaling behavior of asset prices. On the empirical side, the author studies the evolution of long-range dependence characteristics in Indian sectoral indices.

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