The electric field effect on spin injection in tunneling regime

Using the quantum tunneling theory, we investigate the spin-dependent transport properties of the ferromagnetic metal/Schottky barrier/semiconductor heterojunction under the influence of an external electric field. It is shown that increasing the electric field, similar to increasing the electron density in semiconductor, will result in a slight enhancement of spin injection in tunneling regime, and this enhancement is significantly weakened when the tunneling Schottky barrier becomes stronger. Temperature effect on spin injection is also discussed. (C) 2003 Elsevier B.V. All rights reserved.

Application of density functional theory to equilibrium adsorption of argon and nitrogen on amorphous silica surface

We present a new version of non-local density functional theory (NL-DFT) adapted to description of vapor adsorption isotherms on amorphous materials like non-porous silica. The novel feature of this approach is that it accounts for the roughness of adsorbent surface. The solid–fluid interaction is described in the same framework as in the case of fluid–fluid interactions, using the Weeks–Chandler–Andersen (WCA) scheme and the Carnahan–Starling (CS) equation for attractive and repulsive parts of the Helmholtz free energy, respectively. Application to nitrogen and argon adsorption isotherms on non-porous silica LiChrospher Si-1000 at their boiling points, recently published by Jaroniec and co-workers, has shown an excellent correlative ability of our approach over the complete range of pressures, which suggests that the surface roughness is mostly the reason for the observed behavior of adsorption isotherms. From the analysis of these data, we found that in the case of nitrogen adsorption short-range interactions between oxygen atoms on the silica surface and quadrupole of nitrogen molecules play an important role. The approach presented in this paper may be further used in quantitative analysis of adsorption and desorption isotherms in cylindrical pores such as MCM-41 and carbon nanotubes.

Spin-charge conductance in nanoscale electronic devices

We introduce a spin-charge conductance matrix as a unifying concept underlying charge and spin transport within the framework of the Landauer-Buttiker conductance formula. It turns out that the spin-charge conductance matrix provides a natural and gauge covariant description for electron transport through nanoscale electronic devices. We demonstrate that the charge and spin conductances are gauge invariant observables which characterize transport phenomena arising from spin-dependent scattering. Tunnelling through a single magnetic atom is discussed to illustrate our theory.

Coexistence of spin polarization and pairing correlations in metallic grains

We investigate the competition between magnetic depairing interactions, due to spin-exchange mechanism and∕or to spin-dependent asymmetric bandwidths, and pairing coupling in metallic grains. We present a detailed analysis of the quantum ground state in different regimes arising from the interplay between ferromagnetic and pairing correlations for different fillings. We find out that the occurrence of a ground state with coexisting spin-polarization and pairing correlations is enhanced when the asymmetric spin-dependent distribution of the single-particle energies is considered. The mechanisms leading to such a stable quantum state are finally clarified.

Structural studies in tellurium chemistry

The primary theme of this research was the characterisation of new and novel organo-tellurium complexes, using the technique of single crystal X-ray analysis to establish more firmly the various coordination modes of tellurium. In each study the unit cell dimensions and intensity data were collected using an Enraf-Nonius CAD-4, four circle diffractometer. The raw data collected in turn was transferred to the Birmingham University Honeywell Multics System and processed using the appropriate computer packages for the determination of crystal structures. The molecular and crystal structures of: bis[2-(2-pyridyl)phenyl]tritelluride, bis[2-(N-hydroxy)iminophenyl] ditelluride, 2-(2-pyridyl)phenyltellurium(IV) tribromide, (2-N,N-dimethylbenzylamine-C,N')tellurium(IV)tribromide, 2-dichloro(butyl)tellurobenzaldehyde, 2-dichlorobutotelluro-N-dimethylbenzyl ammonium chloride, dimethyldithiocarbamato[2-(2-pyridyl)phenyl]tellurium(II), dimethyldithiocarbamato[2-(2-quinolinyl)phenyl]tellurium(II) and para-ethoxypheny[2-(2-pyridyl)phenyl]telluride are described. In each structure, the Lewis acidity of tellurium appears to be satisfied by autocomplex formation, through short-range intramolecular secondary bonds between tellurium and an electron denoting species, (generally nitrogen in these structures) with long range weak inter molecular contacts forming in the majority of the tellurium(IV) structures. The order of Lewis acidity in each structure can be considered to be reflected by the length of the short range intramolecular secondary bond, identified, that is, when tellurium has a low Lewis acidity this interaction is long. Interestingly, no primary bonds are found trans to a Te-C covalent bond in any of the above structures, highlighting the strong trans effect of aromatic and aryl groups in tellurium complexes.

Decoherence of charge qubit coupled to interacting background charges

The major contribution to decoherence of a double quantum dot or a Josephson-junction charge qubit comes from the electrostatic coupling to fluctuating background charges hybridized with the conduction electrons in the reservoir. However, estimations according to previously developed theories show that finding a sufficient number of effective fluctuators in a realistic experimental layout is quite improbable. We show that this paradox is resolved by allowing for a short-range Coulomb interaction of the fluctuators with the electrons in the reservoir. This dramatically enhances both the number of effective fluctuators and their contribution to decoherence, resulting in the most dangerous decoherence mechanism for charge qubits.

Protein interactions studied by SAXS:effect of ionic strength and protein concentration for BSA in aqueous solutions

We have studied a series of samples of bovine serum albumin (BSA) solutions with protein concentration, c, ranging from 2 to 500 mg/mL and ionic strength, I, from 0 to 2 M by small-angle X-ray scattering (SAXS). The scattering intensity distribution was compared to simulations using an oblate ellipsoid form factor with radii of 17 x 42 x 42 A, combined with either a screened Coulomb, repulsive structure factor, S-SC(q), or an attractive square-well structure factor, S-SW(q). At pH = 7, BSA is negatively charged. At low ionic strength, I <0.3 M, the total interaction exhibits a decrease of the repulsive interaction when compared to the salt-free solution, as the net surface charge is screened, and the data can be fitted by assuming an ellipsoid form factor and screened Coulomb interaction. At moderate ionic strength (0.3-0.5 M), the interaction is rather weak, and a hard-sphere structure factor has been used to simulate the data with a higher volume fraction. Upon further increase of the ionic strength (I >= 1.0 M), the overall interaction potential was dominated by an additional attractive potential, and the data could be successfully fitted by an ellipsoid form factor and a square-well potential model. The fit parameters, well depth and well width, indicate that the attractive potential caused by a high salt concentration is weak and long-ranged. Although the long-range, attractive potential dominated the protein interaction, no gelation or precipitation was observed in any of the samples. This is explained by the increase of a short-range, repulsive interaction between protein molecules by forming a hydration layer with increasing salt concentration. The competition between long-range, attractive and short-range, repulsive interactions accounted for the stability of concentrated BSA solution at high ionic strength.

Experimental deuteron momentum distributions with reduced final state interactions

This dissertation presents a study of the D( e, e′p)n reaction carried out at the Thomas Jefferson National Accelerator Facility (Jefferson Lab) for a set of fixed values of four-momentum transfer Q 2 = 2.1 and 0.8 (GeV/c)2 and for missing momenta pm ranging from pm = 0.03 to pm = 0.65 GeV/c. The analysis resulted in the determination of absolute D(e,e′ p)n cross sections as a function of the recoiling neutron momentum and it's scattering angle with respect to the momentum transfer [vector] q. The angular distribution was compared to various modern theoretical predictions that also included final state interactions. The data confirmed the theoretical prediction of a strong anisotropy of final state interaction contributions at Q2 of 2.1 (GeV/c)2 while at the lower Q2 value, the anisotropy was much less pronounced. At Q2 of 0.8 (GeV/c)2, theories show a large disagreement with the experimental results. The experimental momentum distribution of the bound proton inside the deuteron has been determined for the first time at a set of fixed neutron recoil angles. The momentum distribution is directly related to the ground state wave function of the deuteron in momentum space. The high momentum part of this wave function plays a crucial role in understanding the short-range part of the nucleon-nucleon force. At Q2 = 2.1 (GeV/c)2, the momentum distribution determined at small neutron recoil angles is much less affected by FSI compared to a recoil angle of 75°. In contrast, at Q2 = 0.8 (GeV/c)2 there seems to be no region with reduced FSI for larger missing momenta. Besides the statistical errors, systematic errors of about 5–6 % were included in the final results in order to account for normalization uncertainties and uncertainties in the determi- nation of kinematic veriables. The measurements were carried out using an electron beam energy of 2.8 and 4.7 GeV with beam currents between 10 to 100 &mgr; A. The scattered electrons and the ejected protons originated from a 15cm long liquid deuterium target, and were detected in conicidence with the two high resolution spectrometers of Hall A at Jefferson Lab.^

O paradoxo da superdifusão de uma caminhada aleatória com memória exponencial

The random walk models with temporal correlation (i.e. memory) are of interest in the study of anomalous diffusion phenomena. The random walk and its generalizations are of prominent place in the characterization of various physical, chemical and biological phenomena. The temporal correlation is an essential feature in anomalous diffusion models. These temporal long-range correlation models can be called non-Markovian models, otherwise, the short-range time correlation counterparts are Markovian ones. Within this context, we reviewed the existing models with temporal correlation, i.e. entire memory, the elephant walk model, or partial memory, alzheimer walk model and walk model with a gaussian memory with profile. It is noticed that these models shows superdiffusion with a Hurst exponent H > 1/2. We study in this work a superdiffusive random walk model with exponentially decaying memory. This seems to be a self-contradictory statement, since it is well known that random walks with exponentially decaying temporal correlations can be approximated arbitrarily well by Markov processes and that central limit theorems prohibit superdiffusion for Markovian walks with finite variance of step sizes. The solution to the apparent paradox is that the model is genuinely non-Markovian, due to a time-dependent decay constant associated with the exponential behavior. In the end, we discuss ideas for future investigations.

A Measurement of the Proton Structure Function g2p at Low Q2

Experiments at Jefferson Lab have been conducted to extract the nucleon spin-dependent structure functions over a wide kinematic range. Higher moments of these quantities provide tests of QCD sum rules and predictions of chiral perturbation theory ($\chi$PT). While precise measurements of $g_{1}^n$, $g_{2}^n$, and $g_1^p$ have been extensively performed, the data of $g_2^p$ remain scarce. Discrepancies were found between existing data related to $g_2$ and theoretical predictions. Results on the proton at large $Q^2$ show a significant deviation from the Burkhardt-Cottingham sum rule, while results for the neutron generally follow this sum rule. The next-to-leading order $\chi$PT calculations exhibit discrepancy with data on the longitudinal-transverse polarizability $\delta_{LT}^n$. Further measurements of the proton spin structure function $g_2^p$ are desired to understand these discrepancies.

Experiment E08-027 (g2p) was conducted at Jefferson Lab in experimental Hall A in 2012. Inclusive measurements were performed with polarized electron beam and a polarized ammonia target to obtain the proton spin-dependent structure function $g_2^p$ at low Q$^2$ region (0.02$<$Q$^2$$<$0.2 GeV$^2$) for the first time. The results can be used to test the Burkhardt-Cottingham sum rule, and also allow us to extract the longitudinal-transverse spin polarizability of the proton, which will provide a benchmark test of $\chi$PT calculations. This thesis will present and discuss the very preliminary results of the transverse asymmetry and the spin-dependent structure functions $g_1^p$ and $g_2^p$ from the data analysis of the g2p experiment .

Functional alkali tantalate 2D structures for microelectronics and related applications

Alkali tantalates and niobates, including K(Ta / Nb)O3, Li(Ta / Nb)O3 and Na(Ta / Nb)O3, are a very promising ferroic family of lead-free compounds with perovskite-like structures. Their versatile properties make them potentially interesting for current and future application in microelectronics, photocatalysis, energy and biomedics. Among them potassium tantalate, KTaO3 (KTO), has been raising interest as an alternative for the well-known strontium titanate, SrTiO3 (STO). KTO is a perovskite oxide with a quantum paraelectric behaviour when electrically stimulated and a highly polarizable lattice, giving opportunity to tailor its properties via external or internal stimuli. However problems related with the fabrication of either bulk or 2D nanostructures makes KTO not yet a viable alternative to STO. Within this context and to contribute scientifically to the leverage tantalate based compounds applications, the main goals of this thesis are: i) to produce and characterise thin films of alkali tantalates by chemical solution deposition on rigid Si based substrates, at reduced temperatures to be compatible with Si technology, ii) to fulfil scientific knowledge gaps in these relevant functional materials related to their energetics and ii) to exploit alternative applications for alkali tantalates, as photocatalysis. In what concerns the synthesis attention was given to the understanding of the phase formation in potassium tantalate synthesized via distinct routes, to control the crystallization of desired perovskite structure and to avoid low temperature pyrochlore or K-deficient phases. The phase formation process in alkali tantalates is far from being deeply analysed, as in the case of Pb-containing perovskites, therefore the work was initially focused on the process-phase relationship to identify the driving forces responsible to regulate the synthesis. Comparison of phase formation paths in conventional solid-state reaction and sol-gel method was conducted. The structural analyses revealed that intermediate pyrochlore K2Ta2O6 structure is not formed at any stage of the reaction using conventional solid-state reaction. On the other hand in the solution based processes, as alkoxide-based route, the crystallization of the perovskite occurs through the intermediate pyrochlore phase; at low temperatures pyrochlore is dominant and it is transformed to perovskite at >800 °C. The kinetic analysis carried out by using Johnson-MehlAvrami-Kolmogorow model and quantitative X-ray diffraction (XRD) demonstrated that in sol-gel derived powders the crystallization occurs in two stages: i) at early stage of the reaction dominated by primary nucleation, the mechanism is phase-boundary controlled, and ii) at the second stage the low value of Avrami exponent, n ~ 0.3, does not follow any reported category, thus not permitting an easy identification of the mechanism. Then, in collaboration with Prof. Alexandra Navrotsky group from the University of California at Davis (USA), thermodynamic studies were conducted, using high temperature oxide melt solution calorimetry. The enthalpies of formation of three structures: pyrochlore, perovskite and tetragonal tungsten bronze K6Ta10.8O30 (TTB) were calculated. The enthalpies of formation from corresponding oxides, ∆Hfox, for KTaO3, KTa2.2O6 and K6Ta10.8O30 are -203.63 ± 2.84 kJ/mol, - 358.02 ± 3.74 kJ/mol, and -1252.34 ± 10.10 kJ/mol, respectively, whereas from elements, ∆Hfel, for KTaO3, KTa2.2O6 and K6Ta10.8O30 are -1408.96 ± 3.73 kJ/mol, -2790.82 ± 6.06 kJ/mol, and -13393.04 ± 31.15 kJ/mol, respectively. The possible decomposition reactions of K-deficient KTa2.2O6 pyrochlore to KTaO3 perovskite and Ta2O5 (reaction 1) or to TTB K6Ta10.8O30 and Ta2O5 (reaction 2) were proposed, and the enthalpies were calculated to be 308.79 ± 4.41 kJ/mol and 895.79 ± 8.64 kJ/mol for reaction 1 and reaction 2, respectively. The reactions are strongly endothermic, indicating that these decompositions are energetically unfavourable, since it is unlikely that any entropy term could override such a large positive enthalpy. The energetic studies prove that pyrochlore is energetically more stable phase than perovskite at low temperature. Thus, the local order of the amorphous precipitates drives the crystallization into the most favourable structure that is the pyrochlore one with similar local organization; the distance between nearest neighbours in the amorphous or short-range ordered phase is very close to that in pyrochlore. Taking into account the stoichiometric deviation in KTO system, the selection of the most appropriate fabrication / deposition technique in thin films technology is a key issue, especially concerning complex ferroelectric oxides. Chemical solution deposition has been widely reported as a processing method to growth KTO thin films, but classical alkoxide route allows to crystallize perovskite phase at temperatures >800 °C, while the temperature endurance of platinized Si wafers is ~700 °C. Therefore, alternative diol-based routes, with distinct potassium carboxylate precursors, was developed aiming to stabilize the precursor solution, to avoid using toxic solvents and to decrease the crystallization temperature of the perovskite phase. Studies on powders revealed that in the case of KTOac (solution based on potassium acetate), a mixture of perovskite and pyrochlore phases is detected at temperature as low as 450 °C, and gradual transformation into monophasic perovskite structure occurs as temperature increases up to 750 °C, however the desired monophasic KTaO3 perovskite phase is not achieved. In the case of KTOacac (solution with potassium acetylacetonate), a broad peak is detected at temperatures <650 °C, characteristic of amorphous structures, while at higher temperatures diffraction lines from pyrochlore and perovskite phases are visible and a monophasic perovskite KTaO3 is formed at >700 °C. Infrared analysis indicated that the differences are due to a strong deformation of the carbonate-based structures upon heating. A series of thin films of alkali tantalates were spin-coated onto Si-based substrates using diol-based routes. Interestingly, monophasic perovskite KTaO3 films deposited using KTOacac solution were obtained at temperature as low as 650 °C; films were annealed in rapid thermal furnace in oxygen atmosphere for 5 min with heating rate 30 °C/sec. Other compositions of the tantalum based system as LiTaO3 (LTO) and NaTaO3 (NTO), were successfully derived as well, onto Si substrates at 650 °C as well. The ferroelectric character of LTO at room temperature was proved. Some of dielectric properties of KTO could not be measured in parallel capacitor configuration due to either substrate-film or filmelectrode interfaces. Thus, further studies have to be conducted to overcome this issue. Application-oriented studies have also been conducted; two case studies: i) photocatalytic activity of alkali tantalates and niobates for decomposition of pollutant, and ii) bioactivity of alkali tantalate ferroelectric films as functional coatings for bone regeneration. Much attention has been recently paid to develop new type of photocatalytic materials, and tantalum and niobium oxide based compositions have demonstrated to be active photocatalysts for water splitting due to high potential of the conduction bands. Thus, various powders of alkali tantalates and niobates families were tested as catalysts for methylene blue degradation. Results showed promising activities for some of the tested compounds, and KNbO3 is the most active among them, reaching over 50 % degradation of the dye after 7 h under UVA exposure. However further modifications of powders can improve the performance. In the context of bone regeneration, it is important to have platforms that with appropriate stimuli can support the attachment and direct the growth, proliferation and differentiation of the cells. In lieu of this here we exploited an alternative strategy for bone implants or repairs, based on charged mediating signals for bone regeneration. This strategy includes coating metallic 316L-type stainless steel (316L-SST) substrates with charged, functionalized via electrical charging or UV-light irradiation, ferroelectric LiTaO3 layers. It was demonstrated that the formation of surface calcium phosphates and protein adsorption is considerably enhanced for 316L-SST functionalized ferroelectric coatings. Our approach can be viewed as a set of guidelines for the development of platforms electrically functionalized that can stimulate tissue regeneration promoting direct integration of the implant in the host tissue by bone ingrowth and, hence contributing ultimately to reduce implant failure.

Measurement of the doubly-polarized He3→(γ→,n)pp reaction at 16.5 MeV and its implications for the GDH sum rule

We report new measurements of the double-polarized photodisintegration of 3He at an incident photon energy of 16.5 MeV, carried out at the High Intensity γ-ray Source (HIγS) facility located at Triangle Universities Nuclear Laboratory (TUNL). The spin-dependent double-differential cross sections and the contribution from the three-body channel to the Gerasimov–Drell–Hearn (GDH) integrand were extracted and compared with the state-of-the-art three-body calculations. The calculations, which include the Coulomb interaction and are in good agreement with the results of previous measurements at 12.8 and 14.7 MeV, deviate from the new cross section results at 16.5 MeV. The GDH integrand was found to be about one standard deviation larger than the maximum value predicted by the theories.

Engineering a Quantum Many-body Hamiltonian with Trapped Ions

While fault-tolerant quantum computation might still be years away, analog quantum simulators offer a way to leverage current quantum technologies to study classically intractable quantum systems. Cutting edge quantum simulators such as those utilizing ultracold atoms are beginning to study physics which surpass what is classically tractable. As the system sizes of these quantum simulators increase, there are also concurrent gains in the complexity and types of Hamiltonians which can be simulated. In this work, I describe advances toward the realization of an adaptable, tunable quantum simulator capable of surpassing classical computation. We simulate long-ranged Ising and XY spin models which can have global arbitrary transverse and longitudinal fields in addition to individual transverse fields using a linear chain of up to 24 Yb+ 171 ions confined in a linear rf Paul trap. Each qubit is encoded in the ground state hyperfine levels of an ion. Spin-spin interactions are engineered by the application of spin-dependent forces from laser fields, coupling spin to motion. Each spin can be read independently using state-dependent fluorescence. The results here add yet more tools to an ever growing quantum simulation toolbox. One of many challenges has been the coherent manipulation of individual qubits. By using a surprisingly large fourth-order Stark shifts in a clock-state qubit, we demonstrate an ability to individually manipulate spins and apply independent Hamiltonian terms, greatly increasing the range of quantum simulations which can be implemented. As quantum systems grow beyond the capability of classical numerics, a constant question is how to verify a quantum simulation. Here, I present measurements which may provide useful metrics for large system sizes and demonstrate them in a system of up to 24 ions during a classically intractable simulation. The observed values are consistent with extremely large entangled states, as much as ~95% of the system entangled. Finally, we use many of these techniques in order to generate a spin Hamiltonian which fails to thermalize during experimental time scales due to a meta-stable state which is often called prethermal. The observed prethermal state is a new form of prethermalization which arises due to long-range interactions and open boundary conditions, even in the thermodynamic limit. This prethermalization is observed in a system of up to 22 spins. We expect that system sizes can be extended up to 30 spins with only minor upgrades to the current apparatus. These results emphasize that as the technology improves, the techniques and tools developed here can potentially be used to perform simulations which will surpass the capability of even the most sophisticated classical techniques, enabling the study of a whole new regime of quantum many-body physics.

Quarkonia and heavy-light mesons in a covariant quark model

Preliminary calculations using the Covariant Spectator Theory (CST) employed a scalar linear confining interaction and an additional constant vector potential to compute the mesonic mass spectra. In this work we generalize the confining interaction to include more general structures, in particular a vector and also a pseudoscalar part, as suggested by a recent study. A one-gluon-exchange kernel is also implemented to describe the short-range part of the interaction. We solve the simplest CST approxima- tion to the complete Bethe-Salpeter equation, the one-channel spectator equation, using a numerical technique that eliminates all singularities from the kernel. The parameters of the model are determined through a fit to the experimental pseudoscalar meson spectra, with a good agreement for both quarkonia and heavy-light states.

Stochastic modelling of financial time series with memory and multifractal scaling

Financial processes may possess long memory and their probability densities may display heavy tails. Many models have been developed to deal with this tail behaviour, which reflects the jumps in the sample paths. On the other hand, the presence of long memory, which contradicts the efficient market hypothesis, is still an issue for further debates. These difficulties present challenges with the problems of memory detection and modelling the co-presence of long memory and heavy tails. This PhD project aims to respond to these challenges. The first part aims to detect memory in a large number of financial time series on stock prices and exchange rates using their scaling properties. Since financial time series often exhibit stochastic trends, a common form of nonstationarity, strong trends in the data can lead to false detection of memory. We will take advantage of a technique known as multifractal detrended fluctuation analysis (MF-DFA) that can systematically eliminate trends of different orders. This method is based on the identification of scaling of the q-th-order moments and is a generalisation of the standard detrended fluctuation analysis (DFA) which uses only the second moment; that is, q = 2. We also consider the rescaled range R/S analysis and the periodogram method to detect memory in financial time series and compare their results with the MF-DFA. An interesting finding is that short memory is detected for stock prices of the American Stock Exchange (AMEX) and long memory is found present in the time series of two exchange rates, namely the French franc and the Deutsche mark. Electricity price series of the five states of Australia are also found to possess long memory. For these electricity price series, heavy tails are also pronounced in their probability densities. The second part of the thesis develops models to represent short-memory and longmemory financial processes as detected in Part I. These models take the form of continuous-time AR(∞) -type equations whose kernel is the Laplace transform of a finite Borel measure. By imposing appropriate conditions on this measure, short memory or long memory in the dynamics of the solution will result. A specific form of the models, which has a good MA(∞) -type representation, is presented for the short memory case. Parameter estimation of this type of models is performed via least squares, and the models are applied to the stock prices in the AMEX, which have been established in Part I to possess short memory. By selecting the kernel in the continuous-time AR(∞) -type equations to have the form of Riemann-Liouville fractional derivative, we obtain a fractional stochastic differential equation driven by Brownian motion. This type of equations is used to represent financial processes with long memory, whose dynamics is described by the fractional derivative in the equation. These models are estimated via quasi-likelihood, namely via a continuoustime version of the Gauss-Whittle method. The models are applied to the exchange rates and the electricity prices of Part I with the aim of confirming their possible long-range dependence established by MF-DFA. The third part of the thesis provides an application of the results established in Parts I and II to characterise and classify financial markets. We will pay attention to the New York Stock Exchange (NYSE), the American Stock Exchange (AMEX), the NASDAQ Stock Exchange (NASDAQ) and the Toronto Stock Exchange (TSX). The parameters from MF-DFA and those of the short-memory AR(∞) -type models will be employed in this classification. We propose the Fisher discriminant algorithm to find a classifier in the two and three-dimensional spaces of data sets and then provide cross-validation to verify discriminant accuracies. This classification is useful for understanding and predicting the behaviour of different processes within the same market. The fourth part of the thesis investigates the heavy-tailed behaviour of financial processes which may also possess long memory. We consider fractional stochastic differential equations driven by stable noise to model financial processes such as electricity prices. The long memory of electricity prices is represented by a fractional derivative, while the stable noise input models their non-Gaussianity via the tails of their probability density. A method using the empirical densities and MF-DFA will be provided to estimate all the parameters of the model and simulate sample paths of the equation. The method is then applied to analyse daily spot prices for five states of Australia. Comparison with the results obtained from the R/S analysis, periodogram method and MF-DFA are provided. The results from fractional SDEs agree with those from MF-DFA, which are based on multifractal scaling, while those from the periodograms, which are based on the second order, seem to underestimate the long memory dynamics of the process. This highlights the need and usefulness of fractal methods in modelling non-Gaussian financial processes with long memory.