171 resultados para DSGE, Monte Carlo, Misspecification
Resumo:
Shot-noise suppression is investigated in nondegenerate diffusive conductors by means of an ensemble Monte Carlo simulator. The universal 1/3 suppression value is obtained when transport occurs under elastic collision regime provided the following conditions are satisfied: (i) The applied voltage is much larger than the thermal value; (ii) the length of the device is much greater than both the elastic mean free path and the Debye length. By fully suppressing carrier-number fluctuations, long-range Coulomb interaction is essential to obtain the 1/3 value in the low-frequency limit.
Resumo:
A theoretical model for the noise properties of Schottky barrier diodes in the framework of the thermionic-emission¿diffusion theory is presented. The theory incorporates both the noise inducedby the diffusion of carriers through the semiconductor and the noise induced by the thermionicemission of carriers across the metal¿semiconductor interface. Closed analytical formulas arederived for the junction resistance, series resistance, and contributions to the net noise localized indifferent space regions of the diode, all valid in the whole range of applied biases. An additionalcontribution to the voltage-noise spectral density is identified, whose origin may be traced back tothe cross correlation between the voltage-noise sources associated with the junction resistance andthose for the series resistance. It is argued that an inclusion of the cross-correlation term as a newelement in the existing equivalent circuit models of Schottky diodes could explain the discrepanciesbetween these models and experimental measurements or Monte Carlo simulations.
Resumo:
A theoretical model for the noise properties of n+nn+ diodes in the drift-diffusion framework is presented. In contrast with previous approaches, our model incorporates both the drift and diffusive parts of the current under inhomogeneous and hot-carrier conditions. Closed analytical expressions describing the transport and noise characteristics of submicrometer n+nn+ diodes, in which the diode base (n part) and the contacts (n+ parts) are coupled in a self-consistent way, are obtained
Resumo:
We analyze the timing of photons observed by the MAGIC telescope during a flare of the active galactic nucleus Mkn 501 for a possible correlation with energy, as suggested by some models of quantum gravity (QG), which predict a vacuum refractive index similar or equal to 1 + (E/M-QGn)(n), n = 1, 2. Parametrizing the delay between gamma-rays of different energies as Delta t = +/-tau E-1 or Delta t = +/-tau E-q(2), we find tau(1) = (0.030 +/- 0.012) s/GeV at the 2.5-sigma level, and tau(q) = (3.71 +/- 2.57) x 10(-6) s/GeV2, respectively. We use these results to establish lower limits M-QG1 > 0.21 X 10(18) GeV and M-QG2 > 0.26 x 10(11) GeV at the 95% C.L. Monte Carlo studies confirm the MAGIC sensitivity to propagation effects at these levels. Thermal plasma effects in the source are negligible, but we cannot exclude the importance of some other source effect.
Resumo:
The author studies random walk estimators for radiosity with generalized absorption probabilities. That is, a path will either die or survive on a patch according to an arbitrary probability. The estimators studied so far, the infinite path length estimator and finite path length one, can be considered as particular cases. Practical applications of the random walks with generalized probabilities are given. A necessary and sufficient condition for the existence of the variance is given, together with heuristics to be used in practical cases. The optimal probabilities are also found for the case when one is interested in the whole scene, and are equal to the reflectivities
Resumo:
The nonequilibrium phase transitions occurring in a fast-ionic-conductor model and in a reaction-diffusion Ising model are studied by Monte Carlo finite-size scaling to reveal nonclassical critical behavior; our results are compared with those in related models.