Ionized cluster beam deposition, and thin film analysis

In 1972 the ionized cluster beam (ICB) deposition technique was introduced as a new method for thin film deposition. At that time the use of clusters was postulated to be able to enhance film nucleation and adatom surface mobility, resulting in high quality films. Although a few researchers reported singly ionized clusters containing 10$\sp2$-10$\sp3$ atoms, others were unable to repeat their work. The consensus now is that film effects in the early investigations were due to self-ion bombardment rather than clusters. Subsequently in recent work (early 1992) synthesis of large clusters of zinc without the use of a carrier gas was demonstrated by Gspann and repeated in our laboratory. Clusters resulted from very significant changes in two source parameters. Crucible pressure was increased from the earlier 2 Torr to several thousand Torr and a converging-diverging nozzle 18 mm long and 0.4 mm in diameter at the throat was used in place of the 1 mm x 1 mm nozzle used in the early work. While this is practical for zinc and other high vapor pressure materials it remains impractical for many materials of industrial interest such as gold, silver, and aluminum. The work presented here describes results using gold and silver at pressures of around 1 and 50 Torr in order to study the effect of the pressure and nozzle shape. Significant numbers of large clusters were not detected. Deposited films were studied by atomic force microscopy (AFM) for roughness analysis, and X-ray diffraction.^ Nanometer size islands of zinc deposited on flat silicon substrates by ICB were also studied by atomic force microscopy and the number of atoms/cm$\sp2$ was calculated and compared to data from Rutherford backscattering spectrometry (RBS). To improve the agreement between data from AFM and RBS, convolution and deconvolution algorithms were implemented to study and simulate the interaction between tip and sample in atomic force microscopy. The deconvolution algorithm takes into account the physical volume occupied by the tip resulting in an image that is a more accurate representation of the surface.^ One method increasingly used to study the deposited films both during the growth process and following, is ellipsometry. Ellipsometry is a surface analytical technique used to determine the optical properties and thickness of thin films. In situ measurements can be made through the windows of a deposition chamber. A method for determining the optical properties of a film, that is sensitive only to the growing film and accommodates underlying interfacial layers, multiple unknown underlayers, and other unknown substrates was developed. This method is carried out by making an initial ellipsometry measurement well past the real interface and by defining a virtual interface in the vicinity of this measurement. ^

Principal component and second generation wavelet analysis of Treasury yield curve evolution

Prices of U.S. Treasury securities vary over time and across maturities. When the market in Treasurys is sufficiently complete and frictionless, these prices may be modeled by a function time and maturity. A cross-section of this function for time held fixed is called the yield curve; the aggregate of these sections is the evolution of the yield curve. This dissertation studies aspects of this evolution. ^ There are two complementary approaches to the study of yield curve evolution here. The first is principal components analysis; the second is wavelet analysis. In both approaches both the time and maturity variables are discretized. In principal components analysis the vectors of yield curve shifts are viewed as observations of a multivariate normal distribution. The resulting covariance matrix is diagonalized; the resulting eigenvalues and eigenvectors (the principal components) are used to draw inferences about the yield curve evolution. ^ In wavelet analysis, the vectors of shifts are resolved into hierarchies of localized fundamental shifts (wavelets) that leave specified global properties invariant (average change and duration change). The hierarchies relate to the degree of localization with movements restricted to a single maturity at the base and general movements at the apex. Second generation wavelet techniques allow better adaptation of the model to economic observables. Statistically, the wavelet approach is inherently nonparametric while the wavelets themselves are better adapted to describing a complete market. ^ Principal components analysis provides information on the dimension of the yield curve process. While there is no clear demarkation between operative factors and noise, the top six principal components pick up 99% of total interest rate variation 95% of the time. An economically justified basis of this process is hard to find; for example a simple linear model will not suffice for the first principal component and the shape of this component is nonstationary. ^ Wavelet analysis works more directly with yield curve observations than principal components analysis. In fact the complete process from bond data to multiresolution is presented, including the dedicated Perl programs and the details of the portfolio metrics and specially adapted wavelet construction. The result is more robust statistics which provide balance to the more fragile principal components analysis. ^