927 resultados para WIDTH DEPENDENCE


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Le travail de modélisation a été réalisé à travers EGSnrc, un logiciel développé par le Conseil National de Recherche Canada.

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This paper introduces a framework for analysis of cross-sectional dependence in the idiosyncratic volatilities of assets using high frequency data. We first consider the estimation of standard measures of dependence in the idiosyncratic volatilities such as covariances and correlations. Next, we study an idiosyncratic volatility factor model, in which we decompose the co-movements in idiosyncratic volatilities into two parts: those related to factors such as the market volatility, and the residual co-movements. When using high frequency data, naive estimators of all of the above measures are biased due to the estimation errors in idiosyncratic volatility. We provide bias-corrected estimators and establish their asymptotic properties. We apply our estimators to high-frequency data on 27 individual stocks from nine different sectors, and document strong cross-sectional dependence in their idiosyncratic volatilities. We also find that on average 74% of this dependence can be explained by the market volatility.

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Light-scattering experiments gained prominence as potential applications of quantum optics, nonlinear optics, and photon localization. The possibility of the realization of lasing action in random media has created much interest in the study of the coherent structure of the backscattered light from disordered media. Backscattering (BS) studies are carried out to analyze the possibilities of photon localization in colloidal silica. The scattering enhancement is best associated with the density of the scatterers. The width of the BS cone and, hence, the mean-free path is related to the concentration of the medium. The dependence of the photon wavelength on the possible characteristics of the scattering is presented.

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Department of Statistics, Cochin University of Science and Technology

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A silver target kept under partial vacuum conditions was irradiated with focused nanosecond pulses at 1:06 mm from a Nd:YAG laser. The electron emission monitored with a Langmuir probe shows a clear twin-peak distribution. The first peak which is very sharp has only a small delay and it indicates prompt electron emission with energy as much as 60 5 eV. Also the prompt electron emission shows a temporal profile with a width that is same as that for the laser pulse whereas the second peak is broader, covers several microseconds, and represents the low-energy electrons (2 0:5 eV) associated with the laser-induced silver plasma as revealed by time-of-flight measurements. It has been found that prompt electrons ejected from the target collisionally excite and ionize ambient gas molecules. Clearly resolved rotational structure is observed in the emission spectra of ambient nitrogen molecules. Combined with time-resolved spectroscopy, the prompt electrons can be used as excitation sources for various collisional excitation–relaxation experiments. The electron density corresponding to the first peak is estimated to be of the order of 1017 cm?--3 and it is found that the density increases as a function of distance away from the target. Dependence of probe current on laser intensity shows plasma shielding at high laser intensities.

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Optical absorption studies of free base and rare earth incorporated phthalocyanine doped borate glass matrix are reported for the first lime. The absorption spectra recorded in the UV- VIS region show two well defined absorption bands of phthalocyanine (Pc) molecule, namely the Soret band (B) and the Q band. The Q band always shows its characteristic splitting in all the doped glass matrices and the intensities of these components are found to vary from one Pc to another. Some of the important optical parameters, namely optical absorption coefficient (a), molar extinction coefficient (ε), absorption cross section (σa), oscillator strength (f), electric dipole strength (q2), absorption half bandwidth (Δλ) of the principal optical transitions have also been evaluated. Moreover, the spectral dependence of refractive index (n) and thereby the optical dielectric constant (ε) on wavelength yielded values of carrier concentration to effective mass ratio (N/m*) of the phthalocyanine molecule in the present glassy systems. Optical band gap (Eg) and width of the band tail (Et) are computed and their variations among the prepared samples are also discussed.

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Dependence of energy transfer parameters on excitation wavelength has been investigated in poly (methyl methacrylate) (PMMA) optical fibre preforms doped with C 540:Rh B dye mixture by studying the fluorescence intensity and the lifetime variations. A fluorescence spectrophotometer was used to record the excitation spectra of the samples for the emission wavelengths 495 and 580 nm. The fluorescence emission from the polymer rods was studied at four specific excitation wavelengths viz; 445, 465, 488 and 532 nm. The fluorescence lifetime of the donor molecule was experimentally measured in polymer matrix by time correlated single photon counting technique. The energy transfer rate constants and transfer efficiencies were calculated and their dependence on the acceptor concentration was analysed for three excitation wavelengths. It was found that any change in the excitation wavelength leads to significant variations in the quenching characteristics, which in turn affect the calculated energy transfer parameters.

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This thesis lays importance in the investigation on the multiferroic and thermooelectric properties of selected representatives of low bandwidth and intermediate band width manganites. The first candidate, Strontium doped Gd manganite, is prepared by wet solid state reaction method and the second candidate, Na doped La manganite, by citrate gel method. In addition to the above mentioned properties, magneto resistance and dielectric properties are investigated. Using dielectric spectroscopic the dispersion parameters are correlated to the relaxation mechanisms and an attempt is made to obtain the grain and grain boundary contribution to the impedance of the sample through impedance spectroscopy studies.

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Wavelength dependence of saturable absorption (SA) and reverse saturable absorption (RSA) of zinc phthalocyanine was studied using 10 Hz, 8 ns pulses from a tunable laser, in the wavelength range of 520–686 nm, which includes the rising edge of the Q band in the electronic absorption spectrum. The nonlinear response is wavelength dependent and switching from RSA to SA has been observed as the excitation wavelength changes from the low absorption window region to higher absorption regime near the Q band. The SA again changes back to RSA when we further move over to the infrared region. Values of the imaginary part of third order susceptibility are calculated for various wavelengths in this range. This study is important in identifying the spectral range over which the nonlinear material acts as RSA based optical limiter.

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Wavelength dependence of saturable absorption (SA) and reverse saturable absorption (RSA) of zinc phthalocyanine was studied using 10 Hz, 8 ns pulses from a tunable laser, in the wavelength range of 520–686 nm, which includes the rising edge of the Q band in the electronic absorption spectrum. The nonlinear response is wavelength dependent and switching from RSA to SA has been observed as the excitation wavelength changes from the low absorption window region to higher absorption regime near the Q band. The SA again changes back to RSA when we further move over to the infrared region. Values of the imaginary part of third order susceptibility are calculated for various wavelengths in this range. This study is important in identifying the spectral range over which the nonlinear material acts as RSA based optical limiter.

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Doppler limited high resolution spectrum in the wavelength region 17224 to 17236 cm−1 of the first positive system (B 3Π g −A 3Σ u + ) of the N2 molecule is recorded by optogalvanic spectroscopic technique using a single mode ring dye laser. It is observed that the intensity and line width of the rotational line increase with the discharge current. Dependence of the collision broadening coefficient on the current was also evaluated.

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Composite magnetic materials have the unique advantage of property modification for tailoring devices for various applications. Rubber ferrite composites (RFCs) prepared by incorporating ferrites in rubber matrixes have the advantage of easy mouldability and flexibility. RFCs containing various loadings of nickel zinc ferrite (NZF) (Ni1 xZnxFe2O4) in a natural rubber matrix have been prepared. The cure characteristics and the mechanical properties of these composites were evaluated. The effect of loading on the cure characteristics and tensile properties were also evaluated. It is found that the loading dependence on the cure time and mechanical properties exhibit an identical pattern.

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The thesis entitled ‘Studies on the Solvent Dependence in the Reaction of a Few (Anthracen-9-yl)methylamines and Sulfanes with Reactive Acetylenes’ is divided into six chapters. ln Chapter l a general survey of electron transfer reactions, Diels-Alder reactions and Michael-type additions is presented. A detailed discussion on the synthesis of several (anthracen-9-yl)methylamines is presented in Chapter 2. In Chapter 3, results of preliminary photophysical studies on a few (anthracen-9yl) methylamines are compiled. A detailed discussion on extensive examination of dependence in the reaction of (anthracen-9-yl)methylamines with reactive acetylenes is presented Chapter 4. Details on the synthesis and reaction of a few (anthracen-9-yl)methylsulfanes with DMAD are described in Chapter 5.

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We have employed time-dependent local-spin density-functional theory to analyze the multipole spin and charge density excitations in GaAs-AlxGa1-xAs quantum dots. The on-plane transferred momentum degree of freedom has been taken into account, and the wave-vector dependence of the excitations is discussed. In agreement with previous experiments, we have found that the energies of these modes do not depend on the transferred wave vector, although their intensities do. Comparison with a recent resonant Raman scattering experiment [C. Schüller et al., Phys. Rev. Lett. 80, 2673 (1998)] is made. This allows us to identify the angular momentum of several of the observed modes as well as to reproduce their energies