Stationary states and phase diagram for a model of the Gunn effect under realistic boundary conditions

A general formulation of boundary conditions for semiconductor-metal contacts follows from a phenomenological procedure sketched here. The resulting boundary conditions, which incorporate only physically well-defined parameters, are used to study the classical unipolar drift-diffusion model for the Gunn effect. The analysis of its stationary solutions reveals the presence of bistability and hysteresis for a certain range of contact parameters. Several types of Gunn effect are predicted to occur in the model, when no stable stationary solution exists, depending on the value of the parameters of the injecting contact appearing in the boundary condition. In this way, the critical role played by contacts in the Gunn effect is clearly established.

Relation for the nonequilibrium population of the interface states: effects on the bias dependence of the ideality factors

By an analysis of the exchange of carriers through a semiconductor junction, a general relationship for the nonequilibrium population of the interface states in Schottky barrier diodes has been derived. Based on this relationship, an analytical expression for the ideality factor valid in the whole range of applied bias has been given. This quantity exhibits two different behaviours depending on the value of the applied bias with respect to a critical voltage. This voltage, which depends on the properties of the interfacial layer, constitutes a new parameter to complete the characterization of these junctions. A simple interpretation of the different behaviours of the ideality factor has been given in terms of the nonequilibrium charging properties of interface states, which in turn explains why apparently different approaches have given rise to similar results. Finally, the relevance of our results has been considered on the determination of the density of interface states from nonideal current-voltage characteristics and in the evaluation of the effects of the interfacial layer thickness in metal-insulator-semiconductor tunnelling diodes.

Valoración de credit default swaps: una aplicación del modelo de Hull-White al mercado español

En este trabajo se presenta una aplicación empírica del modelo de Hull-White (2000) al mercado de renta fija español. Este modelo proporciona la expresión por el cálculo de los pagos hechos por el comprador de un credit default swap (CDS), bajo la hipótesis de que no existe riesgo de contrapartida. Se supone, además, que la curva cupón cero, la tasa de recuperación constante y el momento del suceso de crédito son independientes. Se utilizan bonos del Banco Santander Central Hispano para mesurar la probabilidad neutra al riesgo de quiebra y, bajo hipótesis de no arbitraje, se calculan las primas de un CDS, por un bono subyacente con la misma calificación crediticia que la entidad de referencia. Se observa que las primas se ajustan bien a los spreads crediticios del mercado, que se acostumbran a utilizar como alternativa a las mismas.

Effective eigenvalue for the intensity correlations of single-mode and two-mode lasers

Exact formulas for the effective eigenvalue characterizing the initial decay of intensity correlation functions are given in terms of stationary moments of the intensity. Spontaneous emission noise and nonwhite pump noise are considered. Our results are discussed in connection with earlier calculations, simulations, and experimental results for single-mode dye lasers, two-mode inhomogeneously broadened lasers, and two-mode dye ring lasers. The effective eigenvalue is seen to depend sensitively on noise characteristics and symmetry properties of the system. In particular, the effective eigenvalue associated with cross correlations of two-mode lasers is seen to vanish in the absence of pump noise as a consequence of detailed balance. In the presence of pump noise, the vanishing of this eigenvalue requires equal pump parameters for the two modes and statistical independence of spontaneous emission noise acting on each mode.

Design of electron band pass filters for electrically biased finite superlattices

We design optimal band pass filters for electrons in semiconductor heterostructures, under a uniform applied electric field. The inner cells are chosen to provide a desired transmission window. The outer cells are then designed to transform purely incoming or outgoing waves into Bloch states of the inner cells. The transfer matrix is interpreted as a conformal mapping in the complex plane, which allows us to write constraints on the outer cell parameters, from which physically useful values can be obtained.

Vertically coupled double quantum rings at zero magnetic field

Within local-spin-density functional theory, we have investigated the ¿dissociation¿ of few-electron circular vertical semiconductor double quantum ring artificial molecules at zero magnetic field as a function of interring distance. In a first step, the molecules are constituted by two identical quantum rings. When the rings are quantum mechanically strongly coupled, the electronic states are substantially delocalized, and the addition energy spectra of the artificial molecule resemble those of a single quantum ring in the few-electron limit. When the rings are quantum mechanically weakly coupled, the electronic states in the molecule are substantially localized in one ring or the other, although the rings can be electrostatically coupled. The effect of a slight mismatch introduced in the molecules from nominally identical quantum wells, or from changes in the inner radius of the constituent rings, induces localization by offsetting the energy levels in the quantum rings. This plays a crucial role in the appearance of the addition spectra as a function of coupling strength particularly in the weak coupling limit.

Statistics of transverse mode turn-on dynamics in VCSEL's

The turn-on process of a multimode VCSEL is investigated from a statistical point of view. Special attention is paid to quantities such as time jitter and bit error rate. The single-mode performance of VCSEL¿s during current modulation is compared to that of edge-emitting lasers.

Generator of ultrashort optical pulses for time division multiplexing

The performance of a device based on modified injection-locking techniques is studied by means of numerical simulations. The device incorporates master and slave configurations, each one with a DFB laser and an electroabsortion modulator (EAM). This arrangement allows the generation of high peak power, narrow optical pulses according to a periodic or pseudorandom bit stream provided by a current signal generator. The device is able to considerably increase the modulation bandwidth of free-running gain-switched semiconductor lasers using multiplexing in the time domain. Opportunities for integration in small packages or single chips are discussed.

Effect of External Noise Correlation in Optical Coherence Resonance

Coherence resonance occurring in semiconductor lasers with optical feedback is studied via the Lang-Kobayashi model with external nonwhite noise in the pumping current. The temporal correlation and the amplitude of the noise have a highly relevant influence in the system, leading to an optimal coherent response for suitable values of both the noise amplitude and correlation time. This phenomenon is quantitatively characterized by means of several statistical measures.

Asymptotic analysis of the Gunn effect with realistic boundary conditions

A general asymptotic analysis of the Gunn effect in n-type GaAs under general boundary conditions for metal-semiconductor contacts is presented. Depending on the parameter values in the boundary condition of the injecting contact, different types of waves mediate the Gunn effect. The periodic current oscillation typical of the Gunn effect may be caused by moving charge-monopole accumulation or depletion layers, or by low- or high-field charge-dipole solitary waves. A new instability caused by multiple shedding of (low-field) dipole waves is found. In all cases the shape of the current oscillation is described in detail: we show the direct relationship between its major features (maxima, minima, plateaus, etc.) and several critical currents (which depend on the values of the contact parameters). Our results open the possibility of measuring contact parameters from the analysis of the shape of the current oscillation.

Stationary states and phase diagram for a model of the Gunn effect under realistic boundary conditions

A general formulation of boundary conditions for semiconductor-metal contacts follows from a phenomenological procedure sketched here. The resulting boundary conditions, which incorporate only physically well-defined parameters, are used to study the classical unipolar drift-diffusion model for the Gunn effect. The analysis of its stationary solutions reveals the presence of bistability and hysteresis for a certain range of contact parameters. Several types of Gunn effect are predicted to occur in the model, when no stable stationary solution exists, depending on the value of the parameters of the injecting contact appearing in the boundary condition. In this way, the critical role played by contacts in the Gunn effect is clearly established.

Relation for the nonequilibrium population of the interface states: effects on the bias dependence of the ideality factors

By an analysis of the exchange of carriers through a semiconductor junction, a general relationship for the nonequilibrium population of the interface states in Schottky barrier diodes has been derived. Based on this relationship, an analytical expression for the ideality factor valid in the whole range of applied bias has been given. This quantity exhibits two different behaviours depending on the value of the applied bias with respect to a critical voltage. This voltage, which depends on the properties of the interfacial layer, constitutes a new parameter to complete the characterization of these junctions. A simple interpretation of the different behaviours of the ideality factor has been given in terms of the nonequilibrium charging properties of interface states, which in turn explains why apparently different approaches have given rise to similar results. Finally, the relevance of our results has been considered on the determination of the density of interface states from nonideal current-voltage characteristics and in the evaluation of the effects of the interfacial layer thickness in metal-insulator-semiconductor tunnelling diodes.

Valoración de credit default swaps: una aplicación del modelo de Hull-White al mercado español

En este trabajo se presenta una aplicación empírica del modelo de Hull-White (2000) al mercado de renta fija español. Este modelo proporciona la expresión por el cálculo de los pagos hechos por el comprador de un credit default swap (CDS), bajo la hipótesis de que no existe riesgo de contrapartida. Se supone, además, que la curva cupón cero, la tasa de recuperación constante y el momento del suceso de crédito son independientes. Se utilizan bonos del Banco Santander Central Hispano para mesurar la probabilidad neutra al riesgo de quiebra y, bajo hipótesis de no arbitraje, se calculan las primas de un CDS, por un bono subyacente con la misma calificación crediticia que la entidad de referencia. Se observa que las primas se ajustan bien a los spreads crediticios del mercado, que se acostumbran a utilizar como alternativa a las mismas.

Interface de recuperación para catálogos en línea con salidas ordenadas por probable relevancia

Se presenta el desarrollo de una interface de recuperación de información para catálogos en línea de acceso público (plataforma CDS/ISIS), basada en el concepto de similaridad para generar los resultados de una búsqueda ordenados por posible relevancia. Se expresan los fundamentos teóricos involucrados, para luego detallar la forma en que se efectuó su aplicación tecnológica, explícita a nivel de programación. Para finalizar se esbozan los problemas de implementación según el entorno.