Asymptotic bias of the least squares estimator for multivariate autoregressive models

Summary The asymptotic bias of the least squares estimator for the multivariate autoregressive models is derived. The formulas for the low order univariate autoregressive models are given in terms of the simple functions of parameters. Our results are useful to the bias correction method of the least squares estimation. This work was supported by National Science Foundation Grant SES79-13976 at the Institute for Mathematical Studies in the Social Sciences, Stanford University. This paper is a revision of Discussion Paper No. 504, The Center for Mathematical Studies in Economics and Management Science, Northwestern University, October 1981.     

Effect of wind-generated waves on the transfer of solar radiation in the atmosphere-ocean system

Transfer of solar radiation in the combined atmosphere and ocean system is evaluated by the matrix operator method. Derivation of the reflection and transmission matrices required for applying the matrix method is discussed introducing the shadowing effect of light by the ocean waves. Spectral and total radiation fields just above and below the ocean surface, as well as the top of the atmosphere, are numerically calculated using several optical models of the atmosphere, ocean, and wind roughened ocean surface. Dependencies of radiance and flux reflectivity on the wind velocity and optical property of the ocean body are discussed in detail.     

Visible nonlinear band-edge luminescence in ZnSe and CdS excited by a mid-infrared free-electron laser

Visible nonlinear band-edge luminescence in ZnSe and CdS bulk crystals was observed upon excitation by a mid-infrared free-electron laser (mid-IR FEL) at approximately 9 mm. The emission intensity is proportional to the 74th and 45th powers of the excitation intensity for ZnSe and CdS, respectively. For ZnSe, the temporal profile of the emission intensity does not follow the profile of the excitation macropulse of the FEL, but sharply rises and decays only at the maximum of the macropulse profile. These features are in marked contrast to those of a previous report, where the emission profile follows that of the macropulse, and the emission intensity scales with the 4th power of the excitation intensity. The experimental observations were reproduced by a numerical simulation based on impact ionization and avalanche ionization by electrons accelerated by the optical electric field of the FEL. The large nonlinearity in the bandedge emission comes from the macropulse temporal structure, which consists of micropulses densely spaced to allow excited carriers to survive when the next micropulse arrives. They work as seed carriers in the next carrier multiplication step.     

Effect of the vortices on the nuclear spin relaxation rate in the unconventional pairing states of the organic superconductor (TMTSF)2PF6

This Letter theoretically discusses quasiparticle states and nuclear spin relaxation rates T1-1 in the quasi-one-dimensional superconductor (TMTSF)2PF6 under a magnetic field applied parallel to the conduction chains. We study the effects of Josephson-type vortices on T1(-1) by solving the Bogoliubov-de Gennes equation for p-, d- or f-wave pairing interactions. In the presence of line nodes in pairing functions, T1(-1) is proportional to T in sufficiently low temperatures because quasiparticles induced by vortices at the Fermi energy relax spins. We also try to identify the pairing symmetry of (TMTSF)2PF6.     

First-principles calculations of migration energy of lithium ions in halides and chalcogenides

Migration of Li+ ions via the vacancy mechanism in LiX (X = F, Cl, Br, and I) with the rocksalt and hypothetical zinc blende structures and Li2X (X = O, S, Se, and Te) with the antifluorite structure has been investigated using first-principles projector augmented wave calculations with the generalized gradient approximation. The migration paths and energies, determined by the nudged-elastic-band method, are discussed on the basis of two idealized models: the rigid-sphere and charged-sphere models. The trajectories and energy profiles of the migration in these lithium compounds vary between these two models, depending on the anion species and crystal structure. The migration energies in LiX with both the rocksalt and hypothetical zinc blende structures show a tendency to decrease with increasing periodic number of the anion species in the periodic table. This is consistent with the widely accepted view that anion species with large ionic radii and high polarizabilities are favorable for good ionic conduction. In contrast, Li2O exhibits the lowest migration energy among Li2X compounds, although O is the smallest among the chalcogens, indicating that electrostatic attractive interactions play the dominant role in the inter-ion interactions in Li2O and, therefore, in the ion migration.     

Coherent control of charge and lattice dynamics in a photoinduced neutral-to-ionic transition of a charge-transfer compound

Coherent control of a charge-lattice coupled oscillation associated with the neutral (N)-ionic (I) transition was successfully demonstrated for a charge-transfer (CT) compound, tetrathiafulvalene-p-chloranil, with use of double femtosecond laser pulses. By changing the interval of the two laser pulses, amplitude of the oscillation in the reflectivity for the intramolecular transition band sensitive to the degree of CT was periodically changed. With increase of the pump intensity, the oscillation amplitude was dramatically enhanced. Such an enhancement is discussed in terms of the cooperative nature of the N-I transition.