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1.
《Current Applied Physics》2015,15(3):319-325
Pd is one of the metals suitable for inducing low-temperature crystallization in Ge. However, it is not clear how residual Pd atoms are integrated into the Ge lattice. Therefore, time-differential γ–γ perturbed angular correlations (TDPAC) technique using the 100Pd(→100Rh) nuclear probe produced by recoil implantation has been applied to study the hyperfine interactions of this probe in single-crystalline undoped Ge. A Pd-vacancy complex aligned along the <111> crystallographic direction with a unique interaction frequency of 8.4(5) Mrad/s has been identified. This complex was measured to have a maximum relative fraction of about 76(4)% following annealing at 350 °C. Further annealing at higher temperatures reduced this fraction, possibly via dissociation of the complex. Calculations suggest dissociation energy of 1.94(5) eV for the complex. DFT calculations performed in this work are in reasonable good agreement with the experimental values for the electric-field gradient of the defect complex in Ge and Si for comparison. The calculations predict a split-vacancy configuration with the Pd on a bond-centred interstitial site having a nearest-neighbour semi-vacancy on both sides (V-PdBI-V) in Ge and Si. 相似文献
2.
Alexander Zeller 《Journal of organometallic chemistry》2006,691(21):4379-4385
The ethylene polymerization reaction of a neutral nickel catalyst was studied by DFT calculations at the Becke3LYP/6-31G(d) level of theory. As in related cases a β-agostic bond stabilizes the nickel alkyl ground states. Transition states for the insertion of the olefin show a distinct α-agostic interaction, which has not been observed for late metal polymerization catalysts before. An ethylene-alkyl complex was identified as the resting state of the reaction. The overall barrier height of the reaction amounts to 17.54 kcal/mol, which slightly increases to 17.60 kcal/mol for the polymerization of deuterated ethylene. Therefore, a small positive kinetic isotope effect (kH/kD = 1.09) can be calculated, which is caused by the α-agostic interaction in the transition state. A comparison to other late metal based polymerization systems reveals that the ethylene coordination step of highly active catalysts is significantly lower in energy compared to catalysts which are only moderately active. 相似文献
3.
We discuss an error estimation procedure for the global error of collocation schemes applied to solve singular boundary value problems with a singularity of the first kind. This a posteriori estimate of the global error was proposed by Stetter in 1978 and is based on the idea of Defect Correction, originally due to Zadunaisky. Here, we present a new, carefully designed modification of this error estimate which not only results in less computational work but also appears to perform satisfactorily for singular problems. We give a full analytical justification for the asymptotical correctness of the error estimate when it is applied to a general nonlinear regular problem. For the singular case, we are presently only able to provide computational evidence for the full convergence order, the related analysis is still work in progress. This global estimate is the basis for a grid selection routine in which the grid is modified with the aim to equidistribute the global error. This procedure yields meshes suitable for an efficient numerical solution. Most importantly, we observe that the grid is refined in a way reflecting only the behavior of the solution and remains unaffected by the unsmooth direction field close to the singular point. 相似文献
4.
采用密度泛函方法(B3P86)对 Fe_2分子结构进行了优化.计算结果中未观察到自旋污染,基态波函数与高态波函数并未混杂,结果表明,Fe_2中有8个未配对电子,这些电子空间分布不同和自旋平行产生的自旋极化效应,使 Fe_2能量最低.计算结果表明,Fe_2分子的基态是~9∑_g~ ,并非~7Δ_u,进而表明 Fe_2的自旋平行效应比电子自旋配对效应要强.计算得到该分子基态的二阶、三阶和四阶力常数分别为1.4115×10~(-2)aJ/nm~2、-37.1751×10~3aJ/nm~3和 98.7596×10~4aJ/nm~4;光谱数据ω_eχ_e、B_e、α_e分别为0.3522、0.0345、 0.4963×10~(-4)cm~(-1);离解能为3.5522eV,平衡键长为0.2137nm,振动频率为292.914cm~(-1);并得到了 Murrel-Sorbie 函数. 相似文献
5.
ZHANG Shibin ZHANG Xinsheng & SUN Shuguang School of Management Fudan University Shanghai China Department of Mathematics Shanghai Maritime University Shanghai China 《中国科学A辑(英文版)》2006,49(9):1231-1257
The stationary Gamma-OU processes are recommended to be the volatility of the financial assets. A parametric estimation for the Gamma-OU processes based on the discrete observations is considered in this paper. The estimator of an intensity parameter A and its convergence result are given, and the simulations show that the estimation is quite accurate. Assuming that the parameter A is estimated, the maximum likelihood estimation of shape parameter c and scale parameter a, whose likelihood function is not explicitly computable, is considered. By means of the Gaver-Stehfest algorithm, we construct an explicit sequence of approximations to the likelihood function and show that it converges the true (but unkown) one. Maximizing the sequence results in an estimator that converges to the true maximum likelihood estimator and the approximation shares the asymptotic properties of the true maximum likelihood estimator. Some simulation experiments reveal that this method is still quite accurate in most of rational situations for the background of volatility. 相似文献
6.
随着图像系统的广泛应用,对图像的稳定要求也越来越高。图像的运动和不稳定是常见的,往往是由于载体的运动引起的,为了达到图像稳定的目的,就需要对其运动进行描述,然后采用相应的算法进行补偿。给出了运动对图像清晰度的影响及像偏移的估算,并对数字电子图像稳定系统进行了简单阐述。 相似文献
7.
An admissible minimax estimator of a bounded scale-parameter in a subclass of the exponential family under scale-invariant squared-error loss 总被引:3,自引:0,他引:3
Mohammad Jafari Jozani Nader Nematollahi Khalil Shafie 《Statistics & probability letters》2002,60(4):437-444
A subclass of the scale-parameter exponential family is considered and for the rth power of the scale parameter, which is lower bounded, an admissible minimax estimator under scale-invariant squared-error loss is presented. Also, an admissible minimax estimator of a lower-bounded parameter in the family of transformed chi-square distributions is given. These estimators are the pointwise limits of a sequence of Bayes estimators. Some examples are given. 相似文献
8.
Statistical Inference with Fractional Brownian Motion 总被引:3,自引:1,他引:2
Kukush Alexander Mishura Yulia Valkeila Esko 《Statistical Inference for Stochastic Processes》2005,8(1):71-93
We give a test between two complex hypothesis; namely we test whether a fractional Brownian motion (fBm) has a linear trend against a certain non-linear trend. We study some related questions, like goodness-of-fit test and volatility estimation in these models. 相似文献
9.
The usual tool for modelling bond ratings migration is a discrete, time‐homogeneous Markov chain. Such model assumes that all bonds are homogeneous with respect to their movement behaviour among rating categories and that the movement behaviour does not change over time. However, among recognized sources of heterogeneity in ratings migration is age of a bond (time elapsed since issuance). It has been observed that young bonds have a lower propensity to change ratings, and thus to default, than more seasoned bonds. The aim of this paper is to introduce a continuous, time‐non‐homogeneous model for bond ratings migration, which also incorporates a simple form of population heterogeneity. The specific form of heterogeneity postulated by the proposed model appears to be suitable for modelling the effect of age of a bond on its propensity to change ratings. This model, called a mover–stayer model, is an extension of a Markov chain. This paper derives the maximum likelihood estimators for the parameters of a continuous time mover–stayer model based on a sample of independent continuously monitored histories of the process, and develops the likelihood ratio statistic for discriminating between the Markov chain and the mover–stayer model. The methods are illustrated using a sample of rating histories of young corporate issuers. For these issuers the default probabilities predicted by the Markov chain and mover–stayer models are different. In particular for 1–4 years old bonds the mover–stayer model estimates substantially lower default probabilities from rating C than a Markov chain. Copyright © 2004 John Wiley & Sons, Ltd. 相似文献
10.
Dominique Fourdrinier William E. Strawderman 《Annals of the Institute of Statistical Mathematics》2003,55(4):803-816
We consider estimation of loss for generalized Bayes or pseudo-Bayes estimators of a multivariate normal mean vector, θ. In
3 and higher dimensions, the MLEX is UMVUE and minimax but is inadmissible. It is dominated by the James-Stein estimator and by many others. Johnstone (1988,
On inadmissibility of some unbiased estimates of loss,Statistical Decision Theory and Related Topics, IV (eds. S. S. Gupta and J. O. Berger), Vol. 1, 361–379, Springer, New York) considered the estimation of loss for the usual
estimatorX and the James-Stein estimator. He found improvements over the Stein unbiased estimator of risk. In this paper, for a generalized
Bayes point estimator of θ, we compare generalized Bayes estimators to unbiased estimators of loss. We find, somewhat surprisingly,
that the unbiased estimator often dominates the corresponding generalized Bayes estimator of loss for priors which give minimax
estimators in the original point estimation problem. In particular, we give a class of priors for which the generalized Bayes
estimator of θ is admissible and minimax but for which the unbiased estimator of loss dominates the generalized Bayes estimator
of loss. We also give a general inadmissibility result for a generalized Bayes estimator of loss.
Research supported by NSF Grant DMS-97-04524. 相似文献