共查询到19条相似文献,搜索用时 78 毫秒
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发光晶体NaTm(WO4)4的光谱性质及光谱参数 总被引:1,自引:0,他引:1
在已获得Tm^3+在Na5Tm(WO4)4晶体中强度参数Ωλ(λ=2,4,6)的基础上,根据Judd-Ofelt理论,计算了Tm^3+多重量激发态之间的辐射跃迁几率、辐射寿命,荧光分支比及积分发射截面等光谱参数,并对晶体实现激光输出的可能性进行了讨论。 相似文献
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Na5Dy(WO4)4晶体的结构与光谱 总被引:1,自引:0,他引:1
以分析纯Na2WO4为助熔剂,采用缓冷法培养出淡黄色单晶体Na5Dy(WO4)4。研究了该晶体的吸收光谱、荧光光谱及激发光谱。计算了它的晶胞参数:a=11.424A,c=11.335A。并确定了Dt^3+的能级,为进一步研究其激光性能提供必要的数据基础。 相似文献
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本文首次报道了在600℃灼烧数小时合成出新的稀土锂钒醛盐Y0.5-xLi1.5VO4;REx(RE=Sm^3+,Dy^3+,Ho^3+,Er^3+,Tm^3+)(0.01<x<0.01)多晶粉末。比通常钒酸盐的合成温度降低近400℃。用X射线粉末法分析此多晶粉末的结构。 相似文献
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Ca8M(SiO4)4Cl2(M=Mg,Zn)中Ce^3+的发光性质 总被引:2,自引:0,他引:2
报道了氯硅酸镁钙Ca8Mg(SiO4)4Cl2及氯硅酸锌钙Ca8Zn(SiO4)4Cl2中Ce^3+的发光特性,研究并分析了Ce^3+在这两种材料中的激发光谱,发射光谱及荧光衰减特性,在UV辐射激发下,Ce^3+发射出强的蓝紫光。室温下Ce^3+在两种材料中的荧光寿命分别为61ns和44ns。 相似文献
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用XRD,IR和化学分析法研究了MgO对C4A3S↑-晶体水化性能的影响。结果表明,MgO的引入不影响C4A3S↑-的晶体形态和晶格尺寸,Mg^2+以间隙方式固溶入C4A3S↑-晶体的晶格空隙中。用微量热仪和浆体的线性膨胀率探讨了MgO对C4A3S↑水化性能的影响。结果表明,MgO能延缓C4A3S↑-的早期水化,降低其线性膨胀率,因而体积稳定性得到提高。 相似文献
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2-羟基吡啶(HL)、Tb(ClO_4)_3·6H_2O和Co(CH_3COO)_2·4H_2O在乙腈中反应,制备了[Co(HL)_4(H2O)_2](ClO_4)_2,并且测定了它的晶体结构。[Co(HL)_4(H_2O)_2](ClO_4)_2的晶体为单斜晶系,p21/n空间群,晶胞参数为α=0.9313(3)nmb=1.1586(1)nm,c=1.2984(2)nm,β=97.24(2)°。[Co(HL)_4(H_2O)_2] ̄(2+)为六配位畸变八面体构型,2-羟基吡啶的氧原子同钴配位。 相似文献
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Er:LiGdF_4晶体生长及光谱性能 总被引:1,自引:1,他引:0
采用提拉法生长出掺铒氟化钆锂(Er3+:LiGdF4,Er:LGF)激光晶体。晶体生长工艺参数为:提拉速率为0.16mm/h,晶体转速为3r/min,冷却速率为10℃/h。X射线粉末衍射分析表明:晶体属于四方晶系,白钨矿结构,空间群为I41/a,计算的晶胞参数:a=0.5196nm,c=1.10286nm。晶体的吸收光谱和荧光光谱表明:晶体在659,980nm和1540nm附近的吸收峰较强,其中在1540nm处的吸收截面为1.09×10-20cm2。在激光二极管的532nm波长泵浦下,发射峰分别位于995nm和1530nm附近,其中1530nm处的半高宽为52nm。 相似文献
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Rainer Dahlhaus 《时间序列分析杂志》1983,4(3):163-175
Abstract. A new method based on an upper bound for spectral windows is presented for investigating the cumulants of time series statistics. Using this method two classical results are proved for tapered data. In particular, the asymptotic normality for a class of spectral estimates including estimates for the spectral function and the covariance function is proved under integrability conditions on the spectra using the method of cumulants. 相似文献
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Abstract. The theory of nonparametric spectral density estimation based on an observed stretch X1,…, XN from a stationary time series has been studied extensively in recent years. However, the most popular spectral estimators, such as the ones proposed by Bartlett, Daniell, Parzen, Priestley and Tukey, are plagued by the problem of bias, which effectively prohibits ?N-convergence of the estimator. This is true even in the case where the data are known to be m-dependent, in which case ?N-consistent estimation is possible by a simple plug-in method. In this report, an intuitive method for the reduction in the bias of a nonparametric spectral estimator is presented. In fact, applying the proposed methodology to Bartlett's estimator results in bias-corrected estimators that are related to kernel estimators with lag-windows of trapezoidal shape. The asymptotic performance (bias, variance, rate of convergence) of the proposed estimators is investigated; in particular, it is found that the trapezoidal lag-window spectral estimator is ?N-consistent in the case of moving-average processes, and ?(N/log/N)-consistent in the case of autoregressive moving-average processes. The finite-sample performance of the trapezoidal lag-window estimator is also assessed by means of a numerical simulation. 相似文献
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Abstract. Coates and Diggle (1986) introduced a test procedure for the comparison of the spectral densities of two stationary processes. We extend this test to a situation in which replicated observations are available for each process. 相似文献
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Abstract. Assuming a normal distribution we supplement the proof of periodogram regression suggested by Geweke and Porter-Hudak ( J. Time Ser. Anal. 4 (1983) 221–38) in order to estimate and test the difference parameter of fractionally integrated autoregressive moving-average models. The procedure proposed by Kashyap and Eom ( J. Time Ser. Anal. 9 (1988) 35–41) arises as a special case and is found to be correct if the true parameter value is negative. Regression of the smoothed periodogram yields estimators for the difference parameter with much faster vanishing variance; no asymptotic distribution can be derived, however. In computer experiments we find that the smoothed periodogram regression may be superior to pure periodogram regression when we have to discriminate between autoregression and fractional integration 相似文献
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Abstract. The purpose of this paper is to discuss several fundamental issues in the theory of time-dependent spectra for univariate and multivariate non-stationary processes. The general framework is provided by Priestley's evolutionary spectral theory which is based on a family of stochastic integral representations. A particular spectral density function can be obtained from the Wold—Cramér decomposition, as illustrated by several examples. It is shown why the coherence is time invariant in the evolutionary theory and how the theory can be generalized so that the coherence becomes time dependent. Statistical estimation of the spectrum is also considered. An improved upper bound for the bias due to non-stationarity is obtained which does not rely on the characteristic width of the process. The results obtained in the paper are illustrated using time series simulated from an evolving bivariate autoregressive moving-average process of order (1, 1) with a highly time-varying coherence. 相似文献
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Abstract. We propose a procedure for the locally optimal window width in nonparametric spectral estimation, minimizing the asymptotic mean square error at a fixed frequency Λ of a lag-window estimator. Our approach is based on an iterative plug-in scheme. Besides the estimation of a spectral density at a fixed frequency, e.g. at frequency Λ = 0, our procedure allows to perform nonparametric spectral estimation with variable window width which adapts to the smoothness of the true underlying density. 相似文献
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M. B. Priestley 《时间序列分析杂志》1996,17(1):85-103
Abstract. One of the key features of wavelet analysis is its potential use for effecting time-frequency decompositions of non-stationary signals. The relationship between wavelet analysis and time-dependent spectral analysis has so far rested mainly on heuristic reasoning:in this paper we examine the relationship in a more precise mathematical form. A crucial feature of this analysis is the need to define carefully the notion of "frequency" when applied to non-stationary signals. 相似文献
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Abstract. Let { X ( n )} be a non-observed strictly stationary process, { a ( n )} a sequence independent of { X ( n )} and Y ( n ) = a ( n ) X ( n ) the observed process. This work deals with the estimation of the spectral density function fx ( Λ ) of the process of interest, { X ( n )}, using observations of the modulated process { Y ( n )}. We obtain estimators of fx ( Λ ) for three types of modulating functions:deterministic, random independent and random correlated. 相似文献