The Anomalous Spectral Density Function for Diffusive Motion of Hydrogen in LaNi5H7

1980 ◽  
Vol 3 ◽  
Author(s):  
H. Chang ◽  
I. J. Lowe ◽  
R. J. Karlicek

ABSTRACTMeasurements of T1 (Bo = 0.94T), and T1r as a function of temperature have been carried out on a LaNi5H7 sample at 4 different rotating magnetic field values. The T1 and T1r data are consistent with earlier data by Karlicek and Lowe [3,4], in which an asymmetry in the slopes of the log T1r vs. T−1 plot was found. The new data has been analyzed assuming a spectral density function J(ω,τc) of form J(ω, τc) = A(τc)B(Ω)F(ωτc), with τc = τc∞ exp(Ea/kT). This assumption leads to a spectral density function that fits all our data well, with Ea = 39 KJ/gm-Atom H, and J(ω)∼ Wω−1.35 in the high frequency limit. This Ea agrees well with the Ea obtained from diffusion constant measurements.

1976 ◽  
Vol 54 (14) ◽  
pp. 1461-1464 ◽  
Author(s):  
T. Morita ◽  
T. Horiguchi

The relation between the zero frequency limit of the frequency-dependent susceptibility and the isothermal susceptibility is made clearer by expressing them in terms of the spectral density function. The general formulas are illustrated for the perpendicular susceptibilities of the Ising model.


1991 ◽  
Vol 96 (A8) ◽  
pp. 14129-14140 ◽  
Author(s):  
Patrick Galopeau ◽  
Arturo Ortega -Molina ◽  
Philippe Zarka

2020 ◽  
Vol 13 (8) ◽  
pp. 182 ◽  
Author(s):  
Pierre Perron ◽  
Wendong Shi

The effects of temporal aggregation and choice of sampling frequency are of great interest in modeling the dynamics of asset price volatility. We show how the squared low-frequency returns can be expressed in terms of the temporal aggregation of a high-frequency series. Based on the theory of temporal aggregation, we provide the link between the spectral density function of the squared low-frequency returns and that of the squared high-frequency returns. Furthermore, we analyze the properties of the spectral density function of realized volatility series, constructed from squared returns with different frequencies under temporal aggregation. Our theoretical results allow us to explain some findings reported recently and uncover new features of volatility in financial market indices. The theoretical findings are illustrated via the analysis of both low-frequency daily Standard and Poor’s 500 (S&P 500) returns from 1928 to 2011 and high-frequency 1-min S&P 500 returns from 1986 to 2007.


2012 ◽  
Vol 12 (01) ◽  
pp. 1150004
Author(s):  
RICHARD C. BRADLEY

In an earlier paper by the author, as part of a construction of a counterexample to the central limit theorem under certain strong mixing conditions, a formula is given that shows, for strictly stationary sequences with mean zero and finite second moments and a continuous spectral density function, how that spectral density function changes if the observations in that strictly stationary sequence are "randomly spread out" in a particular way, with independent "nonnegative geometric" numbers of zeros inserted in between. In this paper, that formula will be generalized to the class of weakly stationary, mean zero, complex-valued random sequences, with arbitrary spectral measure.


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