A Tail Measure With Variable Risk Tolerance: Application in Dynamic Portfolio Insurance Strategy

Methodology and Computing in Applied Probability - Risk measures for tail risk have an important application in the dynamic portfolio insurance strategies. We propose a new risk measure called...     

Global well-posedness for the 3-D MHD equations with partial diffusion in the periodic domain

In this paper, we prove the global well-posedness of the 3-D magnetohydrodynamics(MHD) equations with partial diffusion in the periodic domain when the initial velocity is small and the initial magnetic field is close to a background magnetic field satisfying the Diophantine condition.     

Differential operator Lie algebras on the ring of Laurent polynomials

A class of differential operator Lie algebras on the unit circle is introduced and discussed. They are the natural generalizations of the Witt algebra and the Virasoro algebra. Among them are the higher-spin algebrasW ₁₊ andW which occur in the physics literature.     

Full-wave analysis of waveguide-to-microstrip transitions for millimeter wave applications

A full-wave solution is presented for the waveguide to microstrip transition. The exact Green's function of the transition is used in a moment method procedure. The behavior of the microstrip transition to a rectangular waveguide is studied with respect to the critical dimensions of the microstrip width, length and backshort location. The convergence characteristics of the full wave analysis method are investigated, along with the current distribution and the input impedance. Results given for the return loss is compared with measurements.     

Observation of isomeric states in197Bi

The high spin states of¹¹⁹Te, populated in¹¹⁰Pd(¹³C,4n) and¹¹⁰Pd(¹²C,3n) reactions, have been studied through -ray spectroscopy. The level scheme has been established upto a spin of 55/2. Three-quasiparticle states, based on g² _7/2h_11/2 and g_7/2d_5/2h_11/2 configurations, have been identified. The 35/2 and 39/2 states are suggested to be the fully aligned states constituted by five valence h_11/2 ³, g_7/2, d_5/2 quasiparticles.     

The effects of media properties on the horseradish peroxidase-catalyzed fluorogenic reaction

The effects of media properties including buffers, acidity, solvents and surfactant on horseradish peroxidase-catalyzed fluorogenic reaction were investigated. The results showed that the so-called non-fluorescent hydrogen donors were in fact fluorescent. There existed an acid—base equilibrium in the fluorescent dimer product. For p -hydroxyphenylpropionic acid, a pK_a value of 8.0 for the product was obtained from its titration curve. The product fluorescence increased with higher pH, however, a longer time was needed to reach the reaction equilibrium due to the pH mismatch problem. Cationic micelles cetyltrimethylammonium bromide and cetyltrimethylammonium chloride could reduce the pH mismatch and offered a way to further increase the determination sensitivity. Finally, a micelle-enhanced flow-injection analysis of horseradish peroxidase is suggested.