SET‐LRP of vinyl chloride initiated with CHBr3 in DMSO at 25 °C

The development of Cu(0)/TREN/CuBr₂‐catalyzed SET‐LRP of VC initiated with CHBr₃ in DMSO at 25 °C is reported. The use of CuBr₂ additive allows for the first LRP of low molecular weight VC (target DP = 100), as well as lower Cu powder loading levels, improved I_eff and control in the synthesis of higher molecular VC, targeted degree of polymerization = 350, 700, 1,000, 1,400. ¹H NMR and HSQC confirm the bifunctionality of CHBr₃ as an initiator and suggest that deleterious side‐reactions such as the formation of allylic chlorides occur primarily at the onset of the reaction. © 2009 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 47: 4130–4140, 2009     

Ionic Diffusion in Polymers

Scleroglucan aqueous solutions and gels were selected to study the dependence of diffusion behavior of alkali and alkaline-earth metal ions on matrix structural characteristics. Stokes and free diffusion experimental methods for obtaining diffusion coefficients were contrasted. Three different behaviors, corresponding to three well-defined concentration regimes of the polymeric system were found.     

LR Tests for Random-Coefficient Covariance Structures in an Extended Growth Curve Model

This paper is concerned with an extended growth curve model with two within-individual design matrices which are hierarchically related. For the model some random-coefficient covariance structures are reduced. LR tests for testing the adequacy of each of these random-coefficient structures and their asymptotic null distributions are derived.     

Credit risk optimization with Conditional Value-at-Risk criterion

This paper examines a new approach for credit risk optimization. The model is based on the Conditional Value-at-Risk (CVaR) risk measure, the expected loss exceeding Value-at-Risk. CVaR is also known as Mean Excess, Mean Shortfall, or Tail VaR. This model can simultaneously adjust all positions in a portfolio of financial instruments in order to minimize CVaR subject to trading and return constraints. The credit risk distribution is generated by Monte Carlo simulations and the optimization problem is solved effectively by linear programming. The algorithm is very efficient; it can handle hundreds of instruments and thousands of scenarios in reasonable computer time. The approach is demonstrated with a portfolio of emerging market bonds. Received: November 1, 1999 / Accepted: October 1, 2000?Published online December 15, 2000     

Distributions on rational function fields

Mathematische Annalen -     

Approximating by the Wishart distribution

Approximations of density functions are considered in the multivariate case. The results are presented with the help of matrix derivatives, powers of Kronecker products and Taylor expansions of functions with matrix argument. In particular, an approximation by the Wishart distribution is discussed. It is shown that in many situations the distributions should be centred. The results are applied to the approximation of the distribution of the sample covariance matrix and to the distribution of the non-central Wishart distribution.