A risk model driven by Lévy processes

We present a general risk model where the aggregate claims, as well as the premium function, evolve by jumps. This is achieved by incorporating a Lévy process into the model. This seeks to account for the discrete nature of claims and asset prices. We give several explicit examples of Lévy processes that can be used to drive a risk model. This allows us to incorporate aggregate claims and premium fluctuations in the same process. We discuss important features of such processes and their relevance to risk modeling. We also extend classical results on ruin probabilities to this model. Copyright © 2003 John Wiley & Sons, Ltd.     

There exist no 2-type surfaces in E 3 which are images under stereographic projection of minimal surfaces in S 3

In this paper we deal with the following particular case of a weaker conjecture by B. Y. Chen: Are there 2-type Willmore surfaces in E ³? In particular we prove that the above question has a negative answer when the surface is the image under stereographic projection of a minimal surface in S ³.     

Computation of Kullback–Leibler Divergence in Bayesian Networks

Kullback–Leibler divergence KL(p,q) is the standard measure of error when we have a true probability distribution p which is approximate with probability distribution q. Its efficient computation is essential in many tasks, as in approximate computation or as a measure of error when learning a probability. In high dimensional probabilities, as the ones associated with Bayesian networks, a direct computation can be unfeasible. This paper considers the case of efficiently computing the Kullback–Leibler divergence of two probability distributions, each one of them coming from a different Bayesian network, which might have different structures. The paper is based on an auxiliary deletion algorithm to compute the necessary marginal distributions, but using a cache of operations with potentials in order to reuse past computations whenever they are necessary. The algorithms are tested with Bayesian networks from the bnlearn repository. Computer code in Python is provided taking as basis pgmpy, a library for working with probabilistic graphical models.     

Remanent quantum correlations in dissipative qubits

Starting from the exact evolution of a Markovian dissipative quantum walk, a non-Markovian decoherence of two qubits interacting with a phonon thermal bath has been investigated analytically using quantum information tools. Concurrence and quantum discord are affected in a complex way, showing that entanglement decreases with dissipation. At the limit where dissipation dominates, quantum correlations survive in time as ∝t^−1/2$\propto t^{-1/2}$. Thus, even under the influence of dissipation, two qubits retain their quantumness for a long time. Quantum correlations could be therefore observed for a long time in related photonic experiments.     

Non-local order in Mott insulators,duality and Wilson loops

It is shown that the Mott insulating and superfluid phases of bosons in an optical lattice may be distinguished by a non-local ‘parity order parameter’ which is directly accessible via single site resolution imaging. In one dimension, the lattice Bose model is dual to a classical interface roughening problem. We use known exact results from the latter to prove that the parity order parameter exhibits long range order in the Mott insulating phase, consistent with recent experiments by Endres et al. [M. Endres, M. Cheneau, T. Fukuhara, C. Weitenberg, P. Schauß, C. Gross, L. Mazza, M.C. Bañuls, L. Pollet, I. Bloch, et al., Science 334 (2011) 200]. In two spatial dimensions, the parity order parameter can be expressed in terms of an equal time Wilson loop of a non-trivial U(1)$U\left(1\right)$ gauge theory in 2+1$2+1$ dimensions which exhibits a transition between a Coulomb and a confining phase. The negative logarithm of the parity order parameter obeys a perimeter law in the Mott insulator and is enhanced by a logarithmic factor in the superfluid.     

The heroic age,the creation of quantum mechanics, 1925–1940

A number of important physics curriculum projects have produced course materials, or are in the process of doing so, for different levels of science education in the United States of America. This article surveys the scene under such headings as the Origins, the Aims, the Patterns of Construction, the Teaching Methods, the Teacher Training and the Evaluation Techniques pertaining to each of ten selected projects. An attempt is then made to draw inferences, from the American work, that are relevant to the present and future position of physics education in Britain. It is observed that action on many of these inferences would be consistent with the recommendations of the ‘Deinton Report’.

No attempt is made to give detailed surveys, or criticism, of the American projects since much of the work is only at trial stage.     

Recent Developments in Flow Injection/Sequential Injection Liquid-Liquid Extraction for Atomic Spectrometric Determination of Metals and Metalloids

Abstract

This review aims to provide a critical overview of automated flow injection and sequential injection liquid-liquid extraction for preconcentration and/or separation of ultra-trace metal and metalloid species hyphenated with atomic spectrometric detection systems, including some new trends and applications in the subbranches of cloud point extraction (CPE), wetting film extraction (WFE), supported liquid membrane extraction (SLME), extraction chromatography (EChr), and liquid-phase microextraction (LPME) techniques. The analytical performance of flow-injection/sequential injection liquid-liquid extraction methods is markedly affected by the components of the flow network such as segmentor, extraction coil, and phase separator. Thus, an overall presentation of system components along with some novel strategies for interface with atomic spectrometers is discussed and exemplified with selected applications.     

K-line X-ray fluorescence from highly charged iron ions under dense astrophysical plasma conditions

In the present work, we report an investigation of plasma environment effects on the atomic parameters associated with the K-vacancy states in highly charged iron ions within the astrophysical context of accretion disks around black holes. More particularly, the sensitivity of K-line X-ray fluorescence parameters (wavelengths, radiative transition probabilities, and Auger rates) in Fe XVII–Fe XXV ions has been estimated for plasma conditions characterized by an electron temperature ranging from 10⁵ to 10⁷ K and an electron density ranging from 10¹⁸ to 10²² cm⁻³. In order to do this, relativistic multiconfiguration Dirac-Fock atomic structure calculations have been carried out by considering a time averaged Debye-Hückel potential for both the electron–nucleus and electron–electron interactions.     

Experimental investigation of superconductivity in 2H-NbSe2 single crystal

The basic quantities characterizing the superconducting behaviour of pure 2H-NbSe₂ single crystals have been determined from specific heat measurements, performed between 0.3 and 10 K in magnetic fields up to 55 KG. When Ti impurities are added, changes are observed both in the superconducting parameters and in the onset of charge density waves, strengthening the idea that a connection exists between the two phenomena.