Microscopic calculations of matter and charge distributions of exotic nuclei within the Dynamic Correlation Model

We have studied nano-sized Au catalysts supported on Mg(OH)₂ and TiO₂ using ¹⁹⁷Au Mössbauer spectroscopy. ¹⁹⁷Au Mössbauer spectra observed for Au/Mg(OH)₂ catalysts can be decomposed into one singlet with zero isomer shift and several doublets. One of the doublets shows an isomer shift that is typical for Au^I, and other doublets are due to Au^III. The relative area of the Au^I component shows the maximum value for a specimen calcined at 523 K, which also shows the highest catalytic activity.     

Towards the determination of the charge radius of 11Li by laser spectroscopy

Isotope shift measurements by means of laser resonance ionization spectroscopy are a unique tool to determine the charge radii of halo nuclei. The most prominent halo nucleus ¹¹Li is at the same time the best accessible candidate for such studies. The experimental method to determine the charge radius of this exotic nucleus and first test results on ⁷Li will be presented in this paper. This revised version was published online in August 2006 with corrections to the Cover Date.     

The solar neutrino problem

I review the solar neutrino problem and what it has taught us about the Sun and fundamental physics.     

Sheath formation in the presence of non-extensive electron distribution

The main aim of this article is to recognize the sheath formation in the presence of non-extensive electron distribution. The role of ion–neutral collision parameter K and the non-extensive parameter “q” has been discussed. Existing literature suggests that the presence of non-extensive electrons potentially modifies the plasma sheath behaviour. However, numerical calculations over the full plasma range, jointly addressing the sheath and presheath, are rare. Sheath formation, being a very fundamental phenomenon, deserves enough investigation in the region of non-extensive distribution of particles. This study attempts to bridge the gap in understanding the formation of the sheath in collisional plasma in the light of both Boltzmann and q-distributed non-extensive electrons.     

Full and 1‐year runoff risk in the credibility‐based additive loss reserving method

In this paper, we consider the additive loss reserving (ALR) method in a Bayesian and credibility setup. The classical ALR method is a simple claims reserving method that combines prior information (e.g., premiums, number of contracts, market statistics) with claims observations. The Bayesian setup, which we present, in addition, allows for combining the information from a single runoff portfolio (e.g., company‐specific data) with the information from a collective (e.g., industry‐wide data) to analyze the claims reserves and the claims development result. However, in insurance practice, the associated distributions are usually unknown. Therefore, we do not follow the full Bayesian approach but apply credibility theory, which is distribution free and where we only need to know the first and second moments. That is, we derive the credibility predictors that minimize the expected squared loss within the class of affine‐linear functions of the observations (i.e., we derive linear Bayesian predictors). Using non‐informative priors, we link our credibility‐based ALR method to the classical ALR method and show that the credibility predictors coincide with the predictors in the classical ALR method. Moreover, we quantify the 1‐year risk and the full reserve risk by means of the conditional mean square error of prediction. Copyright © 2011 John Wiley & Sons, Ltd.     

Central limit results for jump diffusions with mean field interaction and a common factor

A system of N weakly interacting particles whose dynamics is given in terms of jump-diffusions with a common factor is considered. The common factor is described through another jump-diffusion and the coefficients of the evolution equation for each particle depend, in addition to its own state value, on the empirical measure of the states of the N particles and the common factor. A Central Limit Theorem, as N → ∞, is established. The limit law is described in terms of a certain Gaussian mixture. An application to models in mathematical finance of self-excited correlated defaults is described.     

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In this paper, we study the stochastic comparisons of order statistics from generalized normal distributions. We obtain some sufficient conditions for ordering results based on parameter matrix and vector majorization comparisons. These conditions are necessary in some cases.