Integrated random processes exhibiting long tails, finite moments, and power-law spectra

A dynamical model based on a continuous addition of colored shot noises is presented. The resulting process is colored and non-Gaussian. A general expression for the characteristic function of the process is obtained, which, after a scaling assumption, takes on a form that is the basis of the results derived in the rest of the paper. One of these is an expansion for the cumulants, which are all finite, subject to mild conditions on the functions defining the process. This is in contrast with the Lévy distribution¿which can be obtained from our model in certain limits¿which has no finite moments. The evaluation of the spectral density and the form of the probability density function in the tails of the distribution shows that the model exhibits a power-law spectrum and long tails in a natural way. A careful analysis of the characteristic function shows that it may be separated into a part representing a Lévy process together with another part representing the deviation of our model from the Lévy process. This

Monte Carlo study of the finite-size effects on the magnetization of maghemite small particles

Monte Carlo simulations of a model for gamma-Fe2O3 (maghemite) single particle of spherical shape are presented aiming at the elucidation of the specific role played by the finite size and the surface on the anomalous magnetic behavior observed in small particle systems at low temperature. The influence of the finite-size effects on the equilibrium properties of extensive magnitudes, field coolings, and hysteresis loops is studied and compared to the results for periodic boundaries. It is shown that for the smallest sizes the thermal demagnetization of the surface completely dominates the magnetization while the behavior of the core is similar to that of the periodic boundary case, independently of D. The change in shape of the hysteresis loops with D demonstrates that the reversal mode is strongly influenced by the presence of broken links and disorder at the surface

Finite-size scaling investigation of the liquid-liquid critical point in ST2 water and its stability with respect to crystallization.

The liquid-liquid critical point scenario of water hypothesizes the existence of two metastable liq- uid phases low-density liquid (LDL) and high-density liquid (HDL) deep within the supercooled region. The hypothesis originates from computer simulations of the ST2 water model, but the stabil- ity of the LDL phase with respect to the crystal is still being debated. We simulate supercooled ST2 water at constant pressure, constant temperature, and constant number of molecules N for N ≤ 729 and times up to 1 μs. We observe clear differences between the two liquids, both structural and dynamical. Using several methods, including finite-size scaling, we confirm the presence of a liquid-liquid phase transition ending in a critical point. We find that the LDL is stable with respect to the crystal in 98% of our runs (we perform 372 runs for LDL or LDL-like states), and in 100% of our runs for the two largest system sizes (N = 512 and 729, for which we perform 136 runs for LDL or LDL-like states). In all these runs, tiny crystallites grow and then melt within 1 μs. Only for N ≤ 343 we observe six events (over 236 runs for LDL or LDL-like states) of spontaneous crystal- lization after crystallites reach an estimated critical size of about 70 ± 10 molecules.

Finite-temperature QED effects in atoms

We argue that low-temperature effects in QED can, if anywhere, only be quantitatively interesting for bound electrons. Unluckily the dominant thermal contribution turns out to be level independent, so that it does not affect the frequency of the transition radiation.

Analytic behavior of the QED polarizability function at finite temperature

We revisit the analytical properties of the static quasi-photon polarizability function for an electron gas at finite temperature, in connection with the existence of Friedel oscillations in the potential created by an impurity. In contrast with the zero temperature case, where the polarizability is an analytical function, except for the two branch cuts which are responsible for Friedel oscillations, at finite temperature the corresponding function is non analytical, in spite of becoming continuous everywhere on the complex plane. This effect produces, as a result, the survival of the oscillatory behavior of the potential. We calculate the potential at large distances, and relate the calculation to the non-analytical properties of the polarizability.

Non-constant discounting in finite horizon: The free terminal time case

This paper derives the HJB (Hamilton-Jacobi-Bellman) equation for sophisticated agents in a finite horizon dynamic optimization problem with non-constant discounting in a continuous setting, by using a dynamic programming approach. A simple example is used in order to illustrate the applicability of this HJB equation, by suggesting a method for constructing the subgame perfect equilibrium solution to the problem.Conditions for the observational equivalence with an associated problem with constantdiscounting are analyzed. Special attention is paid to the case of free terminal time. Strotz¿s model (an eating cake problem of a nonrenewable resource with non-constant discounting) is revisited.

From local groups to early states: the development of complexity in protohistoric Catalonia

La recerca sobre la protohistoria de Catalunya s'ha fonamentat tradicionalment en la historia cultural, pero el treba11 deIs darrers vint-i-cinc anys ha comenat a donar 11um sobre aspectes crucials com el canvi social i la formació de l'Estat arcaico Aquest article és una visió general sobre aquests temes. S'hi analitza particularment el paper del creixement demogrMic com a element crucial del canvi social, pero també s'hi té en compte el paper que eventualment hi hagin pogut tenir els moviments de població i el comerç colonial.

Spatial behavior in groups: an agent-based approach

We present an agent-based model with the aim of studying how macro-level dynamics of spatial distances among interacting individuals in a closed space emerge from micro-level dyadic and local interactions. Our agents moved on a lattice (referred to as a room) using a model implemented in a computer program called P-Space in order to minimize their dissatisfaction, defined as a function of the discrepancy between the real distance and the ideal, or desired, distance between agents. Ideal distances evolved in accordance with the agent's personal and social space, which changed throughout the dynamics of the interactions among the agents. In the first set of simulations we studied the effects of the parameters of the function that generated ideal distances, and in a second set we explored how group macrolevel behavior depended on model parameters and other variables. We learned that certain parameter values yielded consistent patterns in the agents' personal and social spaces, which in turn led to avoidance and approaching behaviors in the agents. We also found that the spatial behavior of the group of agents as a whole was influenced by the values of the model parameters, as well as by other variables such as the number of agents. Our work demonstrates that the bottom-up approach is a useful way of explaining macro-level spatial behavior. The proposed model is also shown to be a powerful tool for simulating the spatial behavior of groups of interacting individuals.

Interpolating and sampling sequences in finite Riemann surfaces

We provide a description of the interpolating and sampling sequences on a space of holomorphic functions on a finite Riemann surface, where a uniform growth restriction is imposed on the holomorphic functions.

The number of planar central configurations for the 4-body problem is finite when 3 mass positions are fixed

In the n{body problem a central con guration is formed when the position vector of each particle with respect to the center of mass is a common scalar multiple of its acceleration vector. Lindstrom showed for n = 3 and for n > 4 that if n ? 1 masses are located at xed points in the plane, then there are only a nite number of ways to position the remaining nth mass in such a way that they de ne a central con guration. Lindstrom leaves open the case n = 4. In this paper we prove the case n = 4 using as variables the mutual distances between the particles.

Ecuaciones de recurrencia estocásticas en el cálculo de la prima de reaseguro Finite Risk

RESUMEN: El objetivo de este trabajo es calcular el importe de la prima pura periódica que debe cobrar el reasegurador a la cedente en un reaseguro finite risk en ambiente financiero estocástico. El problema de la convolución de las diferentes variables aleatorias que intervienen en el cálculo de la prima lo hemos solucionado simulando, por Monte-Carlo, trayectorias de siniestralidad para el reasegurador aplicando posteriormente, en cada trayectoria simulada, los criterios de decisión financieros, esperanza, varianza y desviación. En los criterios de la varianza y de la desviación proponemos utilizar una ecuación de recurrencia estocástica para evitar el problema de la dependencia que existe entre los factores de capitalización estocásticos, obteniendo la prima de reaseguro en función del nivel de aversión al riesgo del reasegurador y de la volatilidad del tipo de interés. Palabras clave: Finite risk, ambiente estocástico, ecuación de recurrencia, simulación de Monte-Carlo, prima pura periódica.

Dynamics of F=1 87Rb condensates at finite temperatures

We investigate the dynamics of a F=1 spinor Bose-Einstein condensate of 87Rb atoms confined in a quasi-one-dimensional trap both at zero and at finite temperature. At zero temperature, we observe coherent oscillations between populations of the various spin components and the formation of multiple domains in the condensate. We study also finite temperature effects in the spin dynamics taking into account the phase fluctuations in the Bogoliubov-de Gennes framework. At finite T, despite complex multidomain formation in the condensate, population equipartition occurs. The length scale of these spin domains seems to be determined intrinsically by nonlinear interactions.

Solvencia en un Reaseguro Finite Risk

One of the characteristics of the finite risk reinsurance is the existence of an found of experience, which is constituted by the premiums charged by the reinsurer, together with his financial incomes, and his objective is to finance the claims to be satisfied to the insurer in the specified period. The objective of this work is to design a model that allows us to determinate the reserve that the found of experience should have in every annual period in order to guarantee its dynamic solvency, taking into the experience of the claims of the reinsurer"s portfolio and of each insurance company.

Nucleophile-Catalyzed Additions to Activated Triple Bonds. Protection of Lactams, Imides, and Nucleosides with MocVinyl and Related Groups

Additions of lactams, imides, (S)-4-benzyl-1,3-oxazolidin-2-one, 2-pyridone, pyrimidine-2,4-diones (AZT derivatives), or inosines to the electron-deficient triple bonds of methyl propynoate, tert-butyl propynoate, 3-butyn-2-one, N-propynoylmorpholine, or N-methoxy-N-methylpropynamide in the presence of many potential catalysts were examined. DABCO and, second, DMAP appeared to be the best (highest reaction rates and E/Z ratios), while RuCl3, RuClCp*(PPh3)2, AuCl, AuCl(PPh3), CuI, and Cu2(OTf)2 were incapable of catalyzing such additions. The groups incorporated (for example, the 2-(methoxycarbonyl)ethenyl group that we name MocVinyl) serve as protecting groups for the above-mentioned heterocyclic CONH or CONHCO moieties. Deprotections were accomplished via exchange with good nucleophiles: the 1-dodecanethiolate anion turned out to be the most general and efficient reagent, but in some particular cases other nucleophiles also worked (e.g., MocVinyl-inosines can be cleaved with succinimide anion). Some structural and mechanistic details have been accounted for with the help of DFT and MP2 calculations.