Time of ruin in a risk model with generalized Erlang (n) interclaim times and a constant dividend barrier

In this paper we analyze the time of ruin in a risk process with the interclaim times being Erlang(n) distributed and a constant dividend barrier. We obtain an integro-differential equation for the Laplace Transform of the time of ruin. Explicit solutions for the moments of the time of ruin are presented when the individual claim amounts have a distribution with rational Laplace transform. Finally, some numerical results and a compare son with the classical risk model, with interclaim times following an exponential distribution, are given.

Long-tailed trapping times and Lévy flights in a self-organized critical granular system

We present a continuous time random walk model for the scale-invariant transport found in a self-organized critical rice pile [K. Christensen et al., Phys. Rev. Lett. 77, 107 (1996)]. From our analytical results it is shown that the dynamics of the experiment can be explained in terms of Lvy flights for the grains and a long-tailed distribution of trapping times. Scaling relations for the exponents of these distributions are obtained. The predicted microscopic behavior is confirmed by means of a cellular automaton model.

Time of ruin in a risk model with generalized Erlang (n) interclaim times and a constant dividend barrier

In this paper we analyze the time of ruin in a risk process with the interclaim times being Erlang(n) distributed and a constant dividend barrier. We obtain an integro-differential equation for the Laplace Transform of the time of ruin. Explicit solutions for the moments of the time of ruin are presented when the individual claim amounts have a distribution with rational Laplace transform. Finally, some numerical results and a compare son with the classical risk model, with interclaim times following an exponential distribution, are given.

Ultrastructure of adhesion and movement of the tetraspores of Gelidium Lamour (Geldiaceae; Rhodophyta)

The outer part of the tetraspora cell wall in Gelidium crinale (Turner) J.V. Lamour. and G. spathulatum (Kutz.) Bornet is morphologically described in relation to the movements and displacement of these spores when they settle on a substratum. We also describe the mechanism of adhesión and the transformations undergone by this mechanism over time. The cell wall shows a network of fibrillar threads embedded in abundant mucilage. The deformations that tetraspores undergo show that the cell wall is relatively elastic.

Coupling and monotonicity of queueing processes

The main purpose of this work is to give a survey of main monotonicity properties of queueing processes based on the coupling method. The literature on this topic is quite extensive, and we do not consider all aspects of this topic. Our more concrete goal is to select the most interesting basic monotonicity results and give simple and elegant proofs. Also we give a few new (or revised) proofs of a few important monotonicity properties for the queue-size and workload processes both in single-server and multi- server systems. The paper is organized as follows. In Section 1, the basic notions and results on coupling method are given. Section 2 contains known coupling results for renewal processes with focus on construction of synchronized renewal instants for a superposition of independent renewal processes. In Section 3, we present basic monotonicity results for the queue-size and workload processes. We consider both discrete-and continuous-time queueing systems with single and multi servers. Less known results on monotonicity of queueing processes with dependent service times and interarrival times are also presented. Section 4 is devoted to monotonicity of general Jackson-type queueing networks with Markovian routing. This section is based on the notable paper [17]. Finally, Section 5 contains elements of stability analysis of regenerative queues and networks, where coupling and monotonicity results play a crucial role to establish minimal suficient stability conditions. Besides, we present some new monotonicity results for tandem networks.

Effect of Temperature on the Development and Survival of the Argentine Ant, Linepithema humile

The influence of temperature on the developmental times and survival of insects can largely determine their distribution. For invasive species, like the Argentine ant, Linepithema humile Mayr (Hymenoptera: Formicidae), these data are essential for predicting their potential range based on mechanistic models. In the case of this species, such data are too scarce and incomplete to make accurate predictions based on its physiological needs. This research provides comprehensive new data about brood survival and developmental times at a wide range of temperatures under laboratory conditions. Temperature affected both the complete brood development from egg to adult worker and each of the immature stages separately. The higher the temperature, the shorter the development times. Brood survival from egg to adult was low, with the maximum survival rate being only 16% at 26º C. Temperature also affected survival of each of the immature stages differently: eggs were negatively affected by high temperatures, while larvae were negatively affected by low temperatures, and the survival of pupae was apparentlyindependent of environmental temperature. At 32º C no eggs survived, while at 18º C less than 2% of the eggs hatched into larva. The data from the present study are essential for developing prediction models about the distribution range of this tramp species based on its physiological needs in relation to temperature

Effect of Temperature on the Development and Survival of the Argentine Ant, Linepithema humile

The influence of temperature on the developmental times and survival of insects can largely determine their distribution. For invasive species, like the Argentine ant, Linepithema humile Mayr (Hymenoptera: Formicidae), these data are essential for predicting their potential range based on mechanistic models. In the case of this species, such data are too scarce and incomplete to make accurate predictions based on its physiological needs. This research provides comprehensive new data about brood survival and developmental times at a wide range of temperatures under laboratory conditions. Temperature affected both the complete brood development from egg to adult worker and each of the immature stages separately. The higher the temperature, the shorter the development times. Brood survival from egg to adult was low, with the maximum survival rate being only 16% at 26° C. Temperature also affected survival of each of the immature stages differently: eggs were negatively affected by high temperatures, while larvae were negatively affected by low temperatures, and the survival of pupae was apparently independent of environmental temperature. At 32° C no eggs survived, while at 18° C less than 2% of the eggs hatched into larva. The data from the present study are essential for developing prediction models about the distribution range of this tramp species based on its physiological needs in relation to temperature

Nucleation of diamond on silicon, SiAlON, and graphite substrates coated with an a-C:H layer

We investigated the influence of a hydrogenated disordered carbon (a-C:H) layer on the nucleation of diamond. Substrates c-Si<100>, SiAlON, and highly oriented pyrolytic graphite {0001} were used in this study. The substrate surfaces were characterized with Auger electron spectroscopy (AES) while diamond growth was followed with Raman spectroscopy and scanning electron microscopy (SEM). It was found that on silicon and SiAlON substrates the presence of the a-C:H layer enabled diamond to grow readily without any polishing treatment. Moreover, more continuous diamond films could be grown when the substrate was polished with diamond powder prior to the deposition of the a-C:H layer. This important result suggests that the nucleation of diamond occurs readily on disordered carbon surfaces, and that the formation of this type of layer is indeed one step in the diamond nucleation mechanism. Altogether, the data refute the argument that silicon defects play a direct role in the nucleation process. Auger spectra revealed that for short deposition times and untreated silicon surfaces, the deposited layer corresponds to an amorphous carbon layer. In these cases, the subsequent diamond nucleation was found to be limited. However, when the diamond nucleation density was found to be high; i.e., after lengthy deposits of a¿C:H or after diamond polishing, the Auger spectra suggested diamondlike carbon layers.

Effects of coastal submarine canyons on tsunami propagation and impact

We analyse the variations produced on tsunami propagation and impact over a straight coastline because of the presence of a submarine canyon incised in the continental margin. For ease of calculation we assume that the shoreline and the shelf edge are parallel and that the incident wave approaches them normally. A total of 512 synthetic scenarios have been computed by combining the bathymetry of a continental margin incised by a parameterised single canyon and the incident tsunami waves. The margin bathymetry, the canyon and the tsunami waves have been generated using mathematical functions (e.g. Gaussian). Canyon parameters analysed are: (i) incision length into the continental shelf, which for a constant shelf width relates directly to the distance from the canyon head to the coast, (ii) canyon width, and (iii) canyon orientation with respect to the shoreline. Tsunami wave parameters considered are period and sign. The COMCOT tsunami model from Cornell University was applied to propagate the waves across the synthetic bathymetric surfaces. Five simulations of tsunami propagation over a non-canyoned margin were also performed for reference. The analysis of the results reveals a strong variation of tsunami arrival times and amplitudes reaching the coastline when a tsunami wave travels over a submarine canyon, with changing maximum height location and alongshore extension. In general, the presence of a submarine canyon lowers the arrival time to the shoreline but prevents wave build-up just over the canyon axis. This leads to a decrease in tsunami amplitude at the coastal stretch located just shoreward of the canyon head, which results in a lower run-up in comparison with a non-canyoned margin. Contrarily, an increased wave build-up occurs on both sides of the canyon head, generating two coastal stretches with an enhanced run-up. These aggravated or reduced tsunami effects are modified with (i) proximity of the canyon tip to the coast, amplifying the wave height, (ii) canyon width, enlarging the areas with lower and higher maximum height wave along the coastline, and (iii) canyon obliquity with respect to the shoreline and shelf edge, increasing wave height shoreward of the leeward flank of the canyon. Moreover, the presence of a submarine canyon near the coast produces a variation of wave energy along the shore, eventually resulting in edge waves shoreward of the canyon head. Edge waves subsequently spread out alongshore reaching significant amplitudes especially when coupling with tsunami secondary waves occurs. Model results have been groundtruthed using the actual bathymetry of Blanes Canyon area in the North Catalan margin. This paper underlines the effects of the presence, morphology and orientation of submarine canyons as a determining factor on tsunami propagation and impact, which could prevail over other effects deriving from coastal configuration.

The relationship between virtual body ownership and temperature sensitivity.

In the rubber hand illusion tactile stimulation seen on a rubber hand, that is synchronous with tactile stimulation felt on the hidden real hand, can lead to an illusion of ownership over the rubber hand. This illusion has been shown to produce a temperature decrease in the hidden hand, suggesting that such illusory ownership produces disownership of the real hand. Here we apply immersive virtual reality (VR) to experimentally investigate this with respect to sensitivity to temperature change. Forty participants experienced immersion in a VR with a virtual body (VB) seen from a first person perspective. For half the participants the VB was consistent in posture and movement with their own body, and in the other half there was inconsistency. Temperature sensitivity on the palm of the hand was measured before and during the virtual experience. The results show that temperature sensitivity decreased in the consistent compared to the inconsistent condition. Moreover, the change in sensitivity was significantly correlated with the subjective illusion of virtual arm ownership but modulated by the illusion of ownership over the full virtual body. This suggests that a full body ownership illusion results in a unification of the virtual and real bodies into one overall entity - with proprioception and tactile sensations on the real body integrated with the visual presence of the virtual body. The results are interpreted in the framework of a"body matrix" recently introduced into the literature.

Variation of grain nitrogen content in relation with grain yield in old and modern Spanish wheats grown under a wide range of agronomic conditions in a Mediterranean region

Wheat yield and grain nitrogen concentration (GNC; mg N/g grain) are frequently negatively correlated. In most growing conditions, this is mainly due to a feedback process between GNC and the number of grains/m2. In Mediterranean conditions, breeders may have produced cultivars with conservative grain set. The present study aimed at clarifying the main physiological determinants of grain nitrogen accumulation (GNA) in Mediterranean wheat and to analyse how breeding has affected them. Five field experiments were carried out in north-eastern Spain in the 2005/06 and 2006/ 07 growing seasons with three cultivars released at different times and an advanced line. Depending on the experiment, source-sink ratios during grain filling were altered by reducing grain number/m2 either through pre-anthesis shading (unshaded control or 0.75 shading only between jointing and anthesis) or by directly trimming the spikes after anthesis and before the onset of the effective grain filling period (un-trimmed control or spikes halved 7–10 days after anthesis). Grain nitrogen content (GN content ; mg N/grain) decreased with the year of release of the genotypes. As the number of grains/m2 was also increased by breeding there was a clear dilution effect on the amount of nitrogen allocated to each grain. However, the increase in GN content in old genotypes did not compensate for the loss in grain nitrogen yield (GNY) due to the lower number of grains/m2. GN content of all genotypes increased (increases ranged from 0.13 to 0.40 mg N/grain, depending on experiment and genotype) in response to the post-anthesis spike trimming or pre-anthesis shading. The degree of source-limitation for GNA increased with the year of release of the genotypes (and thus with increases in grain number/m2) from 0.22 (mean of the four manipulative experiments) in the oldest cultivar to 0.51 (mean of the four manipulative experiments) in the most modern line. It was found that final GN content depended strongly on the source-sink ratio established at anthesis between the number of grains set and the amount of nitrogen absorbed at this stage. Thus, Mediterranean wheat breeding that improved yield through increases in grain number/m2 reduced the GN content by diluting a rather limited source of nitrogen into more grains. This dilution effect produced by breeding was further confirmed by the reversal effect produced by grain number/m2 reductions due to either pre-anthesis shading or post-anthesis spike trimming.

Quantum black holes: Nonperturbative corrections and no-veil scenario

A common belief is that further quantum corrections near the singularity of a large black hole should not substantially modify the semiclassical picture of black hole evaporation; in particular, the outgoing spectrum of radiation should be very close to the thermal spectrum predicted by Hawking. In this paper we explore a possible counterexample: in the context of dilaton gravity, we find that nonperturbative quantum corrections which are important in strong-coupling regions may completely alter the semiclassical picture, to the extent that the presumptive spacelike boundary becomes timelike, changing in this way the causal structure of the semiclassical geometry. As a result, only a small fraction of the total energy is radiated outside the fake event horizon; most of the energy comes in fact at later retarded times and there is no problem of information loss. This may constitute a general characteristic of quantum black holes, that is, quantum gravity might be such as to prevent the formation of global event horizons.

The relationship between virtual body ownership and temperature sensitivity.

In the rubber hand illusion tactile stimulation seen on a rubber hand, that is synchronous with tactile stimulation felt on the hidden real hand, can lead to an illusion of ownership over the rubber hand. This illusion has been shown to produce a temperature decrease in the hidden hand, suggesting that such illusory ownership produces disownership of the real hand. Here we apply immersive virtual reality (VR) to experimentally investigate this with respect to sensitivity to temperature change. Forty participants experienced immersion in a VR with a virtual body (VB) seen from a first person perspective. For half the participants the VB was consistent in posture and movement with their own body, and in the other half there was inconsistency. Temperature sensitivity on the palm of the hand was measured before and during the virtual experience. The results show that temperature sensitivity decreased in the consistent compared to the inconsistent condition. Moreover, the change in sensitivity was significantly correlated with the subjective illusion of virtual arm ownership but modulated by the illusion of ownership over the full virtual body. This suggests that a full body ownership illusion results in a unification of the virtual and real bodies into one overall entity - with proprioception and tactile sensations on the real body integrated with the visual presence of the virtual body. The results are interpreted in the framework of a"body matrix" recently introduced into the literature.

Commuters' valuation of travel time variability in Barcelona

The value given by commuters to the variability of travel times is empirically analysed using stated preference data from Barcelona (Spain). Respondents are asked to choose between alternatives that differ in terms of cost, average travel time, variability of travel times and departure time. Different specifications of a scheduling choice model are used to measure the influence of various socioeconomic characteristics. Our results show that travel time variability.

Composición en ácidos grasos de huevos y larvas de dentón (Dentex dentex L.) de hasta 40 días en condiciones de cultivo

Total lipid content and fatty acid (FA) composition of common dentex eggs spawned at different times and larvae reared under different culture conditions until 40 days post hatch (dph) were analysed in order to get a general pattern of lipid composition during larval development. Results were grouped according to the developmental stage of the larvae instead of age in dph. Saturated and monounsaturated fatty acids decreased along larval development, while polyunsaturated fatty acid (PUFA) content increased. The ratio of docosahexaenoic acid (DHA) / eicosapentaenoic acid (EPA) shifted from 4 – 5 in early developmental stages to lower than 1 after metamorphosis. Results suggest a subdivision of the larval development into two stages of opposite FA requirements.