Importance sampling approximations to various probabilities of ruin of spectrally negative Lévy risk processes

This article provides importance sampling algorithms for computing the probabilities of various types ruin of spectrally negative Lévy risk processes, which are ruin over the infinite time horizon, ruin within a finite time horizon and ruin past a finite time horizon. For the special case of the compound Poisson process perturbed by diffusion, algorithms for computing probabilities of ruins by creeping (i.e. induced by the diffusion term) and by jumping (i.e. by a claim amount) are provided. It is shown that these algorithms have either bounded relative error or logarithmic efficiency, as t,x→∞t,x→∞, where t>0t>0 is the time horizon and x>0x>0 is the starting point of the risk process, with y=t/xy=t/x held constant and assumed either below or above a certain constant.

Improvement of the processes around the radiology workplace : avoidance of time delays

Radiologists have been confronted with multiple new challenges in recent years. While there has been a steady increase in the number of radiological examinations and imaging material per examination, examination protocols have become more complex and highly time-consuming whereas case-based remuneration is on the decline. The identification of inefficient components in examination processes and reporting is therefore essential. Where and why do time delays occur? How can they be avoided? The following article provides a brief overview and is designed to stimulate discussion.

Efficiency of frost-cracking processes through space and time: An example from the eastern Italian Alps

It is widely accepted that climate has a strong impact and exerts important feedbacks on erosional processes and sediment transport mechanisms. However, the extent at which climate influences erosion is still a matter of debate. In this paper we test whether frost-cracking processes and related temperature variations can influence the sediment production and surface erosion in a small catchment situated in the eastern Italian Alps. To this extent, we first present a geomorphic map of the region that we complement with published 10Be-based denudation rates. We then apply a preexisting heat-flow model in order to analyze the variations of the frost-cracking intensity (FCI) in the study area, which could have controlled the sediment production in the basin. Finally, we compare the model results with the pattern of denudation rates and Quaternary deposits in the geomorphic map. The model results, combined with field observations, mapping, and quantitative geomorphic analyses, reveal that frost-cracking processes have had a primary role in the production of sediment where the intensity of sediment supply has been dictated and limited by the combined effect of temperature variations and conditions of bedrock preservation. These results highlight the importance of a yet poorly understood process for the production of sediment in mountain areas.

Real-time simulation of nonequilibrium transport of magnetization in large open quantum spin systems driven by dissipation

Using quantum Monte Carlo, we study the nonequilibrium transport of magnetization in large open strongly correlated quantum spin-12 systems driven by purely dissipative processes that conserve the uniform or staggered magnetization, disregarding unitary Hamiltonian dynamics. We prepare both a low-temperature Heisenberg ferromagnet and an antiferromagnet in two parts of the system that are initially isolated from each other. We then bring the two subsystems in contact and study their real-time dissipative dynamics for different geometries. The flow of the uniform or staggered magnetization from one part of the system to the other is described by a diffusion equation that can be derived analytically.

Saddlepoint Approximations to the Probability of Ruin in Finite Time for the Compound Poisson Risk Process Perturbed by Diffusion

A large deviations type approximation to the probability of ruin within a finite time for the compound Poisson risk process perturbed by diffusion is derived. This approximation is based on the saddlepoint method and generalizes the approximation for the non-perturbed risk process by Barndorff-Nielsen and Schmidli (Scand Actuar J 1995(2):169–186, 1995). An importance sampling approximation to this probability of ruin is also provided. Numerical illustrations assess the accuracy of the saddlepoint approximation using importance sampling as a benchmark. The relative deviations between saddlepoint approximation and importance sampling are very small, even for extremely small probabilities of ruin. The saddlepoint approximation is however substantially faster to compute.

Elucidating underlying processes of psychometric intelligence: A comparison of behavioral response latency and P3 latency in a modified Hick reaction time paradigm

The mental speed approach explains individual differences in intelligence by faster information processing in individuals with higher compared to lower intelligence - especially in elementary cognitive tasks (ECTs). One of the most examined ECTs is the Hick paradigm. The present study aimed to contrast reaction time (RT) and P3 latency in a Hick task as predictors of intelligence. Although both, RT and P3 latency, are commonly used as indicators of mental speed, it is also known that they measure different aspects of information processing. Participants were 113 female students. RT and P3 latency were measured while participants completed the Hick task with four levels of complexity. Intelligence was assessed with Cattell's Culture Fair Test. A RT factor and a P3 factor were extracted by employing a PCA across complexity levels. There was no significant correlation between the factors. Commonality analysis was used to determine the proportions of unique and shared variance in intelligence explained by the RT and P3 latency factors. RT and P3 latency explained 5.5% and 5% of unique variance in intelligence. However, the two speed factors did not explain a significant portion of shared variance. This result suggests that RT and P3 latency in the Hick paradigm are measuring different aspects of information processing that explain different parts of variance in intelligence.

Adherence to a lifestyle physical activity program: Trends over time and associations with processes of change and physical activity

Research on lifestyle physical activity interventions suggests that they help individuals meet the new recommendations for physical activity made by the Centers for Disease Control and Prevention (CDC) and the American College of Sports Medicine (ACSM). The purpose of this research was to describe the rates of adherence to two lifestyle physical activity intervention arms and to examine the association between adherence and outcome variables, using data from Project PRIME, a lifestyle physical activity intervention based on the transtheoretical model and conducted by the Cooper Institute of Aerobics Research, Dallas, Texas. Participants were 250 sedentary healthy adults, aged 35 to 70 years, primarily non-Hispanic White, and in the contemplation and preparation stages of readiness to change. They were randomized to a group (PRIME G) or a mail- and telephone-delivered condition (PRIME C). Adherence measures included attending class (PRIME G), completing a monthly telephone call with a health educator (PRIME C), and completing homework assignments and self-monitoring minutes of moderate- to vigorous physical activity (both groups). In the first results paper, adherence over time and between conditions was examined: Attendance in group, completing the monthly telephone call, and homework completion decreased over time, and participants in PRIME G were more likely to complete homework than those in PRIME C. Paper 2 aimed to determine whether the adherence measures predicted achievement of the CDC/ACSM physical activity guideline. In separate models for the two conditions, a latent variable measuring adherence was found to predict achievement of the guideline. Paper 3 examined the association between adherence measures and the transtheoretical model's processes of change within each condition. For both, participants who completed at least two thirds of the homework assignments improved their use of the processes of change more than those who completed less than that amount. These results suggest that encouraging adherence to a lifestyle physical activity intervention, at least among already motivated volunteers, may increase the likelihood of beneficial changes in the outcomes. ^

(Table 1) Effects of desiccation on photochemical processes and nitrogenase activity in Nostoc commune s.l. colonies

The effects of desiccation on photochemical processes and nitrogenase activity were evaluated in Nostoc commune s.l. colonies in situ from a wet thufur meadow at Petuniabukta, Billefjorden, Central Svalbard, during the 2009 arctic summer. The colonies were collected in the fully hydrated state, and were subjected to slow desiccation at ambient temperatures (5 - 8°C) and low light (30 - 80 µmol/m**2/s). For each colony the weight, area, photochemical performance, and nitrogenase activity were determined at the beginning, as well as on every day during the first four days of the experiment; thereafter, on every second day until desiccation was complete. The photochemical performance was evaluated from variable chlorophyll fluorescence parameters (FV/FM, Phi(PSII) , qP, and NPQ), and the nitrogenase activity was estimated by an acetylene-ethylene reduction assay. A significant decrease in the photochemically active area was recorded from the third day, when the colony had lost approximately 40% of its original weight indicating some changes in the extracellular matrix, and stopped on the 14th to 18th day. No effects of the desiccation on the main photochemical parameters (FV/FM, Phi(PSII), qP) were observed up to the sixth to eighth days of desiccation. Slightly lower values of FV/FM and Phi(PSII) recorded in fully-hydrated colonies could be caused by impaired diffusion of CO2 into cells. The steep reduction of photochemical activity occurred between the eighth and tenth day of the experiment, when the colony had lost approximately 80% of its fully-hydrated weight. The nitrogenase activity was highest on the first day, probably due to improved diffusion of N2 into cells, then declined, but was detectable until the sixth day of the experiment. Since Nostoc commune s.l. colonies were capable of photosynthesis and nitrogen fixation to the level of ca. 60% of its fully-hydrated weight, even partly-hydrated colonies contribute substantially to carbon and nitrogen cycling in the High Arctic wet meadow tundra ecosystem.

Oxygen concentration at time series station DYNAPROC

Continuous measurements between 0 and 200 m depth were performed every 2 h over two separate periods of four days at a station in the open northwestern Mediterranean Sea (Dyfamed Station) during the Dynaproc cruise in May 1995. Estimates of the daily variations in profiles of temperature, partial pressure of CO2, oxygen, chlorophyll a and nutrients were obtained. The distributions of the various physical and chemical properties were clearly different during the two time series, which were separated by a period of 11 days during which a wind event occurred. The mean daily utilization or production due to biological processes of dissolved inorganic carbon (DIC), nitrate+nitrite and oxygen were calculated along isopycnals using a vertical diffusion model. Between the surface and about 20 m depth, DIC was consumed and O2 released during the two time series while the nitrate+nitrite concentrations as well as supplies were zero. After the wind event, the O2 : C : N ratios of consumption (or production) were, on average, near the Redfield ratios, but during the first time series, the C : N utilization ratio between 20 and 35 m was two to three times that of Redfield stoichiometry and the oxygen release was low. The integrated net community production (NCP) in terms of carbon was equivalent during the two time series, whereas the chlorophyll a biomass was twice as high, on average, during the first time series but did decrease. These results imply that the production systems were different during the two periods. The first time series corresponds to a period at the end of production, due to the nutrient depletion in the euphotic layer. The formation of degradation products of the living material in dissolved organic form is probably important as indicated by the high C : N utilization ratios. The second time series corresponds to a reactivation of the primary production due to the upward shift of nutrients after the wind event.

Diffusion Tensor Imaging in Alzheimer's disease

Attentional control and Information processing speed are central concepts in cognitive psychology and neuropsychology. Functional neuroimaging and neuropsychological assessment have depicted theoretical models considering attention as a complex and non-unitary process. One of its component processes, Attentional set-shifting ability, is commonly assessed using the Trail Making Test (TMT). Performance in the TMT decreases with increasing age in adults, Mild Cognitive Impairment (MCI) and Alzheimer’s Disease (AD). Besides, speed of information processing (SIP) seems to modulate attentional performance. While neural correlates of attentional control have been widely studied, there are few evidences about the neural substrates of SIP in these groups of patients. Different authors have suggested that it could be a property of cerebral white matter, thus, deterioration of the white matter tracts that connect brain regions related to set-shifting may underlie the age-related, MCI and AD decrease in performance. The aim of this study was to study the anatomical dissociation of attentional and speed mechanisms. Diffusion tensor imaging (DTI) provides a unique insight into the cellular integrity of the brain, offering an in vivo view into the microarchitecture of cerebral white matter. At the same time, the study of ageing, characterized by white matter decline, provides the opportunity to study the anatomical substrates speeded or slowed information processing. We hypothesized that FA values would be inversely correlated with time to completion on Parts A and B of the TMT, but not the derived scores B/A and B-A.

Optimal fits of diffusion constants from single-time data points of Brownian trajectories

Experimental methods based on single particle tracking (SPT) are being increasingly employed in the physical and biological sciences, where nanoscale objects are visualized with high temporal and spatial resolution. SPT can probe interactions between a particle and its environment but the price to be paid is the absence of ensemble averaging and a consequent lack of statistics. Here we address the benchmark question of how to accurately extract the diffusion constant of one single Brownian trajectory. We analyze a class of estimators based on weighted functionals of the square displacement. For a certain choice of the weight function these functionals provide the true ensemble averaged diffusion coefficient, with a precision that increases with the trajectory resolution.

Understanding phosphorus diffusion into silicon in a MOVPE environment for III-V on silicon solar cells

Dual-junction solar cells formed by a GaAsP or GaInP top cell and a silicon bottom cell seem to be attractive candidates to materialize the long sought-for integration of III?V materials on silicon for photovoltaic applications. When manufacturing a multi-junction solar cell on silicon, one of the first processes to be addressed is the development of the bottom subcell and, in particular, the formation of its emitter. In this study, we analyze, both experimentally and by simulations, the formation of the emitter as a result of phosphorus diffusion that takes place during the first stages of the epitaxial growth of the solar cell. Different conditions for the Metal-Organic Vapor Phase Epitaxy (MOVPE) process have been evaluated to understand the impact of each parameter, namely, temperature, phosphine partial pressure, time exposure and memory effects in the final diffusion profiles obtained. A model based on SSupremIV process simulator has been developed and validated against experimental profiles measured by ECV and SIMS to calculate P diffusion profiles in silicon formed in a MOVPE environment taking in consideration all these factors.

Optimizing phosphorus diffusion for photovoltaic applications: peak doping, inactive phosphorus,gettering, and contact formation

The phosphosilicate glass (PSG), fabricated by tube furnace diffusion using a POCl3 source, is widely used as a dopant source in the manufacturing of crystalline silicon solar cells. Although it has been a widely addressed research topic for a long time, there is still lack of a comprehensive understanding of aspects such as the growth, the chemical composition, possible phosphorus depletion, the resulting in-diffused phosphorus profiles, the gettering behavior in silicon, and finally the metal-contact formation. This paper addresses these different aspects simultaneously to further optimize process conditions for photovoltaic applications. To do so, a wide range of experimental data is used and combined with device and process simulations, leading to a more comprehensive interpretation. The results show that slight changes in the PSG process conditions can produce high-quality emitters. It is predicted that PSG processes at 860 °C for 60 min in combination with an etch-back and laser doping from PSG layer results in high-quality emitters with a peak dopant density Npeak = 8.0 × 1018 cm−3 and a junction depth dj = 0.4 μm, resulting in a sheet resistivityρsh = 380 Ω/sq and a saturation current-density J0 below 10 fA/cm2. With these properties, the POCl3 process can compete with ion implantation or doped oxide approaches.

Diffusion and formation of microtubule asters: physical processes versus biochemical regulation.

Microtubule asters forming the mitotic spindle are assembled around two centrosomes through the process of dynamic instability in which microtubules alternate between growing and shrinking states. By modifying the dynamics of this assembly process, cell cycle enzymes, such as cdc2 cyclin kinases, regulate length distributions in the asters. It is believed that the same enzymes control the number of assembled microtubules by changing the "nucleating activity" of the centrosomes. Here we show that assembly of microtubule asters may be strongly altered by effects connected with diffusion of tubulin monomers. Theoretical analysis of a simple model describing assembly of microtubule asters clearly shows the existence of a region surrounding the centrosome depleted in GTP tubulin. The number of assembled microtubules may in some cases be limited by this depletion effect rather than by the number of available nucleation sites on the centrosome.