Quasi-Self-Dual Exponential Lévy Processes

The important application of semistatic hedging in financial markets naturally leads to the notion of quasi--self-dual processes. The focus of our study is to give new characterizations of quasi--self-duality. We analyze quasi--self-dual Lévy driven markets which do not admit arbitrage opportunities and derive a set of equivalent conditions for the stochastic logarithm of quasi--self-dual martingale models. Since for nonvanishing order parameter two martingale properties have to be satisfied simultaneously, there is a nontrivial relation between the order and shift parameter representing carrying costs in financial applications. This leads to an equation containing an integral term which has to be inverted in applications. We first discuss several important properties of this equation and, for some well-known Lévy-driven models, we derive a family of closed-form inversion formulae.

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.

MR Angiography at 3 Tesla to Assess Proximal Internal Carotid Artery Stenoses: Contrast-Enhanced or 3D Time-of-Flight MR Angiography?

PURPOSE The aim of this study was to compare the diagnostic accuracy of 3D time-of-flight (TOF-MRA) and contrast-enhanced (CE-MRA) magnetic resonance angiography at 3 T for detection and quantification of proximal high-grade stenosis using multidetector computed tomography angiography (MDCTA) as reference standard. METHODS The institutional ethics committee approved this prospective study. A total of 41 patients suspected of having internal carotid artery (ICA) stenosis underwent both MDCTA and MRA. CE-MRA and TOF-MRA were performed using a 3.0-T imager with a dedicated eight-element cervical coil. ICA stenoses were measured according to the North American Symptomatic Carotid Endarterectomy Trial criteria and categorized as 0-25 % (minimal), 25-50 % (mild), 50-69 % (moderate), 70-99 % (high grade), and 100 % (occlusion). Sensitivity and specificity for the detection of high-grade ICA stenoses (70-99 %) and ICA occlusions were determined. In addition, intermodality agreement was assessed with κ-statistics for detection of high-grade ICA stenoses (70-99 %) and ICA occlusions. RESULTS A total of 80 carotid arteries of 41 patients were reviewed. Two previously stented ICAs were excluded from analysis. On MDCTA, 7 ICAs were occluded, 12 ICAs presented with and 63 without a high-grade ICA stenosis (70-99 %). For detecting 70-99 % stenosis, both 3D TOF-MRA and CE-MRA were 91.7 % sensitive and 98.5 % specific, respectively. Both MRA techniques were highly sensitive (100 %), and specific (CE-MRA, 100 %; TOF-MRA, 98.7 %) for the detection of ICA occlusion. However, TOF-MRA misclassified one high-grade stenosis as occlusion. Intermodality agreement for detection of 70-99 % ICA stenoses was excellent between TOF-MRA and CE-MRA [κ = 0.902, 95 % confidence interval (CI) = 0.769-1.000], TOF-MRA and MDCTA (κ = 0.902, 95 % CI = 0.769-1.000), and CE-MRA and MDCTA (κ = 0.902, 95 % CI = 0.769-1.000). CONCLUSION Both 3D TOF-MRA and CE-MRA at 3 T are reliable tools for detecting high-grade proximal ICA stenoses (70-99 %). 3D TOF-MRA might misclassify pseudo-occlusions as complete occlusions. If there are no contraindications for CE-MRA, CE-MRA is recommended as primary MR imaging modality.

A logarithmic efficient estimator of the probability of ruin with recuperation for spectrally negative Lévy risk processes

This article provides an importance sampling algorithm for computing the probability of ruin with recuperation of a spectrally negative Lévy risk process with light-tailed downwards jumps. Ruin with recuperation corresponds to the following double passage event: for some t∈(0,∞)t∈(0,∞), the risk process starting at level x∈[0,∞)x∈[0,∞) falls below the null level during the period [0,t][0,t] and returns above the null level at the end of the period tt. The proposed Monte Carlo estimator is logarithmic efficient, as t,x→∞t,x→∞, when y=t/xy=t/x is constant and below a certain bound.

A new Time-Of-Flight Mass Spectrometer (TOF-MS) for noble gas analysis

Noble gas analysis in early solar system materials, which can provide valuable information about early solar system processes and timescales, are very challenging because of extremely low noble gas concentrations (ppt). We therefore developed a new compact sized (33 cm length, 7.2cm diameter, 1.3 L internal volume) Time-of-Flight (TOF) noble gas mass spectrometer for high sensitivity. We call it as Edel Gas Time-of-flight (EGT) mass spectrometer. The instrument uses electron impact ionization coupled to an ion trap, which allows us to ionize and measure all noble gas isotopes. Using a reflectron set-up improves the mass resolution. In addition, the reflectron set-up also enables some extra focusing. The detection is via MCPs and the signals are processed either via ADC or TDC systems. The objective of this work is to understand the newly developed Time-Of-Flight (TOF) mass spectrometer for noble gas analysis in presolar grains of the meteorites. Chapter 1 briefly introduces the basic idea and importance of the instrument. The physics relevant to time-of-flight mass spectrometry technique is discussed in the Chapter 2 and Chapter 3 will present the oxidation technique of nanodiamonds of the presolar grains by using copper oxide. Chapter 4 will present the details about EGT data analysis software. Chapter 5 and Chapter 6 will explain the details about EGT design and operation. Finally, the performance results will be presented and discussed in the Chapter 7, and whole work is summarized in Chapter 8 and also outlook of the future work is given.

Differences in published characteristics of GLE60 and their consequences on computed radiation dose rates along selected flight paths

The radiation dose rates at flight altitudes can increase by orders of magnitude for a short time during energetic solar cosmic ray events, so called ground level enhancements (GLEs). Especially at high latitudes and flight altitudes, solar energetic particles superposed on galactic cosmic rays may cause radiation that exceeds the maximum allowed dosage limit for the general public. Therefore the determination of the radiation dose rate during GLEs should be as reliable as possible. Radiation dose rates along flight paths are typically determined by computer models that are based on cosmic ray flux and anisotropy parameters derived from neutron monitor and/or satellite measurements. The characteristics of the GLE on 15 April 2001 (GLE60) were determined and published by various authors. In this work we compare these results and investigate the consequences on the computed radiation dose rates along selected flight paths. In addition, we compare the computed radiation dose rates with measurements that were made during GLE60 on board two transatlantic flights.

Sensitivity and Fragmentation Calibration of the ROSINA Reflectron-type Time-Of-Flight Mass Spectrometer

The goal of this work was to increase the performance and to calibrate one of the ROSINA sensors, the Reflectron-type Time-Of-Flight mass spectrometer, currently flying aboard the ESA Rosetta spacecraft. Different optimization techniques were applied to both the lab and space models, and a static calibration was performed using different gas species expected to be detected in the vicinity of comet 67P/Churyumov-Gerasimenko. The database thus created was successfully applied to space data, giving consistent results with the other ROSINA sensors.

Identification of two Th1 cell epitopes on the Babesia bovis-encoded 77-kilodalton merozoite protein (Bb-1) by use of truncated recombinant fusion proteins

Previous studies have demonstrated the serologic and T-cell immunogenicity for cattle of a recombinant form of the apical complex-associated 77-kDa merozite protein of Babesia bovis, designated Bb-1. The present study characterizes the immunogenic epitopes of the Bb-1 protein. A series of recombinant truncated fusion proteins spanning the majority of the Bb-1 protein were expressed in Escherichia coli, and their reactivities with bovine peripheral blood mononuclear cells and T-cell clones derived from B. bovis-immune cattle and with rabbit antibodies were determined. Lymphocytes from two immune cattle were preferentially stimulated by the N-terminal half of the Bb-1 protein (amino acids 23 to 266, termed Bb-1A), localizing the T-cell epitopes to the Bb-1A portion of the molecule. CD4+ T-cell clones derived by stimulation with the intact Bb-1 fusion protein were used to identify two T-cell epitopes in the Bb-1A protein, consisting of amino acids SVVLLSAFSGN VWANEAEVSQVVK and FSDVDKTKSTEKT (residues 23 to 46 and 82 to 94). In contrast, rabbit antiserum raised against the intact fusion protein reacted only with the C-terminal half of the protein (amino acids 267 to 499, termed Bb-1B), which contained 28 tandem repeats of the tetrapeptide PAEK or PAET. Biological assays and Northern (RNA) blot analyses for cytokines revealed that following activation with concanavalin A, T-cell clones reactive against the two Bb-1A epitopes produced interleukin-2, gamma interferon, and tumor necrosis factors beta and alpha, but not interleukin-4, suggesting that the Bb-1 antigen preferentially stimulates the Th1 subset of CD4+ T cells in cattle. The studies described here report for the first time the characterization, by cytokine production, of the Th1 subset of bovine T cells and show that, as in mice, protozoal antigens can induce Th1 cells in ruminants. This first demonstration of B. bovis-encoded Th1 cell epitopes provides a rationale for incorporation of all or part of the Bb-1 protein into a recombinant vaccine.

Universal Vouchers and White Flight

Opponents of school vouchers often argue that school vouchers will lead to 'white flight' from public schools that are disproportionately nonwhite, creating more racially segregated schools. However, recent studies that examine white flight from public schools into private schools have produced conflicting evidence on whether or not white flight actually exists. In this paper, we present new evidence on whether universal vouchers will lead to more racially segregated schools. Specifically, we use data on vote outcomes from a state-wide universal voucher initiative to estimate the likelihood that white households with children currently in public schools will use vouchers to switch out of more-integrated schools. Our results indicate that white households with children attending schools with large concentrations of nonwhite schoolchildren are significantly more likely to support school vouchers, an effect that is absent for non-white households with children and households without children. However, it also does not appear to be race, per se, that is the primary concern, but other school factors that are correlated with race, such as test scores and limited English proficiency.

Ein Achtzigjähriger : zum Geburtstag von Lévy-Bruhl

Gerhardt Neumann

Assessment of US Air Force student pilots with intermittent monofixation syndrome on a non-stereoptic dependent flight maneuver in pilot training

The United States Air Force School of Aerospace Medicine (USAFSAM) and Aeromedical Consult Service (ACS) have developed waiver criteria for pilots with subtle substandard depth perception. This is to allow United States Air Force (USAF) pilots with mild depth perception deficiency to continue flying duties while limiting the risk to flight safety and ensuring the availability of costly human resources. From 1999 to 2005, 166 aviators were given waivers for intermittent monofixation syndrome (IMFS). Of these, 96 were student pilots who performed slightly worse at stereoptic dependent flight maneuvers than student pilots (8,907) with normal depth perception (Lowry, 2006).^ This study's purpose is to evaluate the performance of the extended-trail maneuver, a non-stereoptic dependent flying maneuver, as executed by a cohort of 12 United States Air Force student pilots with intermittent monofixation syndrome versus the cohort of 100 student pilots with normal depth perception. These subjects are extracted from the cohorts examined by Lowry (2006) and the null hypothesis predicts no statistical difference in the performance of the non-stereoptic dependant flight maneuver extended-trail between student pilots with intermittent monofixation syndrome and those without the condition. ^