On the efficient evaluation of ruin probabilities for completely monotone claim size distributions

In this paper we propose a highly accurate approximation procedure for ruin probabilities in the classical collective risk model, which is based on a quadrature/rational approximation procedure proposed in [2]. For a certain class of claim size distributions (which contains the completely monotone distributions) we give a theoretical justification for the method. We also show that under weaker assumptions on the claim size distribution, the method may still perform reasonably well in some cases. This in particular provides an efficient alternative to a related method proposed in [3]. A number of numerical illustrations for the performance of this procedure is provided for both completely monotone and other types of random variables.

Size dependent fluorescence spectroscopy of nanocolloids of ZnO

In this article we present size dependent spectroscopic observations of nanocolloids of ZnO. ZnO is reported to show two emission bands, an ultraviolet (UV) emission band and another in the green region. Apart from the known band gap 380 nm and impurity 530 nm emissions, we have found some peculiar features in the fluorescence spectra that are consistent with the nanoparticle size distribution. Results show that additional emissions at 420 and 490 nm are developed with particle size. The origin of the visible band emission is discussed. The mechanism of the luminescence suggests that UV luminescence of ZnO colloid is related to the transition from conduction band edge to valence band, and visible luminescence is caused by the transition from deep donor level to valence band due to oxygen vacancies and by the transition from conduction band to deep acceptor level due to impurities and defect states. A correlation analysis between the particle size and spectroscopic observations is also discussed.

Finite-size scaling analysis of the avalanches in the three-dimensional Gaussian random-field Ising model with metastable dynamics

A numerical study is presented of the third-dimensional Gaussian random-field Ising model at T=0 driven by an external field. Standard synchronous relaxation dynamics is employed to obtain the magnetization versus field hysteresis loops. The focus is on the analysis of the number and size distribution of the magnetization avalanches. They are classified as being nonspanning, one-dimensional-spanning, two-dimensional-spanning, or three-dimensional-spanning depending on whether or not they span the whole lattice in different space directions. Moreover, finite-size scaling analysis enables identification of two different types of nonspanning avalanches (critical and noncritical) and two different types of three-dimensional-spanning avalanches (critical and subcritical), whose numbers increase with L as a power law with different exponents. We conclude by giving a scenario for avalanche behavior in the thermodynamic limit.

Size-dependent surface plasmon resonance in silver silica nanocomposites

Silver silica nanocomposites were obtained by the sol–gel technique using tetraethyl orthosilicate (TEOS) and silver nitrate (AgNO3) as precursors. The silver nitrate concentration was varied for obtaining composites with different nanoparticle sizes. The structural and microstructural properties were determined by x-ray diffractometry (XRD), Fourier transform infrared spectroscopy (FTIR) and transmission electron microscopy (TEM). X-ray photoelectron spectroscopic (XPS) studies were done for determining the chemical states of silver in the silica matrix. For the lowest AgNO3 concentration, monodispersed and spherical Ag crystallites, with an average diameter of 5 nm, were obtained. Grain growth and an increase in size distribution was observed for higher concentrations. The occurrence of surface plasmon resonance (SPR) bands and their evolution in the size range 5–10 nm is studied. For decreasing nanoparticle size, a redshift and broadening of the plasmon-related absorption peak was observed. The observed redshift and broadening of the SPR band was explained using modified Mie scattering theory

Zooplankton structure and dynamics in Mediterranean marshes (Empordà Wetlands): a size-based approach

Zooplankton community structure (composition, diversity, dynamics and trophic relationships) of Mediterranian marshes, has been analysed by means of a size based approach. In temporary basins the shape of the biomass-size spectra is related to the hydrological cycle. Linear shape spectra are more frequent in flooding situations when nutrient input causes population growth of small-sized organisms, more than compensating for the effect of competitive interactions. During confinement conditions the scarcity of food would decrease zooplankton growth and increase intra- and interspecific interactions between zooplankton organisms which favour the greatest sizes thus leading to the appearance of curved shape spectra. Temporary and permanent basins have similar taxonomic composition but the latter have higher species diversity, a more simplified temporal pattern and a size distribution dominated mainly by smaller sizes. In permanents basins zooplankton growth is not only conditioned by the availability of resources but by the variable predation of planktivorous fish, so that the temporal variability of the spectra may also be a result of temporal differences in fish predation. Size diversity seems to be a better indicator of the degree of this community structure than species diversity. The tendency of size diversity to increase during succession makes it useful to discriminate between different succession stages, fact that is not achieved by analysing only species diversity since it is low both under large and frequent or small and rare disturbances. Amino acid composition differences found among stages of copepod species indicate a gradual change in diet during the life cycle of these copepods, which provide evidence of food niche partitioning during ontogeny, whereas Daphnia species show a relatively constant amino acid composition. There is a relationship between the degree of trophic niche overlap among stages of the different species and nutrient concentration. Copepods, which have low trophic niche overlap among stages are dominant in food-limited environments, probably because trophic niche partitioning during development allow them to reduce intraspecific competition between adults, juveniles and nauplii. Daphnia species are only dominant in water bodies or periods with high productivity, probably due to the high trophic niche overlap between juveniles and adults. These findings suggest that, in addition to the effect of interspecific competition, predation and abiotic factors, the intraspecific competition might play also an important role in structuring zooplankton assemblages.

Analysis of ochres from Clearwell Caves: the role of particle size in determining colour

Three ochre samples (A (orange-red in colour), B (red) and C (purple)) from Clearwell Caves, (Gloucestershire, UK) have been examined using an integrated analytical methodology based on the techniques of IR and diffuse reflectance UV-visible-NIR spectroscopy, X-ray diffraction, elemental analysis by ICP-AES and particle size analysis. It is shown that the chromophore in each case is haematite. The differences in colour may be accounted for by (i) different mineralogical and chemical composition in the case of the orange ochre, where hi,,her levels of dolomite and copper are seen and (ii) an unusual particle size distribution in the case of the purple ochre. When the purple ochre was ground to give the same particle size distribution as the red ochre then the colours of the two samples became indistinguishable. An analysis has now been completed of a range of ochre samples with colours from yellow to purple from the important site of Clearwell Caves. (C) 2004 Elsevier B.V. All rights reserved.

Analysis of ochres from Clearwell Caves: the role of particle size in determining colour

Three ochre samples (A (orange-red in colour), B (red) and C (purple)) from Clearwell Caves, (Gloucestershire, UK) have been examined using an integrated analytical methodology based on the techniques of IR and diffuse reflectance UV-visible-NIR spectroscopy, X-ray diffraction, elemental analysis by ICP-AES and particle size analysis. It is shown that the chromophore in each case is haematite. The differences in colour may be accounted for by (i) different mineralogical and chemical composition in the case of the orange ochre, where hi,,her levels of dolomite and copper are seen and (ii) an unusual particle size distribution in the case of the purple ochre. When the purple ochre was ground to give the same particle size distribution as the red ochre then the colours of the two samples became indistinguishable. An analysis has now been completed of a range of ochre samples with colours from yellow to purple from the important site of Clearwell Caves. (C) 2004 Elsevier B.V. All rights reserved.

Firm size and competition: a comparison of the housebuilding industries in Australia, the UK and the USA

Housebuilding is frequently viewed as an industry full of small firms. However, large firms exist in many countries. Here, a comparative analysis is made of the housebuilding industries in Australia, Britain and the USA. Housebuilding output is found to be much higher in Australia and the USA than in Britain when measured on a per capita basis. At the same time, the degree of market concentration in Australia and the USA is relatively low but in Britain it is far greater, with a few firms having quite substantial market shares. Investigation of the size distribution of the top 100 or so firms ranked by output also shows that the decline in firm size from the largest downwards is more rapid in Britain than elsewhere. The exceptionalism of the British case is put down to two principal reasons. First, the close proximity of Britain’s regions enables housebuilders to diversify successfully across different markets. The gains from such diversification are best achieved by large firms, because they can gain scale benefits in any particular market segment. Second, land shortages induced by a restrictive planning system encourage firms to takeover each other as a quick and beneficial means of acquiring land. The institutional rules of planning also make it difficult for new entrants to come in at the bottom end of the size hierarchy. In this way, concentration grows and a handful of large producers emerge. These conditions do not hold in the other two countries, so their industries are less concentrated. Given the degree of rivalry between firms over land purchases and takeovers, it is difficult to envisage them behaving in a long-term collusive manner, so that competition in British housebuilding is probably not unduly compromised by the exceptional degree of firm concentration. Reforms to lower the restrictions, improve the slow responsiveness and reduce the uncertainties associated with British planning systems’ role in housing supply are likely to greatly improve the ability of new firms to enter housebuilding and all firms’ abilities to increase output in response to rising housing demand. Such reforms would also probably lower overall housebuilding firm concentration over time.

Padé approximants for the acoustical properties of rigid frame porous media with pore size distributions

Expressions for the viscosity correction function, and hence bulk complex impedance, density, compressibility, and propagation constant, are obtained for a rigid frame porous medium whose pores are prismatic with fixed cross-sectional shape, but of variable pore size distribution. The lowand high-frequency behavior of the viscosity correction function is derived for the particular case of a log-normal pore size distribution, in terms of coefficients which can, in general, be computed numerically, and are given here explicitly for the particular cases of pores of equilateral triangular, circular, and slitlike cross-section. Simple approximate formulae, based on two-point Pade´ approximants for the viscosity correction function are obtained, which avoid a requirement for numerical integration or evaluation of special functions, and their accuracy is illustrated and investigated for the three pore shapes already mentioned

Quantifying particle size and turbulent scale dependence of dust uplift in the Sahara using aircraft measurements

The first size-resolved airborne measurements of dust fluxes and the first dust flux measurements from the central Sahara are presented and compared with a parameterization by Kok (2011a). High-frequency measurements of dust size distribution were obtained from 0.16 to 300 µm diameter, and eddy covariance fluxes were derived. This is more than an order of magnitude larger size range than previous flux estimates. Links to surface emission are provided by analysis of particle drift velocities. Number flux is described by a −2 power law between 1 and 144 µm diameter, significantly larger than the 12 µm upper limit suggested by Kok (2011a). For small particles, the deviation from a power law varies with terrain type and the large size cutoff is correlated with atmospheric vertical turbulent kinetic energy, suggesting control by vertical transport rather than emission processes. The measured mass flux mode is in the range 30–100 µm. The turbulent scales important for dust flux are from 0.1 km to 1–10 km. The upper scale increases during the morning as boundary layer depth and eddy size increase. All locations where large dust fluxes were measured had large topographical variations. These features are often linked with highly erodible surface features, such as wadis or dunes. We also hypothesize that upslope flow and flow separation over such features enhance the dust flux by transporting large particles out of the saltation layer. The tendency to locate surface flux measurements in open, flat terrain means these favored dust sources have been neglected in previous studies.

What controls the vertical distribution of aerosol? Relationships between process sensitivity in HadGEM3–UKCA and inter-model variation from AeroCom Phase II

The vertical profile of aerosol is important for its radiative effects, but weakly constrained by observations on the global scale, and highly variable among different models. To investigate the controlling factors in one particular model, we investigate the effects of individual processes in HadGEM3–UKCA and compare the resulting diversity of aerosol vertical profiles with the inter-model diversity from the AeroCom Phase II control experiment. In this way we show that (in this model at least) the vertical profile is controlled by a relatively small number of processes, although these vary among aerosol components and particle sizes. We also show that sufficiently coarse variations in these processes can produce a similar diversity to that among different models in terms of the global-mean profile and, to a lesser extent, the zonal-mean vertical position. However, there are features of certain models' profiles that cannot be reproduced, suggesting the influence of further structural differences between models. In HadGEM3–UKCA, convective transport is found to be very important in controlling the vertical profile of all aerosol components by mass. In-cloud scavenging is very important for all except mineral dust. Growth by condensation is important for sulfate and carbonaceous aerosol (along with aqueous oxidation for the former and ageing by soluble material for the latter). The vertical extent of biomass-burning emissions into the free troposphere is also important for the profile of carbonaceous aerosol. Boundary-layer mixing plays a dominant role for sea salt and mineral dust, which are emitted only from the surface. Dry deposition and below-cloud scavenging are important for the profile of mineral dust only. In this model, the microphysical processes of nucleation, condensation and coagulation dominate the vertical profile of the smallest particles by number (e.g. total CN  >  3 nm), while the profiles of larger particles (e.g. CN  >  100 nm) are controlled by the same processes as the component mass profiles, plus the size distribution of primary emissions. We also show that the processes that affect the AOD-normalised radiative forcing in the model are predominantly those that affect the vertical mass distribution, in particular convective transport, in-cloud scavenging, aqueous oxidation, ageing and the vertical extent of biomass-burning emissions.

The impact of smoke from forest fires on the spectral dispersion of cloud droplet size distributions in the Amazonian region

In this paper, the main microphysical characteristics of clouds developing in polluted and clean conditions in the biomass-burning season of the Amazon region are examined, with special attention to the spectral dispersion of the cloud droplet size distribution and its potential impact on climate modeling applications. The dispersion effect has been shown to alter the climate cooling predicted by the so-called Twomey effect. In biomass-burning polluted conditions, high concentrations of low dispersed cloud droplets are found. Clean conditions revealed an opposite situation. The liquid water content (0.43 +/- 0.19 g m(-3)) is shown to be uncorrelated with the cloud drop number concentration, while the effective radius is found to be very much correlated with the relative dispersion of the size distribution (R(2) = 0.81). The results suggest that an increase in cloud condensation nuclei concentration from biomass-burning aerosols may lead to an additional effect caused by a decrease in relative dispersion. Since the dry season in the Amazonian region is vapor limiting, the dispersion effect of cloud droplet size distributions could be substantially larger than in other polluted regions.

A new scale-invariant ratio and finite-size scaling for the stochastic susceptible-infected-recovered model

The critical behavior of the stochastic susceptible-infected-recovered model on a square lattice is obtained by numerical simulations and finite-size scaling. The order parameter as well as the distribution in the number of recovered individuals is determined as a function of the infection rate for several values of the system size. The analysis around criticality is obtained by exploring the close relationship between the present model and standard percolation theory. The quantity UP, equal to the ratio U between the second moment and the squared first moment of the size distribution multiplied by the order parameter P, is shown to have, for a square system, a universal value 1.0167(1) that is the same for site and bond percolation, confirming further that the SIR model is also in the percolation class.

Ligand-Assisted Preparation of Palladium Supported Nanoparticles: a Step toward Size Control

Supported nanoparticles (SNPs) with narrow size distribution were prepared by H(2) reduction of Pd(2+) previously bound, to ligand-modified silica surfaces. Interestingly, the size of the Pd SNPs was tuned by the ligand grafted on the support surface. Amino- and ethylenediamino-functionalized supports formed Pd(0) SNPs of ca. 6 and 1 nm, respectively. The catalytic properties of both Pd(0) SNPs were investigated.

Effects of environrnental conditions on the radon daughters spatial distribution

The influence of environmental conditions on the indoor radon daughters spatial distribution is studied both theoretically and experimentally. Simple theoretical calculations indicate that ventilation and variation in the size distribution of aerosols should play an important role influencing the spatial distribution of indoor radon decay products, but experimental results indicate that these environmental factors have little influence on the spatial distribution of radon daughters near the walls of indoor environments. We have observed that the maximum effective range of the plate-out effect varies only between I and 3 cm in typical dwellings. (C) 2002 Elsevier B.V. Ltd. All rights reserved.