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.

Reproductive allocation and size constraints in the cladoceran Simocephalus vetulus (Müller)

Like many organisms, the cladoceran Simocephalus vetulus (Müller) continues to grow when reproducing, whereas the optimal strategy is to stop growing at maturity, and to invest all available production into reproduction thereafter. It has been proposed that a size constraint is responsible for the observed strategy (Perrin, Ruedi & Saiah, 1987), by preventing organisms from investing more than a given amount of energy into reproduction. This hypothesis is developed here and the two folowing prediction are derived: (1) the onset of reproduction should be independent of age and (2) the reproductive investement should be size-specific, thus independent of the productin rate. Both predictions are tested by rearing a clone of S.vetulus in a gradient of productivity. The results support the first prediction, but not the second one, so that the size-constraint hypothesis is disproved.

Protein turnover, ureagenesis and gluconeogenesis.

The major processes discussed below are protein turnover (degradation and synthesis), degradation into urea, or conversion into glucose (gluconeogenesis, Figure 1). Daily protein turnover is a dynamic process characterized by a double flux of amino acids: the amino acids released by endogenous (body) protein breakdown can be reutilized and reconverted to protein synthesis, with very little loss. Daily rates of protein turnover in humans (300 to 400 g per day) are largely in excess of the level of protein intake (50 to 80 g per day). A fast growing rate, as in premature babies or in children recovering from malnutrition, leads to a high protein turnover rate and a high protein and energy requirement. Protein metabolism (synthesis and breakdown) is an energy-requiring process, dependent upon endogenous ATP supply. The contribution made by whole-body protein turnover to the resting metabolic rate is important: it represents about 20 % in adults and more in growing children. Metabolism of proteins cannot be disconnected from that of energy since energy balance influences net protein utilization, and since protein intake has an important effect on postprandial thermogenesis - more important than that of fats or carbohydrates. The metabolic need for amino acids is essentially to maintain stores of endogenous tissue proteins within an appropriate range, allowing protein homeostasis to be maintained. Thanks to a dynamic, free amino acid pool, this demand for amino acids can be continuously supplied. The size of the free amino acid pool remains limited and is regulated within narrow limits. The supply of amino acids to cover physiological needs can be derived from 3 sources: 1. Exogenous proteins that release amino acids after digestion and absorption 2. Tissue protein breakdown during protein turnover 3. De novo synthesis, including amino acids (as well as ammonia) derived from the process of urea salvage, following hydrolysis and microflora metabolism in the hind gut. When protein intake surpasses the physiological needs of amino acids, the excess amino acids are disposed of by three major processes: 1. Increased oxidation, with terminal end products such as CO₂ and ammonia 2. Enhanced ureagenesis i. e. synthesis of urea linked to protein oxidation eliminates the nitrogen radical 3. Gluconeogenesis, i. e. de novo synthesis of glucose. Most of the amino groups of the excess amino acids are converted into urea through the urea cycle, whereas their carbon skeletons are transformed into other intermediates, mostly glucose. This is one of the mechanisms, essential for life, developed by the body to maintain blood glucose within a narrow range, (i. e. glucose homeostasis). It includes the process of gluconeogenesis, i. e. de novo synthesis of glucose from non-glycogenic precursors; in particular certain specific amino acids (for example, alanine), as well as glycerol (derived from fat breakdown) and lactate (derived from muscles). The gluconeogenetic pathway progressively takes over when the supply of glucose from exogenous or endogenous sources (glycogenolysis) becomes insufficient. This process becomes vital during periods of metabolic stress, such as starvation.

Interaccion among systems of finite size in predictive relativistic mechanics I. General framework

We derive a Hamiltonian formulation for the three-dimensional formalism of predictive relativistic mechanics. This Hamiltonian structure is used to derive a set of dynamical equations describing the interaction among systems in perturbation theory.

Interaccion among systems of finite size in predictive relativistic mechanics -II. Electromagnetic and gravitational interactions

We explicitly construct a closed system of differential equations describing the electromagnetic and gravitational interactions among bodies to first order in the coupling constants, retaining terms up to order c-2. The Breit and Barker and O'Connell Hamiltonians are recovered by means of a coordinate transformation. The method used throws light on the meaning of these coordinates.

Interactions among systems of finite size en predictive relativistic mechanics III. Short-range interaction and second-order terms

We compute up to and including all the c-2 terms in the dynamical equations for extended bodies interacting through electromagnetic, gravitational, or short-range fields. We show that these equations can be reduced to those of point particles with intrinsic angular momentum assuming spherical symmetry.

Local size segregation in polydisperse hard sphere fluids

The structure of polydisperse hard sphere fluids, in the presence of a wall, is studied by the Rosenfeld density functional theory. Within this approach, the local excess free energy depends on only four combinations of the full set of density fields. The case of continuous polydispersity thereby becomes tractable. We predict, generically, an oscillatory size segregation close to the wall, and connect this, by a perturbation theory for narrow distributions, with the reversible work for changing the size of one particle in a monodisperse reference fluid.

Finite-size effects in nonequilibrium correlation functions

We have shown that finite-size effects in the correlation functions away from equilibrium may be introduced through dimensionless numbers: the Nusselt numbers, accounting for both the nature of the boundaries and the size of the system. From an analysis based on fluctuating hydrodynamics, we conclude that the mean-square fluctuations satisfy scaling laws, since they depend only on the dimensionless numbers in addition to reduced variables. We focus on the case of diffusion modes and describe some physical situations in which finite-size effects may be relevant.

What Works: Offender Caseload Size, Data Download, Iowa Department of Corrections, December 2010

Earlier this year, Abt Associates published the findings of its evaluation of 5th District’s offender caseload sizes. Their research focused on offenders of various risk levels in Polk County.

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

ORGANIC CARBON CONTENTS AND STOCKS IN PARTICLE SIZE FRACTIONS OF A TYPIC HAPLUDOX FERTILIZED WITH PIG SLURRY AND SOLUBLE FERTILIZER

The use of pig slurry (PS) as fertilizer can affect the soil quality and increase total stocks of soil organic carbon (TOC). However, the effects of PS on TOC amount and forms in the soil are not fully understood, particularly in areas under no-tillage (NT). The purpose of this study was to determine TOC contents and stocks in the particulate (POC) and mineral-associated C fractions (MAC) of an Oxisol after nine years of maize-oat rotation under NT, with annual applications of PS, soluble fertilizer and combined fertilization (pig slurry + soluble fertilizer). The experiment was initiated in 2001 in Campos Novos, Santa Catarina, with the following treatments: PS at rates of 0 (without fertilization - PS0); 25 (PS25); 50 (PS50); 100 (PS100); and 200 m3 ha-1yr-1 (PS200); fertilization with soluble fertilizer (SF); and mixed fertilization (PS + SF). The TOC content was determined in samples of six soil layers to a depth of 40 cm, and the POC and MAC contents in four layers to a depth of 20 cm. From the rate of 50 m3 ha-1yr-1 and upwards, the soil TOC content and stock increased according to the PS rates in the layers to a depth of 10 cm. The POC and MAC contents and stocks were higher in the surface layers, with a clear predominance of the second fraction, but a greater relative amplitude in the contents of the first fraction.

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.