Method for analyzing radiation sensitivity of integrated circuits

A method for analyzing the radiation sensitivity of an integrated circuit is described to determine the components. The application of a narrow radiation beam to portions of the circuit is considered. The circuit is operated under normal bias conditions during the application of radiation in a dosage that is likely to cause malfunction of at least some transistors, while the circuit is monitored for failure of the irradiated transistor. When a radiation sensitive transistor is found, then the radiation beam is further narrowed and, using a fresh integrated circuit, a very narrow beam is applied to different parts of the transistor, such as its junctions, to locate the points of greatest sensitivity

On large deviation regimes for random media models

The focus of this article is on the different behavior of large deviations of random subadditive functionals above the mean versus large deviations below the mean in two random media models. We consider the point-to-point first passage percolation time $a_n$ on $\mathbb{Z}^d$ and a last passage percolation time $Z_n$. For these functionals, we have $\lim_{n\to\infty}\frac{a_n}{n}=\nu$ and $\lim_{n\to\infty}\frac{Z_n}{n}=\mu$. Typically, the large deviations for such functionals exhibits a strong asymmetry, large deviations above the limiting value are radically different from large deviations below this quantity. We develop robust techniques to quantify and explain the differences.Comment: Published in at http://dx.doi.org/10.1214/08-AAP535 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org

Credit default swaps and financial stability: risks and regulatory issues.

The credit default swap (CDS) market has grown much faster than other derivatives markets since its inception. Even though it is dwarfed by the interest rate derivatives market, which is eight times larger, its growth has affected the stability of the financial system. CDS were originally designed as a risk transfer tool to allow investors to hedge their position in the debt of a reference entity, but much of the activity in this market is also speculative (Olléon-Assouan, 2004). Risk management in the CDS market has certainly improved significantly, reflected in the fact that gross notional volumes have fallen remarkably as a result of trade compression. Nevertheless there is still no accurate indication of how much risk has actually been transferred with these instruments, and this is a major concern for financial stability. Even a rough estimate of market size ranges from USD 29 trillion to USD 38 trillion at end-2008. Clarifying and harmonising information is vitally important, particularly since the uncertainty surrounding market participants’ risk exposure contains the seeds of systemic contagion. There is now a pressing need for better market supervision based on the active participation of regulators. The task has already been made easier by a number of public and private initiatives aimed at improving the functioning of the market and monitoring risks more effectively. The most tangible evidence of these combined efforts can be found in various plans for a clearinghouse that emerged in 2008 and 2009. Aside from its practical limitations, however, this solution cannot be extended to all CDS classes. And regulators still face the sizeable challenge of assessing overall counterparty risk on the CDS market and preventing concentration and formation of systemic exposures.

THRESHOLD MODELS IN THEORY AND PRACTICE

Threshold models have gained much recent attention in applied economics for modeling nonlinear behavior. The appeal for these models is due in part to the observable pattern that many economic variables follow, such as asymmetric adjustment towards equilibrium. This paper reviews the literature and provides links to software programs.Research Methods/ Statistical Methods,