Taking individual heterogeneity in mortality risks into account in demographic studies of wild animal populations: development and use of statistical models.

The Cormarck-Jolly-Seber model incorporating frailty implemented in WinBUGS, using the 9000 kittiwake’s dataset monitorized during 22 years, showed that the convergence is very low over computational view. We developed different kind of multistate model, considering independence/dependence between random effect of breeding and survival probability. The last part of the work was dedicated to model selection with Bayesian framework

Estimation of Risk-Neutral Density Surfaces

Option price data is often used to infer risk-neutral densities for future prices of an underlying asset. Given the prices of a set of options on the same underlying asset with different strikes and maturities, we propose a nonparametric approach for estimating risk-neutral densities associated with several maturities. Our method uses bicubic splines in order to achieve the desired smoothness for the estimation and an optimization model to choose the spline functions that best fit the price data. Semidefinite programming is employed to guarantee the nonnegativity of the densities. We illustrate the process using synthetic option price data generated using log-normal and absolute diffusion processes as well as actual price data for options on the S&P500 index. We also used the risk-neutral densities that we computed to price exotic options and observed that this approach generates prices that closely approximate the market prices of these options.

Synthesis and properties of Co-doped titanate nanotubes and their optical sensitization with methylene blue

Here we report on a novel chemical route to synthesize homogenous cobalt doped titanate nanotubes (CoTNT), using an amorphous Co-doped precursor. The influence of the synthesis temperature, autoclave dwell time and metal doping on the structural and microstructural as well as on the optical properties of the synthesized titanate nanotubes is studied and discussed. The optical band gaps of the CoTNT samples are red shifted in comparison with the values determined for the undoped samples, such red shifts bringing the absorption edge of the CoTNT samples into the visible region. CoTNT materials also demonstrate particular high adsorption ability for methylene blue, the amount of the adsorbed dye being higher than the one predictable for a monolayer formation. This suggests the possibility of intercalation of the dye molecule between the TiO6 layers of the TNT structure. It is also shown that the methylene blue sensitized Co-doped nanostructures are highly stable under UV radiation and present a strong and broad absorption in the visible region.Comment: 31 pages, 3 tables, 7 figure

Negative modes and the thermodynamics of Reissner-Nordström black holes

We analyse the problem of negative modes of the Euclidean section of the Reissner-Nordstr\"om black hole in four dimensions. We find analytically that a negative mode disappears when the specific heat at constant charge becomes positive. The sector of perturbations analysed here is included in the canonical partition function of the magnetically charged black hole. The result obeys the usual rule that the partition function is only well-defined when there is local thermodynamical equilibrium. We point out the difficulty in quantising Einstein-Maxwell theory, where the so-called conformal factor problem is considerably more intricate. Our method, inspired by hep-th/0608001, allows us to decouple the divergent gauge volume and treat the metric perturbations sector in a gauge-invariant way

Boost the Impact of Continuous Formal Verification in Industry

Software model checking has experienced significant progress in the last two decades, however, one of its major bottlenecks for practical applications remains its scalability and adaptability. Here, we describe an approach to integrate software model checking techniques into the DevOps culture by exploiting practices such as continuous integration and regression tests. In particular, our proposed approach looks at the modifications to the software system since its last verification, and submits them to a continuous formal verification process, guided by a set of regression test cases. Our vision is to focus on the developer in order to integrate formal verification techniques into the developer workflow by using their main software development methodologies and tools.Comment: 7 page

Fractional ℏ\hbar-scaling for quantum kicked rotors without cantori

Previous studies of quantum delta-kicked rotors have found momentum probability distributions with a typical width (localization length $L$) characterized by fractional $\hbar$-scaling, ie $L \sim \hbar^{2/3}$ in regimes and phase-space regions close to `golden-ratio' cantori. In contrast, in typical chaotic regimes, the scaling is integer, $L \sim \hbar^{-1}$. Here we consider a generic variant of the kicked rotor, the random-pair-kicked particle (RP-KP), obtained by randomizing the phases every second kick; it has no KAM mixed phase-space structures, like golden-ratio cantori, at all. Our unexpected finding is that, over comparable phase-space regions, it also has fractional scaling, but $L \sim \hbar^{-2/3}$. A semiclassical analysis indicates that the $\hbar^{2/3}$ scaling here is of quantum origin and is not a signature of classical cantori.Comment: 5 pages, 4 figures, Revtex, typos removed, further analysis added, authors adjuste