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    Combined quantum state preparation and laser cooling of a continuous beam of cold atoms

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    We use two-laser optical pumping on a continuous atomic fountain in order to prepare cold cesium atoms in the same quantum ground state. A first laser excites the F=4 ground state to pump the atoms toward F=3 while a second pi-polarized laser excites the F=3 -> F'=3 transition of the D2 line to produce Zeeman pumping toward m=0. To avoid trap states, we implement the first laser in a 2D optical lattice geometry, thereby creating polarization gradients. This configuration has the advantage of simultaneously producing Sisyphus cooling when the optical lattice laser is tuned between the F=4 -> F'=4 and F=4 -> F'=5 transitions of the D2 line, which is important to remove the heat produced by optical pumping. Detuning the frequency of the second pi-polarized laser reveals the action of a new mechanism improving both laser cooling and state preparation efficiency. A physical interpretation of this mechanism is discussed.Comment: Minor changes according to the recommendations of the referee: - Corrected Fig.1. - Split the graph of Fig.6 for clarity. - Added one reference. - Added two remarks in the conclusion. - Results unchange

    Why a decedent should be treated better than a sack of flour: Shortcomings in pennsylvania post-mortem rights

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    Aligning capital with risk

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    The interaction of capital and risk is of primary interest in the corporate governance of banks as it links operational profitability and strategic risk management. Senior executives understand that their organization's monitoring system strongly affects the behaviour of managers and employees. Typical instruments used by senior executives to focus on strategy are balanced scorecards with objectives for performance and risk management, including an according payroll process. A top-down capital-at-risk concept gives the executive board the desired control of the operative behaviour of all risk takers. It guarantees uniform compensations for business risks taken in any division or business area. The standard theory of cost-of-capital assumes standardized assets. Return distributions are equally normalized to a one-year risk horizon. It must be noted that risk measurement and management for any individual risk factor has a bottom-up design. The typical risk horizon for trading positions is 10 days, 1 month for treasury positions, 1 year for operational risks and even longer for credit risks. My contribution to the discussion is as follows: in the classical theory, one determines capital requirements and risk measurement using a top-down approach, without specifying market and regulation standards. In my thesis I show how to close the gap between bottom-up risk modelling and top-down capital alignment. I dedicate a separate paper to each risk factor and its application in risk capital management
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