Translucent molecular clouds: Theory and observations

Few suitable stars behind molecular clouds have been identified. A limited survey was performed of interstellar lines toward highly reddened stars in the southern sky, using the ESO 1.4 m CAT telescope with a Reticon detector, and the Cerro Tololo 4 m telescope equipped with a GEC charge coupled device (CCD) detector. Because of the reduced extinction at longer wavelengths, molecules were searched for with transitions in the red part of the spectrum such as C2 and CN. For some lines-of-sight for which C2 was detected, the 4300 A line of CH was also observed. Absorption lines of interstellar C2 around 8750 A were detected in the spectra of about 1/4 of the 36 observed stars. The inferred C2 column densities range between 10 to the 13th power and 10 to the 14th power sq. cm., and are up to an order of magnitude larger than those found for diffuse clouds. The observed column densities of CH correlate very well with those of C2 over this range. In contrast, the measured column densities of CN vary by orders of magnitude between the various regions, and they do not correlate with those of C2 and CH. The observed rotational population distribution of C2 also provides information about the physical conditions in the clouds. Models of translucent molecular clouds have been constructed along the lines described by van Dishoeck and Black (1986) for diffuse clouds. The models compute accurately the fractions of atomic and molecular hydrogen as functions of depth into the clouds, as well as the excitation of H2 by ultraviolet pumping. They also incorporate a detailed treatment of the photodissociation processes of the molecules (cf. van Dishoeck 1986), which play an important role in the chemistry up to depths of about 3 mag

Calcium kinetics in Vitamin D deficiency rickets

No Abstrac

ILO : A Voice From Mummyland

https://digitalcommons.library.umaine.edu/mmb-vp/3195/thumbnail.jp

Option Pricing Formulas based on a non-Gaussian Stock Price Model

Options are financial instruments that depend on the underlying stock. We explain their non-Gaussian fluctuations using the nonextensive thermodynamics parameter $q$. A generalized form of the Black-Scholes (B-S) partial differential equation, and some closed-form solutions are obtained. The standard B-S equation ($q=1$) which is used by economists to calculate option prices requires multiple values of the stock volatility (known as the volatility smile). Using $q=1.5$ which well models the empirical distribution of returns, we get a good description of option prices using a single volatility.Comment: final version (published

Portfolio Optimization and the Random Magnet Problem

Diversification of an investment into independently fluctuating assets reduces its risk. In reality, movement of assets are are mutually correlated and therefore knowledge of cross--correlations among asset price movements are of great importance. Our results support the possibility that the problem of finding an investment in stocks which exposes invested funds to a minimum level of risk is analogous to the problem of finding the magnetization of a random magnet. The interactions for this ``random magnet problem'' are given by the cross-correlation matrix {\bf \sf C} of stock returns. We find that random matrix theory allows us to make an estimate for {\bf \sf C} which outperforms the standard estimate in terms of constructing an investment which carries a minimum level of risk.Comment: 12 pages, 4 figures, revte