Default contagion risks in Russian interbank market

Systemic risks of default contagion in the Russian interbank market are investigated. The analysis is based on considering the bow-tie structure of the weighted oriented graph describing the structure of the interbank loans. A probabilistic model of interbank contagion explicitly taking into account the empirical bow-tie structure reflecting functionality of the corresponding nodes (borrowers, lenders, borrowers and lenders simultaneously), degree distributions and disassortativity of the interbank network under consideration based on empirical data is developed. The characteristics of contagion-related systemic risk calculated with this model are shown to be in agreement with those of explicit stress tests.Comment: Final version, to appear in Physica

Sensitivity analysis and simulation of a multiserver queueing system with mixed service time distribution

The motivation of mixing distributions in communication/queueing systems modeling is that some input data (e.g., service time in queueing models) may follow several distinct distributions in a single input flow. In this paper, we study the sensitivity of performance measures on proximity of the service time distributions of a multiserver system model with two-component Pareto mixture distribution of service times. The theoretical results are illustrated by numerical simulation of the M/G/c systems while using the perfect sampling approach

Lepton pair production by high-energy neutrino in an external electromagnetic field

The process of the lepton pair production by a neutrino propagating in an external electromagnetic field is investigated in the framework of the Standard Model. Relatively simple exact expression for the probability as the single integral is obtained, which is suitable for a quantitative analysis.Comment: 9 pages, LATEX, 2 PS figures, submitted to Modern Physics Letters

Results of a search for 2β\beta-decay of 136^{136}Xe with high-pressure copper proportional counters in Baksan Neutrino Observatory

The experiment for the 2$\beta$-decay of $^{136}$Xe search with two high-pressure copper proportional counters has been held in Baksan neutrino observatory. The search for the process is based on comparison of spectra measured with natural and enriched xenon. No evidence has been found for 2$\beta$(2$\nu$)- and 2$\beta$(0$\nu$)-decay. The decay half lifetime limit based on data measured during 8000 h is T$_{1/2}$$\geq8.5\cdot10^{21}$yr for 2$\nu$-mode and T$_{1/2}$$\geq3.1\cdot10^{23}$yr for 0$\nu$-mode (90%C.L.).Comment: 9 pages, 8 figures; talk at the NANP'05 Conference; submitted to Phys. At. Nuc

Influence of the photon - neutrino processes on magnetar cooling

The photon-neutrino processes $\gamma e^{\pm} \to e^{\pm} \nu \bar \nu$, $\gamma \to \nu \bar \nu$ and $\gamma \gamma \to \nu \bar \nu$ are investigated in the presence of a strongly magnetized and dense electron-positron plasma. The amplitudes of the reactions $\gamma e^{\pm} \to e^{\pm} \nu \bar \nu$ and $\gamma \gamma \to \nu \bar \nu$ are obtained. In the case of a cold degenerate plasma contributions of the considering processes to neutrino emissivity are calculated. It is shown that contribution of the process $\gamma \gamma \to \nu \bar \nu$ to neutrino emissivity is supressed in comparision with the contributions of the processes $\gamma e^{\pm} \to e^{\pm} \nu \bar \nu$ and $\gamma \to \nu \bar \nu$. The constraint on the magnetic field strength in the magnetar outer crust is obtained.Comment: 8 pages, LaTeX, 2 PS figures, based on the talk presented by D.A. Rumyantsev at the XV International Seminar Quarks'2008, Sergiev Posad, Moscow Region, May 23-29, 2008, to appear in the Proceeding