Rotational kinetics of absorbing dust grains in neutral gas

We study the rotational and translational kinetics of massive particulates (dust grains) absorbing the ambient gas. Equations for microscopic phase densities are deduced resulting in the Fokker-Planck equation for the dust component. It is shown that although there is no stationary distribution, the translational and rotational temperatures of dust tend to certain values, which differ from the temperature of the ambient gas. The influence of the inner structure of grains on rotational kinetics is also discussed.Comment: REVTEX4, 20 pages, 2 figure

Ruin and Deficit Under Claim Arrivals with the Order Statistics Property

We consider an insurance risk model with extended flexibility, under which claims arrive according to a point process with an order statistics (OS) property, their amounts may have any joint distri- bution and the premium income is accumulated following any non- decreasing, possibly discontinuous real valued function. We generalize the definition of an OS point process, assuming it is generated by an arbitrary cdf allowing jump discontinuities, which corresponds to an arbitrary (possibly discontinuous) claim arrival cumulative intensity function. The latter feature is appealing for insurance applications since it allows to consider clusters of claims arriving instantaneously. Under these general assumptions, a closed form expression for the joint distribution of the time to ruin and the deficit at ruin is derived, which remarkably involves classical Appell polynomials. Corollaries of our main result generalize previous non-ruin formulas e.g., those obtained by Ignatov and Kaishev (2000, 2004, 2006) and Lef`evre and Loisel (2009) for the case of stationary Poisson claim arrivals and by Lef`evre and Picard (2011, 2014), for OS claim arrivals

Operational risk and insurance: a ruin probabilistic reserving approach

A new methodology for financial and insurance operational risk capital estimation is proposed. It is based on using the finite time probability of (non-)ruin as an operational risk measure, within a general risk model. It allows for inhomogeneous operational loss frequency (dependent inter-arrival times) and dependent loss severities which may have any joint discrete or continuous distribution. Under the proposed methodology, operational risk capital assessment is viewed not as a one off exercise, performed at some moment of time, but as dynamic reserving, following a certain risk capital accumulation function. The latter describes the accumulation of risk capital with time and may be any nondecreasing, mpositive real function hHtL. Under these reasonably general assumptions, the probability of mnon-ruin is explicitly expressed using closed form expressions, derived by Ignatov and Kaishev (2000, 2004, 2007) and Ignatov, Kaishev and Krachunov (2001) and by setting it to a high enough preassigned mvalue, say 0.99, it is possible to obtain not just a value for the capital charge but a (dynamic) risk capital accumulation strategy, hHtL. In view of its generality, the proposed methodology is capable of accommodating any (heavy tailed) mdistributions, such as the Generalized Pareto Distribution, the Lognormal distribution the g-and-h mdistribution and the GB2 distribution. Applying this methodology on numerical examples, we demonstrate that dependence in the loss severities may have a dramatic effect on the estimated risk capital. In addition, we show also that one and the same high enough survival probability may be achieved by mdifferent risk capital accumulation strategies one of which may possibly be preferable to accumulating capital just linearly, as has been assumed by Embrechts et al. (2004). The proposed methodology takes into account also the effect of insurance on operational losses, in which case it is proposed to take the probability of joint survival of the financial institution and the insurance provider as a joint operational risk measure. The risk capital allocation strategy is then obtained in such a way that the probability of joint survival is equal to a preassigned high enough value, say 99.9

Interaction between dust grains near a conducting wall

The effect of the conducting electrode on the interaction of dust grains in a an ion flow is discussed. It is shown that two grains levitating above the electrode at the same height may attract one another. This results in the instability of a dust layer in a plasma sheath.Comment: 9 pages. 3 figures. Submitted to Plasma Physics Report

Effect of ionization/recombination processes on the electrical interactions between positively charged particles in highly collisional plasmas

The effect of ionization and recombination processes on the electrical interactions between a pair of small charged particles in highly collisional plasmas is discussed. In particular, it is shown that these processes suppress the long-range attraction between positively charged particles. The condition corresponding to the vanishing of attraction is derived. The role of the effect for conditions of existing experiments is estimated

Ruin and deficit at ruin under an extended order statistics risk process

We consider an insurance risk model with extended flexibility, under which claims arrive according to a point process with an order statistics (OS) property, their amounts may have any joint distribution and the premium income is accumulated following any nondecreasing, possibly discontinuous real valued function. We generalize the definition of an OS point process, assuming it is generated by an arbitrary cdf, allowing jump discontinuities which corresponds to an arbitrary (possibly discontinuous) claim arrival cumulative intensity function. The latter feature is appealing for insurance applications since it allows to consider clusters of claims arriving instantaneously. Under these general assumptions, a closed form expression for the joint distribution of the time to ruin and the deficit at ruin is derived, which remarkably involves classical Appell polynomials. Corollaries of our main result generalize previous non-ruin formulas e.g., those obtained by Ignatov and Kaishev (2000, 2004, 2006) and Lef`evre and Loisel (2009) for the case of stationary Poisson claim arrivals and by Lef`evre and Picard (2011, 2014), for OS claim arrivals

Dynamic Fano Resonance of Quasienergy Excitons in Superlattices

The dynamic Fano resonance (DFR) between discrete quasienergy excitons and sidebands of their ionization continua is predicted and investigated in dc- and ac-driven semiconductor superlattices. This DFR, well controlled by the ac field, delocalizes the excitons and opens an intrinsic decay channel in nonlinear four-wave mixing signals.Comment: 4pages, 4figure

Stationary Velocity and Charge Distributions of Grains in Dusty Plasmas

Within the kinetic approach velocity and charge distributions of grains in stationary dusty plasmas are calculated and the relations between the effective temperatures of such distributions and plasma parameters are established. It is found that the effective temperature which determines the velocity grain distribution could be anomalously large due to the action of accelerating ionic bombarding force. The possibility to apply the results obtained to the explanation of the increasing grain temperature in the course of the Coulomb-crystal melting by reduction of the gas pressure is discussed. This paper was received by Phys.Rev.Lett. on 11 August 1999. As potential referees the authors offered to Editor the following persons: V.N.Tsytovich, Russia; R.Bingham, UK; D.Resendes, Portugal; G.Morfill, P.Shukla, Y.M.Yu., Germany.Comment: 8 pages, no figure

Radiometric force in dusty plasmas

A radiofrequency glow discharge plasma, which is polluted with a certain number of dusty grains, is studied. In addition to various dusty plasma phenomena, several specific colloidal effects should be considered. We focus on radiometric forces, which are caused by inhomogeneous temperature distribution. Aside from thermophoresis, the role of temperature distribution in dusty plasmas is an open question. It is shown that inhomogeneous heating of the grain by ion flows results in a new photophoresis like force, which is specific for dusty discharges. This radiometric force can be observable under conditions of recent microgravity experiments.Comment: 4 pages, amsmat