Forward transition rates

The idea of forward rates stems from interest rate theory. It has natural connotations to transition rates in multi-state models. The generalization from the forward mortality rate in a survival model to multi-state models is non-trivial and several definitions have been proposed. We establish a theoretical framework for the discussion of forward rates. Furthermore, we provide a novel definition with its own logic and merits and compare it with the proposals in the literature. The definition turns the Kolmogorov forward equations inside out by interchanging the transition probabilities with the transition intensities as the object to be calculated.Comment: Revision of manuscript. The manuscript now contains a section on 'Forward-thinking and actuarial practice'. Furthermore, we have corrected typos and re-written certain sentences to improve readability and accurac

Slow-light enhanced optical detection in liquid-infiltrated photonic crystals

Slow-light enhanced optical detection in liquid-infiltrated photonic crystals is theoretically studied. Using a scattering-matrix approach and the Wigner-Smith delay time concept, we show that optical absorbance benefits both from slow-light phenomena as well as a high filling factor of the energy residing in the liquid. Utilizing strongly dispersive photonic crystal structures, we numerically demonstrate how liquid-infiltrated photonic crystals facilitate enhanced light-matter interactions, by potentially up to an order of magnitude. The proposed concept provides strong opportunities for improving existing miniaturized absorbance cells for optical detection in lab-on-a-chip systems.Comment: Paper accepted for the "Special Issue OWTNM 2007" edited by A. Lavrinenko and P. J. Robert

On the Cost-of-Capital Rate under Incomplete Market Valuation

In this paper we discuss the concept of the cost-of-capital (CoC) rate for an insurance company as an equilibrium in the economic triangle of policyholders, shareholders, and the regulator. This provides a possible rationalization and an economic foundation for a quantity that is widely used in practice but whose value is typically neither technically nor economically well justified. We show how it can be well founded in such a triangular equilibrium. Under a simple one-period model and a valuation procedure of a two-price economy for illiquid assets we provide a corresponding economic-theoretical quantification for the CoC rate. The resulting rates are illustrated by a number of concrete numerical examples.ISSN:0022-4367ISSN:1539-697

Trapping Majorana Zero Modes in Vortices of Magnetic Texture Crystals Coupled to Nodal Superconductors

We propose a mechanism for opening a full bulk energy gap and inducing vortex Majorana zero modes (MZMs) in nodal superconductors (SCs). We show that this becomes possible by coupling the nodal SC of interest to a magnetic texture crystal. The latter consists of superpositions of magnetic textures which repeat periodically in space according to suitable wave vectors that enable spin-flip scattering between all pairs of nodes of the SC, and thus open a full gap in its bulk energy spectrum. In this event, MZMs can be trapped in spin or shift vortices introduced in the magnetic texture crystal. Our approach is generic and applies to nodal SCs of spin-singlet, -triplet, or -mixed type of pairing. Therefore, it promises to find application in a variety of nodal SCs, where the magnetic textures appear either spontaneously due to electron-electron interactions, or are imposed by nanomagnets, or become induced by coupling to a lattice of localized magnetic moments.Comment: 17 pages, 5 Figures. Modified title and text. Extended version with new results on the experimental realization. Applications regarding hybrid devices will be discussed elsewher

Disorder-induced electronic nematicity

We expose the theoretical mechanisms underlying disorder-induced nematicity in systems exhibiting strong fluctuations or ordering in the nematic channel. Our analysis consists of a symmetry-based Ginzburg-Landau approach and associated microscopic calculations. We show that a single featureless point-like impurity induces nematicity locally, already above the critical nematic transition temperature. The persistence of fourfold rotational symmetry constrains the resulting disorder-induced nematicity to be inhomogeneous and spatially average to zero. Going beyond the single impurity case, we discuss the effects of finite disorder concentrations on the appearance of nematicity. We identify the conditions that allow disorder to enhance the nematic transition temperature, and we provide a concrete example. The presented theoretical results can explain a large series of recent experimental discoveries of disorder-induced nematic order in iron-based superconductors.Comment: 5 pages, 3 figures, and Supplementary Materia

Greenland ice core “signal” characteristics: An expanded view of climate change

The last millenium of Earth history is of particular interest because it documents the environmental complexities of both natural variability and anthropogenic activity. We have analyzed the major ions contained in the Greenland Ice Sheet Project 2 (GISP 2) ice core from the present to ∼674 A.D. to yield an environmental reconstruction for this period that includes a description of nitrogen and sulfur cycling, volcanic emissions, sea salt and terrestrial influences. We have adapted and extended mathematical procedures for extracting sporadic (e.g., volcanic) events, secular trends, and periodicities found in the data sets. Finally, by not assuming that periodic components (signals) were “stationary” and by utilizing evolutionary spectral analysis, we were able to reveal periodic processes in the climate system which change in frequency, “turn on,” and “turn off” with other climate transitions such as\u27that between the little ice age and the medieval warm period

Reduced glutathione as a physiological co-activator in the activation of peptidylarginine deiminase

BACKGROUND: Citrullination catalysed by peptidylarginine deiminases (PADs) plays an important pathogenic role in anti-citrullinated protein antibody (ACPA)-positive rheumatoid arthritis (RA) and, possibly, several other inflammatory diseases. Non-physiological reducing agents such as dithiothreitol (DTT) are normally added to the reaction buffer when determining PAD activity in vitro. We investigated the ability of reduced glutathione (GSH), the most abundant intracellular small-molecule thiol in vivo, to activate PADs. METHODS: Activity of recombinant human (rh) PAD2 and PAD4, PADs contained in synovial fluid (SF) samples from RA patients and PADs released from phorbol 12-myristate 13-acetate (PMA)-stimulated cells was measured using an in-house PAD activity assay detecting citrullination of fibrinogen. RESULTS: No activity of rhPAD2, rhPAD4 or PADs within SF was observed without addition of an exogenous reducing agent. Activity of both recombinant and SF PAD was observed in the presence of 1 mM DTT or 10–15 mM GSH. Following stimulation with PMA, human isolated leucocytes, but not mononuclear cells, released enzymatically active PAD, the activity of which was abolished upon pre-incubation of the cells with the glutathione reductase inhibitor 2-AAPA. No PAD activity was observed in the corresponding supernatants, but addition of exogenous GSH restored activity. CONCLUSIONS: Catalytic activity of PAD requires reducing conditions. GSH meets this requirement at concentrations comparable with those found within cells. Active PAD, reduced by GSH, is released from PMA-stimulated granulocytes, but becomes inactivated in the extracellular space

Holocene volcanic history as recorded in the sulfate stratigraphy of the European Project for Ice Coring in Antarctica Dome C (EDC96) ice core

A detailed history of Holocene volcanism was reconstructed using the sulfate record of the European Project for Ice Coring in Antarctica Dome C (EDC96) ice core. This first complete Holocene volcanic record from an Antarctic core provides a reliable database to compare with long records from Antarctic and Greenland ice cores. A threshold method based on statistical treatment of the lognormal sulfate flux distribution was used to differentiate volcanic sulfate spikes from sulfate background concentrations. Ninety-six eruptions were identified in the EDC96 ice core during the Holocene, with a mean of 7.9 events per millennium. The frequency distribution (events per millennium) showed that the last 2000 years were a period of enhanced volcanic activity. EDC96 volcanic signatures for the last millennium are in good agreement with those recorded in other Antarctic ice cores. For older periods, comparison is in some cases less reliable, mainly because of dating uncertainties. Sulfate depositional fluxes of individual volcanic events vary greatly among the different cores. A volcanic flux normalization (volcanic flux/Tambora flux ratio) was used to evaluate the relative intensity of the same event recorded at different sites in the last millennium. Normalized flux variability for the same event showed the highest value in the 1100–1500 AD period. This pattern could mirror changes in regional transport linked to climatic variations such as slight warming stages in the Southern Hemisphere (Southern Hemisphere Medieval Warming–like period?)

Bolometric detection of Josephson radiation

One of the most promising approaches towards large-scale quantum computation uses devices based on many Josephson junctions. Yet, even today, open questions regarding the single junction remain unsolved, such as the detailed understanding of the quantum phase transitions, the coupling of the Josephson junction to the environment or how to improve the coherence of a superconducting qubit. Here we design and build an engineered on-chip reservoir connected to a Josephson junction that acts as an efficient bolometer for detecting the Josephson radiation under non-equilibrium, that is, biased conditions. The bolometer converts the a.c. Josephson current at microwave frequencies up to about 100 GHz into a temperature rise measured by d.c. thermometry. A circuit model based on realistic parameter values captures both the current–voltage characteristics and the measured power quantitatively. The present experiment demonstrates an efficient, wide-band, thermal detection scheme of microwave photons and provides a sensitive detector of Josephson dynamics beyond the standard conductance measurements