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My knowledge of quantum mechanics is rather limited, but what I always understood was that Bosons have integer spins and Fermions have half-integer spins.
My question is very simple: the Majorana particle has no spin according to this paper and this Physics Today article which (without wanting to go into a philosophical mathematical discussion) I would call integer spin. That would make the particle a Boson. So what is the reason that the particle is classified as a Fermion?
Majorana fermions are by definition fermions which are their own antiparticles, i.e. the do have spin and it's 1/2. An introduction to these fermions can be for example found here: http://arxiv.org/abs/0806.1690. In contrast bosons are their own antiparticles, e.g. photons, i.e. one does not need a "Majorana-boson" definition.
Now, one has to say that these Majorana fermions have not been observed in nature except as quasiparticle excitations in seminconductors.
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