Limit theorems for weighted functionals of cyclical long-range dependent random fields

The paper investigates isotropic random fields for which the spectral density is unbounded at some frequencies. Limit theorems for weighted functionals of these random fields are established. It is shown that for a wide class of functionals, which includes the Donsker scheme, the limit is not affected by singularities at non-zero frequencies. For general schemes, in contrast to the Donsker line, we demonstrate that the singularities at non-zero frequencies play a role even for linear functionals.Comment: 19 pages, 2 figures. This is an Author's Accepted Manuscript of an article in the Stochastic Analysis and Applications, Vol. 31, No. 2. (2013), 199--213. [copyright Taylor \& Francis], available online at: http://www.tandfonline.com/ [DOI:10.1080/07362994.2013.741410

Is the Sun a Long Period Variable

The inventory of atmospheric radiocarbon exhibits quasi-periodic variations of mean period of bar-lambda=269 years over the entire 9000 year record. But the period is inconstant and subject to random variability (sigma m exp. 1/2 = 119 years). The radiocarbon maxima correspond to the quasiperiodic extension of the Maunder minimum throughout the Holocene and resolve the long-standing issue of Maunder cyclicity. The radiocarbon maxima are amplitude modulated by the approx. 2300 year period and thus vary significantly in peak value. The approx. 2300 year period in turn appears to not be modulated by the secular geomagnetic variation. Detection of a Maunder-like sequence of minima in tree ring growth of Bristlecone pine and its correlation with the Maunder (1890, 1922) cyclicity in the radiocarbon record supports the inference that solar forcing of the radiocarbon record is accompanied by a corresponding forcing of growth of timberline Bristlecone pine. Because of the random component of the Maunder period, prediction of climate, if tied to the Maunder cycle other than probabilistically, is significantly hindered. For the mean Maunder period of 269 years, the probability is 67 percent that a given climatic maximum lies anywhere between 150 and 388 years

Experimental evidence that livestock grazing intensity affects cyclic vole population regulation processes

Peer reviewedPublisher PD

A relational approach to knowledge spillovers in biotech. Network structures as drivers of inter-organizational citation patterns

In this paper, we analyze the geography of knowledge spillovers in biotech by investigating the way in which knowledge ties are organized. Following a relational account on knowledge spillovers, we depict knowledge networks as complex evolving structures that build on pre-existing knowledge and previously formed ties. In economic geography, there is still little understanding of how structural network forces (like preferential attachment and closure) shape the structure and formation of knowledge spillover networks in space. Our study investigates the knowledge spillover networks of biotech firms by means of inter-organizational citation patterns based on USPTO biotech patents in the years 2008-2010. Using a Stochastic Actor-Oriented Model (SAOM), we explain the driving forces behind the decision of actors to cite patents produced by other actors. Doing so, we address directly the endogenous forces of knowledge dynamics.knowledge spillovers, network structure, patent citations, biotech, proximity

Moving forward in circles: challenges and opportunities in modelling population cycles

Population cycling is a widespread phenomenon, observed across a multitude of taxa in both laboratory and natural conditions. Historically, the theory associated with population cycles was tightly linked to pairwise consumer–resource interactions and studied via deterministic models, but current empirical and theoretical research reveals a much richer basis for ecological cycles. Stochasticity and seasonality can modulate or create cyclic behaviour in non-intuitive ways, the high-dimensionality in ecological systems can profoundly influence cycling, and so can demographic structure and eco-evolutionary dynamics. An inclusive theory for population cycles, ranging from ecosystem-level to demographic modelling, grounded in observational or experimental data, is therefore necessary to better understand observed cyclical patterns. In turn, by gaining better insight into the drivers of population cycles, we can begin to understand the causes of cycle gain and loss, how biodiversity interacts with population cycling, and how to effectively manage wildly fluctuating populations, all of which are growing domains of ecological research

The Expected Norm of a Sum of Independent Random Matrices: An Elementary Approach

In contemporary applied and computational mathematics, a frequent challenge is to bound the expectation of the spectral norm of a sum of independent random matrices. This quantity is controlled by the norm of the expected square of the random matrix and the expectation of the maximum squared norm achieved by one of the summands; there is also a weak dependence on the dimension of the random matrix. The purpose of this paper is to give a complete, elementary proof of this important, but underappreciated, inequality.Comment: 20 page

Responses of generalist invertebrate predators to pupal densities of autumnal and winter moths under field conditions

1. Generalist natural enemies are usually not considered as being capable of causing population cycles in forest insects, but they may influence the population dynamics of their prey in the low density cycle phase when specialist enemies are largely absent. 2. In the present field study, the total response of the generalist invertebrate predator community to experimentally established pupal densities of the closely related autumnal (Epirrita autumnata) and winter moths (Operophtera brumata) was analysed. 3. Due to the high amount of variation in the dataset, the exact shape of the response curve could not be convincingly estimated. Nevertheless, two important conclusions can be drawn from the analyses. 4. Firstly, the natural invertebrate predator community seems to become saturated at rather low densities of both autumnal and winter moth pupae. Secondly, the predator community seems to become saturated at much lower densities of autumnal than of winter moth pupae. 5. Furthermore, pupal mass was significantly negatively correlated with invertebrate predation probability in autumnal moth pupae. 6. These results indicate that differences in the predator assemblage being able to consume pupae of the two moth species, as well as different handling times, could be responsible for the substantially higher predation rates in winter than in autumnal moth pupae. 7. As a consequence, the population dynamics of autumnal moths might be less affected by generalist invertebrate predators than those of winter moths, as autumnal moths seem able to escape from the regulating influence of generalist predators at much lower population densities than winter moths

Term Structure and Cyclicity of Value-at-Risk: Consequences for the Solvency Capital Requirement

This paper explores empirically the link between French equities returns Value-at-Risk (VaR) and the state of financial markets cycle. The econometric analysis is based on a simple vector autoregression setup. Using quarterly data from 1970Q4 to 2008Q3, it turns out that the k-year VaR of French equities is strongly dependent on the cycle phase: the expected losses as measured by the VaR are twice smaller in recession times than expansion periods. These results strongly suggest that the European rules regarding the solvency capital requirements for insurance companies should adapt to the state of the financial market’s cycle. To this end, we propose a cycle-dependent measure of the Solvency Capital Requirement.expected equities returns, Value at Risk, investment horizon, vector auto-regression