Asymptotic lower bounds in estimating jumps

We study the problem of the efficient estimation of the jumps for stochastic processes. We assume that the stochastic jump process $(X_t)_{t\in[0,1]}$ is observed discretely, with a sampling step of size $1/n$. In the spirit of Hajek's convolution theorem, we show some lower bounds for the estimation error of the sequence of the jumps $(\Delta X_{T_k})_k$. As an intermediate result, we prove a LAMN property, with rate $\sqrt{n}$, when the marks of the underlying jump component are deterministic. We deduce then a convolution theorem, with an explicit asymptotic minimal variance, in the case where the marks of the jump component are random. To prove that this lower bound is optimal, we show that a threshold estimator of the sequence of jumps $(\Delta X_{T_k})_k$ based on the discrete observations, reaches the minimal variance of the previous convolution theorem.Comment: Published in at http://dx.doi.org/10.3150/13-BEJ515 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm

Spatial externality and indeterminacy

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Ecoute microsismique appliquée aux versants instables, exemple des ruines de Séchilienne (Isère, 38)

International audienceField observations and movements measured since 1985 by the Lyon CETE (Public works regional engineering office) monitoring system at the Ruines de Séchilienne show that the slope deformation and fault mechanisms are complex. To provide a deeper understanding of these mechanisms, INERIS has been investigating the site through the instrumentation of deep drillholes since 2009. An experimental multi-parameter monitoring system was installed on the western edge of the large active zone. It uses an integrated technology platform which combines microseismic, geotechnical, hydrogeological, meteorological and 3D displacements. The article outlines the objectives and the methodology applied by INERIS to meet the requirements of early warning multi-parameter systems applied to unstable rock slopes. The studied site and the main characteristics of the system are presented. Items dealing with the system calibration and characterization data are described and preliminary data are givenLes observations et les mouvements mesurés, depuis 1985, par le système de surveillance du CETE de Lyon sur le mouvement des Ruines de Séchilienne, montrent que les mécanismes de déformation et rupture du versant sont complexes. Pour progresser dans la compréhension de ces mécanismes, l'INERIS contribue depuis 2009 aux investigations menées sur le site par forages profonds. Un système d'observation multi-paramètres a ainsi été installé en bordure Ouest de la zone active. Il fait appel à une plateforme technologique intégrée qui combine des mesures microsismiques, géotechniques, hydrologiques, météorologiques et des mesures de déplacement tridimensionnel. L'article décrit les objectifs de la démarche et la méthodologie mise en oeuvre par l'INERIS pour répondre aux exigences des systèmes d'alerte précoce multi-paramètres, appliqués aux mouvements de versants instables. Le site d'étude et les principales caractéristiques du dispositif sont présentés. Des considérations sur le calibrage du système et la qualification des données sont décrites et les premières données sont présentées

Effective water/water contact angle at the base of an impinging jet

The base of a jet impinging on an ultrapure water bath is studied experimentally. At the impact point, a train of capillary waves develops along the jet. By performing Particle Tracking Velocity measurements, we show that there is a boundary layer separation between the jet and the meniscus. We thus describe the shape of this meniscus with a hydrostatic model. A striking observation is the existence of an effective non-zero water/water contact angle between the jet and the meniscus. The rationalization of this finite contact angle requires a full description of the shape of the interface. By doing an analytical matching between the meniscus and the jet, we show that the capillary waves can be considered as reflected waves present to ensure pressure continuity. It is finally shown that the value of the apparent contact angle is fixed by energy minimization, with an excellent agreement between prediction and experiment for small jets

Dual gas and oil dispersions in water: production and stability of foamulsion

International audienceIn this study we have investigated mixtures of oil droplets and gas bubbles and show that the oil can have two very different roles, either suppressing foaming or stabilising the foam. We have foamed emulsions made from two different oils (rapeseed and dodecane). For both oils the requirement for the creation of foamulsions is the presence of surfactant above a certain critical threshold, independent of the concentration of oil present. Although the foamability is comparable, the stability of the foamed emulsions is very different for the two oils studied. Varying a few simple parameters gives access to a wide range of behaviours, indeed three different stability regimes are observed: a regime with rapid collapse (within a few minutes), a regime where the oil has no impact, and a regime of high stability. This last regime occurs at high oil fraction in the emulsion, and the strong slowing down of ageing processes is due to the confinement of packed oil droplets between bubbles. We thus show that a simple system consisting of surfactant, water, oil and gas is very versatile and can be controlled by choosing the appropriate physical chemical parameters

Role of Financial Stability in Synchronising Real and Financial Cycle in CEMAC

The issue of synchronisation of economic cycle face the difficulty of framing factors that affect the different phases of the cycle This paper aim to highlight the role plays by financial stability in the synchronisation of financial and real cycles The analysis is carried out by measuring the impact of financial stability on the synchronisation of the different components of real and financial cycles Using panel VAR models impulse response functions based on Monte Carlo simulations were exploited to measure these effects Data from the BEAC and COBAC databases for all CEMAC countries has covered the period 2000Q1-2020Q4 The results obtained from empirical analyses confirm the fact that financial stability plays an important role by synchronising the various factors associated to each cycles real cycle and the financial cycle The analysis of the impulse response functions has showed that the financial stability index has a positive impact on the synchronisation of the financial and real cycles in the long run term Based on these results the main policy implication has been to encourage monetary authorities to strengthen the objective of financial stability in the CEMA

Dificuldades de locomo??o no munic?pio de Campina Grande (PB): an?lise do desenho universal nas cal?adas no bairro Centro

O desenvolvimento desordenado das cidades no Brasil torna os espa?os p?blicos e cal?adas aqu?m dos pedestres, com ou sem mobilidade reduzida. As a??es transformadoras do desenho universal e consequentemente da Acessibilidade Universal s?o obrigadas por leis e todos os cidad?os devem exigir seu cumprimento. Considerando que o Plano de Mobilidade Urbana de Campina Grande (PB) j? existe h? 3 anos, o objetivo deste artigo ? analisar as readequa??es e implanta??es do Plano de Mobilidade Urbana em atendimento ao desenho universal nas cal?adas do bairro Centro do munic?pio de Campina Grande (PB). Para tanto, foi adotado o ?ndice de Qualidade das cal?adas, elaborado por Ferreira e Sanches em 2001, no question?rio aplicado com 62 usu?rios do Centro de Campina Grande (PB). Os resultados demonstram que, mesmo com os projetos e a??es em andamento, ? necess?rio melhorar a ilumina??o, o mobili?rio urbano, o policiamento e efetivar a execu??o dos projetos de revitaliza??o das cal?adas