Exponential transform of quadratic functional and multiplicative ergodicity of a Gauss-Markov process

The Laplace transform of partial sums of the square of a non-centered Gauss-Markov process, conditioning on its starting point, is explicitly computed. The parameters of multiplicative ergodicity are deduced

Asymptotically optimal filtering in linear systems with fractional Brownian noises

In this paper, the filtering problem is revisited in the basic Gaussian homogeneous linear system driven by fractional Brownian motions. We exhibit a simple approximate filter which is asymptotically optimal in the sense that, when the observation time tends to infinity, the variance of the corresponding filtering error converges to the same limit as for the exact optimal filter

Cenozoic reactivation of the Great Glen Fault, Scotland: additional evidence and possible causes

International audienceThe Great Glen Fault trends NNE-SSW across northern Scotland. According to previous studies, the Great Glen Fault developed as a left-lateral strike-slip fault during the Caledonian Orogeny (Ordovician to Early Devonian). However, it then reactivated right-laterally in the Tertiary. We discuss additional evidence for this later phase. At Eathie and Shandwick, minor folds and faults in fossiliferous Jurassic marine strata indicate post-depositional right-lateral slip. In Jurassic shale, we have found bedding-parallel calcite veins ('beef' and 'cone-in-cone') that may provide evidence for overpressure development and maturation of organic matter at significant depth. Thus, the Jurassic strata at Eathie and Shandwick accumulated deeper offshore in the Moray Firth and were subject to Cenozoic exhumation during right-lateral displacement along the Great Glen Fault, as suggested by previous researchers. Differential sea-floor spreading along the NE Atlantic ridge system generated left-lateral transpressional displacements along the Faroe Fracture Zone from the Early Eocene to the Late Oligocene (c. 47-26 Ma), a period of uplift and exhumation in Scotland. We suggest that such differential spreading was responsible for reactivation of the Great Glen Fault. Indeed, leftlateral slip along the Faroe Fracture Zone is compatible with right-lateral reactivation of the Great Glen Fault

New formulas around Laplace transforms of quadratic forms for general Gaussian sequences

Various methods to derive new formulas for the Laplace transforms of some quadratic forms of Gaussian sequences are discussed. In the general setting, an approach based on the resolution of an appropriate auxiliary filtering problem is developed; it leads to a formula in terms of the solutions of Voterra type recursions describing characteristics of the corresponding optimal filter. In the case of Gauss-Markov sequences, where the previous equations reduce to ordinary forward recursive equations, an alternative approach provides another formula; it involves the solution of a backward recursive equation. Comparing the different formulas for the Laplace transform- s, various relationships between the corresponding entries are identified. In particular relationships between the solutions of matched forward and backward Riccati equations are thus proved probabilistically; they are proved again directly. In various specific cases, a further analysis of the concerned equations leads to completely explicit formulas for the Laplace transform

About the linear-quadratic regulator problem under a fractional Brownian perturbation and complete observation

In this report we solve the basic fractional analogue of the classical linear-quadratic Gaussian regulator problem in continuous-time. For a completely observable controlled linear system driven by a fractional Brownian motion, we describe explicitely the optimal control policy which minimizes a quadratic performance criterion

Assessing the economic impact of diseases in Mediterranean grow-out farms culturing European sea bass

The aim of this work is to propose a novel and formal approach to evaluate the direct costs of diseases caused by different pathogens as well as their economic impact on typical Mediterranean grow-out farms culturing European sea bass under different scenarios of production related to the biomass produced (farm size) and the size of the fish produced (production strategy). We employ a deterministic static model to simulate the annual income statement of those facilities to evaluate the direct costs caused by different diseases as well as, through a partial budget and sensitivity analyses, the economic impact of them. An important conclusion of this work is that the profitability and economic viability of sea bass grow-out farms suffering recurrent outbreaks of diseases caused by different pathogens depend on the farm typology (farm size) as well as the decisions taken by owners/investors about the size of the fish produced and sold in the market. Our estimations show that as the larger is the farm and the size of the fish produced, the larger are the direct cost of a disease outbreak. However, the economic impact on the net operating profit is significantly worse as smaller is the farm and smaller the fish produced. The conclusions of this research stress the need for small producers to pay attention and devote resources to prevent and treat disease outbreaks.info:eu-repo/semantics/publishedVersio

Draft Genome Sequences of Four Aeromonas salmonicida subsp. achromogenes Strains, 23051, 23053, 23055, and 23056, Isolated from Senegalese Sole ( Solea senegalensis )

International audienceThe bacterial species Aeromonas salmonicida officially has five subspecies. A large majority of the currently available sequences come from Aeromonas salmonicida subsp. salmonicida, which causes furunculosis in salmonids. We present the genomic sequences of four Aeromonas salmonicida subsp. achromogenes strains. This will help increase the robustness of genomic analyses for this subspecies