Stigmatized and Getting High

The first time I was asked to sell my medication was after a small party sophomore year. I was starting to fall asleep in the midst of chattering people and drunken laughter. My 12 hours of focus was up. Concerned people around me started asking why I was suddenly so sleepy and without thinking about it, my boyfriend answered “Her medication has worn off, so she’s getting kinda sleepy.” Someone asked, “What type of medication does that?!” We both froze. [excerpt

Wicked intense: the grammaticalization of wicked and other intensifiers in New Hampshire

This article presents a synchronic study of wicked and other intensifiers in Southern New Hampshire. Two sets of data were collected: one from the social media website Twitter, and the other from spoken casual interviews conducted by students at the University of New Hampshire. In all, more than 9000 intensifiable adjectives and verbs were collected, with rates of 22 and 24 per cent intensification for the Twitter and spoken data, respectively. The first goal of this paper is to show that one intensifier in particular, wicked, is in the process of grammaticalizing through the mechanisms of desemanticization and extension. The second goal of the paper is to provide an overview of the current system of intensifiers in New Hampshire

Huygens synchronisation of three clocks equidistant from each other

In this paper we study the synchronisation of three identical oscillators, i.e., clocks, hanging from the same hard support. We consider the case where each clock interacts with the other two clocks. The synchronisation is attained through the exchange of small impacts between each pair of oscillators. The fundamental result of this article is that the final locked state is at phase difference of ((2{\pi})/3) from successive clocks (clockwise or counter-clockwise). Moreover, the locked states attract a set whose closure is the global set of initial conditions. The methodology of our analysis consists in the construction a model, which is a non-linear discrete dynamical system, i.e. a non-linear difference equation. The results are extendable to any set of three oscillators under mutual symmetric interaction, despite the particular models of the oscillators

Random induced subgraphs of Cayley graphs induced by transpositions

In this paper we study random induced subgraphs of Cayley graphs of the symmetric group induced by an arbitrary minimal generating set of transpositions. A random induced subgraph of this Cayley graph is obtained by selecting permutations with independent probability, $\lambda_n$. Our main result is that for any minimal generating set of transpositions, for probabilities $\lambda_n=\frac{1+\epsilon_n}{n-1}$ where $n^{-{1/3}+\delta}\le \epsilon_n0$, a random induced subgraph has a.s. a unique largest component of size $\wp(\epsilon_n)\frac{1+\epsilon_n}{n-1}n!$, where $\wp(\epsilon_n)$ is the survival probability of a specific branching process.Comment: 18 pages, 1 figur

Estimation of tail thickness parameters from GJR-GARCH models

We propose a method of estimating the Pareto tail thickness parameter of the unconditional distribution of a financial time series by exploiting the implications of a GJR-GARCH volatility model. The method is based on some recent work on the extremes of GARCH-type processes and extends the method proposed by Berkes, Horváth and Kokoszka (2003). We show that the estimator of tail thickness is consistent and converges at rate ?T to a normal distribution (where T is the sample size), provided the model for conditional variance is correctly specified as a GJR-GARCH. This is much faster than the convergence rate of the Hill estimator, since that procedure only uses a vanishing fraction of the sample. We also develop new specification tests based on this method and propose new alternative estimates of unconditional value at risk. We show in Monte Carlo simulations the advantages of our procedure in finite samples; and finally an application concludes the paperPareto tail thickness parameter, GARCH-type models, Value-at-Risk, Extreme value theory, Heavy tails