Estimation du coefficient de covariation symétrique signé et du gap pour une modélisation alpha-stable

International audienceLe coefficient de covariation symétrique signé est une nouvelle mesure de dépendance entre variables aléatoires alpha-stables symétriques. Ce coefficient satisfait la plupart des propriétés du coefficient de corrélation classique. Nous en proposons un estimateur basé sur les moments fractionnaires d'ordre inférieur. Dans le cas des vecteurs aléatoires sous-gaussiens, ce coefficient coïncide avec le paramètre d'association proposé par Press et la version généralisée de ce paramètre appelée gap et proposée par Paulauskas. Nous proposons également un estimateur du gap basé sur l'estimation de la mesure spectrale du vecteur aléatoire symétrique alpha-stable. Une comparaison des résultats obtenus à partir de ces estimateurs est faite dans le cas sous-gaussien

Revealing some unexpected dependence properties of linear combinations of stable random variables using symmetric covaration

International audienceThe covariation is one of the possible dependence measures for variables where distribution is symmetric alpha-stable with parameter alpha between one and two. We introduce a symmetrized and normalized version of the covariation which enables us to reveal some unexpected dependence properties of stable variables

Rapport d’expertise de la procédure de qualification des équipements ILS. Limites et Probabilités de confiance.

L'objet de cette étude est de clarifier certains passages du rapport "DERA/WSS/WX1/CR 980799/2.3 ILS Certification Requirements". Nous étudions en particulier le paragraphe 3.3 "Confidence Limits for Sequential Tests" p.28-34 et le paragraphe 2 de l'appendice D, p.69-72

Study of the ILS certification process. Confidence limits and probabilities.

The purpose of this study is to explain some parts of the DERA report DERA/WSS/WX1/CR 980799/2.3. "ILS Certification Requirements" (Ref. 2). We mainly study section 3.3 "Confidence Limits for Sequential Tests" p.28-34 and section 2 of the appendix D, p.69-72

Mesures de dépendance pour les processus alpha-stables

International audienceCertains domaines comme celui de la finance ou celui des télécommunications sont confrontés à des données qui présentent une grande variabilité. Le grand nombre de points extrêmes, qui ne peuvent pas tous être considérés comme des points aberrants, entraîne une forte variance empirique. Les modèles utilisant des variances finies semblent alors inadaptés. Or un des outils les plus utilisés en séries chronologiques est la corrélation sous forme d'auto-corrélation ou d'auto-corrélation partielle. C'est une mesure de dépendance entre deux variables aléatoires réelles de variance finie. Dans le cas des lois alpha-stables, dès que alpha est strictement inférieur à 2, cette corrélation n'est plus définie. Nous avons alors besoin de développer d'autres mesures de dépendance utilisant des moments d'ordre inférieur à alpha, comme le coefficient de covariation, ou n'utilisant aucun moment, comme la codifférence. Dans un premier temps, nous allons donc nous intéresser aux différentes mesures de dépendance dans le cas des lois alpha-stables, en présenter une nouvelle et les comparer. Dans un second temps, nous allons les utiliser dans le cadre de l'identification des processus ARMA alpha-stables

New evidence for super-roughening in crystalline surfaces with disordered substrate

We study the behavior of the Binder cumulant related to long distance correlation functions of the discrete Gaussian model of disordered substrate crystalline surfaces. We exhibit numerical evidence that the non-Gaussian behavior in the low-$T$ region persists on large length scales, in agreement with the broken phase being super-rough.Comment: 10 pages and 4 figures, available at http://chimera.roma1.infn.it/index_papers_complex.html . We have extended the RG discussion and minor changes in the tex

The First Genomic and Proteomic Characterization of a Deep-Sea Sulfate Reducer: Insights into the Piezophilic Lifestyle of Desulfovibrio piezophilus

Desulfovibrio piezophilus strain C1TLV30T is a piezophilic anaerobe that was isolated from wood falls in the Mediterranean deep-sea. D. piezophilus represents a unique model for studying the adaptation of sulfate-reducing bacteria to hydrostatic pressure. Here, we report the 3.6 Mbp genome sequence of this piezophilic bacterium. An analysis of the genome revealed the presence of seven genomic islands as well as gene clusters that are most likely linked to life at a high hydrostatic pressure. Comparative genomics and differential proteomics identified the transport of solutes and amino acids as well as amino acid metabolism as major cellular processes for the adaptation of this bacterium to hydrostatic pressure. In addition, the proteome profiles showed that the abundance of key enzymes that are involved in sulfate reduction was dependent on hydrostatic pressure. A comparative analysis of orthologs from the non-piezophilic marine bacterium D. salexigens and D. piezophilus identified aspartic acid, glutamic acid, lysine, asparagine, serine and tyrosine as the amino acids preferentially replaced by arginine, histidine, alanine and threonine in the piezophilic strain. This work reveals the adaptation strategies developed by a sulfate reducer to a deep-sea lifestyle

Rethinking business models for innovation

One of the major challenges confronted by those in charge of technological innovation involves anticipating the value creation model sufficiently early on,in a highly uncertain context both as far as the technology itself is concerned and the potential market. Today, in many industrial sectors, the innovation boundaries have moved towards projects that are more and more exploratory and fuzzy. The simple optimisation of linear processes of the "stage-gate" type is no longer sufficient to build sustainable competitive advantages. The notion of Business Models, when applied to innovation, enables us to describe how a company creates value through innovation, generally within a business ecosystem, and how the value will be distributed between the actors involved. The authors of this book believe that the notions of Business Modelling and value creation are key to all the dimensions of successful innovation, whether technology, marketing, organisational or economically based. Rethinking Business Models for Innovation: this title describes the relationship between thinking, modelling, and also field-testing. The book is based on a series of nine recent cases of innovation involving company managers, often assisted by researchers (the co-authors of each chapter), and how they built and formalised their Business Models and then tested their strategies. After having discovered the variety of the cases, the reader will understand that every innovation situation generates specific questions about Business Models. However, we feel that we can identify three key issues that arise, more or less, in each of these projects. The chapters in this book build on these issues: the identification of sources of value and revenue models (the notion of value creation), the position of the company in the value-network or ecosystem (the sharing of value) and finally the evolution of Business MoDdels over time (the sustainability and the competitiveness of the company). The last chapter goes over all the contributions, exploring the notion of value in the Business Model approach.business model ; innovation ; value ; entrepreneurial project