Intermittency of trawl processes

We study the limiting behavior of continuous time trawl processes which are defined using an infinitely divisible random measure of a time dependent set. In this way one is able to define separately the marginal distribution and the dependence structure. One can have long-range dependence or short-range dependence by choosing the time set accordingly. We introduce the scaling function of the integrated process and show that its behavior displays intermittency, a phenomenon associated with an unusual behavior of moments

The multifaceted behavior of integrated supOU processes: the infinite variance case

The so-called "supOU" processes, namely the superpositions of Ornstein-Uhlenbeck type processes are stationary processes for which one can specify separately the marginal distribution and the dependence structure. They can have finite or infinite variance. We study the limit behavior of integrated infinite variance supOU processes adequately normalized. Depending on the specific circumstances, the limit can be fractional Brownian motion but it can also be a process with infinite variance, a L\'evy stable process with independent increments or a stable process with dependent increments. We show that it is even possible to have infinite variance integrated supOU processes converging to processes whose moments are all finite. A number of examples are provided.Accepted manuscrip

Intermittency and infinite variance: the case of integrated supOU processes

SupOU processes are superpositions of Ornstein-Uhlenbeck type processes with a random intensity parameter. They are stationary processes whose marginal distribution and dependence structure can be specified independently. Integrated supOU processes have then stationary increments and satisfy central and non-central limit theorems. Their moments, however, can display an unusual behavior known as "intermittency". We show here that intermittency can also appear when the processes have a heavy tailed marginal distribution and, in particular, an infinite variance

Limit theorems, scaling of moments and intermittency for integrated finite variance supOU processes

Superpositions of Ornstein-Uhlenbeck type (supOU) processes provide a rich class of stationary stochastic processes for which the marginal distribution and the dependence structure may be modeled independently. We show that they can also display intermittency, a phenomenon affecting the rate of growth of moments. To do so, we investigate the limiting behavior of integrated supOU processes with finite variance. After suitable normalization four different limiting processes may arise depending on the decay of the correlation function and on the characteristic triplet of the marginal distribution. To show that supOU processes may exhibit intermittency, we establish the rate of growth of moments for each of the four limiting scenarios. The rate change indicates that there is intermittency, which is expressed here as a change-point in the asymptotic behavior of the absolute moments.Comment: Stochastic Processes and their Application

The unusual properties of aggregated superpositions of Ornstein-Uhlenbeck type processes

Superpositions of Ornstein-Uhlenbeck type (supOU) processes form a rich class of stationary processes with a flexible dependence structure. The asymptotic behavior of the integrated and partial sum supOU processes can be, however, unusual. Their cumulants and moments turn out to have an unexpected rate of growth. We identify the property of fast growth of moments or cumulants as intermittency

The multifaceted behavior of integrated supOU processes: The infinite variance case

The so-called "supOU" processes, namely the superpositions of Ornstein-Uhlenbeck type processes are stationary processes for which one can specify separately the marginal distribution and the dependence structure. They can have finite or infinite variance. We study the limit behavior of integrated infinite variance supOU processes adequately normalized. Depending on the specific circumstances, the limit can be fractional Brownian motion but it can also be a process with infinite variance, a L\'evy stable process with independent increments or a stable process with dependent increments. We show that it is even possible to have infinite variance integrated supOU processes converging to processes whose moments are all finite. A number of examples are provided.Comment: arXiv admin note: text overlap with arXiv:1904.0010

The unusual properties of aggregated superpositions of Ornstein-Uhlenback type processes

Superpositions of Ornstein-Uhlenbeck type (supOU) processes form a rich class of stationary processes with a exible dependence structure. The asymptotic behavior of the integrated and partial sum supOU processes can be, however, unusual. Their cumulants and moments turn out to have an unexpected rate of growth. We identify the property of fast growth of moments or cumulants as intermittency. Many proofs are given in a supplemental article [21]

Legal regulations of dangerous and harmful substances, the problem of pesticide residues in soil

Zemljište je neobnovijivi resurs i veoma dinamičan sistem, koji obavija mnogo funkcija i pruža usluge od vitalnog značaja za Ijudske delatnosti i opstanak ekosistema. Proizvodnja zdravstveno ispravne hrane, zaštita zdravlja Ijudi, životinjskog i biljnog svijeta, nesmetanog korištenja i zaštite prirode životne sredine mogući su jedino uz zaštitu poljoprivrednog zemljista od zagađenja. Zaštita poljoprivrednog zemljišta se sprovodi zabranom, ograničavanjem i sprečavanjem od direktnog unošenja te unošenja vodem i vazduhom štetnih materija i preduzimanjem drugih mera za očuvanje i poboljšanje njegove plodnosti. U radu su navedeni ključni aspekti regulatorne politike Srbije i zemalja u okruženju sa osvrstom na direktivu EU (91/414/EEC) za postojanost poljoprivrednih pesticida (aktivnih materija) u zemljištu. U radu je predstavijen Evropski regulatorni stav za zemljište po pitanju ne-ekstrahovanih ili vezanih pesticida i njihov uticaj na životnu sredinu kao i uticaj đubrenja na vezivanje pesticida u poljoprivrednom zemljištu.The paper set out key aspects of regulatory policy of Serbia and neighboring countries with regard to the EU directive (91/414/EEC) for the stability of agricultural pesticides (active substances) in soil. This paper presents European regulatory position regarding land for non-extracted or related pesticides and their impact on the environment and the impact of fertilization on the binding of pesticides in agricultural soil

Wear of diamond-coated cutting tool inserts upon machining of Al-12% Si and glass fiber/polyester resin composites

Results of the wear resistance of the diamond-coated cutting tool inserts upon machining Al-12% Si alloy and glass fiber/polyester resin composites are presented in this paper. The aim of this paper was to demonstrate the advantages of application of cutting tool inserts with the diamond coating over the conventional tungsten-carbide (WC) tools, and to obtain the cheaper serial production (shorter machining time) and satisfactory lifetime of the diamond cutting tool inserts. Surface roughness of the machined samples was measured for both as-received and diamond coated inserts. The diamond microstructure of undamaged part of inserts as well as the appearance of microstructure of diamond coated inserts after machining has been investigated. Results of the behavior of two regimes of preparation of diamond-coated inserts were compared and analyzed. Generally, the wear resistance of the diamond-coated cutting tool is superior over the conventional tool

Determination of chlorpyrifos in water used for agricultural production

The quality of the water for irrigation in conventional, but especially in organic food production is very important. The presence of pesticide residues in water may cause yield reduction and decrease product quality, due to its uptake. Chlorpyrifos is one of the most widely used insecticide in the world and it ts detected in surface and groundwaters more frequently than any other organophosphorus insecticide. Also, chlorpyrifos is one of the most important water pollutants (EU Directive 2008/105/EC). The aim of this study was determination of chlorpyrifos in river and ground water, wich are widely used for irrigation in agricultural production. The Extraction of chlorpyrifos was performed using ENVI C18 SP disc (47 mm). Prior to the extraction disc was conditioned with 5 ml of acetonitrile/methanol (50/50, v/v) and 5 ml deionized water. Under vacuum 500 ml of river and ground water with added chlorpyrifos standard solutions in concentration 0.01-1.0 ug ml ', was filtered through the disc. Disc was being dried at 25°C for I h. Chlorpyrifos was eluted with 6 ml (23 ml) of acetonitrile/methanol (50/50, v/v) mixture and evaporated to dryness. The extract was diluted in 2 ml of acetonitrile/methanol (50/50, v/v). Analysis was performed with a Hewlett— Packard (HP) model 5890 Series II gas chromatograph with EC Ni®’ detector. Determination conditions were — t °C of column 190 °C with an increase of 30°C min’! up to 275°C, t°C of injector 230°C and t°C of detector 300°C. The linearity of the method was evaluated by chromatographing chlorpyrifos solution in concentrations 0.001-1.0 pg mI'. Correlation coefficient (R°) was 0.995 and limit of detection (LOD) and limit of quantification (LOQ) were 0.004 pg ml! and 0.01 wg mI', respectively. The average recovery for river water was 87.5% and for groundwater 97.9%