154 research outputs found
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%
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