15 research outputs found

    A general framework for simulation of fractional fields

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    International audienceBesides fractional Brownian motion most non-Gaussian fractional fields are obtained by integration of deterministic kernels with respect to a random infinitely divisible measure. In this paper, generalized shot noise series are used to obtain approximations of most of these fractional fields, including linear and harmonizable fractional stable fields. Almost sure and LrL^r-norm rates of convergence, relying on asymptotic developments of the deterministic kernels, are presented as a consequence of an approximation result concerning series of symmetric random variables. When the control measure is infinite, normal approximation has to be used as a complement. The general framework is illustrated by simulations of classical fractional fields

    LAN property for some fractional type Brownian motion

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    International audienceWe study asymptotic expansion of the likelihood of a certain class of Gaussian processes characterized by their spectral density fΞf_\theta. We consider the case where f_\theta\PAR{x} \sim_{x\to 0} \ABS{x}^{-\al(\theta)}L_\theta(x) with LΞL_\theta a slowly varying function and \al\PAR{\theta}\in (-\infty,1). We prove LAN property for these models which include in particular fractional Brownian motion %Btα, α≄1/2B^\alpha_t,\: \alpha \geq 1/2 or ARFIMA processes

    Particle and VOC emission factor measurements for anthropogenic sources in West Africa

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    A number of campaigns have been carried out to establish the emission factors of pollutants from fuel combustion in West Africa, as part of work package 2 ("Air Pollution and Health") of the DACCIWA (Dynamics-Aerosol-Chemistry-Cloud Interactions in West Africa) FP7 program. Emission sources considered here include wood (hevea and iroko) and charcoal burning, charcoal making, open trash burning, and vehicle emissions, including trucks, cars, buses and two-wheeled vehicles. Emission factors of total particulate matter (TPM), elemental carbon (EC), primary organic carbon (OC) and volatile organic compounds (VOCs) have been established. In addition, emission factor measurements were performed in combustion chambers in order to reproduce field burning conditions for a tropical hardwood (hevea), and obtain particulate emission factors by size (PM0.25, PM1, PM2.5 and PM10). Particle samples were collected on quartz fiber filters and analyzed using gravimetric method for TPM and thermal methods for EC and OC. The emission factors of 58 VOC species were determined using offline sampling on a sorbent tube. Emission factor results for two species of tropical hardwood burning of EC, OC and TPM are 0.98 ± 0.46 g kg-1 of fuel burned (g kg-1), 11.05 ± 4.55 and 41.12 ± 24.62 g kg-1, respectively. For traffic sources, the highest emission factors among particulate species are found for the two-wheeled vehicles with two-stroke engines (2.74 g kg-1 fuel for EC, 65.11 g kg-1 fuel for OC and 496 g kg-1 fuel for TPM). The largest VOC emissions are observed for two-stroke two-wheeled vehicles, which are up to 3 times higher than emissions from light-duty and heavy-duty vehicles. Isoprene and monoterpenes, which are usually associated with biogenic emissions, are present in almost all anthropogenic sources investigated during this work and could be as significant as aromatic emissions in wood burning (1 g kg-1 fuel). EC is primarily emitted in the ultrafine fraction, with 77 % of the total mass being emitted as particles smaller than 0.25 Όm. The particles and VOC emission factors obtained in this study are generally higher than those in the literature whose values are discussed in this paper. This study underlines the important role of in situ measurements in deriving realistic and representative emission factors

    Hurst exponent estimation of Fractional LĂ©vy Motion

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    In this paper, we build an estimator of the Hurst exponent of a fractional LĂ©vy motion based on its wavelet coefficients. The stochastic process is observed with random noise errors in the following framework: continuous time and discrete observation times. In both cases, we prove consistency of our wavelet type estimator. Moreover we perform some simulations in order to study numerically the asymptotic behaviour of this estimate

    Atmospheric year-round records of dicarboxylic acids and sulfate at three French sites located between 630 and 4360 m elevation

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    International audienceAn atmospheric year-round study of C2-C5 dicarboxylic acids (oxalic, malonic, succinic, malic, and glutaric) and sulfate was conducted in 2002 and 2003 at three remote western Europe continental sites located at different elevations (from 630 to 4360 m asl). Whatever the site and the season, oxalic acid is always the dominant diacid (average 64% of total dicarboxylic acids) followed by malonic acid (15% of total dicarboxylic acids). High correlation coefficients are observed between C3 (malonic), C4 (malic and succinic), and C5 (glutaric) acids and oxalic acid. These strong relationships between C2-C5 diacids support the hypothesis of a common production of these diacids through the aqueous phase chemistry of glutaric acid. Data gained at different elevations are here useful to compare the mass formation rates of sulfate and dicarboxylic acids. It is shown that in summer the decrease of the sum of dicarboxylic acids with height is far less pronounced than the decrease of sulfate (a factor of 2 instead of 6.8 from 630 to 4360 m asl). That demonstrates that the production of dicarboxylic acids occurs at up to 4300 m elevation while the production of sulfate from SO2 mainly takes place between the boundary layer and 3000 m elevation. With respect to summer 2002 the sum of dicarboxylic acids was enhanced in summer 2003 (from 136 to 331 ng m−3 STP at 2870 m asl, for instance) whereas a weaker increase is observed for sulfate (from 1700 to 2500 ng m−3 STP at 2870 m asl). These changes are attributed to the particular summer 2003 conditions which led to enhanced level of oxidants (strengthened secondary productions) and warmer temperatures (enhanced emissions of biogenic precursors of diacids)
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