1,647 research outputs found

    Intermittency of trawl processes

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    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

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    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

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    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

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    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

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    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

    Uji Performansi Rice Transplanter Tipe Walking Model Pf48 (2 Zs-4a) di Desa Tanjung Kecamatan Tanjung Kabupaten Lombok Utara-NTB

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      Dalam meningkatkan kinerja pekerja dan hasil panen khususnya padi, pemerintah memberikan teknologi pertanian berupa mesin rice transplanter kepada kelompok tani di Desa Tanjung, Kecamatan Tanjung, Kabupaten Lombok Utara. Mesin rice transplanter merupakan mesin yang digunakan untuk menanam padi secara merata. Pada penelitian ini dilakukan uji performansi mesin rice transplanter tipe walking model PF48 (2 ZS-4A) pada lahan persawahan di Desa Tanjung Kecamatan Tanjung Kabupaten Lombok Utara dengan tujuan untuk melakukan uji performansi mesin rice transplanter serta mengetahui efektivitas dan efisiensi mesin rice transplanter terhadap berbagai luas petakan sawah dan sistem tanam. Metode yang digunakan adalah eksperimental dengan penelitian dilakukan dilapangan. Parameter penelitian dari kondisi lahan saat penanaman, keadaan hasil tanam, jarak baris tanam, jumlah rumpun per lubang, kedalaman tanam, total waktu tanam, kecepatan maju alat, kapasitas lapang efektif, kapasitas lapang teoritis dan efisiensi lapang. Analisis data pada penelitian ini adalah pengukuran dari awal pengoperasian mesin rice transplanter pada luasan yang berbeda, yaitu terkecil (400 m2), sedang (700 m2) dan terbesar (1.000 m2) serta penggunaan sistem tanam yang berbeda (memanjang dan memendek) pada setiap petakan. Pada penelitian ini, dari segi luasan, efisiensi lapang pada petakan terbesar (1.000 m2) lebih efisien (83%) dibandingkan dengan petakan lainnya. Sedangkan, efisiensi lapang berdasarkan sistem tanam lebih efisien dengan menggunakan sistem memanjang dibandingkan dengan sistem memendek. Di mana efisiensi lapang yang didapatkan pada sistem memanjang di atas 50%, yaitu 68% untuk luasan terkecil, 75% untuk luasan sedang, dan 83% untuk luasan terbesar. Sedangkan pada sistem memendek, didapatkan efisiensi 24% untuk luasan terkecil, 35% untuk luasan sedang dan 45% untuk luasan terbesar. Kata kunci: efektivitas, efisiensi, rice transplanter, sistem tanam, tanaman pad

    Gaseous optical contamination of the spacecraft environment: A review

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    Interactions between the ambient atmosphere and orbiting spacecraft, sounding rockets, and suborbital vehicles, and with their effluents, give rise to optical (extreme UV to LWIR) foreground radiation which constitutes noise that raises the detection threshold for terrestrial and celestial radiations, as well as military targets. Researchers review the current information on the on-orbit optical contamination. Its source species are created in interaction processes that can be grouped into three categories: (1) Reactions in the gas phase between the ambient atmosphere and desorbates and exhaust; (2) Reactions catalyzed by exposed ram surfaces, which occur spontaneously even in the absence of active material releases from the vehicles; and (3) Erosive excitative reactions with exposed bulk (organic) materials, which have recently been identified in the laboratory though not as yet observed on spacecraft. Researchers also assess the effect of optical pumping by earthshine and sunlight of both reaction products and effluents

    Harmful Gases Profiling in Meru Menora Tunnel using SICK Sensor

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    This paper discusses the study on the measured harmful gases due to traffic emission in the Meru Menora Tunnel, a Malaysia highway tunnel. The hazardous gasses data would help in promoting essential ventilation system inside the tunnel for the health and safety of the users. The emission gasses concentration reading is divided into two main components comprise of Nitrogen Dioxide (NO2), and Carbon Monoxide (CO). Other than that, the visibility also been measured by using SICK sensor. The measurement has been done during normal, festive and school holiday seasons. Festive season shows the highest number of traffic and thus giving the worst air quality. Ventilation fan system can be activated based on the concentration level of gases and visibility in the tunnel

    Chemopreventive efficacy of ginger (Zingiber officinale) in ethionine induced rat hepatocarcinogenesis

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    Ginger (Zingiber officinale Rosco) is widely used in foods as a spice all around the world. It has been reported to have antioxidant and anticarcinogenic properties. We investigated the effect of ginger in ethionine induced rat hepatocarcinogenesis. Male Wistar rats were divided into 5 groups: group 1 and 2 served as controls and they received normal rat chow and olive oil respectively. Group 3 was fed with ginger oleoresin dissolved in olive oil at 100 mg/kg body wt. Group 4 was fed with choline deficient diet and 0.1% ethionine in drinking water (CDE diet), and group 5 received ginger with CDE diet. Blood samples were taken from the orbital sinus at 0 and 8 weeks of experiment for the determination of antioxidant enzymes, superoxide dismutase (SOD), glutathione peroxidase (GPx), catalase and lipid peroxidation end product, malondialdehyde (MDA). Rats were also killed at 8 weeks for the observation of liver tumor formation. CDE diet induced the formation of liver nodules in rats and increased SODactivity. However, it had no effect on catalase, GPx and MDA levels when compared to both controls at 8 weeks of experiment. When CDE rats were treated with ginger, the formation of liver tumour, SOD activity and MDA level reduced, catalase activity was increased but no change was observed for GPx activity when compared to CDE group. In conclusion, ginger supplementation suppressed liver carcinogenesis by scavenging the free radical formation, and by reducing lipid peroxidation.Keywords: Choline deficient diet, Ethionine, Liver cancer, Ginger, Antioxidants, Lipid peroxidatio
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