Limit theorems for the realised semicovariances of multivariate Brownian semistationary processes

In this article, we will introduce the realised semicovariance for Brownian semistationary (BSS) processes, which is obtained from the decomposition of the realised covariance matrix into components based on the signs of the returns and study its in-fill asymptotic properties. More precisely, weak convergence in the space of càdlàg functions endowed with the Skorohod topology for the realised semicovariance of a general Gaussian process with stationary increments is proved first. The proof is based on the Breuer–Major theorem and on a moment bound for sums of products of non-linearly transformed Gaussian vectors. Furthermore, we establish a corresponding stable convergence. Finally, a central limit theorem for the realised semicovariance of multivariate BSS processes is established. These results extend the limit theorems for the realised covariation to a result for non-linear functionals

On the conditional small ball property of multivariate Lévy-driven moving average processes

We study whether a multivariate Lévy-driven moving average process can shadow arbitrarily closely any continuous path, starting from the present value of the process, with positive conditional probability, which we call the conditional small ball property. Our main results establish the conditional small ball property for Lévy-driven moving average processes under natural non-degeneracy conditions on the kernel function of the process and on the driving Lévy process. We discuss in depth how to verify these conditions in practice. As concrete examples, to which our results apply, we consider fractional Lévy processes and multivariate Lévy-driven Ornstein–Uhlenbeck processes

Building BIG – constructing economies: from design to long-term impact of large-scale building projects. Introduction

Horizon 2020(H2020)646667Classical & Mediterranean ArchaeologyMaterial Culture Studie

Black carbon concentration trends in Helsinki during 1996?2005

International audienceThe black carbon (BC) concentration trends were studied during ten years in Helsinki, Finland. Measurements were made in three campaigns between 1996 and 2005 at an urban area locating two kilometres from the centre of Helsinki. The first campaign was from November 1996 to June 1997, the second from September 2000 to May 2001 and the third from March 2004 to October 2005. In this study, only data from winter and spring months was analysed. The effect of traffic and meteorological variables on the measured BC concentrations was studied by means of a multiple regression analysis, where the meteorological data was obtained from a meteorological pre-processing model (MPP-FMI). During the ten years, the campaign median BC concentrations were found to decrease slightly from 1.11 to 1.00 ?g m?3. The lowest campaign median concentration (0.93 ?g m?3) was measured during the second campaign in 2000?2001, when also the lowest traffic rates were measured. The strongest decrease between campaigns 1 and 3 was observed during weekday daytimes, when the traffic rates are highest. The variables affecting the measured BC concentrations most were traffic, wind speed and mixing height. On weekdays, traffic had clearly the most important influence and on weekends the effect of wind speed diluted the effect of traffic. The affecting variables and their influence on the BC concentration were similar in winter and spring. The separate examination of the three campaigns showed that the effect of traffic on the BC concentrations had decreased during the studied years. This reduction was caused by cleaner emissions from vehicles, since between years 1996 and 2005 the traffic rates had increased. A rough estimate gave that vehicle number-scaled BC mass concentrations have decreased from 0.0028 to 0.0020 ?g m?3 between campaigns 1 and 3

Temporal variations in black carbon concentrations with different time scales in Helsinki during 1996?2005

International audienceVariations in black carbon (BC) concentrations over different timescales, including annual, weekly and diurnal changes, were studied during ten years in Helsinki, Finland. Measurements were made in three campaigns between 1996 and 2005 at an urban area locating two kilometres of the centre of Helsinki. The first campaign took place from November 1996 to June 1997, the second from September 2000 to May 2001 and the third from March 2004 to October 2005. A detailed comparison between the campaigns was only made for winter and spring months when data from all campaigns existed. The effect of traffic and meteorological variables on the measured BC concentrations was studied by means of a multiple regression analysis, where the meteorological data was obtained from a meteorological pre-processing model (MPP-FMI). The BC concentrations showed annual pattern with maxima in fall and late winter due to the weakened mixing and enhanced emissions. Between 1996 and 2005, the campaign median BC concentrations decreased slightly from 1.11 to 1.00 ?g m?3. The lowest campaign median concentration (0.93 ?g m?3) was measured during the second campaign in 2000?2001, when also the lowest traffic rates were measured. The strongest decrease between Campaigns 1 and 3 was observed on weekday daytimes, when also the traffic rates are highest. The variables affecting the measured BC concentrations most were traffic, wind speed and mixing height. On weekdays, traffic had clearly the most important influence before the wind speed and on weekends the effect of wind speed diluted the effect of traffic. The affecting variables and their influence on the BC concentrations were similar in winter and spring. The separate examination of the three campaigns showed that the effect of traffic on the BC concentrations had decreased during the studied years. This reduction was caused by lower emitting vehicles, since between years 1996 and 2005 the traffic rates had increased

Shaping cultural landscapes: connecting agriculture, crafts, construction, transport, and resilience strategies: introduction to the papers

Horizon 2020(H2020)646667Material Culture StudiesClassical & Mediterranean Archaeolog

Efficient three-dimensional field documentation methods for labour cost studies: case studies from archaeological and heritage contexts

The aim of this paper is to present alternatives for three-dimensional field documentation methods which can be used to record architectural features for econometric labour cost studies. Combining reflectorless total station line-drawing with photogrammetry produces high-quality three-dimensional models of the targets which can subsequently be analysed to derive volumetric data of the employed building materials and the sizes of the individual elements. The case studies compare how different variations and combinations of three-dimensional architectural documentation can be used to create sufficiently accurate models for architectural energetics studies with varying degrees of time and expense in the field and in the post-processing phase of the research. The documentation method has been developed by the first author of this paper and disseminated through annual fieldschools conducted on archaeological sites. The standard documentation procedure is to establish ground control points and an alternative based on inbuilt instrument GPS systems is also discussed.Horizon 2020(H2020)646667Archaeological Heritage ManagementArchaeological science

Serum matrix metalloproteinase 8 and tissue inhibitor of metalloproteinase 1 : Potential markers for malignant transformation of recurrent respiratory papillomatosis and for prognosis of laryngeal cancer

Background Biomarkers that could predict malignant transformation of recurrent respiratory papillomatosis (RRP) would be useful in patient follow-up. We investigated whether serum matrix metalloproteinase 8 (MMP-8) and tissue inhibitor of metalloproteinase 1 (TIMP-1) could predict malignant transformation of RRP and whether they associate with survival in laryngeal squamous cell carcinoma (LSCC) without preexisting RRP. Methods We analyzed serum MMP-8 (S-MMP-8) and serum TIMP-1 (s-TIMP-1) in 114 patients: 55 were treated for RRP and 59 for LSCC without preexisting RRP. Five patients with RRP developed LSCC during follow-up. Results Elevated S-MMP-8 level in RRP was associated with malignant transformation (P = .01). Compared to patients with RRP, S-MMP-8 in patients with LSCC was significantly higher (P <.001). Increased S-TIMP-1 level in LSCC was associated with poor overall survival (P = .02) and recurrence-free survival (P = .05). Conclusion In RRP, high S-MMP-8 may predict malignant transformation. In LSCC, elevated S-TIMP-1 is connected to poor survival.Peer reviewe

Increased Oxidative Burden Associated with Traffic Component of Ambient Particulate Matter at Roadside and Urban Background Schools Sites in London

As the incidence of respiratory and allergic symptoms has been reported to be increased in children attending schools in close proximity to busy roads, it was hypothesised that PM from roadside schools would display enhanced oxidative potential (OP). Two consecutive one-week air quality monitoring campaigns were conducted at seven school sampling sites, reflecting roadside and urban background in London. Chemical characteristics of size fractionated particulate matter (PM) samples were related to the capacity to drive biological oxidation reactions in a synthetic respiratory tract lining fluid. Contrary to hypothesised contrasts in particulate OP between school site types, no robust size-fractionated differences in OP were identified due high temporal variability in concentrations of PM components over the one-week sampling campaigns. For OP assessed both by ascorbate (OPAA m−3) and glutathione (OPGSH m−3) depletion, the highest OP per cubic metre of air was in the largest size fraction, PM1.9–10.2. However, when expressed per unit mass of particles OPAA µg−1 showed no significant dependence upon particle size, while OPGSH µg−1 had a tendency to increase with increasing particle size, paralleling increased concentrations of Fe, Ba and Cu. The two OP metrics were not significantly correlated with one another, suggesting that the glutathione and ascorbate depletion assays respond to different components of the particles. Ascorbate depletion per unit mass did not show the same dependence as for GSH and it is possible that other trace metals (Zn, Ni, V) or organic components which are enriched in the finer particle fractions, or the greater surface area of smaller particles, counter-balance the redox activity of Fe, Ba and Cu in the coarse particles. Further work with longer-term sampling and a larger suite of analytes is advised in order to better elucidate the determinants of oxidative potential, and to fuller explore the contrasts between site types.\ud \u

Head-to-Head Comparison of Humoral Immune Responses to Vi Capsular Polysaccharide and Salmonella Typhi Ty21a Typhoid Vaccines-A Randomized Trial

Peer reviewe