122 research outputs found

    Hyper-dependence, hyper-ageing properties and analogies between them: a semigroup-based approach

    Get PDF
    In previous papers, evolution of dependence and ageing, for vectors of non-negative random variables, have been separately considered. Some analogies between the two evolutions emerge however in those studies. In the present paper, we propose a unified approach, based on semigroup arguments, explaining the origin of such analogies and relations among properties of stochastic dependence and ageing

    Extension of dependence properties to semi-copulas and applications to the mean–variance model

    Get PDF
    This paper deals with the construction of a semi-copula D, not necessarily exchangeable, whose “dependence” properties translate remarkable aspects of investors’ behavior. To achieve this aim, we propose a new version of the standard mean-variance framework. For our purpose, a particular class of utility functions G has been introduced. The induced transformation of G is considered and the definition of semi-copula D hinges on the family of the indifference curves of G

    Stochastic Precedence and Minima Among Dependent Variables

    Get PDF
    The notion of stochastic precedence between two random variables emerges as a relevant concept in several fields of applied probability. When one consider a vector of random variables X1,..,Xn, this notion has a preeminent role in the analysis of minima of the type minj∈AXj for A ⊂{1,
n}. In such an analysis, however, several apparently controversial aspects can arise (among which phenomena of “non-transitivity”). Here we concentrate attention on vectors of non-negative random variables with absolutely continuous joint distributions, in which a case the set of the multivariate conditional hazard rate (m.c.h.r.) functions can be employed as a convenient method to describe different aspects of stochastic dependence. In terms of the m.c.h.r. functions, we first obtain convenient formulas for the probability distributions of the variables minj∈AXj and for the probability of events {Xi=minj∈AXj}. Then we detail several aspects of the notion of stochastic precedence. On these bases, we explain some controversial behavior of such variables and give sufficient conditions under which paradoxical aspects can be excluded. On the purpose of stimulating active interest of readers, we present several comments and pertinent examples

    Remote colorimetric measurements by hyperspectral lidar compared to contact conventional colorimetry

    Get PDF
    Lidars have many applications in different fields, including the field of Cultural Heritage. The purpose of this study is to evaluate a scanning hyperspectral lidar prototype developed at ENEA Center of Frascati as a useful tool for colorimetric analysis when samples cannot be studied with standard contact instruments. A certified X-Rite Color-checker sample, consisting of 24 colored blocks with a coordinated colorimetric certificate, was analyzed. In order to obtain colorimetric data from the reflectance spectra, the precepts of the Commission de l'Éclairage were followed and an algorithm was developed to calculate the color difference between the certified values of the Color-checker and commercial and non-commercial spectrophotometers and those obtained by the lidar, confirming this latter as a useful tool for remote colorimetry

    Harmonic and Anharmonic Features of IR and NIR Absorption and VCD Spectra of Chiral 4-X-[2.2]Paracyclophanes

    Get PDF
    The vibrational absorption spectra and vibrational circular dichroism (VCD) spectra of both enantiomers of 4-X-[2.2]paracyclophanes (X ) COOCD3, Cl, I) have been recorded for a few regions in the range of 900- 12000 cm-1. The analysis of the VCD spectra for the two IR regions, 900-1600 cm-1 and 2800-3200 cm-1, is conducted by comparing with DFT calculations of the corresponding spectra; the latter region reveals common motifs of vibrational modes for the three molecules for aliphatic CH stretching fundamentals, whereas in the mid-IR region, one is able to identify specific signatures arising from the substituent groups X. In the CH stretching region between 2900 and 2800 cm-1, we identify and interpret a group of three IR VCD bands due to HCH bending overtone transitions in Fermi resonance with CH stretching fundamental transitions. The analysis of the NIR region between 8000 and 9000 cm-1 for X ) COOCD3 reveals important features of the aromatic CH stretching overtones that are of value since the aromatic CH stretching fundamentals are almost silent. The intensifying of such overtones is attributed to electrical anharmonicity terms, which are evaluated here by ab initio methods and compared with literature data

    IBIS/PICsIT in-flight performances

    Full text link
    PICsIT (Pixellated Imaging CaeSium Iodide Telescope) is the high energy detector of the IBIS telescope on-board the INTEGRAL satellite. PICsIT operates in the gamma-ray energy range between 175 keV and 10 MeV, with a typical energy resolution of 10% at 1 MeV, and an angular resolution of 12 arcmin within a \~100 square degree field of view, with the possibility to locate intense point sources in the MeV region at the few arcmin level. PICsIT is based upon a modular array of 4096 independent CsI(Tl) pixels, ~0.70 cm^2 in cross-section and 3 cm thick. In this work, the PICsIT on-board data handling and science operative modes are described. This work presents the in-flight performances in terms of background count spectra, sensitivity limit, and imaging capabilities.Comment: 8 pages, 4 figures. Accepted for publication on A&A, special issue on First Science with INTEGRA

    Preferential attachment in multiple trade networks

    Full text link
    • 

    corecore