Irreversible thermodynamics of Poisson processes with reaction

A kinetic model is derived to study the successive movements of particles, described by a Poisson process, as well as their generation. The irreversible thermodynamics of this system is also studied from the kinetic model. This makes it possible to evaluate the differences between thermodynamical quantities computed exactly and up to second-order. Such differences determine the range of validity of the second-order approximation to extended irreversible thermodynamics

Speed of reaction-transport processes

We present an approach to determining the speed of wave-front solutions to reaction-transport processes. This method is more accurate than previous ones. This is explicitly shown for several cases of practical interest: (i) the anomalous diffusion reaction, (ii) reaction diffusion in an advective field, and (iii) time-delayed reaction diffusion. There is good agreement with the results of numerical simulations

Role of Particle Shape on the Stress Propagation in Granular Packings

We present an experimental and numerical study on the influence that particle aspect ratio has on the mechanical and structural properties of granular packings. For grains with maximal symmetry (squares), the stress propagation in the packing localizes forming chainlike forces analogous to the ones observed for spherical grains. This scenario can be understood in terms of stochastic models of aggregation and random multiplicative processes. As the grains elongate, the stress propagation is strongly affected. The interparticle normal force distribution tends toward a Gaussian, and, correspondingly, the force chains spread leading to a more uniform stress distribution reminiscent of the hydrostatic profiles known for standard liquids

Slope processes in changing permafrost environments: a geomorphological and sedimentological approach

Estudi realitzat a partir d’una estada al Centro de Estudos Geograficos de la Universidade de Lisboa, Portugal, entre 2011 i 2012. En aquest grup he desenvolupat la meva recerca focalitzada en ambients polars en presència de permafrost, concretament centrada en l’extrem nord-occidental de la Península Antàrtica (Shetland del Sud) i a l’Alt Àrtic (Svalvard). Ambdós àrees han registrat un augment de temperatura molt significatiu les darreres dècades. La meva recerca ha contemplat l’anàlisi de registres sedimentaris (lacustres, eòlics, vessant) i la monitorització de processos geomorfològics actuals a fi efecte d’entendre la dinàmica ambiental present i passada (i.e. clima). Amb aquesta finalitat he realitzat tres campanyes de treball de camp a l’Antàrtida i dues a l’Àrtic. El posterior treball de laboratori i d’oficina està propiciant nombroses publicacions que donen fe dels èxits assolits. A més, cal enfatitzar altres activitats desenvolupades durant la BP-A: coneixement de com organitzar i gestionar una campanya antàrtica, docència universitària, participació en comitès, associacions i tribunals de tesis doctorals, organització i participació en nombroses conferències, treball de camp en noves àrees d’estudi, referee per revistes internacionals, etc. Tanmateix, la concessió del projecte de recerca HOLOANTAR, del qual en sóc l’Investigador Responsable, ha estat l’èxit més important d’aquesta estada. Aquest projecte m’està conferint la capacitat de gestionar i integrar la recerca de 16 investigadors de diferents nacionalitats des d’una perspectiva multidisciplinar. Tothora, cal remarcar que no s’ha assolit un dels èxits que pretenia el meu projecte de BP-A: la transferència del bagatge i coneixement adquirit al sistema de recerca català. Malgrat haver presentat la meva candidatura per un contracte BP-B per tal que aquest background après a l’estranger revertís a Catalunya, el procés de selecció emprat en la convocatòria ho ha impedit i m’obliga a continuar la meva recerca a l’estranger.

A comparison of random sequence reads versus 16S rDNA sequences for estimating the biodiversity of a metagenomic library

The construction of metagenomic libraries has permitted the study of microorganisms resistant to isolation and the analysis of 16S rDNA sequences has been used for over two decades to examine bacterial biodiversity. Here, we show that the analysis of random sequence reads (RSRs) instead of 16S is a suitable shortcut to estimate the biodiversity of a bacterial community from metagenomic libraries. We generated 10,010 RSRs from a metagenomic library of microorganisms found in human faecal samples. Then searched them using the program BLASTN against a prokaryotic sequence database to assign a taxon to each RSR. The results were compared with those obtained by screening and analysing the clones containing 16S rDNA sequences in the whole library. We found that the biodiversity observed by RSR analysis is consistent with that obtained by 16S rDNA. We also show that RSRs are suitable to compare the biodiversity between different metagenomic libraries. RSRs can thus provide a good estimate of the biodiversity of a metagenomic library and, as an alternative to 16S, this approach is both faster and cheaper.

Multiple target tracking using random sets

This paper presents several algorithms for joint estimation of the target number and state in a time-varying scenario. Building on the results presented in [1], which considers estimation of the target number only, we assume that not only the target number, but also their state evolution must be estimated. In this context, we extend to this new scenario the Rao-Blackwellization procedure of [1] to compute Bayes recursions, thus defining reduced-complexity solutions for the multi-target set estimator. A performance assessmentis finally given both in terms of Circular Position Error Probability - aimed at evaluating the accuracy of the estimated track - and in terms of Cardinality Error Probability, aimed at evaluating the reliability of the target number estimates.

Prevalence of alcohol-impaired drivers based on random breath tests in a roadside survey

Sobriety checkpoints are not usually randomly located by traffic authorities. As such, information provided by non-random alcohol tests cannot be used to infer the characteristics of the general driving population. In this paper a case study is presented in which the prevalence of alcohol-impaired driving is estimated for the general population of drivers. A stratified probabilistic sample was designed to represent vehicles circulating in non-urban areas of Catalonia (Spain), a region characterized by its complex transportation network and dense traffic around the metropolis of Barcelona. Random breath alcohol concentration tests were performed during spring 2012 on 7,596 drivers. The estimated prevalence of alcohol-impaired drivers was 1.29%, which is roughly a third of the rate obtained in non-random tests. Higher rates were found on weekends (1.90% on Saturdays, 4.29% on Sundays) and especially at night. The rate is higher for men (1.45%) than for women (0.64%) and the percentage of positive outcomes shows an increasing pattern with age. In vehicles with two occupants, the proportion of alcohol-impaired drivers is estimated at 2.62%, but when the driver was alone the rate drops to 0.84%, which might reflect the socialization of drinking habits. The results are compared with outcomes in previous surveys, showing a decreasing trend in the prevalence of alcohol-impaired drivers over time.

A theory of optimal random crackdowns

An incentives based theory of policing is developed which can explain the phenomenon of random “crackdowns,” i.e., intermittent periods of high interdiction/surveillance. For a variety of police objective functions, random crackdowns can be part of the optimal monitoring strategy. We demonstrate support for implications of the crackdown theory using traffic data gathered by the Belgian Police Department and use the model to estimate the deterrence effectof additional resources spent on speeding interdiction.

Strategies for sequential prediction of stationary time series

We present simple procedures for the prediction of a real valued sequence. The algorithms are based on a combinationof several simple predictors. We show that if the sequence is a realization of a bounded stationary and ergodic random process then the average of squared errors converges, almost surely, to that of the optimum, given by the Bayes predictor. We offer an analog result for the prediction of stationary gaussian processes.

Weak approximations. A Malliavin calculus approach

We introduce a variation of the proof for weak approximations that issuitable for studying the densities of stochastic processes which areevaluations of the flow generated by a stochastic differential equation on a random variable that maybe anticipating. Our main assumption is that the process and the initial random variable have to be smooth in the Malliavin sense. Furthermore if the inverse of the Malliavin covariance matrix associated with the process under consideration is sufficiently integrable then approximations fordensities and distributions can also be achieved. We apply theseideas to the case of stochastic differential equations with boundaryconditions and the composition of two diffusions.

On the closed-form approximation of short-time random strike options

In this paper we propose a general technique to develop first and second order closed-form approximation formulas for short-time options withrandom strikes. Our method is based on Malliavin calculus techniques andallows us to obtain simple closed-form approximation formulas dependingon the derivative operator. The numerical analysis shows that these formulas are extremely accurate and improve some previous approaches ontwo-assets and three-assets spread options as Kirk's formula or the decomposition mehod presented in Alòs, Eydeland and Laurence (2011).

On the term structure of Interbank interest rates: Jump-diffusion processes and option pricing

In this paper we study the dynamic behavior of the term structureof Interbank interest rates and the pricing of options on interest ratesensitive securities. We posit a generalized single factor model withjumps to take into account external influences in the market. Daily datais used to test for jump effects. Qualitative examination of the linkagebetween Monetary Authorities' interventions and jumps are studied. Pricingresults suggests a systematic underpricing in bonds and call options ifthe jumps component is not included. However, the pricing of put optionson bonds presents indeterminacies.

Stochastic uncoupled dynamics and Nash equilibrium

In this paper we consider dynamic processes, in repeated games, that are subject to the natural informational restriction of uncoupledness. We study the almost sure convergence to Nash equilibria, and present a number of possibility and impossibility results. Basically, we show that if in addition to random moves some recall is introduced, then successful search procedures that are uncoupled can be devised. In particular, to get almost sure convergence to pure Nash equilibria when these exist, it su±ces to recall the last two periods of play.

Constant coefficient tests for random coefficient regression

Random coefficient regression models have been applied in differentfields and they constitute a unifying setup for many statisticalproblems. The nonparametric study of this model started with Beranand Hall (1992) and it has become a fruitful framework. In thispaper we propose and study statistics for testing a basic hypothesisconcerning this model: the constancy of coefficients. The asymptoticbehavior of the statistics is investigated and bootstrapapproximations are used in order to determine the critical values ofthe test statistics. A simulation study illustrates the performanceof the proposals.