Statistical evidences of cyclic changes in volcanic gas chemistry composition by inverse modelling

The identification of compositional changes in fumarolic gases of active and quiescent volcanoes is one of the mostimportant targets in monitoring programs. From a general point of view, many systematic (often cyclic) and randomprocesses control the chemistry of gas discharges, making difficult to produce a convincing mathematical-statisticalmodelling.Changes in the chemical composition of volcanic gases sampled at Vulcano Island (Aeolian Arc, Sicily, Italy) fromeight different fumaroles located in the northern sector of the summit crater (La Fossa) have been analysed byconsidering their dependence from time in the period 2000-2007. Each intermediate chemical composition has beenconsidered as potentially derived from the contribution of the two temporal extremes represented by the 2000 and 2007samples, respectively, by using inverse modelling methodologies for compositional data. Data pertaining to fumarolesF5 and F27, located on the rim and in the inner part of La Fossa crater, respectively, have been used to achieve theproposed aim. The statistical approach has allowed us to highlight the presence of random and not random fluctuations,features useful to understand how the volcanic system works, opening new perspectives in sampling strategies and inthe evaluation of the natural risk related to a quiescent volcano

Estimation of the extreme flash flood evolution in Barcelona county from 1351 to 2005

Every year, flash floods cause economic losses and major problems for undertaking daily activity in the Catalonia region (NE Spain). Sometimes catastrophic damage and casualties occur. When a long term analysis of floods is undertaken, a question arises regarding the changing role of the vulnerability and the hazard in risk evolution. This paper sets out to give some information to deal with this question, on the basis of analysis of all the floods that have occurred in Barcelona county (Catalonia) since the 14th century, as well as the flooded area, urban evolution, impacts and the weather conditions for any of most severe events. With this objective, the identification and classification of historical floods, and characterisation of flash-floods among these, have been undertaken. Besides this, the main meteorological factors associated with recent flash floods in this city and neighbouring regions are well-known. On the other hand, the identification of rainfall trends that could explain the historical evolution of flood hazard occurrence in this city has been analysed. Finally, identification of the influence of urban development on the vulnerability to floods has been carried out. Barcelona city has been selected thanks to its long continuous data series (daily rainfall data series, since 1854; one of the longest rainfall rate series of Europe, since 1921) and for the accurate historical archive information that is available (since the Roman Empire for the urban evolution). The evolution of flood occurrence shows the existence of oscillations in the earlier and later modern-age periods that can be attributed to climatic variability, evolution of the perception threshold and changes in vulnerability. A great increase of vulnerability can be assumed for the period 1850¿1900. The analysis of the time evolution for the Barcelona rainfall series (1854¿2000) shows that no trend exists, although, due to changes in urban planning, flash-floods impact has altered over this time. The number of catastrophic flash floods has diminished, although the extraordinary ones have increased.

Damage spreading transition in glasses: A probe for the ruggedness of the configurational landscape

We consider damage spreading transitions in the framework of mode-coupling theory. This theory describes relaxation processes in glasses in the mean-field approximation which are known to be characterized by the presence of an exponentially large number of metastable states. For systems evolving under identical but arbitrarily correlated noises, we demonstrate that there exists a critical temperature T0 which separates two different dynamical regimes depending on whether damage spreads or not in the asymptotic long-time limit. This transition exists for generic noise correlations such that the zero damage solution is stable at high temperatures, being minimal for maximal noise correlations. Although this dynamical transition depends on the type of noise correlations, we show that the asymptotic damage has the good properties of a dynamical order parameter, such as (i) independence of the initial damage; (ii) independence of the class of initial condition; and (iii) stability of the transition in the presence of asymmetric interactions which violate detailed balance. For maximally correlated noises we suggest that damage spreading occurs due to the presence of a divergent number of saddle points (as well as metastable states) in the thermodynamic limit consequence of the ruggedness of the free-energy landscape which characterizes the glassy state. These results are then compared to extensive numerical simulations of a mean-field glass model (the Bernasconi model) with Monte Carlo heat-bath dynamics. The freedom of choosing arbitrary noise correlations for Langevin dynamics makes damage spreading an interesting tool to probe the ruggedness of the configurational landscape.

System identification using a linear combination of cumulant slices

In this paper we develop a new linear approach to identify the parameters of a moving average (MA) model from the statistics of the output. First, we show that, under some constraints, the impulse response of the system can be expressed as a linear combination of cumulant slices. Then, thisresult is used to obtain a new well-conditioned linear methodto estimate the MA parameters of a non-Gaussian process. Theproposed method presents several important differences withexisting linear approaches. The linear combination of slices usedto compute the MA parameters can be constructed from dif-ferent sets of cumulants of different orders, providing a generalframework where all the statistics can be combined. Further-more, it is not necessary to use second-order statistics (the autocorrelation slice), and therefore the proposed algorithm stillprovides consistent estimates in the presence of colored Gaussian noise. Another advantage of the method is that while mostlinear methods developed so far give totally erroneous estimates if the order is overestimated, the proposed approach doesnot require a previous estimation of the filter order. The simulation results confirm the good numerical conditioning of thealgorithm and the improvement in performance with respect to existing methods.

On the identification of monetary (and other) shocks

The purpose of this paper is twofold. First, we construct a DSGE model which spells out explicitly the instrumentation of monetary policy. The interest rate is determined every period depending on the supply and demand for reserves which in turn are affected by fundamental shocks: unforeseeable changes in cash withdrawal, autonomous factors, technology and government spending. Unexpected changes in the monetary conditions of the economy are interpreted as monetary shocks. We show that these monetary shocks have the usual effects on economic activity without the need of imposing additional frictions as limited participation in asset markets or sticky prices. Second, we show that this view of monetary policy may have important consequences for empirical research. In the model, the contemporaneous correlations between interest rates, prices and output are due to the simultaneous effect of all fundamental shocks. We provide an example where these contemporaneous correlations may be misinterpreted as a Taylor rule. In addition, we use the sign of the impact responses of all shocks on output, prices and interest rates derived from the model to identify the sources of shocks in the data.

Determinació de la ubicació estructural dels ions Yb3+ i Nb3+ en Yb:RTP, Nb:RTP i (Nb,Yb):RTP

Estudi elaborat a partir d’una estada al Stony Brook University al juliol del 2006. El RbTiOPO4 (RTP) monocristal•lí és un material d' òptica no lineal molt rellevant i utilitzat en la tecnologia làser actual, químicament molt estable i amb unes propietats físiques molt destacades, entre elles destaquen els alts coeficients electro-òptics i l'alt llindar de dany òptic que presenta. En els últims anys s’està utilitzant tecnològicament en aplicacions d'òptica no lineal en general i electro-òptiques en particular. En alguns casos ja ha substituït, millorant prestacions, a materials tals com el KTP o el LNB(1). Dopant RTP amb ions lantànids (Ln3+) (2-4), el material es converteix en un material làser auto-doblador de freqüència, combinant les seves propietats no lineals amb les de matriu làser. El RTP genera radiació de segon harmònic (SHG) a partir d’un feix fonamental amb longituds d’ona inferiors a 990 nm, que és el límit que presenta el KTP.La determinació de la ubicació estructural i l’estudi de l'entorn local del ions actius làser és de fonamental importància per a la correcta interpretació de les propietats espectroscòpiques d’aquest material. Mesures de difracció de neutrons sobre mostra de pols cristal•lí mostren que els ions Nb5+ i Ln3+ només substitueixin posicions de Ti4+ (8-9). Estudis molt recents d'EPR (electron paramagnetic resonance) semblen indicar que quan la concentració d'ió Ln3+ es baixa, aquest ió presenta la tendència a substituir l'ió alcalí present a l'estructura (10).Després dels resultats obtinguts en el present treball a partir de la tècnica EXAFS a la instal•lació sincrotò del Brookhaven National Laboratory/State University of New York (Stony Brook) es pot concloure definitivament que els ions Nb s’ubiquen en la posició Ti (1) i que els ions Yb3+ es distribueixen paritariament en les dues posicions del Ti (1 i 2). Aquests resultats aporten una valuosa informació per a la correcta interpretació dels espectres, tant d’absorció com d’emissió, del material i per la avaluació dels paràmetres del seu comportament durant l'acció làser.

Avaluació ambiental de la recollida de residus municipals de Sant Boi de Llobregat

La gestió dels residus municipals ha d’avançar cap a la sostenibilitat per tal de poder fer front al gran volum de residus que es generen actualment i no malmetre el medi ambient. Aquest fet motiva a l’elaboració d’aquest projecte que es centra en l’anàlisi del procés de recollida dels residus municipals. L’estudi realitza en primer lloc una avaluació ambiental de la recollida global i una avaluació ambiental específica de la recollida de la fracció Resta mitjançant el programari SIMUR (desenvolupada per l’Agència d’Ecologia Urbana de Barcelona). Amb aquesta eina de simulació de models de gestió de residus municipal es calcula el balanç de massa, el balanç energètic, el balanç d’emissions i el balanç econòmic del procés de recollida. La metodologia per al desenvolupament de la segona fase del projecte es basa en la realització de treball de camp per al disseny de taules descriptives dels circuits de recollida de la fracció Resta, que permeten comparar-los entre sí i aconseguir l’objectiu d’avaluar l’eficiència dels sistemes de recollida de càrrega lateral i posterior de la fracció. L’assoliment dels objectius permet fer-se una idea de l’estat actual de la recollida dels residus de Sant Boi, identificant-ne els punts forts i febles i plantejant propostes de millora encarades a aconseguir una futura generació i recollida de residus més respectuosa amb l’entorn.

From creative ideas to new emerging ventures: the process of identification and exploitation among finnish design entrepreneurs

This study focuses on identification and exploitation processes among Finnish design entrepreneurs (i.e. selfemployed industrial designers). More specifically, this study strives to find out what design entrepreneurs do when they create new ventures, how venture ideas are identified and how entrepreneurial processes are organized to identify and exploit such venture ideas in the given industrial context. Indeed, what does educated and creative individuals do when they decide to create new ventures, where do the venture ideas originally come from, and moreover, how are venture ideas identified and developed into viable business concepts that are introduced on the markets? From an academic perspective: there is a need to increase our understanding of the interaction between the identification and exploitation of emerging ventures, in this and other empirical contexts. Rather than assuming that venture ideas are constant in time, this study examines how emerging ideas are adjusted to enable exploitation in dynamic market settings. It builds on the insights from previous entrepreneurship process research. The interpretations from the theoretical discussion build on the assumption that the subprocesses of identification and exploitation interact, and moreover, they are closely entwined with each other (e.g. McKelvie & Wiklund, 2004, Davidsson, 2005). This explanation challenges the common assumption that entrepreneurs would first identify venture ideas and then exploit them (e.g. Shane, 2003). The assumption is that exploitation influences identification, just as identification influences exploitation. Based on interviews with design entrepreneurs and external actors (e.g. potential customers, suppliers and collaborators), it appears as identification and exploitation of venture ideas are carried out in close interaction between a number of actors, rather than alone by entrepreneurs. Due to their available resources, design entrepreneurs have a desire to focus on identification related activities and to find external actors that take care of exploitation related activities. The involvement of external actors may have a direct impact on decisionmaking and various activities along the processes of identification and exploitation, which is something that previous research does not particularly emphasize. For instance, Bhave (1994) suggests both operative and strategic feedback from the market, but does not explain how external parties are actually involved in the decisionmaking, and in carrying out various activities along the entrepreneurial process.

An Introduction to parametric and non-parametric models for bivariate positive insurance claim severity distributions

We present a real data set of claims amounts where costs related to damage are recorded separately from those related to medical expenses. Only claims with positive costs are considered here. Two approaches to density estimation are presented: a classical parametric and a semi-parametric method, based on transformation kernel density estimation. We explore the data set with standard univariate methods. We also propose ways to select the bandwidth and transformation parameters in the univariate case based on Bayesian methods. We indicate how to compare the results of alternative methods both looking at the shape of the overall density domain and exploring the density estimates in the right tail.

Statistical properties of subgroups of free groups

The usual way to investigate the statistical properties of finitely generated subgroups of free groups, and of finite presentations of groups, is based on the so-called word-based distribution: subgroups are generated (finite presentations are determined) by randomly chosen k-tuples of reduced words, whose maximal length is allowed to tend to infinity. In this paper we adopt a different, though equally natural point of view: we investigate the statistical properties of the same objects, but with respect to the so-called graph-based distribution, recently introduced by Bassino, Nicaud and Weil. Here, subgroups (and finite presentations) are determined by randomly chosen Stallings graphs whose number of vertices tends to infinity. Our results show that these two distributions behave quite differently from each other, shedding a new light on which properties of finitely generated subgroups can be considered frequent or rare. For example, we show that malnormal subgroups of a free group are negligible in the raph-based distribution, while they are exponentially generic in the word-based distribution. Quite surprisingly, a random finite presentation generically presents the trivial group in this new distribution, while in the classical one it is known to generically present an infinite hyperbolic group.

Development of specific ITS markers for plant DNA identification within herbivorous insects

DNA based techniques have proved to be very useful methods to study trophic relationships 17 between pests and their natural enemies. However, most predators are best defined as omnivores, 18 and the identification of plant-specific DNA should also allow the identification of the plant 19 species the predators have been feeding on. In this study, a PCR approach based on the 20 development of specific primers was developed as a self-marking technique to detect plant DNA 21 within the gut of one heteropteran omnivorous predator (Macrolophus pygmaeus) and two 22 lepidopteran pest species (Helicoverpa armigera and Tuta absoluta). Specific tomato primers 23 were designed from the ITS 1-2 region, which allowed the amplification of a tomato DNA 24 fragment of 332 bp within the three insect species tested in all cases (100% of detection at t = 0) 25 and did not detect DNA of other plants nor of the starved insects. Plant DNA half-lives at 25ºC 26 ranged from 5.8h, to 27.7h and 28.7h within M. pygmaeus, H. armigera and T. absoluta, 27 respectively. Tomato DNA detection within field collected M. pygmaeus suggests dietary mixing 28 in this omnivorous predator and showed a higher detection of tomato DNA in females and 29 nymphs than males. This study provides a useful tool to detect and to identify plant food sources 30 of arthropods and to evaluate crop colonization from surrounding vegetation in conservation 31 biological control programs.