204 resultados para Heavy Tail Distributions

em Repositório Institucional UNESP - Universidade Estadual Paulista "Julio de Mesquita Filho"


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After pointing out the difference between normal and anomalous diffusion, we consider a hadron resonance cascade (HRC) model simulation for particle emission at RHIC and point out that rescattering in an expanding hadron resonance gas leads to a heavy tail in the source distribution. The results are compared to recent PHENIX measurements of the tail of the particle emitting source in Au+Au collisions at RHIC. In this context, we show how can one distinguish experimentally the anomalous diffusion of hadrons from a second order QCD phase transition.

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In this paper we study the possible microscopic origin of heavy-tailed probability density distributions for the price variation of financial instruments. We extend the standard log-normal process to include another random component in the so-called stochastic volatility models. We study these models under an assumption, akin to the Born-Oppenheimer approximation, in which the volatility has already relaxed to its equilibrium distribution and acts as a background to the evolution of the price process. In this approximation, we show that all models of stochastic volatility should exhibit a scaling relation in the time lag of zero-drift modified log-returns. We verify that the Dow-Jones Industrial Average index indeed follows this scaling. We then focus on two popular stochastic volatility models, the Heston and Hull-White models. In particular, we show that in the Hull-White model the resulting probability distribution of log-returns in this approximation corresponds to the Tsallis (t-Student) distribution. The Tsallis parameters are given in terms of the microscopic stochastic volatility model. Finally, we show that the log-returns for 30 years Dow Jones index data is well fitted by a Tsallis distribution, obtaining the relevant parameters. (c) 2007 Elsevier B.V. All rights reserved.

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The main pool of dissolved organic carbon in tropical aquatic environments, notably in dark-coloured streams, is concentrated in humic substances (HS). Aquatic HS are large organic molecules formed by micro-biotic degradation of biopolymers and polymerization of smaller organic molecules. From an environmental point of view, the study of metal-humic interactions is often aimed at predicting the effect of aquatic HS on the bioavailability of heavy metal ions in the environment. In the present work the aquatic humic substances (HS) isolated from a dark-brown stream (located in an environmental protection area near Cubatao city in São Paulo-State, Brazil) by means of the collector XAD-8 were investigated. FTIR studies showed that the carboxylic carbons are probably the most important binding sites for Hg(II) ions within humic molecules. C-13-NMR and H-1-NMR studies of aquatic HS showed the presence of constituents with a high degree of aromaticity (40% of carbons) and small substitution. A special five-stage tangential-flow ultrafiltration device (UF) was used for size fractionation of the aquatic HS under study and for their metal species in the molecular size range 1-100 kDa (six fractions). The fractionation patterns showed that metal traces remaining in aquatic HS after their XAD-8 isolation have different distributions. Generally, the major percentage of traces of Mn, Cd and Ni (determined by ICP-AES) was preferably complexed by molecules with relatively high molecular size. Cu was bound by fractions with low molecular size and Co showed no preferential binding site in the various humic fractions. Moreover, the species formed between aquatic HS and Hg(II), prepared by spiking (determined by CVAAS), appeared to be concentrated in the relatively high molecular size fraction F-1 (> 100 kDa).

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We solve the three-body bound-state problem in three dimensions for mass imbalanced systems of two identical bosons and a third particle in the universal limit where the interactions are assumed to be of zero range. The system displays the Efimov effect and we use the momentum-space wave equation to derive formulas for the scaling factor of the Efimov spectrum for any mass ratio assuming either that two or three of the two-body subsystems have a bound state at zero energy. We consider the single-particle momentum distribution analytically and numerically and analyze the tail of the momentum distribution to obtain the three-body contact parameter. Our findings demonstrate that the functional form of the three-body contact term depends on the mass ratio, and we obtain an analytic expression for this behavior. To exemplify our results, we consider mixtures of lithium with either two caesium or rubidium atoms which are systems of current experimental interest. © 2013 American Physical Society.

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2-Aminothiazole covalently attached to a silica gel surface was prepared in order to obtain an adsorbent for Hg(II) ions having the following characteristics: good sorption capacity, chemical stability under conditions of use, and, especially, high selectivity. The accumulation voltammetry of mercury(II) was investigated at a carbon paste electrode chemically modified with silica gel functionalized with 2-aminothiazole (SIAMT-CPE). The repetitive cyclic voltammogram of mercury(II) solution in the potential range -0.2 to + 0.6 V versus Ag/AgCl (0.02 mol L-1 KNO3; V = 20 mV s(-1)) show two peaks one at about 0.1 V and other at 0.205 V. The anodic wave peak at 0.205 V is well defined and does not change during the cycles and it was therefore further investigated for analytical purposes using differential pulse anodic stripping voltammetry in differents supporting electrolytes. The mercury response was evaluated with respect to pH, electrode composition, preconcentration time, mercury concentration, cleaning solution, possible interferences and other variables. The precision for six determinations (n = 6) of 0.02 and 0.20 mg L-1 Hg(II) was 4.1 and 3.5% (relative standard deviation), respectively. The detection limit was estimated as 0.10 mu g L-1 mercury(II) by means of 3:1 current-to-noise ratio in connection with the optimization of the various parameters involved and using the highest-possible analyser sensitivity. (c) 2006 Elsevier Ltd. All rights reserved.

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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Foram utilizados 50 suínos machos castrados para avaliar o efeito da restrição alimentar qualitativa sobre a digestibilidade dos componentes dietéticos, os órgãos do trato digestório, a composição e a produção fecal. Foram utilizadas cinco dietas experimentais, com níveis de restrição qualitativa de 0, 5, 10, 15 e 20%. Houve redução linear (P<0,001) para todos os coeficientes de digestibilidade, com exceção da fibra em detergente ácido, que apresentou resposta quadrática (P<0,05). Os teores de sólidos totais (P<0,01) e voláteis (P<0,05), e minerais totais (P<0,001) nas fezes aumentaram com os níveis de restrição alimentar, enquanto os níveis de K (P<0,05), Cu (P<0,01) e de N, P, Na, Ca, Mg, Fe e Zn (P<0,001), apresentaram resposta quadrática. A excreção diária de fezes, sólidos totais e voláteis, minerais totais, N, P, K, Mn e Cu (P<0,001), Ca, Na, Mg e Fe (P<0,05) apresentaram aumento em função do nível da restrição alimentar qualitativa. A restrição qualitativa pode ser alternativa para destinação de resíduos da agroindústria, conferindo boas propriedades às fezes suínas, no que diz respeito à utilização para adubação de culturas.

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Foi realizado um ensaio utilizando 36 suínos machos castrados, com peso inicial de 83,7±5,1kg, para avaliar o efeito da inclusão de polpa cítrica, 0, 10, 20 e 30%, em um programa de restrição alimentar qualitativa para suínos abatidos aos 130kg de peso, sobre o peso dos órgãos do sistema digestório e sobre características da carcaça e da qualidade da carne. A inclusão de polpa cítrica proporcionou aumento linear (P<0,05) nos pesos do estômago, cólon e fígado, e efeito quadrático (P<0,05) no peso do ceco. Foi observada redução linear (P<0,05) no peso, no rendimento da carcaça e no peso do pernil, porém não houve efeito (P>0,05) sobre o rendimento do pernil. Maior inclusão de polpa cítrica não foi suficiente para reduzir a espessura do toucinho e aumentar a quantidade de carne magra na carcaça, mostrando que a restrição alimentar qualitativa não foi eficiente. Foi observado aumento linear (P<0,05) do pH da carcaça resfriada e linear negativo (P<0,05) sobre as variáveis indicativas de cor da carne em função da inclusão da polpa cítrica nas dietas. A adição de polpa cítrica em programas de restrição alimentar qualitativa não foi eficiente. Por não promover nenhum efeito deletério sobre as características da carne, a polpa cítrica pode ser utilizada como ingrediente alternativo para suínos em terminação.

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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Lignins extracted from sugar cane bagasse using different alcohols in the organosolv-CO(2) supercritical pulping process have been applied in the fabrication of ultrathin films through the Langmuir-Blodgett technique. Langmuir films were characterized by surface pressure versus mean molecular area (Pi-A) isotherms to exploit the sensitivity of nanostructured lignin films to metallic ions (Cu(2+), Cd(2+) and Pb(2+)). The Pi-A isotherms were shifted to larger molecular areas when heavy metal ions are present into the subphase, which might be related to electrostatic repulsions between metallic ions entrapped within the lignin molecular structure. Taking the advantage of metal incorporation, Langmuir monolayers were transferred onto solid substrates forming Langmuir-Blodgett (LB) films to be used as a transducer in an "electronic tongue" system to detect Cu(2+) in aqueous solution below threshold standard established by the Brazilian regulation. Both techniques impedance spectroscopy and electrochemistry have been used in these experiments. Complementary, Fourier transform infrared (FTIR) spectroscopy recorded for LB films before and after soaking into Cu(2+) aqueous solution revealed an interaction between the lignin phenyl groups and the metallic ion. (C) 2007 Elsevier B.V.. All rights reserved.

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