Small time two-sided LIL behavior for Lévy processes at zero

We wish to characterize when a Lévy process X t crosses boundaries b(t), in a two-sided sense, for small times t, where b(t) satisfies very mild conditions. An integral test is furnished for computing the value of sup t→0|X t |/b(t) = c. In some cases, we also specify a function b(t) in terms of the Lévy triplet, such that sup t→0 |X t |/b(t) = 1.

Small time Chung-type LIL for Lévy processes

We prove Chung-type laws of the iterated logarithm for general Lévy processes at zero. In particular, we provide tools to translate small deviation estimates directly into laws of the iterated logarithm. This reveals laws of the iterated logarithm for Lévy processes at small times in many concrete examples. In some cases, exotic norming functions are derived.

Online bayesian inference in some time-frequency representations of non-stationary processes

The use of Bayesian inference in the inference of time-frequency representations has, thus far, been limited to offline analysis of signals, using a smoothing spline based model of the time-frequency plane. In this paper we introduce a new framework that allows the routine use of Bayesian inference for online estimation of the time-varying spectral density of a locally stationary Gaussian process. The core of our approach is the use of a likelihood inspired by a local Whittle approximation. This choice, along with the use of a recursive algorithm for non-parametric estimation of the local spectral density, permits the use of a particle filter for estimating the time-varying spectral density online. We provide demonstrations of the algorithm through tracking chirps and the analysis of musical data.

Study of picosecond processes of an intercalated dipyridophenazine Cr(iii) complex bound to defined sequence DNAs using transient absorption and time-resolved infrared methods

Picosecond transient absorption (TA) and time-resolved infrared (TRIR) measurements of rac-[Cr(phen)2(dppz)]3+ (1) intercalated into double-stranded guanine-containing DNA reveal that the excited state is very rapidly quenched. As no evidence was found for the transient electron transfer products, it is proposed that the back electron transfer reaction must be even faster (<3 ps).

Comparing time-varying autoregressive structures of locally stationary processes

In this paper, a novel statistical test is introduced to compare two locally stationary time series. The proposed approach is a Wald test considering time-varying autoregressive modeling and function projections in adequate spaces. The covariance structure of the innovations may be also time- varying. In order to obtain function estimators for the time- varying autoregressive parameters, we consider function expansions in splines and wavelet bases. Simulation studies provide evidence that the proposed test has a good performance. We also assess its usefulness when applied to a financial time series.

Duality with time-changed Lévy processes

In this paper we study the pricing problem of derivatives written in terms of a two dimensional time{changed L¶evy processes. Then, we examine an existing relation between prices of put and call options, of both the European and the American type. This relation is called put{call duality. It includes as a particular case, the relation known as put{call symmetry. Necessary and su±cient conditions for put{call symmetry to hold are shown, in terms of the triplet of local charac- teristic of the Time{changed L¶evy process. In this way we extend the results obtained in Fajardo and Mordecki (2004) to the case of time{changed Lévy processes.

TIME-COURSE DIFFUSION of HYDROGEN PEROXIDE USING MODERN TECHNOLOGIES

The concern with the hydrogen penetration towards the pulp can be observed on the literature by the great number of papers published on this topic; Those measurements often uses chemical agents to quantify the concentration of the bleaching agent that cross the enamel and dentin. The objective of this work was the quantification of oxygen free radicals by fluorescence that are located in the interface between enamel and dentin. It was used to accomplish our objectives a Ruthenium probe (FOXY R - Ocean Optics(R)) a 405nm LED, a bovine tooth and a portable diagnostic system (Science and support LAB - LAT - IFSC/USP). The fluorescence of the probe is suppressed in presence of oxygen free radicals in function of time. The obtained results clearly shows that the hydrogen peroxide when not catalyzed should be kept in contact with the tooth for longer periods of time.

Coordinate and time-dependent diffusion dynamics in protein folding

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

In Situ and Simultaneous UV-vis/SAXS and UV-vis/XAFS Time-Resolved Monitoring of ZnO Quantum Dots Formation and Growth

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Intercalation processes and diffusion paths of lithium ions in spinel-type structured Li(1+x)Ti(2)O(4): Density functional theory study

Intercalation processes and corresponding diffusion paths of Li ions into spinel-type structured Li(1+x)Ti(2)O(4) (0 <= x <= 0.375) are systematically studied by means of periodic density functional theory calculations for different compositions and arrangements. An analysis of the site preference for intercalation processes is carried out, while energy barriers for the diffusion paths have been computed in detail. Our results indicate that the Li insertion is thermodynamically favorable at octahedral sites 16c in the studied composition range, and Li migration from tetrahedral sites 8a to octahedral sites 16c stabilizes the structure and becomes favorable for compositions x >= 0.25. Diffusion paths from less stable arrangements involving Li migrations between tetrahedral and octahedral sites exhibit the lowest energy barrier since the corresponding trajectories and energy profiles take place across a triangle made by three neighboring oxygen anions without structural modification. Theoretical and experimental diffusion coefficients are in reasonable agreement.

Stability analysis of Crank-Nicolson and Euler schemes for time-dependent diffusion equations

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Development of enzymic time-temperature integrators with rapid detection for evaluation of continuous HTST pasteurization processes

The assessment of the thermal process impact in terms of food safety and quality is of great importance for process evaluation and design. This can be accomplished from the analysis of the residence time and temperature distributions coupled with the kinetics of thermal change, or from the use of a proper time-temperature integrator (TTI) as indicator of safety and quality. The objective of this work was to develop and test enzymic TTIs with rapid detection for the evaluation of continuous HTST pasteurization processes (70-85 degrees C, 10-60 s) of low-viscosity liquid foods, such as milk and juices. Enzymes peroxidase, lactoperoxidase and alkaline phosphatase in phosphate buffer were tested and activity was determined with commercial reflectometric strips. Discontinuous thermal treatments at various time-temperature combinations were performed in order to adjust a first order kinetic model of a two-component system. The measured time-temperature history was considered instead of assuming isothermal conditions. Experiments with slow heating and cooling were used to validate the adjusted model. Only the alkaline phosphatase TTI showed potential to be used for the evaluation of pasteurization processes. The choice was based on the obtained z-values of the thermostable and thermolabile fractions, on the cost and on the validation tests. (C) 2012 Elsevier Ltd. All rights reserved.