Comparing Basal Area Diameter Distributions Estimated by Tree Species and for the Entire Stock in a Mixed Stand

Summary

Plant species distributions along environmental gradients: do belowground interactions with fungi matter?

The distribution of plants along environmental gradients is constrained by abiotic and biotic factors. Cumulative evidence attests of the impact of biotic factors on plant distributions, but only few studies discuss the role of belowground communities. Soil fungi, in particular, are thought to play an important role in how plant species assemble locally into communities. We first review existing evidence, and then test the effect of the number of soil fungal operational taxonomic units (OTUs) on plant species distributions using a recently collected dataset of plant and metagenomic information on soil fungi in the Western Swiss Alps. Using species distribution models (SDMs), we investigated whether the distribution of individual plant species is correlated to the number of OTUs of two important soil fungal classes known to interact with plants: the Glomeromycetes, that are obligatory symbionts of plants, and the Agaricomycetes, that may be facultative plant symbionts, pathogens, or wood decayers. We show that including the fungal richness information in the models of plant species distributions improves predictive accuracy. Number of fungal OTUs is especially correlated to the distribution of high elevation plant species. We suggest that high elevation soil show greater variation in fungal assemblages that may in turn impact plant turnover among communities. We finally discuss how to move beyond correlative analyses, through the design of field experiments manipulating plant and fungal communities along environmental gradients.

On the efficient evaluation of ruin probabilities for completely monotone claim size distributions

In this paper we propose a highly accurate approximation procedure for ruin probabilities in the classical collective risk model, which is based on a quadrature/rational approximation procedure proposed in [2]. For a certain class of claim size distributions (which contains the completely monotone distributions) we give a theoretical justification for the method. We also show that under weaker assumptions on the claim size distribution, the method may still perform reasonably well in some cases. This in particular provides an efficient alternative to a related method proposed in [3]. A number of numerical illustrations for the performance of this procedure is provided for both completely monotone and other types of random variables.

Continuous-time random-walk model for financial distributions

We apply the formalism of the continuous-time random walk to the study of financial data. The entire distribution of prices can be obtained once two auxiliary densities are known. These are the probability densities for the pausing time between successive jumps and the corresponding probability density for the magnitude of a jump. We have applied the formalism to data on the U.S. dollardeutsche mark future exchange, finding good agreement between theory and the observed data.

Tuning clustering in random networks with arbitrary degree distributions

We present a generator of random networks where both the degree-dependent clustering coefficient and the degree distribution are tunable. Following the same philosophy as in the configuration model, the degree distribution and the clustering coefficient for each class of nodes of degree k are fixed ad hoc and a priori. The algorithm generates corresponding topologies by applying first a closure of triangles and second the classical closure of remaining free stubs. The procedure unveils an universal relation among clustering and degree-degree correlations for all networks, where the level of assortativity establishes an upper limit to the level of clustering. Maximum assortativity ensures no restriction on the decay of the clustering coefficient whereas disassortativity sets a stronger constraint on its behavior. Correlation measures in real networks are seen to observe this structural bound.

Free inertial processes driven by Gaussian noise: Probability distributions, anomalous diffusion and fractal behavior

We study the motion of an unbound particle under the influence of a random force modeled as Gaussian colored noise with an arbitrary correlation function. We derive exact equations for the joint and marginal probability density functions and find the associated solutions. We analyze in detail anomalous diffusion behaviors along with the fractal structure of the trajectories of the particle and explore possible connections between dynamical exponents of the variance and the fractal dimension of the trajectories.

Generalized Langevin equations: Anomalous diffusion and probability distributions

We study the motion of a particle governed by a generalized Langevin equation. We show that, when no fluctuation-dissipation relation holds, the long-time behavior of the particle may be from stationary to superdiffusive, along with subdiffusive and diffusive. When the random force is Gaussian, we derive the exact equations for the joint and marginal probability density functions for the position and velocity of the particle and find their solutions.

Estimation of jump-diffusion processes via empirical characteristic functions

Preface The starting point for this work and eventually the subject of the whole thesis was the question: how to estimate parameters of the affine stochastic volatility jump-diffusion models. These models are very important for contingent claim pricing. Their major advantage, availability T of analytical solutions for characteristic functions, made them the models of choice for many theoretical constructions and practical applications. At the same time, estimation of parameters of stochastic volatility jump-diffusion models is not a straightforward task. The problem is coming from the variance process, which is non-observable. There are several estimation methodologies that deal with estimation problems of latent variables. One appeared to be particularly interesting. It proposes the estimator that in contrast to the other methods requires neither discretization nor simulation of the process: the Continuous Empirical Characteristic function estimator (EGF) based on the unconditional characteristic function. However, the procedure was derived only for the stochastic volatility models without jumps. Thus, it has become the subject of my research. This thesis consists of three parts. Each one is written as independent and self contained article. At the same time, questions that are answered by the second and third parts of this Work arise naturally from the issues investigated and results obtained in the first one. The first chapter is the theoretical foundation of the thesis. It proposes an estimation procedure for the stochastic volatility models with jumps both in the asset price and variance processes. The estimation procedure is based on the joint unconditional characteristic function for the stochastic process. The major analytical result of this part as well as of the whole thesis is the closed form expression for the joint unconditional characteristic function for the stochastic volatility jump-diffusion models. The empirical part of the chapter suggests that besides a stochastic volatility, jumps both in the mean and the volatility equation are relevant for modelling returns of the S&P500 index, which has been chosen as a general representative of the stock asset class. Hence, the next question is: what jump process to use to model returns of the S&P500. The decision about the jump process in the framework of the affine jump- diffusion models boils down to defining the intensity of the compound Poisson process, a constant or some function of state variables, and to choosing the distribution of the jump size. While the jump in the variance process is usually assumed to be exponential, there are at least three distributions of the jump size which are currently used for the asset log-prices: normal, exponential and double exponential. The second part of this thesis shows that normal jumps in the asset log-returns should be used if we are to model S&P500 index by a stochastic volatility jump-diffusion model. This is a surprising result. Exponential distribution has fatter tails and for this reason either exponential or double exponential jump size was expected to provide the best it of the stochastic volatility jump-diffusion models to the data. The idea of testing the efficiency of the Continuous ECF estimator on the simulated data has already appeared when the first estimation results of the first chapter were obtained. In the absence of a benchmark or any ground for comparison it is unreasonable to be sure that our parameter estimates and the true parameters of the models coincide. The conclusion of the second chapter provides one more reason to do that kind of test. Thus, the third part of this thesis concentrates on the estimation of parameters of stochastic volatility jump- diffusion models on the basis of the asset price time-series simulated from various "true" parameter sets. The goal is to show that the Continuous ECF estimator based on the joint unconditional characteristic function is capable of finding the true parameters. And, the third chapter proves that our estimator indeed has the ability to do so. Once it is clear that the Continuous ECF estimator based on the unconditional characteristic function is working, the next question does not wait to appear. The question is whether the computation effort can be reduced without affecting the efficiency of the estimator, or whether the efficiency of the estimator can be improved without dramatically increasing the computational burden. The efficiency of the Continuous ECF estimator depends on the number of dimensions of the joint unconditional characteristic function which is used for its construction. Theoretically, the more dimensions there are, the more efficient is the estimation procedure. In practice, however, this relationship is not so straightforward due to the increasing computational difficulties. The second chapter, for example, in addition to the choice of the jump process, discusses the possibility of using the marginal, i.e. one-dimensional, unconditional characteristic function in the estimation instead of the joint, bi-dimensional, unconditional characteristic function. As result, the preference for one or the other depends on the model to be estimated. Thus, the computational effort can be reduced in some cases without affecting the efficiency of the estimator. The improvement of the estimator s efficiency by increasing its dimensionality faces more difficulties. The third chapter of this thesis, in addition to what was discussed above, compares the performance of the estimators with bi- and three-dimensional unconditional characteristic functions on the simulated data. It shows that the theoretical efficiency of the Continuous ECF estimator based on the three-dimensional unconditional characteristic function is not attainable in practice, at least for the moment, due to the limitations on the computer power and optimization toolboxes available to the general public. Thus, the Continuous ECF estimator based on the joint, bi-dimensional, unconditional characteristic function has all the reasons to exist and to be used for the estimation of parameters of the stochastic volatility jump-diffusion models.

Predicting future distributions of mountain plants under climate change: does dispersal capacity matter?

Many studies have investigated the impacts that climate change could potentially have on the distribution of plant species, but few have attempted to constrain projections through plant dispersal limitations. Instead, most studies published so far have been using the simplification of considering dispersal as either unlimited or null. However, depending on a species' dispersal capacity, landscape fragmentation, and the rate of climatic change, these assumptions can lead to serious over- or underestimation of a species' future distribution. To quantify the discrepancies between unlimited, realistic, and no dispersal scenarios, we carried out projections of future distribution over the 21st century for 287 mountain plant species in a study area of the Western Swiss Alps. For each species, simulations were run for four dispersal scenarios (unlimited dispersal, no dispersal, realistic dispersal and realistic dispersal with long-distance dispersal events) and under four climate change scenarios. Although simulations accounting for realistic dispersal limitations did significantly differ from those considering dispersal as unlimited or null in terms of projected future distribution, using the unlimited dispersal simplification nevertheless provided good approximations for species extinctions under more moderate climate change scenarios. Overall, simulations accounting for dispersal limitations produced, for our mountainous study area, results that were significantly closer to unlimited dispersal than to no dispersal. Finally, analyzing the temporal pattern of species extinctions over the entire 21st century showed that, due to the possibility of a large number of species shifting their distribution to higher elevation, important species extinctions for our study area might not occur before the 2080-2100 time periods.

Avaliação do acesso a periódicos eletrônicos na web pela análise do arquivo de log de acesso

Este artigo apresenta uma abordagem sobre a avaliação do acesso a periódicos eletrônicos disponibilizados na World Wide Web por meio da análise do arquivo de log de acesso. O arquivo de log de acesso da revista Informação & Sociedade: Estudos é processado e apresentado como um exemplo de aplicação do uso de uma ferramenta automatizada de análise para arquivo de iog de acesso. As características inerentes à análise do arquivo de log de acesso são apresentadas e discutidas.

Can we disentangle predator-prey interactions from species distributions at a macro-scale? A case study with a raptor species.

There is a debate on whether an influence of biotic interactions on species distributions can be reflected at macro-scale levels. Whereas the influence of biotic interactions on spatial arrangements is beginning to be studied at local scales, similar studies at macro-scale levels are scarce. There is no example disentangling, from other similarities with related species, the influence of predator-prey interactions on species distributions at macro-scale levels. In this study we aimed to disentangle predator-prey interactions from species distribution data following an experimental approach including a factorial design. As a case of study we selected the short-toed eagle because of its known specialization on certain prey reptiles. We used presence-absence data at a 100 Km2 spatial resolution to extract the explanatory capacity of different environmental predictors (five abiotic and two biotic predictors) on the short-toed eagle species distribution in Peninsular Spain. Abiotic predictors were relevant climatic and topographic variables, and relevant biotic predictors were prey richness and forest density. In addition to the short-toed eagle, we also obtained the predictor's explanatory capacities for i) species of the same family Accipitridae (as a reference), ii) for other birds of different families (as controls) and iii) species with randomly selected presences (as null models). We run 650 models to test for similarities of the short-toed eagle, controls and null models with reference species, assessed by regressions of explanatory capacities. We found higher similarities between the short-toed eagle and other species of the family Accipitridae than for the other two groups. Once corrected by the family effect, our analyses revealed a signal of predator-prey interaction embedded in species distribution data. This result was corroborated with additional analyses testing for differences in the concordance between the distributions of different bird categories and the distributions of either prey or non-prey species of the short-toed eagle. Our analyses were useful to disentangle a signal of predator-prey interactions from species distribution data at a macro-scale. This study highlights the importance of disentangling specific features from the variation shared with a given taxonomic level.

Robust accelerated failure time regression

Robust estimators for accelerated failure time models with asymmetric (or symmetric) error distribution and censored observations are proposed. It is assumed that the error model belongs to a log-location-scale family of distributions and that the mean response is the parameter of interest. Since scale is a main component of mean, scale is not treated as a nuisance parameter. A three steps procedure is proposed. In the first step, an initial high breakdown point S estimate is computed. In the second step, observations that are unlikely under the estimated model are rejected or down weighted. Finally, a weighted maximum likelihood estimate is computed. To define the estimates, functions of censored residuals are replaced by their estimated conditional expectation given that the response is larger than the observed censored value. The rejection rule in the second step is based on an adaptive cut-off that, asymptotically, does not reject any observation when the data are generat ed according to the model. Therefore, the final estimate attains full efficiency at the model, with respect to the maximum likelihood estimate, while maintaining the breakdown point of the initial estimator. Asymptotic results are provided. The new procedure is evaluated with the help of Monte Carlo simulations. Two examples with real data are discussed.