Limit Theorems for Regenerative Excursion Processes

This work is supported by Bulgarian NFSI, grant No. MM–704/97

On the Structure of Spatial Branching Processes

The paper is a contribution to the theory of branching processes with discrete time and a general phase space in the sense of [2]. We characterize the class of regular, i.e. in a sense sufficiently random, branching processes (Φk) k∈Z by almost sure properties of their realizations without making any assumptions about stationarity or existence of moments. This enables us to classify the clans of (Φk) into the regular part and the completely non-regular part. It turns out that the completely non-regular branching processes are built up from single-line processes, whereas the regular ones are mixtures of left-tail trivial processes with a Poisson family structure.

Non-Markov state model of peptide dynamics

A hidden Markov state model has been applied to classical molecular dynamics simulated small peptide in explicit water. The methodology allows increasing the time resolution of the model and describe the dynamics with the precision of 0.3 ps (comparing to 6 ps for the standard methodology). It also permits the investigation of the mechanisms of transitions between the conformational states of the peptide. The detailed description of one of such transitions for the studied molecule is presented. © 2012 Elsevier B.V. All rights reserved.

Branching Processes in Autoregressive Random Environment

2000 Mathematics Subject Classification: 60J80, 60K05.

Lp Microlocal Supercritical Markov Branching Processes with Non-Homogeneous Poisson Immigration

2010 Mathematics Subject Classification: 60J80.

Variational Markov chain Monte Carlo for Bayesian smoothing of non-linear diffusions

In this paper we develop set of novel Markov Chain Monte Carlo algorithms for Bayesian smoothing of partially observed non-linear diffusion processes. The sampling algorithms developed herein use a deterministic approximation to the posterior distribution over paths as the proposal distribution for a mixture of an independence and a random walk sampler. The approximating distribution is sampled by simulating an optimized time-dependent linear diffusion process derived from the recently developed variational Gaussian process approximation method. The novel diffusion bridge proposal derived from the variational approximation allows the use of a flexible blocking strategy that further improves mixing, and thus the efficiency, of the sampling algorithms. The algorithms are tested on two diffusion processes: one with double-well potential drift and another with SINE drift. The new algorithm's accuracy and efficiency is compared with state-of-the-art hybrid Monte Carlo based path sampling. It is shown that in practical, finite sample applications the algorithm is accurate except in the presence of large observation errors and low to a multi-modal structure in the posterior distribution over paths. More importantly, the variational approximation assisted sampling algorithm outperforms hybrid Monte Carlo in terms of computational efficiency, except when the diffusion process is densely observed with small errors in which case both algorithms are equally efficient. © 2011 Springer-Verlag.

CO2 absorption into aqueous amine blended solutions containing monoethanolamine (MEA), N,N-dimethylethanolamine (DMEA), N,N-diethylethanolamine (DEEA) and 2-amino-2-methyl-1-propanol (AMP) for post-combustion capture processes

Presently monoethanolamine (MEA) remains the industrial standard solvent for CO2 capture processes. Operating issues relating to corrosion and degradation of MEA at high temperatures and concentrations, and in the presence of oxygen, in a traditional PCC process, have introduced the requisite for higher quality and costly stainless steels in the construction of capture equipment and the use of oxygen scavengers and corrosion inhibitors. While capture processes employing MEA have improved significantly in recent times there is a continued attraction towards alternative solvents systems which offer even more improvements. This movement includes aqueous amine blends which are gaining momentum as new generation solvents for CO2 capture processes. Given the exhaustive array of amines available to date endless opportunities exist to tune and tailor a solvent to deliver specific performance and physical properties in line with a desired capture process. The current work is focussed on the rationalisation of CO2 absorption behaviour in a series of aqueous amine blends incorporating monoethanolamine, N,N-dimethylethanolamine (DMEA), N,N-diethylethanolamine (DEEA) and 2-amino-2-methyl-1-propanol (AMP) as solvent components. Mass transfer/kinetic measurements have been performed using a wetted wall column (WWC) contactor at 40°C for a series of blends in which the blend properties including amine concentration, blend ratio, and CO2 loadings from 0.0-0.4 (moles CO2/total moles amine) were systematically varied and assessed. Equilibrium CO2 solubility in each of the blends has been estimated using a software tool developed in Matlab for the prediction of vapour liquid equilibrium using a combination of the known chemical equilibrium reactions and constants for the individual amine components which have been combined into a blend.From the CO2 mass transfer data the largest absorption rates were observed in blends containing 3M MEA/3M Am2 while the selection of the Am2 component had only a marginal impact on mass transfer rates. Overall, CO2 mass transfer in the fastest blends containing 3M MEA/3M Am2 was found to be only slightly lower than a 5M MEA solution at similar temperatures and CO2 loadings. In terms of equilibrium behaviour a slight decrease in the absorption capacity (moles CO2/mole amine) with increasing Am2 concentration in the blends with MEA was observed while cyclic capacity followed the opposite trend. Significant increases in cyclic capacity (26-111%) were observed in all blends when compared to MEA solutions at similar temperatures and total amine concentrations. In view of the reasonable compromise between CO2 absorption rate and capacity a blend containing 3M MEA and 3M AMP as blend components would represent a reasonable alternative in replacement of 5M MEA as a standalone solvent.

Can the Paks-2 Nuclear Power Plant operate without State aid? A business economic analysis

Many studies have investigated the prospects for returns, the budgetary and financing background and energy management effects of the new nuclear power plant units to be built at Paks. This document seeks to complement previous economics-based studies by adding a new criterion. The key question in our analysis is whether the power plant company will be capable of independent operations in an economic sense - or will its survival depend on further additional aid by the owner, i.e. via the central budget, after its commissioning? We shall examine from a corporate perspective in what ways the already disclosed financing terms and conditions may affect the everyday operations of the power plant company.

A Markov chain location-allocation meta-model for hurricane relief

An emergency is a deviation from a planned course of events that endangers people, properties, or the environment. It can be described as an unexpected event that causes economic damage, destruction, and human suffering. When a disaster happens, Emergency Managers are expected to have a response plan to most likely disaster scenarios. Unlike earthquakes and terrorist attacks, a hurricane response plan can be activated ahead of time, since a hurricane is predicted at least five days before it makes landfall. This research looked into the logistics aspects of the problem, in an attempt to develop a hurricane relief distribution network model. We addressed the problem of how to efficiently and effectively deliver basic relief goods to victims of a hurricane disaster. Specifically, where to preposition State Staging Areas (SSA), which Points of Distributions (PODs) to activate, and the allocation of commodities to each POD. Previous research has addressed several of these issues, but not with the incorporation of the random behavior of the hurricane's intensity and path. This research presents a stochastic meta-model that deals with the location of SSAs and the allocation of commodities. The novelty of the model is that it treats the strength and path of the hurricane as stochastic processes, and models them as Discrete Markov Chains. The demand is also treated as stochastic parameter because it depends on the stochastic behavior of the hurricane. However, for the meta-model, the demand is an input that is determined using Hazards United States (HAZUS), a software developed by the Federal Emergency Management Agency (FEMA) that estimates losses due to hurricanes and floods. A solution heuristic has been developed based on simulated annealing. Since the meta-model is a multi-objective problem, the heuristic is a multi-objective simulated annealing (MOSA), in which the initial solution and the cooling rate were determined via a Design of Experiments. The experiment showed that the initial temperature (T0) is irrelevant, but temperature reduction (δ) must be very gradual. Assessment of the meta-model indicates that the Markov Chains performed as well or better than forecasts made by the National Hurricane Center (NHC). Tests of the MOSA showed that it provides solutions in an efficient manner. Thus, an illustrative example shows that the meta-model is practical.

A 2,500-year record of environmental change in Highlands Hammock State Park (Central Florida, U.S.A.) inferred from siliceous microfossils

Analysis of siliceous microfossils of a 79 cm long peat sediment core from Highlands Hammock State Park, Florida, revealed distinct changes in the local hydrology during the past 2,500 years. The coring site is a seasonally inundated forest where water availability is directly influenced by precipitation. Diatoms, chrysophyte statospores, sponge remains and phytoliths were counted in 25 samples throughout the core. Based on the relative abundance of diatom species, the record was subdivided into four diatom assemblage zones, which mainly reflect the hydrological state of the study site. An age-depth relationship based on radiocarbon measurements of eight samples reveals a basal age of the core of approximately 2,500 cal. yrs. BP. Two significant changes of diatom assemblage composition were found that could be linked to both, natural and anthropogenic influences. At 700 cal. yrs. BP, the diatom record documents a shift from tychoplanktonicAulacoseira species to epiphytic Eunotia species, indicating a shortening of the hydroperiod, i.e. the time period during which a wetland is covered by water. This transition was interpreted as being triggered by natural climate change. In the middle of the twentieth century a second major turnover took place, at that time however, as a result of human impact on the park hydrology through the construction of dams and canals close to the study site.

The impact of social comparison processes on hoped-for possible selves, self-regulatory processes, and mental health outcomes in young adults

In exploring the role of social influences in the development of the self, the current study evaluated whether young adults use social comparisons in developing their hoped-for possible selves and, if so, whether their developmental process correlates with self-regulatory processes and positive mental health outcomes. The current study found the following: (1) the domains of hoped-for possible selves among young adults were related to the gender of the social comparison target, (2) the direction of young adults' social comparison processes (upward or downward) did not significantly influence self-regulatory processes (self-efficacy and outcome expectancy) toward achieving their hoped-for possible selves, (3) strong masculine gender identification related to greater outcome expectancy, while strong feminine gender identification related to both greater self-efficacy and outcome expectancy, and (4) self-efficacy related to less state anxiety, trait anxiety, and depression, while outcome expectancy related only to less trait anxiety. Males and females were found to use traditional gender role identification in forming their hoped-for possible selves.

Blue Development: Analyzing the Role of the State in the Rise of Aquaculture in India

In this paper, I analyze the processes that transformed aquaculture into a major export industry in India, in order to understand the role aquaculture has as a social and economic development strategy of the Indian state. The discussion employs a political ecology approach as I explore the complex relations between access and control of India’s coastal resources, society, and economy. I argue that many of the forces that initiated the development of aquaculture in India, namely the involvement of the Indian state, continue to shape the industry today. I also discuss how despite widespread social conflict, the shrimp farming industry, in particular, continues to thrive and grow in rural India. My analysis utilizes ethnographic and archival data collected over the course of 9 months of fieldwork in Tamil Nadu, India. Keywords: rural development, aquaculture, India, State, ethnography

Seawater carbonate chemistry and biological processes during experiments with early life stages of the blue mussel Mytilus edulis, 2010

Several experiments have shown a decrease of growth and calcification of organisms at decreased pH levels. There is a growing interest to focus on early life stages that are believed to be more sensitive to environmental disturbances such as hypercapnia. Here, we present experimental data, acquired in a commercial hatchery, demonstrating that the growth of planktonic mussel (Mytilus edulis) larvae is significantly affected by a decrease of pH to a level expected for the end of the century. Even though there was no significant effect of a 0.25-0.34 pH unit decrease on hatching and mortality rates during the first 2 days of development nor during the following 13-day period prior to settlement, final shells were respectively 4.5±1.3 and 6.0±2.3% smaller at pHNBS~7.8 (pCO2~1100-1200 µatm) than at a control pHNBS of ~8.1 (pCO2~460-640 µatm). Moreover, a decrease of 12.0±5.4% of shell thickness was observed after 15d of development. More severe impacts were found with a decrease of ~0.5 pHNBS unit during the first 2 days of development which could be attributed to a decrease of calcification due to a slight undersaturation of seawater with respect to aragonite. Indeed, important effects on both hatching and D-veliger shell growth were found. Hatching rates were 24±4% lower while D-veliger shells were 12.7±0.9% smaller at pHNBS~7.6 (pCO2~1900 µatm) than at a control pHNBS of ~8.1 (pCO2~540 µatm). Although these results show that blue mussel larvae are still able to develop a shell in seawater undersaturated with respect to aragonite, the observed decreases of hatching rates and shell growth could lead to a significant decrease of the settlement success. As the environmental conditions considered in this study do not necessarily reflect the natural conditions experienced by this species at the time of spawning, future studies will need to consider the whole larval cycle (from fertilization to settlement) under environmentally relevant conditions in order to investigate the potential ecological and economical losses of a decrease of this species fitness in the field.

Estimação e previsão no processo INARCH(2)

In the last decades the study of integer-valued time series has gained notoriety due to its broad applicability (modeling the number of car accidents in a given highway, or the number of people infected by a virus are two examples). One of the main interests of this area of study is to make forecasts, and for this reason it is very important to propose methods to make such forecasts, which consist of nonnegative integer values, due to the discrete nature of the data. In this work, we focus on the study and proposal of forecasts one, two and h steps ahead for integer-valued second-order autoregressive conditional heteroskedasticity processes [INARCH (2)], and in determining some theoretical properties of this model, such as the ordinary moments of its marginal distribution and the asymptotic distribution of its conditional least squares estimators. In addition, we study, via Monte Carlo simulation, the behavior of the estimators for the parameters of INARCH(2) processes obtained using three di erent methods (Yule- Walker, conditional least squares, and conditional maximum likelihood), in terms of mean squared error, mean absolute error and bias. We present some forecast proposals for INARCH(2) processes, which are compared again via Monte Carlo simulation. As an application of this proposed theory, we model a dataset related to the number of live male births of mothers living at Riachuelo city, in the state of Rio Grande do Norte, Brazil.