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.

Extended factorizations of exponential functionals of Lévy processes

Pardo, Patie, and Savov derived, under mild conditions, a Wiener-Hopf type factorization for the exponential functional of proper Lévy processes. In this paper, we extend this factorization by relaxing a finite moment assumption as well as by considering the exponential functional for killed Lévy processes. As a by-product, we derive some interesting fine distributional properties enjoyed by a large class of this random variable, such as the absolute continuity of its distribution and the smoothness, boundedness or complete monotonicity of its density. This type of results is then used to derive similar properties for the law of maxima and first passage time of some stable Lévy processes. Thus, for example, we show that for any stable process with $\rho\in(0,\frac{1}{\alpha}-1]$, where $\rho\in[0,1]$ is the positivity parameter and $\alpha$ is the stable index, then the first passage time has a bounded and non-increasing density on $\mathbb{R}_+$. We also generate many instances of integral or power series representations for the law of the exponential functional of Lévy processes with one or two-sided jumps. The proof of our main results requires different devices from the one developed by Pardo, Patie, Savov. It relies in particular on a generalization of a transform recently introduced by Chazal et al together with some extensions to killed Lévy process of Wiener-Hopf techniques. The factorizations developed here also allow for further applications which we only indicate here also allow for further applications which we only indicate here.

Regulation of surface water quality in a Cretaceous chalk catchment, UK: an assessment of the relative importance of instream and wetland processes

To investigate the relative importance of instream nutrient spiralling and wetland transformation processes on surface water quality, total nitrogen (TN) and total phosphorus (TP) concentrations in a 200 m reach of the River Lambourn in the south-east of England were monitored over a 2-year period. In addition, the soil pore water nutrient dynamics in a riparian ecosystem adjacent to the river were investigated. Analysis of variance indicated that TN, TP and suspended sediment concentrations recorded upstream of the wetland were statistically significantly higher (P<0.05) than those downstream of the site. Such results suggest that the wetland was performing a nutrient retention function. Indeed, analysis of soil pore waters within the site show that up to 85% of TN and 70% of TP was removed from water flowing through the wetland during baseflow conditions, thus supporting the theory that the wetland played an important role in the regulation of surface water quality at the site. However, the small variations observed (0.034 mg TN l-1 and 0.031 mg P l-1) are consistent with the theory of nutrient spiralling suggesting that both instream and wetland retention processes have a causal effect on surface water quality.

In vitro fermentation of grape seed flavan-3-ol fractions by human faecal microbiota: changes in microbial groups and phenolic metabolites

With the aim of investigating the potential of flavan-3-ols to influence the growth of intestinal bacterial groups, we have carried out the in vitro fermentation, with human faecal microbiota, of two purified fractions from grape seed extract (GSE): GSE-M (70% monomers and 28% procyanidins) and GSE-O (21% monomers and 78 % procyanidins). Samples were collected at 0, 5, 10, 24, 30 and 48 h of fermentation for bacterial enumeration by fluorescent in situ hybridization and for analysis of phenolic metabolites. Both GSE-M and GSE-O fractions promoted growth of Lactobacillus/Enterococcus and decrease in the Clostridium histolyticum group during fermentation, although the effects were only statistically significant with GSE-M for Lactobacillus/Enterococcus (at 5 and 10 h of fermentation) and GSE-O for C. histolyticum (at 10 h of fermentation). Main changes in polyphenol catabolism also occurred during the first 10 h of fermentation, however no significant correlation coefficients (P>0.05) were found between changes in microbial populations and precursor flavan-3-ols or microbial metabolites. Together these data suggest that the flavan-3-ol profile of a particular food source could affect the microbiota composition and its catabolic activity, inducing changes that could in turn affect the bioavailability and potential bioactivity of these compounds.

Synergistic effects of mixing cocksfoot and sainfoin on in vitro rumen fermentation: role of condensed tannins

Some bioactive secondary metabolites in forage legumes can cause digestive interactions, so that the rumen fermentation pattern of a mixture of forages can differ from the average values of its components. The objective of this study was to investigate the potential role of condensed tannins (CT) on the synergistic effects between one grass species, cocksfoot, and one CT-containing legume species, sainfoin, on in vitro rumen fermentation characteristics. Cocksfoot and sainfoin in different proportions (in g/kg, 1000:0, 750:250, 500:500, 250:750 and 0:1000) were incubated under anaerobic conditions in culture bottles containing buffered rumen fluid from sheep. Incubations were carried out using artificial saliva with and without polyethylene glycol (PEG), which binds and thus inactivates CT. Rumen fermentation parameters describing the degradation and the fate of the energetic and nitrogenous substrates were measured at 3.5 and 24 h. At the early fermentation stage, when the sainfoin level increased from 0 to 1000 g/kg, the ammonia concentration in the medium quadratically decreased from 3.20 to 0.53 mmol/l in absence of PEG (P<0.01) but not in its presence. This result demonstrates that sainfoin CT decreased the rumen degradation of the proteins in the whole mixture, including the proteins in cocksfoot, rather than just the proteins in sainfoin. Interestingly, the total gas and methane productions were lower in mixtures incubated in absence of PEG than in presence of PEG (P<0.001) while no significant PEG effect was observed on digestibility. At the late fermentation stage, a positive quadratic effect on dry matter digestibility was detected without PEG (P<0.05), indicating a synergistic action of cocksfoot plus sainfoin on plant substrate degradation due to CT. The presence of PEG increased gas production (P<0.001) and NH3-N concentration in the medium (P<0.001). Our results suggest that CT could allow a better utilization of plant substrates in mixtures by the rumen ecosystem by improving the partitioning of degraded substrates toward lower gas losses, and decreasing the protein degradation.