The asymptotic behavior of densities related to the supremum of a stable process

If X is a stable process of index α∈(0, 2) whose Lévy measure has density cx−α−1 on (0, ∞), and S1=sup0x)∽Aα−1x−α as x→∞ and P(S1≤x)∽Bα−1ρ−1xαρ as x↓0. [Here ρ=P(X1>0) and A and B are known constants.] It is also known that S1 has a continuous density, m say. The main point of this note is to show that m(x)∽Ax−(α+1) as x→∞ and m(x)∽Bxαρ−1 as x↓0. Similar results are obtained for related densities.

Statistical signal extraction using stable processes

The standard models for statistical signal extraction assume that the signal and noise are generated by linear Gaussian processes. The optimum filter weights for those models are derived using the method of minimum mean square error. In the present work we study the properties of signal extraction models under the assumption that signal/noise are generated by symmetric stable processes. The optimum filter is obtained by the method of minimum dispersion. The performance of the new filter is compared with their Gaussian counterparts by simulation.

Enteric coated mucoadhesive micropellets in rotary agglomeration process for wet spheronization

In this work a generally applicable method for the preparation of mucoadhesive micropellets of 250 to 600µm diameter is presented using rotor processing without the use of electrolytes. The mucoadhesive micropellets were developed to combine the advantages of mucoadhesion and microparticles. It was possible to produce mucoadhesive micropellets based on different mucoadhesive polymers Na-CMC, Na-alginate and chitosan. These micropellets are characterized by a lower friability (6 to 17%) when compared to industrial produced cellulose pellets (Cellets®) (41.5%). They show great tapped density and can be manufactured at high yields. The most influencing variables of the process are the water content at the of the end spraying period, determined by the liquid binder amount, the spraying rate, the inlet air temperature, the airflow and the humidity of the inlet air and the addition of the liquid binder, determined by the spraying rate, the rotor speed and the type of rotor disc. In a subsequent step a fluidized bed coating process was developed. It was possible to manifest a stable process in the Hüttlin Mycrolab® in contrast to the Mini-Glatt® apparatus. To reach enteric resistance, a 70% coating for Na-CMC micropellets, an 85% for chitosan micropellets and a 140% for Na-alginate micropellets, based on the amount of the starting micropellets, was necessary. Comparative dissolution experiments of the mucoadhesive micropellets were performed using the paddle apparatus with and without a sieve inlay, the basket apparatus, the reciprocating cylinder and flow-through cell. The paddle apparatus and the modified flow-through cell method turned out to be successful methods for the dissolution of mucoadhesive micropellets. All dissolution profiles showed an initial burst release followed by a slow release due to diffusion control. Depending on the method, the dissolution profiles changed from immediate release to slow release. The dissolution rate in the paddle apparatus was mainly influenced by the agitation rate whereas the flow-through cell pattern was mainly influenced by the particle size. Also, the logP and the HLB values of different emulsifiers were correlated to transfer HLB values of excipients into logP values and logP values of API´s into HLB values. These experiments did not show promising results. Finally, it was shown that manufacture of mucoadhesive micropellets is successful resulting in product being characterized by enteric resistency combined with high yields and convincing morphology.

Geometric Stable Laws Through Series Representations

Let (Xi ) be a sequence of i.i.d. random variables, and let N be a geometric random variable independent of (Xi ). Geometric stable distributions are weak limits of (normalized) geometric compounds, SN = X1 + · · · + XN , when the mean of N converges to infinity. By an appropriate representation of the individual summands in SN we obtain series representation of the limiting geometric stable distribution. In addition, we study the asymptotic behavior of the partial sum process SN (t) = ⅀( i=1 ... [N t] ) Xi , and derive series representations of the limiting geometric stable process and the corresponding stochastic integral. We also obtain strong invariance principles for stable and geometric stable laws.

(G, λ)-Extremal Processes and Their Relationship with Max-Stable Processes

2000 Mathematics Subject Classification: 60G70, 60G18.

Applications of stochastic analysis in finance and statistical inference

First: A continuous-time version of Kyle's model (Kyle 1985), known as the Back's model (Back 1992), of asset pricing with asymmetric information, is studied. A larger class of price processes and of noise traders' processes are studied. The price process, as in Kyle's model, is allowed to depend on the path of the market order. The process of the noise traders' is an inhomogeneous Lévy process. Solutions are found by the Hamilton-Jacobi-Bellman equations. With the insider being risk-neutral, the price pressure is constant, and there is no equilibirium in the presence of jumps. If the insider is risk-averse, there is no equilibirium in the presence of either jumps or drifts. Also, it is analised when the release time is unknown. A general relation is established between the problem of finding an equilibrium and of enlargement of filtrations. Random announcement time is random is also considered. In such a case the market is not fully efficient and there exists equilibrium if the sensitivity of prices with respect to the global demand is time decreasing according with the distribution of the random time. Second: Power variations. it is considered, the asymptotic behavior of the power variation of processes of the form _integral_0^t u(s-)dS(s), where S_ is an alpha-stable process with index of stability 0&alpha&2 and the integral is an Itô integral. Stable convergence of corresponding fluctuations is established. These results provide statistical tools to infer the process u from discrete observations. Third: A bond market is studied where short rates r(t) evolve as an integral of g(t-s)sigma(s) with respect to W(ds), where g and sigma are deterministic and W is the stochastic Wiener measure. Processes of this type are particular cases of ambit processes. These processes are in general not of the semimartingale kind.

Suojakaasuseoksen koostumuksen vaikutus CO2-laser-MAG-hybridihitsauksessa

Hitsaavassa teollisuudessa kilpailukyvyn säilyttäminen edellyttää hitsauksen tehokkuuden nostoa. Niinpä metalliteollisuus etsii kuumeisesti uusia yhä tehokkaampia hitsausmenetelmiä. CO2-laserin ja MAG:in yhdistelmän muodostamalla hybridihitsauksella saadaan aikaan syvä tunkeuma kuten laserhitsauksessa, mutta sallitaan laserhitsausta väljemmät railotoleranssit. Samalla muodonmuutokset vähenevät huomattavasti verrattuna perinteiseen kaarihitsaukseen. Kaariavusteisessa laserhitsauksessa yhdistetään laserhitsaukseen perinteinen kaarihitsaus eli MIG/MAG-, TIG- tai plasmahitsaus. Menetelmää voidaan kutsua myös hybridihitsaukseksi ja sillä hyödynnetään molempien prosessien edut välttyen yksittäisten prosessien haitoilta. Prosessin haittapuolena on parametrien suuri määrä, joka on rajoittanut menetelmän käyttöönottoa. Diplomityössä tutkittiin suojakaasuseoksen koostumuksen vaikutusta rakenneteräksen CO2-laser-MAG-hybridihitsauksessa. Laserhitsauksen ja MAG-hitsauksen suojakaasuvirtaukset yhdistettiin siten, että heliumseosteinen suojakaasu tuotiin MAG-polttimen kaasukuvun kautta. Suojakaasun heliumpitoisuus nostettiin niin korkeaksi, että estettiin laserhitsauksen muodostaman plasman syntyminen. Samalla hitsauskokeissa opittiin paremmin ymmärtämään prosessia ja sen parametrien riippuvuutta toisiinsa. Tutkitut suojakaasuseokset koostuivat heliumista, argonista ja hiilidioksidista. Hitsauskokeiden perusteella havaittiin, että suojakaasuseoksen optimaalinen heliumpitoisuus on 40-50 %. Tällöin laserin tunkeumaa häiritsevää plasmapilveä ei synny ja prosessi on stabiili. Päittäisliitosten hitsauksessa suojakaasuseoksen 2 %:n CO2-pitoisuudella saadaan aikaan hyvin vähän huokosia sisältävä hitsi, jonka tunkeumaprofiilin muoto ja liittymä perusaineeseen on juoheva. Pienaliitoksilla 7 %:n CO2-pitoisuudella prosessi pysyy stabiilina ja vähäroiskeisena. Tunkeuma hieman levenee hitsin keskeltä ja hitsin liittyminen perusaineeseen on juoheva.CO2-laser-MAG-hybridihitsauksella aikaansaadaan laadukkaita hitsejä taloudellisesti, mikäli käytetyt parametrit ovat oikein valittuja. Parametrit on sovitettava jokaiseen hitsaustapaukseen erikseen, eikä niitä välttämättä voida suoraan käyttää toisessa tapauksessa.

Variaciones dimensionales en piezas plásticas de inyección y análisis de los medios de control

En la industria de la automoción, así como en todas las que se dedican a fabricar piezas, ya sean plásticas o de otros materiales, es tan importante la Producción como la Calidad. No sirve de nada fabricar mucho si no son piezas de una calidad adecuada, y del mismo modo no es rentable fabricar muy poco volumen por mucho que tenga una calidad excelente. Por ello hay que buscar siempre el equilibrio entre ambos conceptos. La finalidad es tener procesos lo más robustos posibles que nos permitan fabricar cantidad con una buena calidad. La finalidad de este trabajo es buscar los parámetros que más afectan en un proceso de inyección, es decir, saber cuáles son los que debemos tener bajo control para lograr una calidad de piezas buena y un proceso estable y controlado. Para ver si el proceso es capaz de lograr ese objetivo utilizamos gráficos basados en la teoría de 6- sigma que nos calculan el coeficiente de capacidad del proceso (Cpk). A su vez analizaremos los sistemas de medida que utilizamos en cada una de las piezas analizadas para evaluar si son los correctos y nos permiten discriminar piezas buenas de malas en el proceso productivo. La conclusión del trabajo es que hay que prestar especial atención en controlar aquellos aspectos de un proceso que nos aportan variación, y no invertir tiempo ni dinero en aquellos otros que no nos aportan valor añadido y que no afectan sustancialmente al proceso. Este análisis por supuesto lleva su coste, que he analizado y plasmado en las conclusiones para saber lo que le cuesta aproximadamente a una empresa realizarlo.

Liquid transportation and distribution during (re)wetting : impact on coated papers in printing

In many industrial applications, such as the printing and coatings industry, wetting of porous materials by liquids includes not only imbibition and permeation into the bulk but also surface spreading and evaporation. By understanding these phenomena, valuable information can be obtained for improved process control, runnability and printability, in which liquid penetration and subsequent drying play important quality and economic roles. Knowledge of the position of the wetting front and the distribution/degree of pore filling within the structure is crucial in describing the transport phenomena involved. Although exemplifying paper as a porous medium in this work, the generalisation to dynamic liquid transfer onto a surface, including permeation and imbibition into porous media, is of importance to many industrial and naturally occurring environmental processes. This thesis explains the phenomena in the field of heatset web offset printing but the content and the analyses are applicable in many other printing methods and also other technologies where water/moisture monitoring is crucial in order to have a stable process and achieve high quality end products. The use of near-infrared technology to study the water and moisture response of porous pigmented structures is presented. The use of sensitive surface chemical and structural analysis, as well as the internal structure investigation of a porous structure, to inspect liquid wetting and distribution, complements the information obtained by spectroscopic techniques. Strong emphasis has been put on the scale of measurement, to filter irrelevant information and to understand the relationship between interactions involved. The near-infrared spectroscopic technique, presented here, samples directly the changes in signal absorbance and its variation in the process at multiple locations in a print production line. The in-line non-contact measurements are facilitated by using several diffuse reflectance probes, giving the absolute water/moisture content from a defined position in the dynamic process in real-time. The nearinfrared measurement data illustrate the changes in moisture content as the paper is passing through the printing nips and dryer, respectively, and the analysis of the mechanisms involved highlight the roles of the contacting surfaces and the relative liquid carrier properties of both non-image and printed image areas. The thesis includes laboratory studies on wetting of porous media in the form of coated paper and compressed pigment tablets by mono-, dual-, and multi-component liquids, and paper water/moisture content analysis in both offline and online conditions, thus also enabling direct sampling of temporal water/moisture profiles from multiple locations. One main focus in this thesis was to establish a measurement system which is able to monitor rapid changes in moisture content of paper. The study suggests that near-infrared diffuse reflectance spectroscopy can be used as a moisture sensitive system and to provide accurate online qualitative indicators, but, also, when accurately calibrated, can provide quantification of water/moisture levels, its distribution and dynamic liquid transfer. Due to the high sensitivity, samples can be measured with excellent reproducibility and good signal to noise ratio. Another focus of this thesis was on the evolution of the moisture content, i.e. changes in moisture content referred to (re)wetting, and liquid distribution during printing of coated paper. The study confirmed different wetting phases together with the factors affecting each phase both for a single droplet and a liquid film applied on a porous substrate. For a single droplet, initial capillary driven imbibition is followed by equilibrium pore filling and liquid retreat by evaporation. In the case of a liquid film applied on paper, the controlling factors defining the transportation were concluded to be the applied liquid volume in relation to surface roughness, capillarity and permeability of the coating giving the liquid uptake capacity. The printing trials confirmed moisture gradients in the printed sheet depending on process parameters such as speed, fountain solution dosage and drying conditions as well as the printed layout itself. Uneven moisture distribution in the printed sheet was identified to be one of the sources for waving appearance and the magnitude of waving was influenced by the drying conditions.

The regulation of adult hippocampal neurogenesis by wheel running and environmental enrichment

Introduction: Chez les mammifères, la naissance de nouveaux neurones se poursuit à l’âge adulte dans deux régions du cerveau: 1) l’hippocampe et 2) la zone sous-ventriculaire du prosencéphale. La neurogenèse adulte n’est pas un processus stable et peut être affectée par divers facteurs tels que l’âge et la maladie. De plus, les modifications de la neurogenèse peuvent être à l’origine des maladies de sorte que la régulation ainsi que le rétablissement de la neurogenèse adulte doivent être considérés comme d’importants objectifs thérapeutiques. Chez la souris saine ou malade, la neurogenèse hippocampale peut être fortement régulée par l’enrichissement environnemental ainsi que par l’activité physique. Cependant, lors même que l’activité physique et l’enrichissement environnemental pourraient contribuer au traitement de certaines maladies, très peu d’études porte sur les mécanismes moléculaires et physiologiques responsables des changements qui sont en lien avec ces stimuli. Objectifs et hypothèses: Les principaux objectifs de cette étude sont de caractériser les effets de stimuli externes sur la neurogenèse et, par le fait même, d’élucider les mécanismes sous-jacents aux changements observés. En utilisant le modèle d’activité physique volontaire sur roue, cette étude teste les deux hypothèses suivantes: tout d’abord 1) qu’une période prolongée d’activité physique peut influencer la neurogenèse adulte dans le prosencéphale et l’hippocampe, et 2) que l’activité volontaire sur roue peut favoriser la neurogenèse à travers des stimuli dépendants ou indépendants de la course. Méthodes: Afin de valider la première hypothèse, nous avons utilisé un paradigme incluant une activité physique volontaire prolongée sur une durée de six semaines, ainsi que des analyses immunohistochimiques permettant de caractériser l’activité de précurseurs neuronaux dans la zone sous-ventriculaire et l’hippocampe. Ensuite, pour valider la seconde hypothèse, nous avons utlisé une version modifiée du paradigme ci-dessous, en plaçant les animaux (souris) soit dans des cages traditionnelles, soit dans des cages munies d’une roue bloquée soit dans des cages munies d’une roue fonctionnelle. Résultats: En accord avec la première hypothèse, l’activité physique prolongée volontaire a augmenté la prolifération des précurseurs neuronaux ainsi que la neurogenèse dans le gyrus dentelé de l’hippocampe comparativement aux animaux témoins, confirmant les résultats d’études antérieures. Par ailleurs, dans ce paradigme, nous avons aussi observé de la prolifération acrue au sein de la zone sous-ventriculaire du prosencéphale. De plus, en accord avec la seconde hypothèse, les souris placées dans une cage à roue bloquée ont montré une augmentation de la prolifération des précurseurs neuronaux dans l’hippocampe comparable à celle observée chez les souris ayant accès à une roue fonctionnelle (coureurs). Cependant, seuls les animaux coureurs ont présenté une augmentation de la neurogenèse hippocampale. Conclusions: Ces résultats nous ont permis de tirer deux conclusions nouvelles concernant les effets de l’activité physique (course) sur la neurogenèse. Premièrement, en plus de la prolifération et de la neurogenèse dans le gyrus dentelé de l’hippocampe, la prolifération dans la zone sous-ventriculaire du prosencéphale peut être augmentée par l’activité physique sur roue. Deuxièmement, l’environnement dans lequel l’activité physique a lieu contient différents stimuli qui peuvent influencer certains aspects de la neurogenèse hippocampale en l’absence d’activité physique sur roue (course).

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.

Development, Evaluation and Optimization of Fabrication Processes for Daylight Guiding Systems Based on Micromirror Arrays

In this work, fabrication processes for daylight guiding systems based on micromirror arrays are developed, evaluated and optimized.Two different approaches are used: At first, nanoimprint lithography is used to fabricate large area micromirrors by means of Substrate Conformal Imprint Lithography (SCIL).Secondly,a new lithography technique is developed using a novel bi-layered photomask to fabricate large area micromirror arrays. The experimental results showing a reproducible stable process, high yield, and is consuming less material, time, cost and effort.

Multivariate analysis of stable isotope data in the traceability process for birds

A análise isotópica tem se mostrado uma ferramenta de suma importância ao processo de rastreabilidade, no entanto, existem divergências nas análises estatísticas dos resultados, uma vez que os dados são dependentes e advindos de vários elementos químicos tais como Carbono, Hidrogênio, Oxigênio, Nitrogênio e Enxofre (CHON'S). Com o intuito de estabelecer a análise propícia para os dados de rastreabilidade em aves pela técnica de isótopos estáveis e avaliar a necessidade da análise conjunta das variáveis, foram usados dados de carbono-13 e de nitrogênio-15 de ovos (albúmen + gema) de poedeiras e músculo peitoral de frangos de corte, os quais foram submetidos à análise estatística univariada (Anova e complementada pelo teste de Tukey) e multivariada (Manova e Discriminante). Os dados foram analisados no software Minitab 16, e os resultados, consolidados na teoria, confirmam a necessidade de análise multivariada, mostrando também que a análise discriminante esclarece as dúvidas apresentadas nos resultados de outros métodos de análise comparados nesta pesquisa.

Stable colloidal suspensions of nanostructured zirconium oxide synthesized by hydrothermal process

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

Surfactant-cosurfactant interactions and process parameters involved in the formulation of stable and small droplet-sized benznidazole-loaded soybean O/W emulsions

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)