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Contributions to Infinite Divisibility for Financial ModelingKawai, Reiichiro 10 December 2004 (has links)
Infinitely divisible distributions and processes have been the object of extensive research not only from the theoretical point of view but also for practical use, for example, in queueing theory
or mathematical finance. In this thesis, we will study some of their subclasses with a view towards financial modeling. As generalizations of stable distributions, we study the tempered stable distributions and introduce the new classes of layered stable distributions as well as the mixed stable distributions, along with the corresponding Levy processes. As a further generalization of infinitely divisible processes, fractional tempered stable motions are defined. These theoretical studies will be complemented by some more practical
ones, such as the simulation of sample paths, parameter estimations, financial portfolio hedging, and solving stochastic differential equations.
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Stable Isotope Characterization and Proxy Records of Hypoxia-Susceptible Waters on the Texas-Louisiana ShelfStrauss, Josiah 2010 December 1900 (has links)
Hypoxia, with dissolved oxygen levels < 1.4 ml L-1, is a recurring summer feature of Louisiana shelf bottom waters. Stable isotope characterization (delta^18O and delta D) of surface waters over the hypoxic zone shows a shift of dominant river influence from the Mississippi River during April to the Atchafalaya in July. Carbon isotopes of dissolved inorganic carbon (δ13CDIC) in bottom waters reveal the respiration of terrestrial organic carbon (OC) at inshore localities of 10 m depth and the respiration of marine OC at depths equal to and greater than 20 m. delat^18O and delta^13C profiles of Louisiana shelf Conus shells collected in 1972 show no evidence for summer hypoxia. Comparison with modern Conus records reveal a delta^13CDIC reduction during the last four decades associated with intrusion of ^13C-depleted fossil fuel CO2. Summer delta^13C reductions in Texas shelf Pteria shells may imply dissolved oxygen (DO) was reduced by ≈0.7 ml L-1, although this may be attributed to influence of Brazos River discharge on shell delta^18O and delta^13C. Foraminifera fauna measured in age-calibrated sediments from the Texas shelf reveal a low oxygen conditions on between 1960 and modern sediments. From 1950 to 1960, fauna indicate oxygenated bottom waters. Contemporaneous increases of foraminifera delta^13Cand delta^18O suggest this event is associated with severe drought (the Little Dust Bowl). The synchronicity of these data suggests a link between Brazos River discharge and shelf hypoxia.
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Microbial carbon sources on the shelf and slope of the northwestern Gulf of MexicoRauschenberg, Carlton David 30 October 2006 (has links)
Over the past five years, gas chromatography/combustion/isotope ratio mass
spectrometry (GC/C/IRMS) analyses of phospholipid fatty acids (PLFAs) has been
increasingly used to link organic matter (OM) sources with sedimentary bacteria. This
technique has been applied across diverse estuarine and coastal sediments, including
lower Laguna Madre, TX, an oligotrophic, coastal lagoon dominated by a single OM
source, seagrasses; shelf stations, a eutrophic coastal region receiving multiple sources
of OM, hypoxic regions that occur seasonally and deep slope and abyssal plain
sediments of the Gulf of Mexico (GOM). Previous reports using the Laguna Madre data
as examples, have been used to make comparisons of PLFA 16:0 and PLFA 15:0 isotope
ratios and PLFA 16:0 and total organic carbon isotope ratios. Deviations from the 1:1
line in the former indicate living or recently senescent sources of organic matter are not
predominantly bacterial. Deviations from the 1:1 line in the latter indicate living or
recently senescent sources of organic matter differ isotopically from detrital or older OM
in sediments. Prior to the work of Goni et al. (1998), carbon isotope ratios of OM in
GOM sediments were interpreted as marine in origin. Based on a series of geochemical
measurements, Goni et al. suggested that GOM sediments are largely composed of
terrestrial organic carbon (OCterr). Furthermore, They went on to show that shelf and
slope sediments were primarily C3 and C4 respectively. I report on the preferential
utilization of autochthonous OM by sedimentary bacteria at the sediment surface and the
shift to recalcitrant, terrestrially derived OM with depth.
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Ecological comparisons of growth and feeding between Pomacea canaliculata and Pomacea scalarisLi, Min-Ching 09 August 2008 (has links)
The distribution of apple snail Pomacea canaliculata is islandwide but Pomacea scalaris is only found in southern Taiwan. In order to gain more information on the not well-known invasive species of P. scalaris, the growth and feeding of P. canaliculata and P. scalaris were studied. The hatching period of P. canaliculata (10.4¡Ó1.3 days) was shorter than that of P. scalaris (12.2¡Ó2.3 days). And, the hatching size of P. canaliculata was also smaller. Two weeks after hatching, a significant higher growth rate in P. canaliculata had been found. The 75-day growth equations for P. canaliculata and P. scalaris were y = 0.29x + 1.09 (p < 0.001) and y = 0.16x + 1.68 (p < 0.001), respectively. Feeding structures of mandible, radulae, central tooth and stomach in P. canaliculata were larger than that of P. scalaris. But, there was no significant difference in the length of gut between the two species. Food passing time in P. canaliculata (1.4¡Ó0.7 days) was less than that of P. scalaris (2.9¡Ó0.7 days). And, the approximate digestibility per day of P. canaliculata (44.41¡Ó24.02%) was higher than that of P. scalaris. Through the analyses of £_13C, £_15N, stomach content and feces, it is known that they have the same trophic level with similar food sources. Additionally, the values of £_13C and £_15N were significantly different between sites of JiouRu and Wugou-shui, Pingtung. In other words, the feeding environments were different between the two sites. Based on the results, it is concluded that the superiority of growth and feeding performance in P. canaliculata is important in shaping its wide distribution in Taiwan.
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Démographie historique des Andes évaluation de certaines méthodes d'estimation du régime démographique à l'époque moderne /Boleda, Mario Brunet, Guy January 2003 (has links)
Reproduction de : Thèse de doctorat : Histoire : Lyon 2 : 2003. / Titre provenant de l'écran-titre. Bibliogr.
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Development of a quadrupole ion trap mass spectrometer for the determination of stable isotope ratios : application to a space-flight opportunity.Barber, Simeon James. January 1998 (has links)
Thesis (Ph. D.)--Open University. BLDSC no. DX225509.
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Characterization of the recruitment patterns of red drum (Sciaenops ocellatus) larvae to estuarine nursery habitat using stable isotopes as natural tracers of settlement /Herzka, Sharon Zinah, January 2000 (has links)
Thesis (Ph. D.)--University of Texas at Austin, 2000. / Vita. Includes bibliographical references (leaves 167-178). Available also in a digital version from Dissertation Abstracts.
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An experimental calibration of chlorine isotope fractionation between amphibole and fluid at 700 °C and 0.2 GPaCisneros, Miguel 30 October 2013 (has links)
A Cl stable isotope fractionation factor between amphibole and fluid has been determined at 700 °C and 0.2 GPa. Rates of isotope exchange between pargasite and water at 600-800 °C were slow; therefore synthesis of amphibole in the presence of a fluid was necessary to facilitate the incorporation of Cl into amphibole. Hastingsite was synthesized from an oxide mixture and reacted with a NaCl-bearing supercritical fluid for periods of 3 to 14 days, approximately at the wüstite-magnetite buffer. Based on these synthesis-reaction experiments, the fractionation between hastingsite and a NaCl-bearing solution (~20000 ppm Cl) at 700 °C is 103lnαamphibole-fluid = 0.19‰ ± 0.23‰. These data display near zero fractionation at 700 °C, but suggest that amphibole is slightly enriched in 37Cl relative to the fluid, in agreement with empirical and theoretical results. / text
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The functorial interpretation of the naive compactification of regular morphism from P¹ to P¹Kang, Ning, active 2013 21 February 2014 (has links)
This thesis gives a functorial interpretation of the Naive Space of Maps Nd as a parametrizing space for a family of maps from certain rational curves to P¹. / text
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Individual specialization and assortative mating in undifferentiated populationsSnowberg, Lisa Kathryn 04 March 2014 (has links)
Individual specialization occurs when individuals selectively consume a subset of their population's diet. Intraspecific diet variation can stabilize population and community dynamics, promote species coexistence, and increase ecosystem productivity. Ecological variation also provides the variability necessary for natural or sexual selection to act.
Individual threespine stickleback select different prey from a shared environment, and this variation is not simply a result of sex, size, or spatial heterogeneity. I use longitudinal observation of stickleback foraging microhabitat to support more commonly used cross-sectional metrics. Among recaptured individuals there were correlations between microhabitat use and functional morphology, and microhabitat use and long term dietary differences between individuals.
I quantify individual specialization across populations using cross-sectional sampling to understand how and why ecological variation may itself be variable. All populations showed significant individual specialization. Specialization varied between populations and this variation seems to be a long-term property of populations. Overall morphological variance was positively correlated with ecological variation.
Ecological variation, like all types of heritable variation, provides raw material for evolutionary change. For example, lacustrine populations of stickleback are commonly under disruptive selection due to intraspecific competition for prey resources. Speciation with gene flow may be driven by a combination of positive assortative mating and disruptive selection, particularly if selection and assortative mating act on the same trait. We present evidence that stickleback exhibit assortative mating by diet, using the isotopes of males and eggs within their nests. In concert with disruptive selection, this assortative mating should facilitate divergence. However, the population remains phenotypically unimodal, highlighting the fact that assortative mating and disruptive selection do not guarantee evolutionary divergence and speciation.
There are several not-mutually-exclusive mechanisms by which assortative mating by diet may occur in these populations, such as shared microhabitat preference among individuals of similar diet. Stable isotopes reveal diet differences between different nesting areas and among individuals using different nest habitat within a nesting area. Spatial segregation of diet types may generate some assortative mating, but is insufficient to explain the observed assortment strength. We therefore conclude that sticklebacks' diet-assortative mating arises primarily from behavioral preference rather than from spatial isolation. / text
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