Model selection methods and nonparametric estimation of Levy densities are presented. The estimation relies on the properties of Levy processes for small time spans, on the nature of the jumps of the process, and on methods of estimation for spatial Poisson processes. Given a linear space S of possible Levy densities, an asymptotically unbiased estimator for the orthogonal projection of the Levy density onto S is found. It is proved that the expected standard error of the proposed estimator realizes the smallest possible distance between the true Levy density and the linear space S as the frequency of the data increases and as the sampling time period gets longer. Also, we develop data-driven methods to select a model among a collection of models. The method is designed to approximately realize the best trade-off between the error of estimation within the model and the distance between the model and the unknown Levy density. As a result of this approach and of concentration inequalities for Poisson functionals, we obtain Oracles inequalities that guarantee us to reach the best expected error (using projection estimators) up to a constant. Numerical results are presented for the case of histogram estimators and variance Gamma processes. To calibrate parametric models,a nonparametric estimation method with least-squares errors is studied. Comparison with maximum likelihood estimation is provided. On a separate problem, we review the theoretical properties of temepered stable processes, a class of processes with potential great use in Mathematical Finance.

Nous étudions certains processus de Lévy à valeurs dans les groupes d'isométries respectifs des espace-temps de Minkowski, de De Sitter et de Anti-De-Sitter. Le groupe d'isométries est vu comme le fibré des repères de l'espace-temps et les processus de Lévy considérés se projettent sur le fibré unitaire en un processus markovien relativiste ; c'est-à-dire que les trajectoires dans l'espace-temps sont de genre temps et que le générateur est invariant par les isométries. Dans la première partie nous adaptons pour les diffusions hypoelliptiques générales un résultat de Ben Arous et Gradinaru concernant la singularité de la fonction de Green hypoelliptique. Nous déduisons de cela un critère d'effilement de Wiener local pour les diffusions relativistes dans le groupe de Poincaré, groupe des isométries de l'espace-temps de Minkowski. Dans les deux dernières parties nous nous intéressons au comportement asymptotique du flot stochastique associé à ces processus de Lévy dans les différents groupes d'isométries. Sous une condition d'intégrabilité de la mesure de Lévy nous calculons explicitement les coefficients de Lyapounov des processus dans le groupe de Poincaré. Nous effectuons un travail similaire pour les espace-temps de De Sitter et Anti-De-Sitter en nous limitant au cas des diffusions. Nous explicitons de plus la frontière de Poisson pour la diffusion dans le groupe d'isométries de l'espace-temps de De Sitter. / We study some Lévy processes with values in the isometry group of Minkowski, De Sitter and Anti-de-Sitter space-times. The isometry group is seen as the frame bundle of the space-time and the Lévy processes we consider are some lift of relativistic markovian processes with values in the unitary tangent bundle of the space-time. Theses processes are relativistic in the sense that theirs trajectories are time-like and their generators are invariant by the isometries of the space-time. In the first part of this work we adapt to the case of a general hypoelliptic diffusion a result of Ben Arous and Gradinaru concerning the singularity of the hypoelliptic Green function. We deduce of this a local Wiener criterion for the relativistic diffusion in the isometry group of Minkowski space-time. In the two last parts we are interested to the asymptotic behavior of the stochastic flow associated to these Lévy processes in the different considered space-times. Under a integrability condition on the Lévy measure we compute explicitly the Lyapunov coefficient for such flows in the isometry group of Minkowski space-time. Then, we do a similar work in the context of de Sitter and Anti-de-Sitter space-times limiting ourselves to the case of diffusions. In fine, we explicit the Poisson boundary of the diffusion in the isometry group of de Sitter space-time.

Submitted by Maike Costa (maiksebas@gmail.com) on 2016-03-28T13:00:07Z No. of bitstreams: 1 arquivo total.pdf: 809257 bytes, checksum: 7406ef37d18bbaf1d9cdd5649f5cff19 (MD5) / Made available in DSpace on 2016-03-28T13:00:07Z (GMT). No. of bitstreams: 1 arquivo total.pdf: 809257 bytes, checksum: 7406ef37d18bbaf1d9cdd5649f5cff19 (MD5) Previous issue date: 2015-12-11 / Let X = fX 0;X0 = 0g be a mean zero -stable random walk on Z with inhomogeneous jump rates f 􀀀1 i ; i 2 Zg, with 2 (1; 2] and f i : i 2 Zg is a family of independent random walk variables with common marginal distribution in the basis of attraction of an -stable law with 2 (0; 2]. In this paper we derive results about the long time behavior of this process, we obtain the scaling limit. To this end, rst we will approach probability on metric spaces, speci cally treat the D space of the functions that are right-continuous and have left-hand limits. We will also expose some results dealing with stable laws that are directly related to the above problem. / Seja X = fX 0;X0 = 0g um passeio aleat orio de m edia zero -est avel sobre Z com taxas de saltos n~ao homog^eneas f 􀀀1 i ; i 2 Zg, com 2 (1; 2] e f i : i 2 Zg uma fam lia de vari aveis aleat orias independentes com distribui c~ao marginal comum na bacia de atra c~ao de uma lei -est avel com 2 (0; 2]. Neste trabalho, obtemos resultados sobre o comportamento a longo prazo deste processo obtendo seu limite de escala. Para isso, faremos previamente um estudo sobre probabilidade em espa cos m etricos, mais especi camente sobre o espa co D das fun coes cont nuas a direita com limite a esquerda. Tamb em iremos expor alguns resultados que tratam de leis est aveis que est~ao relacionadas diretamente ao problema supracitado.

Marc Levy et Guillaume Musso sont deux écrivains populaires contemporains se distinguant à la fois par de nombreuses références à l’insolite dans leurs romans et par une image très étudiée, construite à travers une forte présence dans les médias à chaque sortie de leur nouveau roman. L’objectif de cette thèse est d’analyser la relation volontairement tissée entre l’univers des fictions de Levy et Musso et leur personnage public coproduit par les médias, le public et ces écrivains eux-mêmes, ainsi que leur entourage professionnel. Dans le cadre d’une recherche interdisciplinaire, l’enjeu est de comprendre par quelles méthodes des écrivains peuvent bâtir aujourd’hui leur popularité, au sens plein du terme.Mots / Marc Levy and Guillaume Musso are two French contemporary authors of popular fiction who are noted for their numerous references to the concept of the uncanny in their novels and for their image created by their regular appearance in the media any time their new works are published. The aim of this dissertation is an analysis of the continually built up relationship between the world in Levy’s and Musso’s fiction and their public image, which is co-created by the media, the readers, by the authors themselves and also by the publishers cooperating with the authors. The present interdisciplinary study attempts to check what methods contemporary writers use in order to gain popularity, in the full sense of the word.Key words:

The thesis discusses legal regulations of lotteries and similar games especially from the tax perspective and according to the state before and after 1 January 2012, when a significant amendment of the Lottery Act and related regulations was carried out. The work explains the development of community income as a result of the amendment and also the development of funds spent on community purposes. Possible changes to the issue are suggested herein.

Thesis (MSc)--Stellenbosch University, 2013. / ENGLISH ABSTRACT: We study Monte Carlo methods for pricing American options where the stock price dynamics follow exponential pure jump L évy models. Only stock price dynamics for a single underlying are considered. The thesis begins with a general introduction to American Monte Carlo methods. We then consider two classes of these methods. The fi rst class involves regression - we briefly consider the regression method of Tsitsiklis and Van Roy [2001] and analyse in detail the least squares Monte Carlo method of Longsta and Schwartz [2001]. The variance reduction techniques of Rasmussen [2005] applicable to the least squares Monte Carlo method, are also considered. The stochastic mesh method of Broadie and Glasserman [2004] falls into the second class we study. Furthermore, we consider the dual method, independently studied by Andersen and Broadie [2004], Rogers [2002] and Haugh and Kogan [March 2004] which generates a high bias estimate from a stopping rule. The rules we consider are estimates of the boundary between the continuation and exercise regions of the option. We analyse in detail how to obtain such an estimate in the least squares Monte Carlo and stochastic mesh methods. These models are implemented using both a pseudo-random number generator, and the preferred choice of a quasi-random number generator with bridge sampling. As a base case, these methods are implemented where the stock price process follows geometric Brownian motion. However the focus of the thesis is to implement the Monte Carlo methods for two pure jump L évy models, namely the variance gamma and the normal inverse Gaussian models. We first provide a broad discussion on some of the properties of L évy processes, followed by a study of the variance gamma model of Madan et al. [1998] and the normal inverse Gaussian model of Barndor -Nielsen [1995]. We also provide an implementation of a variation of the calibration procedure of Cont and Tankov [2004b] for these models. We conclude with an analysis of results obtained from pricing American options using these models. / AFRIKAANSE OPSOMMING: Ons bestudeer Monte Carlo metodes wat Amerikaanse opsies, waar die aandeleprys dinamika die patroon van die eksponensiële suiwer sprong L évy modelle volg, prys. Ons neem slegs aandeleprys dinamika vir 'n enkele aandeel in ag. Die tesis begin met 'n algemene inleiding tot Amerikaanse Monte Carlo metodes. Daarna bestudeer ons twee klasse metodes. Die eerste behels regressie - ons bestudeer die regressiemetode van Tsitsiklis and Van Roy [2001] vlugtig en analiseer die least squares Monte Carlo metode van Longsta and Schwartz [2001] in detail. Ons gee ook aandag aan die variansie reduksie tegnieke van Rasmussen [2005] wat van toepassing is op die least squares Monte Carlo metodes. Die stochastic mesh metode van Broadie and Glasserman [2004] val in die tweede klas wat ons onder oë neem. Ons sal ook aandag gee aan die dual metode, wat 'n hoë bias skatting van 'n stop reël skep, en afsonderlik deur Andersen and Broadie [2004], Rogers [2002] and Haugh and Kogan [March 2004] bestudeer is. Die reëls wat ons bestudeer is skattings van die grense tussen die voortsettings- en oefenareas van die opsie. Ons analiseer in detail hoe om so 'n benadering in die least squares Monte Carlo en stochastic mesh metodes te verkry. Hierdie modelle word geï mplementeer deur beide die pseudo kansgetalgenerator en die verkose beste quasi kansgetalgenerator met brug steekproefneming te gebruik. As 'n basisgeval word hierdie metodes geï mplimenteer wanneer die aandeleprysproses 'n geometriese Browniese beweging volg. Die fokus van die tesis is om die Monte Carlo metodes vir twee suiwer sprong L évy modelle, naamlik die variance gamma en die normal inverse Gaussian modelle, te implimenteer. Eers bespreek ons in breë trekke sommige van die eienskappe van L évy prossesse en vervolgens bestudeer ons die variance gamma model soos in Madan et al. [1998] en die normal inverse Gaussian model soos in Barndor -Nielsen [1995]. Ons gee ook 'n implimentering van 'n variasie van die kalibreringsprosedure deur Cont and Tankov [2004b] vir hierdie modelle. Ons sluit af met die resultate wat verkry is, deur Amerikaanse opsies met behulp van hierdie modelle te prys.

Thesis (MSc)--Stellenbosch University, 2015 / ENGLISH ABSTRACT : In recent years, the use of Lévy processes as a modelling tool has come to be viewed more favourably than the use of the classical Brownian motion setup. The reason for this is that these processes provide more flexibility and also capture more of the ’real world’ dynamics of the model. Hence the use of Lévy processes for financial modelling is a motivating factor behind this research presentation. As a starting point a framework for the LIBOR market model with dynamics driven by a Lévy process instead of the classical Brownian motion setup is presented. When modelling LIBOR rates the use of a more realistic driving process is important since these rates are the most realistic interest rates used in the market of financial trading on a daily basis. Since the financial crisis there has been an increasing demand and need for efficient modelling and management of risk within the market. This has further led to the motivation of the use of Lévy based models for the modelling of credit risky financial instruments. The motivation stems from the basic properties of stationary and independent increments of Lévy processes. With these properties, the model is able to better account for any unexpected behaviour within the market, usually referred to as "jumps". Taking both of these factors into account, there is much motivation for the construction of a model driven by Lévy processes which is able to model credit risk and credit risky instruments. The model for LIBOR rates driven by these processes was first introduced by Eberlein and Özkan (2005) and is known as the Lévy-LIBOR model. In order to account for the credit risk in the market, the Lévy-LIBOR model with default risk was constructed. This was initially done by Kluge (2005) and then formally introduced in the paper by Eberlein et al. (2006). This thesis aims to present the theoretical construction of the model as done in the above mentioned references. The construction includes the consideration of recovery rates associated to the default event as well as a pricing formula for some popular credit derivatives. / AFRIKAANSE OPSOMMING : In onlangse jare, is die gebruik van Lévy-prosesse as ’n modellerings instrument baie meer gunstig gevind as die gebruik van die klassieke Brownse bewegingsproses opstel. Die rede hiervoor is dat hierdie prosesse meer buigsaamheid verskaf en die dinamiek van die model wat die praktyk beskryf, beter hierin vervat word. Dus is die gebruik van Lévy-prosesse vir finansiële modellering ’n motiverende faktor vir hierdie navorsingsaanbieding. As beginput word ’n raamwerk vir die LIBOR mark model met dinamika, gedryf deur ’n Lévy-proses in plaas van die klassieke Brownse bewegings opstel, aangebied. Wanneer LIBOR-koerse gemodelleer word is die gebruik van ’n meer realistiese proses belangriker aangesien hierdie koerse die mees realistiese koerse is wat in die finansiële mark op ’n daaglikse basis gebruik word. Sedert die finansiële krisis was daar ’n toenemende aanvraag en behoefte aan doeltreffende modellering en die bestaan van risiko binne die mark. Dit het verder gelei tot die motivering van Lévy-gebaseerde modelle vir die modellering van finansiële instrumente wat in die besonder aan kridietrisiko onderhewig is. Die motivering spruit uit die basiese eienskappe van stasionêre en onafhanklike inkremente van Lévy-prosesse. Met hierdie eienskappe is die model in staat om enige onverwagte gedrag (bekend as spronge) vas te vang. Deur hierdie faktore in ag te neem, is daar genoeg motivering vir die bou van ’n model gedryf deur Lévy-prosesse wat in staat is om kredietrisiko en instrumente onderhewig hieraan te modelleer. Die model vir LIBOR-koerse gedryf deur hierdie prosesse was oorspronklik bekendgestel deur Eberlein and Özkan (2005) en staan beken as die Lévy-LIBOR model. Om die kredietrisiko in die mark te akkommodeer word die Lévy-LIBOR model met "default risk" gekonstrueer. Dit was aanvanklik deur Kluge (2005) gedoen en formeel in die artikel bekendgestel deur Eberlein et al. (2006). Die doel van hierdie tesis is om die teoretiese konstruksie van die model aan te bied soos gedoen in die bogenoemde verwysings. Die konstruksie sluit ondermeer in die terugkrygingskoers wat met die wanbetaling geassosieer word, sowel as ’n prysingsformule vir ’n paar bekende krediet afgeleide instrumente.

Este trabalho procura oferecer uma nova narrativa biográfica para o compositor de São Paulo e crítico musical do Correio Paulistano Alexandre Levy (1864-1892). Procurou-se assim atenuar a imagem construída para o compositor pelas obras tradicionais da historiografia musical brasileira, que são marcadas fortemente por uma perspectiva nacionalista. Assumiuse como pressuposto do trabalho uma clara explicitação metodológica e axiológica. Enquanto método, recorreu-se à interdisciplinaridade como recurso importante para a solução dos impasses e ambigüidades que se apresentaram. Essa tarefa foi alcançada através da aproximação concreta com a história cultural através de seus temas e reflexões. Utilizou-se como fontes primárias um conjunto de 17 artigos de Levy, assinados sob pseudônimo de Figarote. Entre as outras fontes, destacam-se ainda obras da historiografia da cultura e musicológicas. Este trabalho apresenta como resultado uma imagem de certo modo nova para Alexandre Levy. Constatou-se a modernidade do compositor, não reconhecível em trabalhos anteriores. Pode-se verificar a proximidade de Levy com os demais intelectuais da belle époque brasileira, período de engajamento intelectual, de preocupações modernizadoras, de interesse pelo instrumental cientificista, e também de perspectiva naturalista. / The purpose of this dissertation is to offer a new biographical narrative for the São Paulo composer and musical critic of Correio Paulistano Alexandre Levy (1864-1892). Therefore, one attempted to attenuate the image created for the composer by the traditional works of the Brazilian musical historiography, which are strongly noticeable by a nationalist perspective. It was assumed as a premise of the paper a clear methodological and axiological explicitness. In terms of method, one resorted to interdisciplinarity as an important resource for the solution of the deadlocks and ambiguities presented. This task was reached through the concrete approximation with cultural history through its subjects and reflections. One used as primary sources an ensemble of 17 articles by Levy, signed under the pseudonym of Figarote. In addition, works of the historiography of culture and musicology were employed as sources. This paper is presented as the result of an image, in a certain way, new to Alexandre Levy. It corroborates the modernity of the composer, not identifiable in previous papers. One may conclude on Levys proximity with the other intellectuals of the Brazilian belle époque, a period of intellectual involvement, modernizing concerns, interest for the scientific instrumental and also naturalist perspective.

A point process is a mechanism, which realizes randomly locally finite point measures. One of the main results of this thesis is an existence theorem for a new class of point processes with a so called signed Levy pseudo measure L, which is an extension of the class of infinitely divisible point processes. The construction approach is a combination of the classical point process theory, as developed by Kerstan, Matthes and Mecke, with the method of cluster expansions from statistical mechanics. Here the starting point is a family of signed Radon measures, which defines on the one hand the Levy pseudo measure L, and on the other hand locally the point process. The relation between L and the process is the following: this point process solves the integral cluster equation determined by L. We show that the results from the classical theory of infinitely divisible point processes carry over in a natural way to the larger class of point processes with a signed Levy pseudo measure. In this way we obtain e.g. a criterium for simplicity and a characterization through the cluster equation, interpreted as an integration by parts formula, for such point processes. Our main result in chapter 3 is a representation theorem for the factorial moment measures of the above point processes. With its help we will identify the permanental respective determinantal point processes, which belong to the classes of Boson respective Fermion processes. As a by-product we obtain a representation of the (reduced) Palm kernels of infinitely divisible point processes. In chapter 4 we see how the existence theorem enables us to construct (infinitely extended) Gibbs, quantum-Bose and polymer processes. The so called polymer processes seem to be constructed here for the first time. In the last part of this thesis we prove that the family of cluster equations has certain stability properties with respect to the transformation of its solutions. At first this will be used to show how large the class of solutions of such equations is, and secondly to establish the cluster theorem of Kerstan, Matthes and Mecke in our setting. With its help we are able to enlarge the class of Polya processes to the so called branching Polya processes. The last sections of this work are about thinning and splitting of point processes. One main result is that the classes of Boson and Fermion processes remain closed under thinning. We use the results on thinning to identify a subclass of point processes with a signed Levy pseudo measure as doubly stochastic Poisson processes. We also pose the following question: Assume you observe a realization of a thinned point process. What is the distribution of deleted points? Surprisingly, the Papangelou kernel of the thinning, besides a constant factor, is given by the intensity measure of this conditional probability, called splitting kernel. / Ein Punktprozess ist ein Mechanismus, der zufällig ein lokalendliches Punktmaß realisiert. Ein Hauptresultat dieser Arbeit ist ein Existenzsatz für eine sehr große Klasse von Punktprozessen mit einem signierten Levy Pseudomaß L. Diese Klasse ist eine Erweiterung der Klasse der unendlich teilbaren Punktprozesse. Die verwendete Methode der Konstruktion ist eine Verbindung der klassischen Punktprozesstheorie, wie sie von Kerstan, Matthes und Mecke ursprünglich entwickelt wurde, mit der sogenannten Methode der Cluster-Entwicklungen aus der statistischen Mechanik. Ausgangspunkt ist eine Familie von signierten Radonmaßen. Diese definiert einerseits das Levysche Pseudomaß L; andererseits wird mit deren Hilfe der Prozess lokal definiert. Der Zusammenhang zwischen L und dem Prozess ist so, dass der Prozess die durch L bestimmte Integralgleichung (genannt Clustergleichung) löst. Wir zeigen, dass sich die Resultate aus der klassischen Theorie der unendlich teilbaren Punktprozesse auf natürliche Weise auf die neue Klasse der Punktprozesse mit signiertem Levy Pseudomaß erweitern lassen. So erhalten wir z.B. ein Kriterium für die Einfachheit und eine Charackterisierung durch die Clustergleichung für jene Punktprozesse. Unser erstes Hauptresultat in Kapitel 3 zur Analyse der konstruierten Prozesse ist ein Darstellungssatz der faktoriellen Momentenmaße. Mit dessen Hilfe werden wir die permanentischen respektive determinantischen Punktprozesse, die in die Klasse der Bosonen respektive Fermionen Prozesse fallen, identifizieren. Als ein Nebenresultat erhalten wir eine Darstellung der (reduzierten) Palm Kerne von unendlich teilbaren Punktprozessen. Im Kapitel 4 konstruieren wir mit Hilfe unseres Existenzsatzes unendlich ausgedehnte Gibbsche Prozesse sowie Quanten-Bose und Polymer Prozesse. Unseres Wissens sind letztere bisher nicht konstruiert worden. Im letzten Teil der Arbeit zeigen wir, dass die Familie der Clustergleichungen gewisse Stabilitätseigenschaften gegenüber gewissen Transformationen ihrer Lösungen aufweist. Dies wird erstens verwendet, um zu verdeutlichen, wie groß die Klasse der Punktprozesslösungen einer solchen Gleichung ist. Zweitens wird damit der Ausschauerungssatz von Kerstan, Matthes und Mecke in unserer allgemeineren Situation gezeigt. Mit seiner Hilfe können wir die Klasse der Polyaschen Prozesse auf die der von uns genannten Polya Verzweigungsprozesse vergrößern. Der letzte Abschnitt der Arbeit beschäftigt sich mit dem Ausdünnen und dem Splitten von Punktprozessen. Wir beweisen, dass die Klassen der Bosonen und Fermionen Prozesse abgeschlossen unter Ausdünnung ist. Die Ergebnisse über das Ausdünnen verwenden wir, um eine Teilklasse der Punktprozesse mit signiertem Levy Pseudomaß als doppelt stochastische Poissonsche Prozesse zu identifizieren. Wir stellen uns auch die Frage: Angenommen wir beobachten eine Realisierung einer Ausdünnung eines Punktprozesses. Wie sieht die Verteilung der gelöschten Punktkonfiguration aus? Diese bedingte Verteilung nennen wir splitting Kern, und ein überraschendes Resultat ist, dass der Papangelou-Kern der Ausdünnung, abgesehen von einem konstanten Faktor, gegeben ist durch das Intensitätsmaß des splitting Kernes.

Este trabalho procura oferecer uma nova narrativa biográfica para o compositor de São Paulo e crítico musical do Correio Paulistano Alexandre Levy (1864-1892). Procurou-se assim atenuar a imagem construída para o compositor pelas obras tradicionais da historiografia musical brasileira, que são marcadas fortemente por uma perspectiva nacionalista. Assumiuse como pressuposto do trabalho uma clara explicitação metodológica e axiológica. Enquanto método, recorreu-se à interdisciplinaridade como recurso importante para a solução dos impasses e ambigüidades que se apresentaram. Essa tarefa foi alcançada através da aproximação concreta com a história cultural através de seus temas e reflexões. Utilizou-se como fontes primárias um conjunto de 17 artigos de Levy, assinados sob pseudônimo de Figarote. Entre as outras fontes, destacam-se ainda obras da historiografia da cultura e musicológicas. Este trabalho apresenta como resultado uma imagem de certo modo nova para Alexandre Levy. Constatou-se a modernidade do compositor, não reconhecível em trabalhos anteriores. Pode-se verificar a proximidade de Levy com os demais intelectuais da belle époque brasileira, período de engajamento intelectual, de preocupações modernizadoras, de interesse pelo instrumental cientificista, e também de perspectiva naturalista. / The purpose of this dissertation is to offer a new biographical narrative for the São Paulo composer and musical critic of Correio Paulistano Alexandre Levy (1864-1892). Therefore, one attempted to attenuate the image created for the composer by the traditional works of the Brazilian musical historiography, which are strongly noticeable by a nationalist perspective. It was assumed as a premise of the paper a clear methodological and axiological explicitness. In terms of method, one resorted to interdisciplinarity as an important resource for the solution of the deadlocks and ambiguities presented. This task was reached through the concrete approximation with cultural history through its subjects and reflections. One used as primary sources an ensemble of 17 articles by Levy, signed under the pseudonym of Figarote. In addition, works of the historiography of culture and musicology were employed as sources. This paper is presented as the result of an image, in a certain way, new to Alexandre Levy. It corroborates the modernity of the composer, not identifiable in previous papers. One may conclude on Levys proximity with the other intellectuals of the Brazilian belle époque, a period of intellectual involvement, modernizing concerns, interest for the scientific instrumental and also naturalist perspective.