Effect of pozzolanic waste materials on hydration peculiarities of Portland cement and granulated expanded glass-based plaster

Journal of Thermal Analysis and Calorimetry - The article analyses the peculiarities of the combined effect on hydration process of the following pozzolanic additives: metakaolin waste (MW),...     

A two-sample test for comparison of long memory parameters

We construct a two-sample test for comparison of long memory parameters based on ratios of two rescaled variance (V/S) statistics studied in Giraitis et al. [L. Giraitis, R. Leipus, A. Philippe, A test for stationarity versus trends and unit roots for a wide class of dependent errors, Econometric Theory 21 (2006) 989-1029]. The two samples have the same length and can be mutually independent or dependent. In the latter case, the test statistic is modified to make it asymptotically free of the long-run correlation coefficient between the samples. To diminish the sensitivity of the test on the choice of the bandwidth parameter, an adaptive formula for the bandwidth parameter is derived using the asymptotic expansion in Abadir et al. [K. Abadir, W. Distaso, L. Giraitis, Two estimators of the long-run variance: beyond short memory, Journal of Econometrics 150 (2009) 56-70]. A simulation study shows that the above choice of bandwidth leads to a good size of our comparison test for most values of fractional and ARMA parameters of the simulated series.     

The increment ratio statistic

We introduce a new statistic written as a sum of certain ratios of second-order increments of partial sums process of observations, which we call the increment ratio (IR) statistic. The IR statistic can be used for testing nonparametric hypotheses for d-integrated () behavior of time series X_t, including short memory (d=0), (stationary) long-memory and unit roots (d=1). If S_n behaves asymptotically as an (integrated) fractional Brownian motion with parameter , the IR statistic converges to a monotone function Λ(d) of as both the sample size N and the window parameter m increase so that N/m→∞. For Gaussian observations X_t, we obtain a rate of decay of the bias EIR-Λ(d) and a central limit theorem (N/m)^1/2(IR-EIR)→N(0,σ²(d)), in the region . Graphs of the functions Λ(d) and σ(d) are included. A simulation study shows that the IR test for short memory (d=0) against stationary long-memory alternatives has good size and power properties and is robust against changes in mean, slowly varying trends and nonstationarities. We apply this statistic to sequences of squares of returns on financial assets and obtain a nuanced picture of the presence of long-memory in asset price volatility.     

Nonparametric estimation of the local Hurst function of multifractional Gaussian processes

A new nonparametric estimator of the local Hurst function of a multifractional Gaussian process based on the increment ratio (IR) statistic is defined. In a general frame, the point-wise and uniform weak and strong consistency and a multidimensional central limit theorem for this estimator are established. Similar results are obtained for a refinement of the generalized quadratic variations (QV) estimator. The example of the multifractional Brownian motion is studied in detail. A simulation study is included showing that the IR-estimator is more accurate than the QV-estimator.     

Changes of the solution pH due to exposure by high-voltage electric pulses

The change of the pH of a NaCl solution (139-149 mM NaCl) buffered with 5-15 mM sodium phosphates (pH 7.4) during electromanipulation was studied. It has been determined that an increase in the pH value of electroporation solution of a whole chamber volume, caused by the application of electric field pulses, commonly used in cell electromanipulation procedures, can exceed 1-2 pH units. Several materials for the cathode were tested. In all cases a stainless steel anode was utilized. The aluminum cathode gave a two-fold greater DeltapH in comparison with platinum, copper or stainless steel cathodes. In addition, a substantial release of aluminum (up to 1 mg/l) from the cathode was observed. It has also been found that the shift in pH depended on the medium conductivity: DeltapH of the solution, in which sucrose was substituted for NaCl, was about 5 times less. On the basis of the results obtained here, to avoid the plausible undesirable consequences of the cathodic electrolysis processes, in particular under the conditions of strong electric treatment, it could be recommended that chambers with aluminum electrodes not be utilized and one should use strongly buffered solutions of low conductivity and alternating current (sine or square wave) bipolar electric pulses.     

Convergence of Appell Polynomials of Long Range Dependent Moving Averages in Martingale Differences

We study limit distribution of partial sums S_N,k(t) = _{s = 1} ^{[N t]} A_k(X_s) of Appell polynomials of the long-range dependent moving average process X_t> = _{i t} b_{t - i i}, where {_i} is a strictly stationary and weakly dependent martingale difference sequence, and b_i i^{d - 1} (0 < d < 1/2). We show that if k(1-2 d)<1, then suitably normalized partial sums S_N,k(t) converge in distribution to the kth order Hermite process. This result generalizes the corresponding results of Surgailis, and Avram and Taqqu obtained in the case of the i.i.d. sequence { _i}.     

Two-dimensional electronic spectroscopy reveals ultrafast energy diffusion in chlorosomes

Chlorosomes are light-harvesting antennae that enable exceptionally efficient light energy capture and excitation transfer. They are found in certain photosynthetic bacteria, some of which live in extremely low-light environments. In this work, chlorosomes from the green sulfur bacterium Chlorobaculum tepidum were studied by coherent electronic two-dimensional (2D) spectroscopy. Previously uncharacterized ultrafast energy transfer dynamics were followed, appearing as evolution of the 2D spectral line-shape during the first 200 fs after excitation. Observed initial energy flow through the chlorosome is well explained by effective exciton diffusion on a sub-100 fs time scale, which assures efficiency and robustness of the process. The ultrafast incoherent diffusion-like behavior of the excitons points to a disordered energy landscape in the chlorosome, which leads to a rapid loss of excitonic coherences between its structural subunits. This disorder prevents observation of excitonic coherences in the experimental data and implies that the chlorosome as a whole does not function as a coherent light-harvester.     

ARCH-type bilinear models with double long memory

We discuss the covariance structure and long-memory properties of stationary solutions of the bilinear equation X_t=ζ_tA_t+B_t,(), where are standard i.i.d. r.v.'s, and A_t,B_t are moving averages in X_s, s<t. Stationary solution of () is obtained as an orthogonal Volterra expansion. In the case A_t≡1, X_t is the classical AR(∞) process, while B_t≡0 gives the LARCH model studied by Giraitis et al. (Ann. Appl. Probab. 10 (2000) 1002). In the general case, X_t may exhibit long memory both in conditional mean and in conditional variance, with arbitrary fractional parameters and , respectively. We also discuss the hyperbolic decay of auto- and/or cross-covariances of X_t and X_t² and the asymptotic distribution of the corresponding partial sums’ processes.