Rate constants of the reactions of O(3P) atoms with Br2 and NO2 over the temperature range 220-950 K

The kinetics of the reactions of Br₂ and NO₂ with ground state oxygen atoms have been studied over a wide temperature range, T = 220-950 K, using a low-pressure flow tube reactor coupled with a quadrupole mass spectrometer: O + NO₂ → NO + O₂ (1) and O + Br₂ → Br + BrO (2). The rate constant of reaction (1) was determined under pseudo–first-order conditions, either monitoring the kinetics of O-atom or NO₂ consumption in excess of NO₂ or of the oxygen atoms, respectively: k₁ = (6.1 ± 0.4) × 10⁻¹² exp((155 ± 18)/T) cm³ molecule⁻¹ s⁻¹ (where the uncertainties represent precision at the 2σ level, the estimated total uncertainty on k₁ being 15% at all temperatures). The temperature dependence of k₁, found to be in excellent agreement with multiple previous low-temperature data, was extended to 950 K. The rate constant of reaction (2) determined under pseudo–first-order conditions, monitoring the kinetics of Br₂ consumption in excess of O-atoms, showed upward curvature at low and high temperatures of the study and was fitted with the following three-parameter expression: k₂ = 9.85 × 10⁻¹⁶ T^1.41 exp(543/T) cm³ molecule⁻¹ s⁻¹ at T = (220-950) K, which is recommended from the present study with an independent of temperature conservative uncertainty of 15% on k₂.     

Statistical inference for Vasicek-type model driven by Hermite processes

Let $Z$ denote a Hermite process of order $q\ge 1$ and self-similarity parameter $H\in (\frac{1}{2},1)$. This process is $H$-self-similar, has stationary increments and exhibits long-range dependence. When $q=1$, it corresponds to the fractional Brownian motion, whereas it is not Gaussian as soon as $q?2$. In this paper, we deal with a Vasicek-type model driven by $Z$, of the form $d{X}_t=a(b?X_t)dt+d{Z}_t$. Here, $a>0$ and $b\in \mathbb{R}$ are considered as unknown drift parameters. We provide estimators for $a$ and $b$ based on continuous-time observations. For all possible values of $H$ and $q$, we prove strong consistency and we analyze the asymptotic fluctuations.     

Joint tail of ECOMOR and LCR reinsurance treaties

Researchers in actuarial sciences have investigated the tail behavior of the LCR and ECOMOR reinsurance treaties separately for managing extreme risks in reinsurance business. In practice, a reinsurance company may possess these two treaties simultaneously. Therefore, investigating the joint tail behavior of these two treaties is practically useful in risk management. This paper derives the asymptotic limit of the joint tail of these two reinsurance treaties under the setup of Jiang and Tang (2008).     

Circular Dichroism of Amino Acids: Following the Structural Formation of Phenylalanine

Circular dichroism (CD) is frequently used to assess the secondary structure of peptides and proteins, whereas less attention has been given to their building blocks, that is, single amino acids, as they do not possess a secondary structure. Here, we follow the CD signal of amino acids and reveal that several acids exhibit a unique CD pattern as a function of their concentration. Accordingly, we propose an eight‐level classification of the CD signal of the various amino acids. Special focus is given to the CD pattern of phenylalanine (Phe), for which we observe the formation of an ultra‐narrow CD peak (full width at high maximum of only 5 nm). This CD peak can be attributed to the formation of Phe‐based chiral structural features. Further support for the formation of an ordered structure is given by using NMR, and the additional self‐assembly process of Phe to tubular structures.     

Stability and Neimark–Sacker bifurcation of a ratio‐dependence predator–prey model

In this paper, stability and bifurcation of a two‐dimensional ratio‐dependence predator–prey model has been studied in the close first quadrant . It is proved that the model undergoes a period‐doubling bifurcation in a small neighborhood of a boundary equilibrium and moreover, Neimark–Sacker bifurcation occurs at a unique positive equilibrium. We study the Neimark–Sacker bifurcation at unique positive equilibrium by choosing b as a bifurcation parameter. Some numerical simulations are presented to illustrate theocratical results. Copyright © 2017 John Wiley & Sons, Ltd.     

Approximation of the unsteady Brinkman‐Forchheimer equations by the pressure stabilization method

In this work, we propose and analyze the pressure stabilization method for the unsteady incompressible Brinkman‐Forchheimer equations. We present a time discretization scheme which can be used with any consistent finite element space approximation. Second‐order error estimate is proven. Some numerical results are also given.© 2017 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 33: 1949–1965, 2017     

Wavelet-based estimator for the hurst parameters of fractional brownian sheet

It is proposed a class of statistical estimators H =(H_1,…,H_d) for the Hurst parameters H =(H_1,…,H_d) of fractional Brownian field via multi-dimensional wavelet analysis and least squares,which are asymptotically normal.These estimators can be used to detect self-similarity and long-range dependence in multi-dimensional signals,which is important in texture classification and improvement of diffusion tensor imaging(DTI) of nuclear magnetic resonance(NMR).Some fractional Brownian sheets will be simulated and the simulated data are used to validate these estimators.We find that when H_i ≥ 1/2,the estimators are accurate,and when H_i 1/2,there are some bias.     

基于时变SJC-Copula对商品期货市场间风险传染的探究

分别选取WIND商品指数和CRB指数作为衡量我国商品期货市场及国际商品期货市场综合价格的指标,利用时变SJC-Copula模型构建两者之间的动态相依结构,通过动态的尾部相关系数来探究我国商品期货市场与国际市场间的尾部相关性.实证结果表明,我国商品期货市场与国际市场间的上尾相关性要强于下尾相关性,即当商品期货价格上涨时,两个市场间更易发生风险传染.