A note on the central limit theorem for bipower variation of general functions

In this paper we present a central limit theorem for general functions of the increments of Brownian semimartingales. This provides a natural extension of the results derived in [O.E. Barndorff-Nielsen, S.E. Graversen, J. Jacod, M. Podolskij, N. Shephard, A central limit theorem for realised power and bipower variations of continuous semimartingales, in: From Stochastic Analysis to Mathematical Finance, Festschrift for Albert Shiryaev, Springer, 2006], where the central limit theorem was shown for even functions. We prove an infeasible central limit theorem for general functions and state some assumptions under which a feasible version of our results can be obtained. Finally, we present some examples from the literature to which our theory can be applied.     

Synthesis of multifunctional hydroxyethyl tetrazoles

A series of di-, tri-, and tetra-tetrazoloalkanes were synthesized from the corresponding nitrile and sodium azide. These were alkylated to give hydroxy terminated chains for possible use as high energy oligomers.     

Novel light-fluorous TEMPO reagents and their application in oxidation reactions

The synthesis of two light-fluorous TEMPO derivatives is reported, along with their application in oxidation reactions.     

Robust surgery loading

We consider the robust surgery loading problem for a hospital’s operating theatre department, which concerns assigning surgeries and sufficient planned slack to operating room days. The objective is to maximize capacity utilization and minimize the risk of overtime, and thus cancelled patients. This research was performed in collaboration with the Erasmus MC, a large academic hospital in the Netherlands, which has also provided historical data for the experiments. We propose various constructive heuristics and local search methods that use statistical information on surgery durations to exploit the portfolio effect, and thereby to minimize the required slack. We demonstrate that our approach frees a lot of operating room capacity, which may be used to perform additional surgeries. Furthermore, we show that by combining advanced optimization techniques with extensive historical statistical records on surgery durations can significantly improve the operating room department utilization.     

Correlations of peaks of Gaussian random fields

The high peaks of a Gaussian random field are studied. Asymptotic expansions, appropriate for high peak thresholds and large spatial separations, are developed for theN-point correlation functions of the number density of high peaks, in terms of the two-point correlation of the underlying Gaussian field. Similar expressions are derived for the correlations of points, not necessarily the positions of peaks, where the field exceeds a high threshold.Work supported in part by U.S. Department of Energy under contract DEAC03-81-ER40050.KFAS Graduate FellowAlfred P. Sloan Foundation Fellow and supported in part by U.S. Department of Energy Outstanding Junior Investigator Program under contract No. DE-FG03-84 ER40172     

Symmetric Euler and Navier-Stokes shocks in stationary barotropic flow on a bounded domain

We construct stationary solutions to the barotropic, compressible Euler and Navier-Stokes equations in several space dimensions with spherical or cylindrical symmetry. For given Dirichlet data on a sphere or a cylinder we first construct smooth and radially symmetric solutions to the Euler equations in the exterior domain. On the other hand, stationary smooth solutions in the interior domain necessarily become sonic and cannot be continued beyond a critical inner radius. We then use these solutions to construct entropy-satisfying shocks for the Euler equations in the region between two concentric spheres or cylinders. Next we construct smooth Navier-Stokes solutions converging to the previously constructed Euler shocks in the small viscosity limit. In the process we introduce a new technique for constructing smooth solutions, which exhibit a fast transition in the interior, to a class of two-point boundary problems.