Analysis of acrylamide in coffee and dietary exposure to acrylamide from coffee

An analytical method for analysing acrylamide in coffee was validated. The analysis of prepared coffee includes a comprehensive clean-up using multimode solid-phase extraction (SPE) by automatic SPE equipment and detection by liquid chromatography tandem mass spectrometry using electrospray in the positive mode. The recoveries of acrylamide in ready-to-drink coffee spiked with 5 and 10 μg l⁻¹ were 96±14% and 100±8%, respectively. Within laboratory reproducibility for the same spiking levels were 14% and 9%, respectively. Coffee samples (n = 25) prepared twice by coffee machines and twice by a French Press Cafetière coffee maker contained 8±3 μg l⁻¹ and 9±3 μg l⁻¹ acrylamide. Five ready-to-drink instant coffee prepared twice contained 8±2 μg l⁻¹. Hence, the results do not show significant differences in the acrylamide contents in ready-to-drink coffee prepared by coffee machine, French Press or from instant coffee. Medium roasted coffee contained more acrylamide (10 μg l⁻¹) than dark roasted coffee (5 μg l⁻¹). Males aged 35–45 years, drinking on average 1.1 l coffee per day are exposed to the highest doses of acrylamide from coffee. The dietary intake of acrylamide from coffee comprises, on an average, 10 μg day⁻¹ for males and 9 μg day⁻¹ for females aged 35–45 years. Probabilistic modelling of the exposure of Danish consumers (all adults) to acrylamide from coffee shows a mean exposure of 6.5 μg day⁻¹ and a 95 percentile of 18 μg day⁻¹.     

Determination of Water and Solute Transport in Polyacrylamide Gels

Summary: Water exchange between five polyacrylamide gels (Bulkamid®, Aquamid®, Rectamid®, HV-PAAG, Acuvue) with a physiological salt solution was determined by means of tritium-labeled water. Urea and chloride exchange was also determined in Acuvue. The method was a modified version to measure rapid transport processes in red blood cells. The study shows that water and solutes easily exchange between the hydrogel under study and the surrounding medium, independent of the solid polymer content (2.5–40 wt%) and an over ten-fold variation of the cross-linking density.     

Nearby variables with nearby conditional laws and a strong approximation theorem for Hilbert space valued martingales

Summary In this paper we focus on sequences of random vectors which do not admit a strong approximation of their partial sums by sums of independent random vectors. In the first part we prove conditional versions of the Strassen-Dudley theorem. We apply these in the second part of the paper to obtain strong invariance principles for vector-valued martingales which, when properly normalized, converge in law to a mixture of Gaussian distributions.Research partially supported by the Air Force Office of Scientific Research Contract NO. F49260 85 C 0144Part of this work was done while the second author was visiting the Department of Statistics and the Center for Stochastic Processes, University of North Carolina, Chapel Hill. He thanks the members of the Department of Statistics for their hospitality     

Gaussian quasimartingales

Summary Necessary and sufficient conditions in terms of the mean function and covariance are obtained for a separable Gaussian process to have paths of bounded variation, absolutely continuous or continuous singular. If almost all paths are of bounded variation, the L ² expansion of the Gaussian process is shown to converge in the total variation norm. One then obtains a decomposition of the paths of a Gaussian quasimartingale into a martingale and a predictable process of bounded variation paths such that these components are jointly Gaussian; the martingale component is decomposed into two processes, one consisting of (fixed) jumps and the other a continuous path martingale, and the bounded variation component is decomposed into three processes, one consisting of (fixed) jumps, another with absolutely continuous paths and the third with continuous singular paths. All components are jointly Gaussian. Uniqueness of the decompositions is also established.This work was partially supported by the National Science Foundation.     

Small values of Gaussian processes and functional laws of the iterated logarithm

Summary We estimate small ball probabilities for locally nondeterministic Gaussian processes with stationary increments, a class of processes that includes the fractional Brownian motions. These estimates are used to prove Chung type laws of the iterated logarithm.Research supported by the United States Air Force office of Scientific Research, Contract No. 91-0030