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HESS Opinions: Hydrologic predictions in a changing environment: behavioral modeling
(2011)Hydrology and Earth System SciencesMost hydrological models are valid at most only in a few places and cannot be reasonably transferred to other places or to far distant time periods. Transfer in space is difficult because the models are conditioned on past observations at particular places to define parameter values and unobservable processes that are needed to fully characterize the structure and functioning of the landscape. Transfer in time has to deal with the likely ...Journal Article -
Ice nucleation properties of volcanic ash from Eyjafjallajökull
(2011)Atmospheric Chemistry and PhysicsThe ice nucleation ability of volcanic ash particles collected close to the Icelandic volcano Eyjafjallajökull during its eruptions in April and May 2010 is investigated experimentally, in the immersion and deposition modes, and applied to atmospheric conditions by comparison with airborne measurements and microphysical model calculations. The number of ash particles which are active as ice nuclei (IN) is strongly temperature dependent, ...Journal Article -
Fossil versus contemporary sources of fine elemental and organic carbonaceous particulate matter during the DAURE campaign in Northeast Spain
(2011)Atmospheric Chemistry and PhysicsWe present results from the international field campaign DAURE (Determination of the sources of atmospheric Aerosols in Urban and Rural Environments in the Western Mediterranean), with the objective of apportioning the sources of fine carbonaceous aerosols. Submicron fine particulate matter (PM1) samples were collected during February–March 2009 and July 2009 at an urban background site in Barcelona (BCN) and at a forested regional ...Journal Article -
Growth and Nutrient Use Efficiencies of Yams (Dioscorea spp.) Grown in Two Contrasting Soils of West Africa
(2011)International Journal of AgronomyFertilization is an important management strategy of yams (Dioscorea spp.) especially when grown in degraded soils. A field study evaluated the leaf numbers, leaf area indices, crop growth, yields, and nitrogen (N) and potassium (K) use efficiencies of D. alata and D. rotundata in Côte d'Ivoire when grown in two contrasting soils with and without fertilizer. D. alata had a lower number of leaves per vine, although leaf area indices were ...Journal Article -
What can we learn from long-term groundwater data to improve climate change impact studies?
(2011)Hydrology and Earth System SciencesFuture risks for groundwater resources, due to global change are usually analyzed by driving hydrological models with the outputs of climate models. However, this model chain is subject to considerable uncertainties. Given the high uncertainties it is essential to identify the processes governing the groundwater dynamics, as these processes are likely to affect groundwater resources in the future, too. Information about the dominant ...Journal Article -
Asymptotic Analysis for Stochastic Volatility: Edgeworth Expansion
(2011)Electronic Journal of ProbabilityThe validity of an approximation formula for European option prices under a general stochastic volatility model is proved in the light of the Edgeworth expansion for ergodic diffusions. The asymptotic expansion is around the Black-Scholes price and is uniform in bounded payoff functions. The result provides a validation of an existing singular perturbation expansion formula for the fast mean reverting stochastic volatility model.Journal Article -
On two-dimensional random walk among heavy-tailed conductances
(2011)Electronic Journal of ProbabilityWe consider a random walk among unbounded random conductances on the two-dimensional integer lattice. When the distribution of the conductances has an infinite expectation and a polynomial tail, we show that the scaling limit of this process is the fractional kinetics process. This extends the results of the paper [BC10] where a similar limit statement was proved in dimension larger than two. To make this extension possible, we prove ...Journal Article -
Quasi-sure Stochastic Analysis through Aggregation
(2011)Electronic Journal of ProbabilityThis paper is on developing stochastic analysis simultaneously under a general family of probability measures that are not dominated by a single probability measure. The interest in this question originates from the probabilistic representations of fully nonlinear partial differential equations and applications to mathematical finance. The existing literature relies either on the capacity theory (Denis and Martini), or on the underlying ...Journal Article -
A review of the anthropogenic influence on biogenic secondary organic aerosol
(2011)Atmospheric Chemistry and PhysicsBecause of the climate and air quality effects of organic aerosol, it is important to quantify the influence of anthropogenic emissions on the aerosol burden, both globally and regionally, and both in terms of mass and number. Methods exist with which the fractions of organic aerosol resulting directly from anthropogenic and biogenic processes can be estimated. However, anthropogenic emissions can also lead to an enhancement in secondary ...Journal Article -
Nested Archimedean Copulas Meet R: The nacopula Package
(2011)Journal of Statistical SoftwareThe package nacopula provides procedures for constructing nested Archimedean copulas in any dimensions and with any kind of nesting structure, generating vectors of random variates from the constructed objects, computing function values and probabilities of falling into hypercubes, as well as evaluation of characteristics such as Kendall's tau and the tail-dependence coefficients. As by-products, algorithms for various distributions, ...Journal Article