{Summary: In many areas of application, like, for instance, climatology, hydrology, insurance, finance, and statistical quality control, a typical requirement is to estimate a high quantile of probability $1 - p$, a value high enough so that the chance of an exceedance of that value is equal to $p$, small. The semi-parametric estimation of high quantiles depends not only on the estimation of the tail index or extreme value index $\gamma $, the primary parameter of extreme events, but also on the adequate estimation of a scale first order parameter. Recently, apart from new classes of reduced-bias estimators for $\gamma >0$, new classes of the scale first order parameter have been introduced in the literature. Their use in quantile estimation enables us to introduce new classes of asymptotically unbiased high quantiles' estimators, with the same asymptotic variance as the (biased) ``classical'' estimator. The asymptotic distributional properties of the proposed classes of estimators are derived and the estimators are compared with alternative ones, not only asymptotically, but also for finite samples through Monte Carlo techniques. An application to the log-exchange rates of the Euro against the Sterling Pound is also provided.}

Some asymptotic expansions non necessarily related to the central limit theorem are discussed. After observing that the smoothing inequality of Esseen implies the proximity, in the Kolmogorov distance sense, of the distributions of the random variables of two random sequences satisfying a sort of general asymptotic relation, two instances of this observation are presented. A first example, partially motivated by the the statistical theory of high precision measurements, is given by a uniform asymptotic approximation to $(g(X+ μ_n))_{n ın \mathbbm{N}}$, where $g$ is some smooth function, $X$ is a random variable having a moment and a bounded density and $(μ_{n})_{n ın \mathbbm{N}}$ is a sequence going to infinity; the multivariate case as well as the proofs and a complete set of references will be published elsewhere. We next present a second class of examples given by a randomization of the interesting parameter in some classical asymptotic formulas, namely, a generic Laplace's type integral, by the sequence $(μ_n X)_{n ın \mathbbm{N}}$, $X$ being a Gamma distributed random variable. Finally, a simulation study of this last example is presented in order to stress the quality of asymptotic approximations proposed.

In this paper, a strategic location-allocation model is developed for the simultaneous design of forward and reverse supply chains. Strategic decisions such as network design are accounted for together with tactical decisions, namely, production, storage and distribution planning. The integration between strategic and tactical decisions is achieved by considering two interconnected time scales: a macro and a micro time. At macro level, the supply chain is designed in order to account for the existing demands and returns, whose satisfaction is planned simultaneously at the micro level where tactical decisions are taken. A Mixed Integer Linear Programming formulation is obtained which is solved to optimality using standard Branch & Bound techniques. Finally, the model accuracy and applicability is illustrated through the resolution of a case study.

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This work aimed to study the recovery of two types of waste by the process of pyrolysis. The obtained results show that the adding of a plastic mix improves the overall efficiency of the slow pyrolysis of pine. Therefore, it was possible to achieve higher liquid yields and less solid product than in the classic slow pyrolysis carbonization of biomass. The obtained liquids showed heating values similar to that of heating fuel oil. The gas products had energetic contents superior to that of producer gas, and the obtained solid fractions showed heating values higher than some coals. There were also identified some typical products of fast biomass pyrolysis used as raw material in several industries. The effects of experimental conditions in product yield and composition were also studied. The parameters that showed higher influence were (with its increase): reaction time on gas product composition (increase of the alkane content) and on liquid composition (increase in aromatics content); reaction temperature on product yield (decrease of liquid yield with increase of solids and gases) and on gas product composition (increase in alkane content); initial pressure on liquid composition (increase in the aromatics content) and mainly the pine content of the initial mixture on products yield (increase of gas and solid yield with a decrease in liquids) and on the gas product composition (favouring CO and CO2 formation).

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Transactional memory is a new trend in concurrency control that was boosted by the advent of multi-core processors and the near to come many-core processors. It promises the performance of finer grain with the simplicity of coarse grain threading. However, there is a clear absence of software development tools oriented to the transactional memory programming model, which is confirmed by the very small number of related scientific works published until now. This paper describes ongoing work. We propose a very low overhead monitoring framework, developed specifically for monitoring TM computations, that collects the transactional events into a single log file, sorted in a global order. This framework is then used by a visualization tool to display different types of charts from two categories: statistical charts and thread-time space diagrams. These last diagrams are interactive, allowing to identify conflicting transactions. We use the visualization tool to analyse the behavior of two different, but similar, testing applications, illustrating how it can be used to better understand the behavior of these transactional memory applications.

Software Transactional Memory is a concurrency control technique gaining increasing popularity, as it provides high-level concurrency control constructs and eases the development of highly multi-threaded applications. But this easiness comes at the expense of restricting the operations that can be executed within a memory transaction, and operations such as terminal and file I/O are either not allowed or incur in serious performance penalties. Database I/O is another example of operations that usually are not allowed within a memory transaction. This paper proposes to combine memory and database transactions in a single unified model, benefiting from the ACID properties of the database transactions and from the speed of main memory data processing. The new unified model covers, without differentiating, both memory and database operations. Thus, the users are allowed to freely intertwine memory and database accesses within the same transaction, knowing that the memory and database contents will always remain consistent and that the transaction will atomically abort or commit the operations in both memory and database. This approach allows to increase the granularity of the in-memory atomic actions and hence, simplifies the reasoning about them.

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This paper introduces a tool for the optimization of CMOS integrated spiral inductors. Its aim is to offer designers a first approach on designing inductors without the need for fabrication. The core of the tool is an optimization procedure where technology constraints on the inductor layout parameters are considered by applying user-defined discretization on the design variables. User-defined constraints between layout parameters may also be accounted for, as a way of taking into account design heuristics. For those cases where the device area is a major concern area minimization may be considered. On the other hand, if a major design goal is the inductor quality factor the tool may yield the layout parameters which maximize the quality factor. The trade-off between quality factor and device area is evaluated through the generation of a graphical representation of quality factor versus output diameter for a given inductance. For the sake of simplicity the pi-model has been used for characterising the inductor. The application was developed in Matlab and the optimization toolbox is used. The validity of the design results obtained is checked against circuit simulation with ASITIC.

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