Sören Christensen

Soil food web properties explain ecosystem services across European land use systems

Intensive land use reduces the diversity and abundance of many soil biota, with consequences for the processes that they govern and the ecosystem services that these processes underpin. Relationships between soil biota and ecosystem processes have mostly been found in laboratory experiments and rarely are found in the field. Here, we quantified, across four countries of contrasting climatic and soil conditions in Europe, how differences in soil food web composition resulting from land use systems (intensive wheat rotation, extensive rotation, and permanent grassland) influence the functioning of soils and the ecosystem services that they deliver. Intensive wheat rotation consistently reduced the biomass of all components of the soil food web across all countries. Soil food web properties strongly and consistently predicted processes of C and N cycling across land use systems and geographic locations, and they were a better predictor of these processes than land use. Processes of carbon loss increased with soil food web properties that correlated with soil C content, such as earthworm biomass and fungal/bacterial energy channel ratio, and were greatest in permanent grassland. In contrast, processes of N cycling were explained by soil food web properties independent of land use, such as arbuscular mycorrhizal fungi and bacterial channel biomass. Our quantification of the contribution of soil organisms to processes of C and N cycling across land use systems and geographic locations shows that soil biota need to be included in C and N cycling models and highlights the need to map and conserve soil biodiversity across the world.

A harmonic function technique for the optimal stopping of diffusions

We consider problems of optimal stopping where the driving process is a (one- or multi-dimensional) diffusion. Our approach is motivated by a change of measure techniques and gives a characterization of the optimal stopping set in terms of harmonic functions for one-dimensional diffusions. The generalization to multidimensional diffusions uses the theory of Martin boundaries. Various applications, including exchange options, are given. We treat an example where halfspaces, which are plausible candidates for the optimal stopping set, are in fact strict subsets of it.

Optimal multiple stopping with random waiting times

Abstract In the standard models for optimal multiple stopping problems it is assumed that between two exercises there is always a time period of deterministic length δ, the so-called refraction period. This prevents the optimal exercise times from bunching up together on top of the optimal stopping time for the one-exercise case. In this article we generalize the standard model by considering random refraction times. We develop the theory and reduce the problem to a sequence of ordinary stopping problems, thus extending the results for deterministic times. This requires an extension of the underlying filtrations in general. Furthermore, we consider the Markovian case and treat an example explicitly.

An elementary approach to optimal stopping problems for AR(1) sequences

Abstract Optimal stopping problems form a class of stochastic optimization problems that has a wide range of applications in sequential statistics and mathematical finance. Here we consider a general optimal stopping problem with discounting for autoregressive processes. Our strategy for a solution consists of two steps: First we give elementary conditions to ensure that an optimal stopping time is of threshold type. Then the resulting one-dimensional problem of finding the optimal threshold is to be solved explicitly. The second step is carried out for the case of exponentially distributed innovations.

On the solution of general impulse control problems using superharmonic functions

In this paper, a characterization of the solution of impulse control problems in terms of superharmonic functions is given. In a general Markovian framework, the value function of the impulse control problem is shown to be the minimal function in a convex set of superharmonic functions. This characterization also leads to optimal impulse control strategies and can be seen as the corresponding characterization to the description of the value function for optimal stopping problems as a smallest superharmonic majorant of the reward function. The results are illustrated with examples from different fields, including multiple stopping and optimal switching problems.

Achtung: Statistik. 150 Kolumnen zum Nachdenken und Schmunzeln

Mit 150 Kolumnen „Achtung Statistik“ bietet das Buch eine kurzweilige Moglichkeit, Statistik zukunftig mit anderen Augen zu sehen, kritisch zu hinterfragen und in Einzelfallen sogar wissenschaftliche Top-Nachrichten mit gesundem Menschenverstand als statistische „Rohrkrepierer“ zu entlarven. Gepragt durch den Spruch: „Trau keiner Statistik, die du nicht selbst gefalscht hast!“ hat die Statistik wirklich keinen guten Ruf. Sie gilt als eine trockene, schwierige Materie, die uns zwar auf Schritt und Tritt in Schule, Studium und Beruf, aber auch in den Medien begegnet, zu der die meisten aber kaum Zugang finden. Die Autoren zeigen, dass es moglich ist, ohne besondere Vorbildung und mit einem Schmunzeln interessante und erstaunliche statistische Erkenntnisse zu gewinnen, zu deren Verstandnis keine Formeln notig sind. Die seit 2012 regelmasig im „Schleswig-Holstein Journal“ publizierten Kolumnen wurden fur das Buch um weitergehende Erlauterungen und Beispiele erganzt.

Are female hurricanes really deadlier than male hurricanes

Jung et al. (1) claim to show that “feminine-named hurricanes cause significantly more deaths than do masculine-named hurricanes” (p. 1). This conclusion is mainly obtained by analyzing data on fatalities caused by hurricanes in the United States (1950–2012). By reanalyzing the same data, we show that the conclusion is based on biased presentation and invalid statistics.

Phase-type distributions and optimal stopping for autoregressive processes

Autoregressive processes are intensively studied in statistics and other fields of applied stochastics. For many applications the overshoot and the threshold-time are of special interest. When the upward innovations are in the class of phasetype distributions we determine the joint distribution of this two quantities and apply this result to problems of optimal stopping. Using a principle of continuous fit this leads to explicit solutions.

A Phenylpropanoid, a Slovenolide, Two Sulphur-Containing Germacranes and Ca2+-ATPase Inhibitors from Thapsia villosa

A phenylpropanoid 1, a slovenolide 2, and two germacranes bearing a methylthiopropenoate moiety, 3 and 4, along with twenty known metabolites have been isolated from the roots of Thapsia villosa var. villosa L. The structures of two known phenylpropanoids 5 and 6 have been corrected. Compounds 7 and 8 showed activity as potential inhibitors of the sarco- and endoplasmic Ca(2+)-dependent ATPases (SERCA) pump. Compounds 9, 10 and 11 increased significantly the cytoplasmic free calcium concentration ([Ca(2+)](c)) in human platelets in a concentration-dependent manner.

IMPULSE CONTROL AND EXPECTED SUPREMA

Abstract We consider a class of impulse control problems for general underlying strong Markov processes on the real line, which allows for an explicit solution. The optimal impulse times are shown to be of a threshold type and the optimal threshold is characterised as a solution of a (typically nonlinear) equation. The main ingredient we use is a representation result for excessive functions in terms of expected suprema.