Physical properties of the three main structures in young stellar objects (YSOs), envelopes, bipolar outflows, and circumstellar disks, have been studied using radio interferometers: the Berkeley-Illinois-Maryland Association (BIMA) array and the Combined Array for Research in Millimeter-wave Astronomy (CARMA). (1) Envelopes: Three Class 0 YSOs (L1448 IRS 2, L1448 IRS 3, and L1157) have been ob...

Necessary and sufficient conditions for the existence of a strictly stationary solution of the equations defining a general Lévy-driven continuous-parameter ARMA process with index set R are determined. Under these conditions the solution is shown to be unique and an explicit expression is given for the process as an integral with respect to the background driving Lévy process. The results gene...

Title of Dissertation: HIGH-RESOLUTION IMAGING OF DENSE GAS STRUCTURE AND KINEMATICS IN NEARBY MOLECULAR CLOUDS WITH THE CARMA LARGE AREA STAR FORMATION SURVEY Shaye Storm, Doctor of Philosophy, 2015 Dissertation directed by: Professor Lee Mundy Department of Astronomy This thesis utilizes new observations of dense gas in molecular clouds to develop an empirical framework for how clouds form st...

A general approach for modeling the volatility process in continuous-time is based on the convolution of a kernel with a non-decreasing Lévy process, which is non-negative if the kernel is non-negative. Within the framework of Continuous-time Auto-Regressive Moving-Average (CARMA) processes, we derive a necessary condition for the kernel to be non-negative, and propose a numerical method for ch...

The Global mm–VLBI Array is at present the most sensitive 3mm–VLBI interferometer and provides images of up to 40 micro–arcsecond resolution. Using this array, we have monitored the rotation of the innermost jet in the quasar NRAO150, which shows an angular speed of ∼ 7◦/yr. Future 3mm arrays could include additional stations like ALMA, GBT, LMT, CARMA, SRT, Yebes, Nobeyama and Noto, which woul...

Many prominent continuous-time stochastic volatility models exhibit certain functional relationships between price jumps and volatility jumps. We show that stochastic volatility models like the Ornstein-Uhlenbeck and other continous-time CARMA models as well as continous-time GARCH and EGARCH models all exhibit such functional relations. We investigate the asymptotic behaviour of certain functi...