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6 - Schwa and Syllabic Sonorants
from Part I - Lower Prosodic Constituents: Moras, Syllables, Feet
Caroline Féry, Goethe-Universität Frankfurt Am Main
Book:

German Phonology

Published online:

04 January 2025

Print publication:

09 January 2025, pp 239-268
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Summary

Chapter 6 gives an overview of the properties of schwa and schwa syllables. Schwa has sometimes been analyzed as non-phonemic: It is the epenthetic vowel in German and it is the only non-moraic vowel of German. Moreover, it is featurally underspecified and does not fit the lax–tense dichotomy of the full vowels. The chapter starts with a review of the distributional properties of both schwa and syllabic sonorants in simplex and complex words. Both schwa and syllabic sonorants are often suffixal inflectional morphemes, but they also regularly appear in monomorphemic words. A part of the chapter is dedicated to sequences of sonorants that can be syllabic, and how different choices are made in different morphological environments. Again, OT analyses are provided and it is shown how syllable structure, morphological constraints and the different sonorants all play a role in the distribution of the syllabic and non-syllabic versions of the sonorants.

Reliability of Test Scores in Nonparametric Item Response Theory
Klaas Sijtsma, Ivo W. Molenaar
Journal:

Psychometrika / Volume 52 / Issue 1 / March 1987

Published online by Cambridge University Press:

01 January 2025, pp. 79-97
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Three methods for estimating reliability are studied within the context of nonparametric item response theory. Two were proposed originally by Mokken (1971) and a third is developed in this paper. Using a Monte Carlo strategy, these three estimation methods are compared with four “classical” lower bounds to reliability. Finally, recommendations are given concerning the use of these estimation methods.

Some explicit results on one kind of sticky diffusion
Part of
- Markov processes
- Mathematical finance
Yiming Jiang, Shiyu Song, Yongjin Wang
Journal:

Journal of Applied Probability / Volume 56 / Issue 2 / June 2019

Published online by Cambridge University Press:

30 July 2019, pp. 398-415

Print publication:

June 2019
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In this paper we derive several explicit results on one special sticky diffusion process which is constructed as a time-changed version of a diffusion with no sticky points. A theorem concerning the process-related Green operators defined on some nonnegative piecewise continuous functions is provided. Then, based on this theorem, we explore the distributional properties of the sticky diffusion. A financial application is presented where we compute the value of the European vanilla call option written on the underlying with sticky price dynamics.