Preparation and characterization of potato starch films plasticized with polyols

The present study investigated the potato starches and polyols which were used to prepare edible films. The amylose content and the gelatinization properties of various potato starches extracted from different potato cultivars were determined. The amylose content of potato starches varied between 11.9 and 20.1%. Onset temperatures of gelatinization of potato starches in excess water varied independently of the amylose content from 58 to 61°C determined using differential scanning calorimetry (DSC). The crystallinity of selected native starches with low, medium and high amylose content was determined by X-ray diffraction. The relative crystallinity was found to be around 10 13% in selected native potato starches containing 13 17% water. The glass transition temperature, crystallization melting behavior and relaxations of polyols, erythritol, sorbitol and xylitol, were determined using (DSC), dielectric analysis (DEA) and dynamic mechanical analysis (DMA). The glass transition temperatures of xylitol and sorbitol decreased as a result of water plasticization. Anhydrous amorphous erythritol crystallized rapidly. Edible films were obtained from solutions containing gelatinized starch, plasticizer (polyol or binary polyol mixture) and water by casting and evaporating water at 35°C. The present study investigated effects of plasticizer type and content on physical and mechanical properties of edible films stored at various relative water vapor pressures (RVP). The crystallinity of edible films with low, medium and high amylose content was determined by X-ray diffraction and they were found to be practically amorphous. Water sorption and water vapor permeability (WVP) of films was affected by the type and content of plasticizer. Water vapor permeability of films increased with increasing plasticizer content and storage RVP. Generally, Young's modulus and tensile strength decreased with increasing plasticizer and water content with a concurrent increase in elongation at break of films. High contents of xylitol and sorbitol resulted in changes in physical and mechanical properties of films probably due to phase separation and crystallization of xylitol and sorbitol which was not observed when binary polyol mixtures were used as plasticizers. The mechanical properties and the water vapor permeability (WVP) of the films were found to be independent of the amylose content.

A matter of taste : genetic and environmental influences on responses to sweetness

Diet is a major player in the maintenance of health and onset of many diseases of public health importance. The food choice is known to be largely influenced by sensory preferences. However, in many cases it is unclear whether these preferences and dietary behaviors are innate or acquired. The aim of this thesis work was to study the extent to which the individual differences in dietary responses, especially in liking for sweet taste, are influenced by genetic factors. Several traits measuring the responses to sweetness and other dietary variables were applied in four studies: in British (TwinsUK) and Finnish (FinnTwin12 and FinnTwin16) twin studies and in a Finnish migraine family study. All the subjects were adults and they participated in chemosensory measurements (taste and smell tests) and filled in food behavior questionnaires. Further, it was studied, whether the correlations among the variables are mediated by genetic or environmental factors and where in the genome the genes influencing the heritable traits are located. A study of young adult Finnish twins (FinnTwin16, n=4388) revealed that around 40% of the food use is attributable to genetic factors and that the common, childhood environment does not affect the food use even shortly after moving from the parents home. Both the family study (n=146) and the twin studies (British twins, n=663) showed that around half of the variation in the liking for sweetness is inherited. The same result was obtained both by the chemosensory measurements (heritability 41-49%) and the questionnaire variables (heritability 31-54%). By contrast, the intensity perception of sweetness or the responses to saltiness were not influenced by genetic factors. Further, a locus influencing the use-frequency of sweet foods was identified on chromosome 16p. A closer examination of the relationships among the variables based on 663 British twins revealed that several genetic and environmental correlations exist among the different measures of liking for sweetness. However, these correlations were not very strong (range 0.06-0.55) implying that the instruments used measure slightly different aspects of the phenomenon. In addition, the assessment of the associations among responses to fatty foods, dieting behaviors, and body mass index in twin populations (TwinsUK n=1027 and FinnTwin12 n=299) showed that the dieting behaviors (cognitive restraint, uncontrolled eating, and emotional eating) mediate the relationship between obesity and diet. In conclusion, the work increased the understanding of the background variables of human eating behavior. Genetic effects were shown to underlie the variation of many dietary traits, such as liking for sweet taste, use of sweet foods, and dieting behaviors. However, the responses to salty taste were shown to be mainly determined by environmental factors and thus should more easily be modifiable by dietary education, exposure, and learning than sweet taste preferences. Although additional studies are needed to characterize the genetic element located on chromosome 16 that influences the use-frequency of sweet foods, the results underline the importance of inherited factors on human eating behavior.

Valuation of reduced eutrophication in the Gulf of Finland : Choice experiment with attention to heterogeneous and discontinuous preferences and respondent uncertainty

Eutrophication of the Baltic Sea is a serious problem. This thesis estimates the benefit to Finns from reduced eutrophication in the Gulf of Finland, the most eutrophied part of the Baltic Sea, by applying the choice experiment method, which belongs to the family of stated preference methods. Because stated preference methods have been subject to criticism, e.g., due to their hypothetical survey context, this thesis contributes to the discussion by studying two anomalies that may lead to biased welfare estimates: respondent uncertainty and preference discontinuity. The former refers to the difficulty of stating one s preferences for an environmental good in a hypothetical context. The latter implies a departure from the continuity assumption of conventional consumer theory, which forms the basis for the method and the analysis. In the three essays of the thesis, discrete choice data are analyzed with the multinomial logit and mixed logit models. On average, Finns are willing to contribute to the water quality improvement. The probability for willingness increases with residential or recreational contact with the gulf, higher than average income, younger than average age, and the absence of dependent children in the household. On average, for Finns the relatively most important characteristic of water quality is water clarity followed by the desire for fewer occurrences of blue-green algae. For future nutrient reduction scenarios, the annual mean household willingness to pay estimates range from 271 to 448 and the aggregate welfare estimates for Finns range from 28 billion to 54 billion euros, depending on the model and the intensity of the reduction. Out of the respondents (N=726), 72.1% state in a follow-up question that they are either Certain or Quite certain about their answer when choosing the preferred alternative in the experiment. Based on the analysis of other follow-up questions and another sample (N=307), 10.4% of the respondents are identified as potentially having discontinuous preferences. In relation to both anomalies, the respondent- and questionnaire-specific variables are found among the underlying causes and a departure from standard analysis may improve the model fit and the efficiency of estimates, depending on the chosen modeling approach. The introduction of uncertainty about the future state of the Gulf increases the acceptance of the valuation scenario which may indicate an increased credibility of a proposed scenario. In conclusion, modeling preference heterogeneity is an essential part of the analysis of discrete choice data. The results regarding uncertainty in stating one s preferences and non-standard choice behavior are promising: accounting for these anomalies in the analysis may improve the precision of the estimates of benefit from reduced eutrophication in the Gulf of Finland.

Urban energy fluxes in Helsinki and their high frequency spectral corrections

Inadvertent climate modification has led to an increase in urban temperatures compared to the surrounding rural area. The main reason for the temperature rise is the altered energy portioning of input net radiation to heat storage and sensible and latent heat fluxes in addition to the anthropogenic heat flux. The heat storage flux and anthropogenic heat flux have not yet been determined for Helsinki and they are not directly measurable. To the contrary, turbulent fluxes of sensible and latent heat in addition to net radiation can be measured, and the anthropogenic heat flux together with the heat storage flux can be solved as a residual. As a result, all inaccuracies in the determination of the energy balance components propagate to the residual term and special attention must be paid to the accurate determination of the components. One cause of error in the turbulent fluxes is the fluctuation attenuation at high frequencies which can be accounted for by high frequency spectral corrections. The aim of this study is twofold: to assess the relevance of high frequency corrections to water vapor fluxes and to assess the temporal variation of the energy fluxes. Turbulent fluxes of sensible and latent heat have been measured at SMEAR III station, Helsinki, since December 2005 using the eddy covariance technique. In addition, net radiation measurements have been ongoing since July 2007. The used calculation methods in this study consist of widely accepted eddy covariance data post processing methods in addition to Fourier and wavelet analysis. The high frequency spectral correction using the traditional transfer function method is highly dependent on relative humidity and has an 11% effect on the latent heat flux. This method is based on an assumption of spectral similarity which is shown not to be valid. A new correction method using wavelet analysis is thus initialized and it seems to account for the high frequency variation deficit. Anyhow, the resulting wavelet correction remains minimal in contrast to the traditional transfer function correction. The energy fluxes exhibit a behavior characteristic for urban environments: the energy input is channeled to sensible heat as latent heat flux is restricted by water availability. The monthly mean residual of the energy balance ranges from 30 Wm-2 in summer to -35 Wm-2 in winter meaning a heat storage to the ground during summer. Furthermore, the anthropogenic heat flux is approximated to be 50 Wm-2 during winter when residential heating is important.

Technicolor

In technicolor theories the scalar sector of the Standard Model is replaced by a strongly interacting sector. Although the Standard Model has been exceptionally successful, the scalar sector causes theoretical problems that make these theories seem an attractive alternative. I begin my thesis by considering QCD, which is the known example of strong interactions. The theory exhibits two phenomena: confinement and chiral symmetry breaking. I find the low-energy dynamics to be similar to that of the sigma models. Then I analyze the problems of the Standard Model Higgs sector, mainly the unnaturalness and triviality. Motivated by the example of QCD, I introduce the minimal technicolor model to resolve these problems. I demonstrate the minimal model to be free of anomalies and then deduce the main elements of its low-energy particle spectrum. I find the particle spectrum contains massless or very light technipions, and also technibaryons and techni-vector mesons with a high mass of over 1 TeV. Standard Model fermions remain strictly massless at this stage. Thus I introduce the technicolor companion theory of flavor, called extended technicolor. I show that the Standard Model fermions and technihadrons receive masses, but that they remain too light. I also discuss flavor-changing neutral currents and precision electroweak measurements. I then show that walking technicolor models partly solve these problems. In these models, contrary to QCD, the coupling evolves slowly over a large energy scale. This behavior adds to the masses so that even the light technihadrons are too heavy to be detected at current particle accelerators. Also all observed masses of the Standard Model particles can be generated, except for the bottom and top quarks. Thus it is shown in this thesis that, excluding the masses of third generation quarks, theories based on walking technicolor can in principle produce the observed particle spectrum.

Asymmetrical flow field-flow fractionation in the study of water-soluble macromolecules

Asymmetrical flow field-flow fractionation (AsFlFFF) was constructed, and its applicability to industrial, biochemical, and pharmaceutical applications was studied. The effect of several parameters, such as pH, ionic strength, temperature and the reactants mixing ratios on the particle sizes, molar masses, and the formation of aggregates of macromolecules was determined by AsFlFFF. In the case of industrial application AsFlFFF proved to be a valuable tool in the characterization of the hydrodynamic particle sizes, molar masses and phase transition behavior of various poly(N-isopropylacrylamide) (PNIPAM) polymers as a function of viscosity and phase transition temperatures. The effect of sodium chloride salt and the molar ratio of cationic and anionic polyelectrolytes on the hydrodynamic particle sizes of poly (methacryloxyethyl trimethylammonium chloride) and poly (ethylene oxide)-block-poly (sodium methacrylate) and their complexes were studied. The particle sizes of PNIPAM polymers, and polyelectrolyte complexes measured by AsFlFFF were in agreement with those obtained by dynamic light scattering. The molar masses of PNIPAM polymers obtained by AsFlFFF and size exclusion chromatography agreed also well. In addition, AsFlFFF proved to be a practical technique in thermo responsive behavior studies of polymers at temperatures up to about 50 oC. The suitability of AsFlFFF for biological, biomedical, and pharmaceutical applications was proved, upon studying the lipid-protein/peptide interactions, and the stability of liposomes at different temperatures. AsFlFFF was applied to the studies on the hydrophobic and electrostatic interactions between cytochrome c (a basic peripheral protein) and anionic lipid, and oleic acid, and sodium dodecyl sulphate surfactant. A miniaturized AsFlFFF constructed in this study was exploited in the elucidation of the effect of copper (II), pH, ionic strength, and vortexing on the particle sizes of low-density lipoproteins.

Syntheses and Self-Assembling Characteristics of Amphiphilic Star Diblock Copolymers

Uusien polymeeripohjaisten teknologioiden ja materiaalien myötä räätälöityjen polymeerien tarve on kasvanut. Viime vuosituhannen lopussa kehitetyt kontrolloidut polymerointimenetelmät ovat avanneet uusia mahdollisuuksia paitsi monimutkaisten polymeerien synteesiin, myös itsejärjestyvyyteen perustuvien funktionaalisten nanorakenteiden suunnitteluun ja valmistukseen. Nämä voivat jäljitellä luonnossa esiintyviä rakenteita, joita muodostavat esimerkiksi lipidit ja proteiinit. Itsejärjestyvät molekyylit ovat usein amfifiilisiä eli ne koostuvat hydrofiilisistä ja hydrofobisista osista ja polymeereissä nämä osat voivat olla omina lohkoinaan, jolloin puhutaan amfifiilisistä lohko- tai blokkikopolymeereistä. Riippuen järjestyneiden rakenteiden koostumuksesta ja muodosta, amfifiilisiä blokkikopolymeerejä on tutkittu tai jo käytetty nanoteknologiassa, elastomeereissä, voiteluaineissa, pinta-aktiivisina aineina, lääkkeenannostelussa, maaleissa, sekä elektroniikka-, kosmetiikka- ja elintarviketeollisuudessa. Tavallisimmin käytetyt amfifiiliset blokkikopolymeerit ovat olleet lineaarisia, mutta viime aikoina tutkimus on suuntautunut kohti monimutkaisempia rakenteita. Tällaisia ovat esimerkiksi tähtipolymeerit. Tähtimäisissä polymeereissä miselleille tyypillinen ydin-kuori-rakenne säilyy hyvin alhaisissakin polymeerikonsentraatioissa, koska polymeeriketjut ovat kiinni toisissaan yhdessä pisteessä. Siten ne ovat erityisen kiinnostavia tutkimuskohteita erilaisten hydrofobisten orgaanisten yhdisteiden sitomiseksi ja vapauttamiseksi. Tässä työssä on tarkasteltu amfifiilisten tähtipolymeerien itsejärjestymistä vesiliuoksissa sekä kokeellisesti ja tietokonesimulaatioin. Työ koostuu kahdesta osasta: tähtipolymeerien synteesistä makrosyklisillä initiaattoreilla ja amfifiilisten tähtimäisten blokkikopolymeerien ominaisuuksien tutkimisesta.

Intermolecular Interactions of Noble-Gas-Containing Species

The importance of intermolecular interactions to chemistry, physics, and biology is difficult to overestimate. Without intermolecular forces, condensed phase matter could not form. The simplest way to categorize different types of intermolecular interactions is to describe them using van der Waals and hydrogen bonded (H-bonded) interactions. In the H-bond, the intermolecular interaction appears between a positively charged hydrogen atom and electronegative fragments and it originates from strong electrostatic interactions. H-bonding is important when considering the properties of condensed phase water and in many biological systems including the structure of DNA and proteins. Vibrational spectroscopy is a useful tool for studying complexes and the solvation of molecules. Vibrational frequency shift has been used to characterize complex formation. In an H-bonded system A∙∙∙H-X (A and X are acceptor and donor species, respectively), the vibrational frequency of the H-X stretching vibration usually decreases from its value in free H-X (red-shift). This frequency shift has been used as evidence for H-bond formation and the magnitude of the shift has been used as an indicator of the H-bonding strength. In contrast to this normal behavior are the blue-shifting H-bonds, in which the H-X vibrational frequency increases upon complex formation. In the last decade, there has been active discussion regarding these blue-shifting H-bonds. Noble-gases have been considered inert due to their limited reactivity with other elements. In the early 1930 s, Pauling predicted the stable noble-gas compounds XeF6 and KrF6. It was not until three decades later Neil Bartlett synthesized the first noble-gas compound, XePtF6, in 1962. A renaissance of noble-gas chemistry began in 1995 with the discovery of noble-gas hydride molecules at the University of Helsinki. The first hydrides were HXeCl, HXeBr, HXeI, HKrCl, and HXeH. These molecules have the general formula of HNgY, where H is a hydrogen atom, Ng is a noble-gas atom (Ar, Kr, or Xe), and Y is an electronegative fragment. At present, this class of molecules comprises 23 members including both inorganic and organic compounds. The first and only argon-containing neutral chemical compound HArF was synthesized in 2000 and its properties have since been investigated in a number of studies. A helium-containing chemical compound, HHeF, was predicted computationally, but its lifetime has been predicted to be severely limited by hydrogen tunneling. Helium and neon are the only elements in the periodic table that do not form neutral, ground state molecules. A noble-gas matrix is a useful medium in which to study unstable and reactive species including ions. A solvated proton forms a centrosymmetric NgHNg+ (Ng = Ar, Kr, and Xe) structure in a noble-gas matrix and this is probably the simplest example of a solvated proton. Interestingly, the hypothetical NeHNe+ cation is isoelectronic with the water-solvated proton H5O2+ (Zundel-ion). In addition to the NgHNg+ cations, the isoelectronic YHY- (Y = halogen atom or pseudohalogen fragment) anions have been studied with the matrix-isolation technique. These species have been known to exist in alkali metal salts (YHY)-M+ (M = alkali metal e.g. K or Na) for more than 80 years. Hydrated HF forms the FHF- structure in aqueous solutions, and these ions participate in several important chemical processes. In this thesis, studies of the intermolecular interactions of HNgY molecules and centrosymmetric ions with various species are presented. The HNgY complexes show unusual spectral features, e.g. large blue-shifts of the H-Ng stretching vibration upon complexation. It is suggested that the blue-shift is a normal effect for these molecules, and that originates from the enhanced (HNg)+Y- ion-pair character upon complexation. It is also found that the HNgY molecules are energetically stabilized in the complexed form, and this effect is computationally demonstrated for the HHeF molecule. The NgHNg+ and YHY- ions also show blue-shifts in their asymmetric stretching vibration upon complexation with nitrogen. Additionally, the matrix site structure and hindered rotation (libration) of the HNgY molecules were studied. The librational motion is a much-discussed solid state phenomenon, and the HNgY molecules embedded in noble-gas matrices are good model systems to study this effect. The formation mechanisms of the HNgY molecules and the decay mechanism of NgHNg+ cations are discussed. A new electron tunneling model for the decay of NgHNg+ absorptions in noble-gas matrices is proposed. Studies of the NgHNg+∙∙∙N2 complexes support this electron tunneling mechanism.

Aminopyridinato Complexes as Possible Alternatives for Metallocenes in Ethylene Polymerization

Polyethylene is the most widely used synthetic polymer in the world. Most polyethylene is made with Ziegler-Natta catalysts. Polyethylenes for special applications are made with metallocenes, which are nowadays heavily patented. It is laborious therefore, to develop new metallocenes. The aim of this work was to investigate the feasibility of replacing the cyclopentadienyl ligands of metallocenes by aminopyridinato ligands without losing the good properties of the metallocenes, such as high activity and formation of linear polymer. The subject was approached by studying what kind of catalysts the metallocenes are and how they catalyze polyethylene. The polymerization behavior of metallocenes was examined by synthesizing a piperazino substituted indenyl zirconocene catalyst and comparing its polymerization data with that of the indenyl zirconocene catalyst. On the basis of their isolobality, it was thought that aminopyridinato ligands might replace cyclopentadienyl ligands. It was presumed that the polymerization mechanism and the active center in ethylene polymerization would be similar for aminopyridinato and metallocene catalysts. Titanium aminopyridinato complexes were prepared and their structures determined to clarify the relationship between structure of the catalyst precursor and polymerization results. The ethylene polymerization results for titanium 2-phenylaminopyridinato catalysts and titanocene catalysts were compared.

Sexual reproduction in chydorid cladocerans (Anomopoda, Chydoridae) in southern Finland - implications for paleolimnology

The relationship between sexual reproduction of littoral chydorid cladocerans (Anomopoda, Chydoridae) and environmental factors in aquatic ecosystems has been rarely studied, although the sexual behavior of some planktonic cladocerans is well documented. Ecological monitoring was used to study the relationship between climate-related and non-climatic environmental factors and chydorid sexual reproduction patterns in nine environmentally different lakes that were closely situated to each other in southern Finland. Furthermore, paleolimnological ephippium analysis was used to clarify how current sexual reproduction is reflected in surface sediments of the same nine lakes. Additionally, short sediment cores from two of the lakes were studied with ephippium analysis to examine how recent climate-related and non-climatic environmental changes were reflected in chydorid sexual reproduction. Ephippium analysis uses the subfossil shells of asexual individuals to represent asexual reproduction and the shells of sexual females, i.e. ephippia, to represent sexual reproduction. The relative proportion of ephippia of all chydorid species, i.e. total chydorid ephippia (TCE) indicates the relative proportion of sexual reproduction during the open-water season. This thesis is part of the EPHIPPIUM-project which aims to develop ephippium analysis towards a quantitative climate reconstruction tool. To be able to develop a valid climate model, the influence of the environmental stressors other than climate on contemporary sexual reproduction and its reflection in sediment assemblages must be clarified so they can be eliminated from the model. During contemporary monitoring a few sexual individuals were observed during summer, apparently forced to sexual reproduction by non-climatic local environmental factors, such as crowding or invertebrate predation. Monitoring also revealed that the autumnal chydorid sexual reproduction period was consistent between the different lakes and climate-related factors appeared to act as the main inducers and regulators of autumnal sexual reproduction. However, during autumn, chydorid species and populations among the lakes exhibited a wide variation in the intensity, induction time, and length of autumnal sexual reproduction. These variations apparently act as mechanisms for local adaptations due to the genetic variability provided by sexual reproduction that enhance the ecological flexibility of chydorid species, allowing them to inhabit a wide range of environments. A large variation was also detected in the abundance of parthenogenetic and gamogenetic individuals during the open-water season among the lakes. On the basis of surface sediment samples, the general level of the TCE is ca. 3-4% in southern Finland, reflecting an average proportion of sexual reproduction in this specific climate. The variation in the TCE was much lower than could be expected on the basis of the monitoring results. This suggests that some of the variation detected by monitoring may derive from differences between sampling sites and years smoothed out in the sediment samples, providing an average of the entire lake area and several years. The TCE is always connected to various ecological interactions in lake ecosystems and therefore is always lake-specific. Hypothetically, deterioration of climate conditions can be detected in the TCE as an increase in ephippia of all chydorid species, since a shortening open-water season is reflected in the relative proportions of the two reproduction modes. Such an increase was clearly detected for the time period of the Little Ice Age in a sediment core. The paleolimnological results also indicated that TCE can suddenly increase due to ephippia of one or two species, which suggests that at least some chydorids can somehow increase the production of resting eggs under local environmental stress. Thus, some environmental factors may act as species-specific environmental stressors. The actual mechanism of the increased sexual reproduction seen in sediments has been unknown but the present study suggests that the mechanism is probably the increased intensity of gamogenesis, i.e. that a larger proportion of individuals in autumnal populations reproduce sexually, which results in a larger proportion of ephippia in sediments and a higher TCE. The results of this thesis demonstrate the utility of ephippium analysis as a paleoclimatological method which may also detect paleolimnological changes by identifying species-specific environmental stressors. For a quantitative TCE-based climate reconstruction model, the natural variation in the TCE of surface sediments in different climates must be clarified with more extensive studies. In addition, it is important to recognize the lakes where the TCE is not only a reflection of the length of the open-water season, but is also non-climatically forced. The results of ephippium analysis should always be interpreted in a lake-specific manner and in the context of other paleoecological proxies.

Mathematical Aspects of Financial Markets with Frictions

Frictions are factors that hinder trading of securities in financial markets. Typical frictions include limited market depth, transaction costs, lack of infinite divisibility of securities, and taxes. Conventional models used in mathematical finance often gloss over these issues, which affect almost all financial markets, by arguing that the impact of frictions is negligible and, consequently, the frictionless models are valid approximations. This dissertation consists of three research papers, which are related to the study of the validity of such approximations in two distinct modeling problems. Models of price dynamics that are based on diffusion processes, i.e., continuous strong Markov processes, are widely used in the frictionless scenario. The first paper establishes that diffusion models can indeed be understood as approximations of price dynamics in markets with frictions. This is achieved by introducing an agent-based model of a financial market where finitely many agents trade a financial security, the price of which evolves according to price impacts generated by trades. It is shown that, if the number of agents is large, then under certain assumptions the price process of security, which is a pure-jump process, can be approximated by a one-dimensional diffusion process. In a slightly extended model, in which agents may exhibit herd behavior, the approximating diffusion model turns out to be a stochastic volatility model. Finally, it is shown that when agents' tendency to herd is strong, logarithmic returns in the approximating stochastic volatility model are heavy-tailed. The remaining papers are related to no-arbitrage criteria and superhedging in continuous-time option pricing models under small-transaction-cost asymptotics. Guasoni, Rásonyi, and Schachermayer have recently shown that, in such a setting, any financial security admits no arbitrage opportunities and there exist no feasible superhedging strategies for European call and put options written on it, as long as its price process is continuous and has the so-called conditional full support (CFS) property. Motivated by this result, CFS is established for certain stochastic integrals and a subclass of Brownian semistationary processes in the two papers. As a consequence, a wide range of possibly non-Markovian local and stochastic volatility models have the CFS property.

Passive vector turbulence

This thesis consists of three articles on passive vector fields in turbulence. The vector fields interact with a turbulent velocity field, which is described by the Kraichnan model. The effect of the Kraichnan model on the passive vectors is studied via an equation for the pair correlation function and its solutions. The first paper is concerned with the passive magnetohydrodynamic equations. Emphasis is placed on the so called "dynamo effect", which in the present context is understood as an unbounded growth of the pair correlation function. The exact analytical conditions for such growth are found in the cases of zero and infinite Prandtl numbers. The second paper contains an extensive study of a number of passive vector models. Emphasis is now on the properties of the (assumed) steady state, namely anomalous scaling, anisotropy and small and large scale behavior with different types of forcing or stirring. The third paper is in many ways a completion to the previous one in its study of the steady state existence problem. Conditions for the existence of the steady state are found in terms of the spatial roughness parameter of the turbulent velocity field.

Semantic Classes in Topic Detection and Tracking

Topic detection and tracking (TDT) is an area of information retrieval research the focus of which revolves around news events. The problems TDT deals with relate to segmenting news text into cohesive stories, detecting something new, previously unreported, tracking the development of a previously reported event, and grouping together news that discuss the same event. The performance of the traditional information retrieval techniques based on full-text similarity has remained inadequate for online production systems. It has been difficult to make the distinction between same and similar events. In this work, we explore ways of representing and comparing news documents in order to detect new events and track their development. First, however, we put forward a conceptual analysis of the notions of topic and event. The purpose is to clarify the terminology and align it with the process of news-making and the tradition of story-telling. Second, we present a framework for document similarity that is based on semantic classes, i.e., groups of words with similar meaning. We adopt people, organizations, and locations as semantic classes in addition to general terms. As each semantic class can be assigned its own similarity measure, document similarity can make use of ontologies, e.g., geographical taxonomies. The documents are compared class-wise, and the outcome is a weighted combination of class-wise similarities. Third, we incorporate temporal information into document similarity. We formalize the natural language temporal expressions occurring in the text, and use them to anchor the rest of the terms onto the time-line. Upon comparing documents for event-based similarity, we look not only at matching terms, but also how near their anchors are on the time-line. Fourth, we experiment with an adaptive variant of the semantic class similarity system. The news reflect changes in the real world, and in order to keep up, the system has to change its behavior based on the contents of the news stream. We put forward two strategies for rebuilding the topic representations and report experiment results. We run experiments with three annotated TDT corpora. The use of semantic classes increased the effectiveness of topic tracking by 10-30\% depending on the experimental setup. The gain in spotting new events remained lower, around 3-4\%. The anchoring the text to a time-line based on the temporal expressions gave a further 10\% increase the effectiveness of topic tracking. The gains in detecting new events, again, remained smaller. The adaptive systems did not improve the tracking results.

Cross-layer Assisted TCP Algorithms for Vertical Handoff

The ever expanding growth of the wireless access to the Internet in recent years has led to the proliferation of wireless and mobile devices to connect to the Internet. This has created the possibility of mobile devices equipped with multiple radio interfaces to connect to the Internet using any of several wireless access network technologies such as GPRS, WLAN and WiMAX in order to get the connectivity best suited for the application. These access networks are highly heterogeneous and they vary widely in their characteristics such as bandwidth, propagation delay and geographical coverage. The mechanism by which a mobile device switches between these access networks during an ongoing connection is referred to as vertical handoff and it often results in an abrupt and significant change in the access link characteristics. The most common Internet applications such as Web browsing and e-mail make use of the Transmission Control Protocol (TCP) as their transport protocol and the behaviour of TCP depends on the end-to-end path characteristics such as bandwidth and round-trip time (RTT). As the wireless access link is most likely the bottleneck of a TCP end-to-end path, the abrupt changes in the link characteristics due to a vertical handoff may affect TCP behaviour adversely degrading the performance of the application. The focus of this thesis is to study the effect of a vertical handoff on TCP behaviour and to propose algorithms that improve the handoff behaviour of TCP using cross-layer information about the changes in the access link characteristics. We begin this study by identifying the various problems of TCP due to a vertical handoff based on extensive simulation experiments. We use this study as a basis to develop cross-layer assisted TCP algorithms in handoff scenarios involving GPRS and WLAN access networks. We then extend the scope of the study by developing cross-layer assisted TCP algorithms in a broader context applicable to a wide range of bandwidth and delay changes during a handoff. And finally, the algorithms developed here are shown to be easily extendable to the multiple-TCP flow scenario. We evaluate the proposed algorithms by comparison with standard TCP (TCP SACK) and show that the proposed algorithms are effective in improving TCP behavior in vertical handoff involving a wide range of bandwidth and delay of the access networks. Our algorithms are easy to implement in real systems and they involve modifications to the TCP sender algorithm only. The proposed algorithms are conservative in nature and they do not adversely affect the performance of TCP in the absence of cross-layer information.

Multi-user resource-sharing problem for the Internet

In this thesis we study a series of multi-user resource-sharing problems for the Internet, which involve distribution of a common resource among participants of multi-user systems (servers or networks). We study concurrently accessible resources, which for end-users may be exclusively accessible or non-exclusively. For all kinds we suggest a separate algorithm or a modification of common reputation scheme. Every algorithm or method is studied from different perspectives: optimality of protocols, selfishness of end users, fairness of the protocol for end users. On the one hand the multifaceted analysis allows us to select the most suited protocols among a set of various available ones based on trade-offs of optima criteria. On the other hand, the future Internet predictions dictate new rules for the optimality we should take into account and new properties of the networks that cannot be neglected anymore. In this thesis we have studied new protocols for such resource-sharing problems as the backoff protocol, defense mechanisms against Denial-of-Service, fairness and confidentiality for users in overlay networks. For backoff protocol we present analysis of a general backoff scheme, where an optimization is applied to a general-view backoff function. It leads to an optimality condition for backoff protocols in both slot times and continuous time models. Additionally we present an extension for the backoff scheme in order to achieve fairness for the participants in an unfair environment, such as wireless signal strengths. Finally, for the backoff algorithm we suggest a reputation scheme that deals with misbehaving nodes. For the next problem -- denial-of-service attacks, we suggest two schemes that deal with the malicious behavior for two conditions: forged identities and unspoofed identities. For the first one we suggest a novel most-knocked-first-served algorithm, while for the latter we apply a reputation mechanism in order to restrict resource access for misbehaving nodes. Finally, we study the reputation scheme for the overlays and peer-to-peer networks, where resource is not placed on a common station, but spread across the network. The theoretical analysis suggests what behavior will be selected by the end station under such a reputation mechanism.