Partial reconstruction of the trajectories of a discretely observed branching diffusion with immigration and an application to inference

In this treatise we consider finite systems of branching particles where the particles move independently of each other according to d-dimensional diffusions. Particles are killed at a position dependent rate, leaving at their death position a random number of descendants according to a position dependent reproduction law. In addition particles immigrate at constant rate (one immigrant per immigration time). A process with above properties is called a branching diffusion withimmigration (BDI). In the first part we present the model in detail and discuss the properties of the BDI under our basic assumptions. In the second part we consider the problem of reconstruction of the trajectory of a BDI from discrete observations. We observe positions of the particles at discrete times; in particular we assume that we have no information about the pedigree of the particles. A natural question arises if we want to apply statistical procedures on the discrete observations: How can we find couples of particle positions which belong to the same particle? We give an easy to implement 'reconstruction scheme' which allows us to redraw or 'reconstruct' parts of the trajectory of the BDI with high accuracy. Moreover asymptotically the whole path can be reconstructed. Further we present simulations which show that our partial reconstruction rule is tractable in practice. In the third part we study how the partial reconstruction rule fits into statistical applications. As an extensive example we present a nonparametric estimator for the diffusion coefficient of a BDI where the particles move according to one-dimensional diffusions. This estimator is based on the Nadaraya-Watson estimator for the diffusion coefficient of one-dimensional diffusions and it uses the partial reconstruction rule developed in the second part above. We are able to prove a rate of convergence of this estimator and finally we present simulations which show that the estimator works well even if we leave our set of assumptions.

The development of stylolites, from small-scale heterogeneities to multi-scale roughness

Stylolites are rough paired surfaces, indicative of localized stress-induced dissolution under a non-hydrostatic state of stress, separated by a clay parting which is believed to be the residuum of the dissolved rock. These structures are the most frequent deformation pattern in monomineralic rocks and thus provide important information about low temperature deformation and mass transfer. The intriguing roughness of stylolites can be used to assess amount of volume loss and paleo-stress directions, and to infer the destabilizing processes during pressure solution. But there is little agreement on how stylolites form and why these localized pressure solution patterns develop their characteristic roughness.rnNatural bedding parallel and vertical stylolites were studied in this work to obtain a quantitative description of the stylolite roughness and understand the governing processes during their formation. Adapting scaling approaches based on fractal principles it is demonstrated that stylolites show two self affine scaling regimes with roughness exponents of 1.1 and 0.5 for small and large length scales separated by a crossover length at the millimeter scale. Analysis of stylolites from various depths proved that this crossover length is a function of the stress field during formation, as analytically predicted. For bedding parallel stylolites the crossover length is a function of the normal stress on the interface, but vertical stylolites show a clear in-plane anisotropy of the crossover length owing to the fact that the in-plane stresses (σ2 and σ3) are dissimilar. Therefore stylolite roughness contains a signature of the stress field during formation.rnTo address the origin of stylolite roughness a combined microstructural (SEM/EBSD) and numerical approach is employed. Microstructural investigations of natural stylolites in limestones reveal that heterogeneities initially present in the host rock (clay particles, quartz grains) are responsible for the formation of the distinctive stylolite roughness. A two-dimensional numerical model, i.e. a discrete linear elastic lattice spring model, is used to investigate the roughness evolving from an initially flat fluid filled interface induced by heterogeneities in the matrix. This model generates rough interfaces with the same scaling properties as natural stylolites. Furthermore two coinciding crossover phenomena in space and in time exist that separate length and timescales for which the roughening is either balanced by surface or elastic energies. The roughness and growth exponents are independent of the size, amount and the dissolution rate of the heterogeneities. This allows to conclude that the location of asperities is determined by a polimict multi-scale quenched noise, while the roughening process is governed by inherent processes i.e. the transition from a surface to an elastic energy dominated regime.rn

High-mass Drell-Yan cross-section and search for new phenomena in multi-electron/positron final states with the ATLAS detector

The Standard Model of particle physics is a very successful theory which describes nearly all known processes of particle physics very precisely. Nevertheless, there are several observations which cannot be explained within the existing theory. In this thesis, two analyses with high energy electrons and positrons using data of the ATLAS detector are presented. One, probing the Standard Model of particle physics and another searching for phenomena beyond the Standard Model.rnThe production of an electron-positron pair via the Drell-Yan process leads to a very clean signature in the detector with low background contributions. This allows for a very precise measurement of the cross-section and can be used as a precision test of perturbative quantum chromodynamics (pQCD) where this process has been calculated at next-to-next-to-leading order (NNLO). The invariant mass spectrum mee is sensitive to parton distribution functions (PFDs), in particular to the poorly known distribution of antiquarks at large momentum fraction (Bjoerken x). The measurementrnof the high-mass Drell-Yan cross-section in proton-proton collisions at a center-of-mass energy of sqrt(s) = 7 TeV is performed on a dataset collected with the ATLAS detector, corresponding to an integrated luminosity of 4.7 fb-1. The differential cross-section of pp -> Z/gamma + X -> e+e- + X is measured as a function of the invariant mass in the range 116 GeV < mee < 1500 GeV. The background is estimated using a data driven method and Monte Carlo simulations. The final cross-section is corrected for detector effects and different levels of final state radiation corrections. A comparison isrnmade to various event generators and to predictions of pQCD calculations at NNLO. A good agreement within the uncertainties between measured cross-sections and Standard Model predictions is observed.rnExamples of observed phenomena which can not be explained by the Standard Model are the amount of dark matter in the universe and neutrino oscillations. To explain these phenomena several extensions of the Standard Model are proposed, some of them leading to new processes with a high multiplicity of electrons and/or positrons in the final state. A model independent search in multi-object final states, with objects defined as electrons and positrons, is performed to search for these phenomenas. Therndataset collected at a center-of-mass energy of sqrt(s) = 8 TeV, corresponding to an integrated luminosity of 20.3 fb-1 is used. The events are separated in different categories using the object multiplicity. The data-driven background method, already used for the cross-section measurement was developed further for up to five objects to get an estimation of the number of events including fake contributions. Within the uncertainties the comparison between data and Standard Model predictions shows no significant deviations.

A multi-regional view on aging societies accounting for the existence of non-tradable goods

This thesis assesses the question, whether accounting for non-tradable goods sectors in a calibrated Auerbach-Kotlikoff multi-regional overlapping-generations-model significantly affects this model’s results when simulating the economic impact of demographic change. Non-tradable goods constitute a major part of up to 80 percent of GDP of modern economies. At the same time, multi-regional overlapping-generations-models presented by literature on demographic change so far ignored their existence and counterfactually assumed perfect tradability between model regions. Moreover, this thesis introduces the assumption of an increasing preference share for non-tradable goods of old generations. This fact-based as-sumption is also not part of models in relevant literature. rnThese obvious simplifications of common models vis-à-vis reality notwithstanding, this thesis concludes that differences in results between a model featuring non-tradable goods and a common model with perfect tradability are very small. In other words, the common simplifi-cation of ignoring non-tradable goods is unlikely to lead to significant distortions in model results. rnIn order to ensure that differences in results between the ‘new’ model, featuring both non-tradable and tradable goods, and the common model solely reflect deviations due to the more realistic structure of the ‘new’ model, both models are calibrated to match exactly the same benchmark data and thus do not show deviations in their respective baseline steady states.rnA variation analysis performed in this thesis suggests that differences between the common model and a model with non-tradable goods can theoretically be large, but only if the bench-mark tradable goods sector is assumed to be unrealistically small.rnFinally, this thesis analyzes potential real exchange rate effects of demographic change, which could occur due to regional price differences of non-tradable goods. However, results show that shifts in real exchange rate based on these price differences are negligible.rn