Affine and generalized affine models : Theory and applications

Thèse numérisée par la Division de la gestion de documents et des archives de l'Université de Montréal

On some Density Theorems in Number Theory and Group Theory

Gowers, dans son article sur les matrices quasi-aléatoires, étudie la question, posée par Babai et Sos, de l'existence d'une constante $c>0$ telle que tout groupe fini possède un sous-ensemble sans produit de taille supérieure ou égale a $c|G|$. En prouvant que, pour tout nombre premier $p$ assez grand, le groupe $PSL_2(\mathbb{F}_p)$ (d'ordre noté $n$) ne posséde aucun sous-ensemble sans produit de taille $c n^{8/9}$, il y répond par la négative. Nous allons considérer le probléme dans le cas des groupes compacts finis, et plus particuliérement des groupes profinis $SL_k(\mathbb{Z}_p)$ et $Sp_{2k}(\mathbb{Z}_p)$. La premiére partie de cette thése est dédiée à l'obtention de bornes inférieures et supérieures exponentielles pour la mesure suprémale des ensembles sans produit. La preuve nécessite d'établir préalablement une borne inférieure sur la dimension des représentations non-triviales des groupes finis $SL_k(\mathbb{Z}/(p^n\mathbb{Z}))$ et $Sp_{2k}(\mathbb{Z}/(p^n\mathbb{Z}))$. Notre théoréme prolonge le travail de Landazuri et Seitz, qui considérent le degré minimal des représentations pour les groupes de Chevalley sur les corps finis, tout en offrant une preuve plus simple que la leur. La seconde partie de la thése à trait à la théorie algébrique des nombres. Un polynome monogéne $f$ est un polynome unitaire irréductible à coefficients entiers qui endengre un corps de nombres monogéne. Pour un nombre premier $q$ donné, nous allons montrer, en utilisant le théoréme de densité de Tchebotariov, que la densité des nombres premiers $p$ tels que $t^q -p$ soit monogéne est supérieure ou égale à $(q-1)/q$. Nous allons également démontrer que, quand $q=3$, la densité des nombres premiers $p$ tels que $\mathbb{Q}(\sqrt[3]{p})$ soit non monogéne est supérieure ou égale à $1/9$.

Theory and numerical integration of subsurface light transport

En synthèse d’images, reproduire les effets complexes de la lumière sur des matériaux transluminescents, tels que la cire, le marbre ou la peau, contribue grandement au réalisme d’une image. Malheureusement, ce réalisme supplémentaire est couteux en temps de calcul. Les modèles basés sur la théorie de la diffusion visent à réduire ce coût en simulant le comportement physique du transport de la lumière sous surfacique tout en imposant des contraintes de variation sur la lumière incidente et sortante. Une composante importante de ces modèles est leur application à évaluer hiérarchiquement l’intégrale numérique de l’illumination sur la surface d’un objet. Cette thèse révise en premier lieu la littérature actuelle sur la simulation réaliste de la transluminescence, avant d’investiguer plus en profondeur leur application et les extensions des modèles de diffusion en synthèse d’images. Ainsi, nous proposons et évaluons une nouvelle technique d’intégration numérique hiérarchique utilisant une nouvelle analyse fréquentielle de la lumière sortante et incidente pour adapter efficacement le taux d’échantillonnage pendant l’intégration. Nous appliquons cette théorie à plusieurs modèles qui correspondent à l’état de l’art en diffusion, octroyant une amélioration possible à leur efficacité et précision.

Population Ethics, Social Choice Theory, and Two problems in the Measurement of Economic Poverty

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STUDIES ON THE STRESS FLUCTUATIONS IN SHEARED STOKESIAN SUSPENSIONS USING CHAOS THEORY AND NONLINEAR DYNAMICS

The thesis report results obtained from a detailed analysis of the fluctuations of the rheological parameters viz. shear and normal stresses, simulated by means of the Stokesian Dynamics method, of a macroscopically homogeneous sheared suspension of neutrally buoyant non-Brownian suspension of identical spheres in the Couette gap between two parallel walls in the limit of vanishingly small Reynolds numbers using the tools of non-linear dynamics and chaos theory for a range of particle concentration and Couette gaps. The thesis used the tools of nonlinear dynamics and chaos theory viz. average mutual information, space-time separation plots, visual recurrence analysis, principal component analysis, false nearest-neighbor technique, correlation integrals, computation of Lyapunov exponents for a range of area fraction of particles and for different Couette gaps. The thesis observed that one stress component can be predicted using another stress component at the same area fraction. This implies a type of synchronization of one stress component with another stress component. This finding suggests us to further analysis of the synchronization of stress components with another stress component at the same or different area fraction of particles. The different model equations of stress components for different area fraction of particles hints at the possible existence a general formula for stress fluctuations with area fraction of particle as a parameter

Financial crisis: theory and practice

In the last 50 years, we have had approximately 40 events with characteristics related to financial crisis. The most severe crisis was in 1929, when the financial markets plummet and the US gross domestic product decline in more than 30 percent. Recently some years ago, a new crisis developed in the United States, but instantly caused consequences and effects in the rest of the world. This new economic and financial crisis has increased the interest and motivation for the academic community, professors and researchers, to understand the causes and effects of the crisis, to learn from it. This is the one of the main reasons for the compilation of this book, which begins with a meeting of a group of IAFI researchers from the University of Barcelona, where researchers form Mexico and Spain, explain causes and consequences of the crisis of 2007. For that reason, we believed this set of chapters related to methodologies, applications and theories, would conveniently explained the characteristics and events of the past and future financial crisis This book consists in 3 main sections, the first one called "State of the Art and current situation", the second named "Econometric applications to estimate crisis time periods" , and the third one "Solutions to diminish the effects of the crisis". The first section explains the current point of view of many research papers related to financial crisis, it has 2 chapters. In the first one, it describe and analyzes the models that historically have been used to explain financial crisis, furthermore, it proposes to used alternative methodologies such as Fuzzy Cognitive Maps. On the other hand , Chapter 2 , explains the characteristics and details of the 2007 crisis from the US perspective and its comparison to 1929 crisis, presenting some effects in Mexico and Latin America. The second section presents two econometric applications to estimate possible crisis periods. For this matter, Chapter 3, studies 3 Latin-American countries: Argentina, Brazil and Peru in the 1994 crisis and estimates the multifractal characteristics to identify financial and economic distress. Chapter 4 explains the crisis situations in Argentina (2001), Mexico (1994) and the recent one in the United States (2007) and its effects in other countries through a financial series methodology related to the stock market. The last section shows an alternative to prevent the effects of the crisis. The first chapter explains the financial stability effects through the financial system regulation and some globalization standards. Chapter 6, study the benefits of the Investor activism and a way to protect personal and national wealth to face the financial crisis risks.

Queueing Theory And Other Applications Of Stochastic Processes Queueing And Inventory Models With Rest Periods

In this thesis we study the effect of rest periods in queueing systems without exhaustive service and inventory systems with rest to the server. Most of the works in the vacation models deal with exhaustive service. Recently some results have appeared for the systems without exhaustive service.

Document Image Segmentation and Compression using Artificial Neural Networks and Evolutionary Methods

The work is intended to study the following important aspects of document image processing and develop new methods. (1) Segmentation ofdocument images using adaptive interval valued neuro-fuzzy method. (2) Improving the segmentation procedure using Simulated Annealing technique. (3) Development of optimized compression algorithms using Genetic Algorithm and parallel Genetic Algorithm (4) Feature extraction of document images (5) Development of IV fuzzy rules. This work also helps for feature extraction and foreground and background identification. The proposed work incorporates Evolutionary and hybrid methods for segmentation and compression of document images. A study of different neural networks used in image processing, the study of developments in the area of fuzzy logic etc is carried out in this work

Arbitrage Pricing Theory and Return Generating Process: A Macroeconomic Approach to Indian Stock Market

A study focusing on the identification of return generating factors and to the extent of their influence on share prices the outcome will be a tool for investment analysis in the hands of investors portfolio managers and mutual funds who are mostly concerned with changing share prices. Since the study takes into account the influence of macroeconomic variables on variations in share returns by using the outcome the government can frame out suitable policies on long term basis and that will help in nurturing a healthy economy and resultant stock market. As every company management tries to maximize the wealth of the share holders a clear idea about the return generating variables and their influence will help the management to frame various policies to maximize the wealth of the shareholders.

Finite size effects on the electrical properties of sol–gel synthesized CoFe2O4 powders: deviation from Maxwell–Wagner theory and evidence of surface polarization effects

Fine particles of cobalt ferrite were synthesized by the sol–gel method. Subsequent heat treatment at different temperatures yielded cobalt ferrites having different grain sizes. X-ray diffraction studies were carried out to elucidate the structure of all the samples. Dielectric permittivity and ac conductivity of all the samples were evaluated as a function of frequency, temperature and grain size. The variation of permittivity and ac conductivity with frequency reveals that the dispersion is due to Maxwell–Wagner type interfacial polarization in general, with a noted variation from the expected behaviour for the cold synthesized samples. High permittivity and conductivity for small grains were explained on the basis of the correlated barrier-hopping model

Studies on scattering and thermodynamics of black holes in f(R) theory and Einstein's theory

One of the interesting consequences of Einstein's General Theory of Relativity is the black hole solutions. Until the observation made by Hawking in 1970s, it was believed that black holes are perfectly black. The General Theory of Relativity says that black holes are objects which absorb both matter and radiation crossing the event horizon. The event horizon is a surface through which even light is not able to escape. It acts as a one sided membrane that allows the passage of particles only in one direction i.e. towards the center of black holes. All the particles that are absorbed by black hole increases the mass of the black hole and thus the size of event horizon also increases. Hawking showed in 1970s that when applying quantum mechanical laws to black holes they are not perfectly black but they can emit radiation. Thus the black hole can have temperature known as Hawking temperature. In the thesis we have studied some aspects of black holes in f(R) theory of gravity and Einstein's General Theory of Relativity. The scattering of scalar field in this background space time studied in the first chapter shows that the extended black hole will scatter scalar waves and have a scattering cross section and applying tunneling mechanism we have obtained the Hawking temperature of this black hole. In the following chapter we have investigated the quasinormal properties of the extended black hole. We have studied the electromagnetic and scalar perturbations in this space-time and find that the black hole frequencies are complex and show exponential damping indicating the black hole is stable against the perturbations. In the present study we show that not only the black holes exist in modified gravities but also they have similar properties of black hole space times in General Theory of Relativity. 2 + 1 black holes or three dimensional black holes are simplified examples of more complicated four dimensional black holes. Thus these models of black holes are known as toy models of black holes in four dimensional black holes in General theory of Relativity. We have studied some properties of these types of black holes in Einstein model (General Theory of Relativity). A three dimensional black hole known as MSW is taken for our study. The thermodynamics and spectroscopy of MSW black hole are studied and obtained the area spectrum which is equispaced and different thermo dynamical properties are studied. The Dirac perturbation of this three dimensional black hole is studied and the resulting quasinormal spectrum of this three dimensional black hole is obtained. The different quasinormal frequencies are tabulated in tables and these values show an exponential damping of oscillations indicating the black hole is stable against the mass less Dirac perturbation. In General Theory of Relativity almost all solutions contain singularities. The cosmological solution and different black hole solutions of Einstein's field equation contain singularities. The regular black hole solutions are those which are solutions of Einstein's equation and have no singularity at the origin. These solutions possess event horizon but have no central singularity. Such a solution was first put forward by Bardeen. Hayward proposed a similar regular black hole solution. We have studied the thermodynamics and spectroscopy of Hay-ward regular black holes. We have also obtained the different thermodynamic properties and the area spectrum. The area spectrum is a function of the horizon radius. The entropy-heat capacity curve has a discontinuity at some value of entropy showing a phase transition.

Decision‐Making in Public Good Dilemmas: Theory and Agent‐Based Simulation

In many real world contexts individuals find themselves in situations where they have to decide between options of behaviour that serve a collective purpose or behaviours which satisfy one’s private interests, ignoring the collective. In some cases the underlying social dilemma (Dawes, 1980) is solved and we observe collective action (Olson, 1965). In others social mobilisation is unsuccessful. The central topic of social dilemma research is the identification and understanding of mechanisms which yield to the observed cooperation and therefore resolve the social dilemma. It is the purpose of this thesis to contribute this research field for the case of public good dilemmas. To do so, existing work that is relevant to this problem domain is reviewed and a set of mandatory requirements is derived which guide theory and method development of the thesis. In particular, the thesis focusses on dynamic processes of social mobilisation which can foster or inhibit collective action. The basic understanding is that success or failure of the required process of social mobilisation is determined by heterogeneous individual preferences of the members of a providing group, the social structure in which the acting individuals are contained, and the embedding of the individuals in economic, political, biophysical, or other external contexts. To account for these aspects and for the involved dynamics the methodical approach of the thesis is computer simulation, in particular agent-based modelling and simulation of social systems. Particularly conductive are agent models which ground the simulation of human behaviour in suitable psychological theories of action. The thesis develops the action theory HAPPenInGS (Heterogeneous Agents Providing Public Goods) and demonstrates its embedding into different agent-based simulations. The thesis substantiates the particular added value of the methodical approach: Starting out from a theory of individual behaviour, in simulations the emergence of collective patterns of behaviour becomes observable. In addition, the underlying collective dynamics may be scrutinised and assessed by scenario analysis. The results of such experiments reveal insights on processes of social mobilisation which go beyond classical empirical approaches and yield policy recommendations on promising intervention measures in particular.