On the Recursive Estimation of the Location and of the Size of the Mode of a Probability Density

2000 Mathematics Subject Classification: 62G07, 62L20.

On the Asymptotic Distribution of Closed Orbits for a Class of Open Billiards

2000 Mathematics Subject Classification: 37D40.

Wave Operators for Defocusing Matrix Zakharov-Shabat Systems with Pnonvanishing at Infinity

2000 Mathematics Subject Classification: Primary: 34L25; secondary: 47A40, 81Q10.

Radiation build-up in laminar and turbulent regimes in quasi-CW Raman fiber laser

We study the radiation build-up in laminar and turbulent generation regimes in quasi-CW Raman fiber laser. We found the resulted spectral shape and generation type is defined by the total spectral broadening/narrowing balance over laser cavity round-trip, which is substantially different in different regimes starting from first round-trips of the radiation build-up. In turbulent regime, the steady-state is reached only after a few round-trips, while in the laminar regime the laser approaches the equilibrium spectrum shape asymptotically.

On the implementation of the L-Nash bargaining solution in two-person bargaining games

The “Nash program” initiated by Nash (Econometrica 21:128–140, 1953) is a research agenda aiming at representing every axiomatically determined cooperative solution to a game as a Nash outcome of a reasonable noncooperative bargaining game. The L-Nash solution first defined by Forgó (Interactive Decisions. Lecture Notes in Economics and Mathematical Systems, vol 229. Springer, Berlin, pp 1–15, 1983) is obtained as the limiting point of the Nash bargaining solution when the disagreement point goes to negative infinity in a fixed direction. In Forgó and Szidarovszky (Eur J Oper Res 147:108–116, 2003), the L-Nash solution was related to the solution of multiciteria decision making and two different axiomatizations of the L-Nash solution were also given in this context. In this paper, finite bounds are established for the penalty of disagreement in certain special two-person bargaining problems, making it possible to apply all the implementation models designed for Nash bargaining problems with a finite disagreement point to obtain the L-Nash solution as well. For another set of problems where this method does not work, a version of Rubinstein’s alternative offer game (Econometrica 50:97–109, 1982) is shown to asymptotically implement the L-Nash solution. If penalty is internalized as a decision variable of one of the players, then a modification of Howard’s game (J Econ Theory 56:142–159, 1992) also implements the L-Nash solution.

A Harrod modell strukturális stabilitása (Structural stability of the Harrod model)

In this study it is shown that the nontrivial hyperbolic fixed point of a nonlinear dynamical system, which is formulated by means of the adaptive expectations, corresponds to the unstable equilibrium of Harrod. We prove that this nonlinear dynamical (in the sense of Harrod) model is structurally stable under suitable economic conditions. In the case of structural stability, small changes of the functions (C1-perturbations of the vector field) describing the expected and the true time variation of the capital coefficients do not influence the qualitative properties of the endogenous variables, that is, although the trajectories may slightly change, their structure is the same as that of the unperturbed one, and therefore these models are suitable for long-time predictions. In this situation the critique of Lucas or Engel is not valid. There is no topological conjugacy between the perturbed and unperturbed models; the change of the growth rate between two levels may require different times for the perturbed and unperturbed models.

Characterizing Internet worm spatial-temporal infection structures

Since the Morris worm was released in 1988, Internet worms continue to be one of top security threats. For example, the Conficker worm infected 9 to 15 million machines in early 2009 and shut down the service of some critical government and medical networks. Moreover, it constructed a massive peer-to-peer (P2P) botnet. Botnets are zombie networks controlled by attackers setting out coordinated attacks. In recent years, botnets have become the number one threat to the Internet. The objective of this research is to characterize spatial-temporal infection structures of Internet worms, and apply the observations to study P2P-based botnets formed by worm infection. First, we infer temporal characteristics of the Internet worm infection structure, i.e., the host infection time and the worm infection sequence, and thus pinpoint patient zero or initially infected hosts. Specifically, we apply statistical estimation techniques on Darknet observations. We show analytically and empirically that our proposed estimators can significantly improve the inference accuracy. Second, we reveal two key spatial characteristics of the Internet worm infection structure, i.e., the number of children and the generation of the underlying tree topology formed by worm infection. Specifically, we apply probabilistic modeling methods and a sequential growth model. We show analytically and empirically that the number of children has asymptotically a geometric distribution with parameter 0.5, and the generation follows closely a Poisson distribution. Finally, we evaluate bot detection strategies and effects of user defenses in P2P-based botnets formed by worm infection. Specifically, we apply the observations of the number of children and demonstrate analytically and empirically that targeted detection that focuses on the nodes with the largest number of children is an efficient way to expose bots. However, we also point out that future botnets may self-stop scanning to weaken targeted detection, without greatly slowing down the speed of worm infection. We then extend the worm spatial infection structure and show empirically that user defenses, e.g. , patching or cleaning, can significantly mitigate the robustness and the effectiveness of P2P-based botnets. To counterattack, we evaluate a simple measure by future botnets that enhances topology robustness through worm re-infection.

Periphyton light transmission relationships in Florida Bay and the Florida Keys, USA

Light transmission was measured through intact, submerged periphyton communities on artificial seagrass leaves. The periphyton communities were representative of the communities on Thalassia testudinum in subtropical seagrass meadows. The periphyton communities sampled were adhered carbonate sediment, coralline algae, and mixed algal assemblages. Crustose or film-forming periphyton assemblages were best prepared for light transmission measurements using artificial leaves fouled on both sides, while measurements through three-dimensional filamentous algae required the periphyton to be removed from one side. For one-sided samples, light transmission could be measured as the difference between fouled and reference artificial leaf samples. For two-sided samples, the percent periphyton light transmission to the leaf surface was calculated as the square root of the fraction of incident light. Linear, exponential, and hyperbolic equations were evaluated as descriptors of the periphyton dry weight versus light transmission relationship. Hyperbolic and exponential decay models were superior to linear models and exhibited the best fits for the observed relationships. Differences between the coefficients of determination (r2) of hyperbolic and exponential decay models were statistically insignificant. Constraining these models for 100% light transmission at zero periphyton load did not result in any statistically significant loss in the explanatory capability of the models. In most all cases, increasing model complexity using three-parameter models rather than two-parameter models did not significantly increase the amount of variation explained. Constrained two-parameter hyperbolic or exponential decay models were judged best for describing the periphyton dry weight versus light transmission relationship. On T. testudinum in Florida Bay and the Florida Keys, significant differences were not observed in the light transmission characteristics of the varying periphyton communities at different study sites. Using pooled data from the study sites, the hyperbolic decay coefficient for periphyton light transmission was estimated to be 4.36 mg dry wt. cm−2. For exponential models, the exponential decay coefficient was estimated to be 0.16 cm2 mg dry wt.−1.

Some near horizon studies onWeyl and Vaidya spacetimes

This thesis comprises some studies on the Weyl, Vaidya and Weyl distorted Schwarzschild (WDS) spacetimes. The main focal areas are : a) construction of near horizon metric(NHM) for WDS spacetime and subsequently a "stretched horizon" prescribed by the membrane formalism for black holes, b) application of membrane formalism and construction of stretched horizons for Vaidya spacetime and c) using the thin shell formalism to construct an asymptotically flat spacetime with a Weyl interior where the construction does not violate energy conditions. For a), a standard formalism developed in [1] has been used wherein the metric is expanded as a Taylor series in ingoing Gaussian null coordinates with the affine parameter as the expansion parameter. This expansion is used to construct a timelike "stretched horizon" just outside the true horizon to facilitate some membrane formalism studies, the theory for which was first introduced in [2]. b) applies the membrane formalism to Vaidya spacetime and also extends a part of the work done in [1] in which event horizon candidates were located perturbatively. Here, we locate stretched horizons in close proximity to every event horizon candidate located in [1]. c) is an attempt to induce Weyl distortions with a thin shell of matter in an asymptotically flat spacetime without violating energy conditions.

Design construction and testing of a heat loop for study of fouling and its interrelationship to corrosion in heat exchanger tubes

A heat loop suitable for the study of thermal fouling and its relationship to corrosion processes was designed, constructed and tested. The design adopted was an improvement over those used by such investigators as Hopkins and the Heat Transfer Research Institute in that very low levels of fouling could be detected accurately, the heat transfer surface could be readily removed for examination and the chemistry of the environment could be carefully monitored and controlled. In addition, an indirect method of electrical heating of the heat transfer surface was employed to eliminate magnetic and electric effects which result when direct resistance heating is employed to a test section. The testing of the loop was done using a 316 stainless steel test section and a suspension of ferric oxide and water in an attempt to duplicate the results obtained by Hopkins. Two types of thermal ·fouling resistance versus time curves were obtained . (i) Asymptotic type fouling curve, similar to the fouling behaviour described by Kern and Seaton and other investigators, was the most frequent type of fouling curve obtained. Thermal fouling occurred at a steadily decreasing rate before reaching a final asymptotic value. (ii) If an asymptotically fouled tube was cooled with rapid cir- ·culation for periods up to eight hours at zero heat flux, and heating restarted, fouling recommenced at a high linear rate. The fouling results obtained were observed to be similar and 1n agreement with the fouling behaviour reported previously by Hopkins and it was possible to duplicate quite closely the previous results . This supports the contention of Hopkins that the fouling results obtained were due to a crevice corrosion process and not an artifact of that heat loop which might have caused electrical and magnetic effects influencing the fouling. The effects of Reynolds number and heat flux on the asymptotic fouling resistance have been determined. A single experiment to study the effect of oxygen concentration has been carried out. The ferric oxide concentration for most of the fouling trials was standardized at 2400 ppM and the range of Reynolds number and heat flux for the study was 11000-29500 and 89-121 KW/M², respectively.

Schéma implicite pour la résolution d'un système hyperbolique d'équations aux dérivées partielles

Mémoire numérisé par la Direction des bibliothèques de l'Université de Montréal.

Essays on Microeconometrics

My dissertation has three chapters which develop and apply microeconometric tech- niques to empirically relevant problems. All the chapters examines the robustness issues (e.g., measurement error and model misspecification) in the econometric anal- ysis. The first chapter studies the identifying power of an instrumental variable in the nonparametric heterogeneous treatment effect framework when a binary treat- ment variable is mismeasured and endogenous. I characterize the sharp identified set for the local average treatment effect under the following two assumptions: (1) the exclusion restriction of an instrument and (2) deterministic monotonicity of the true treatment variable in the instrument. The identification strategy allows for general measurement error. Notably, (i) the measurement error is nonclassical, (ii) it can be endogenous, and (iii) no assumptions are imposed on the marginal distribution of the measurement error, so that I do not need to assume the accuracy of the measure- ment. Based on the partial identification result, I provide a consistent confidence interval for the local average treatment effect with uniformly valid size control. I also show that the identification strategy can incorporate repeated measurements to narrow the identified set, even if the repeated measurements themselves are endoge- nous. Using the the National Longitudinal Study of the High School Class of 1972, I demonstrate that my new methodology can produce nontrivial bounds for the return to college attendance when attendance is mismeasured and endogenous.

The second chapter, which is a part of a coauthored project with Federico Bugni, considers the problem of inference in dynamic discrete choice problems when the structural model is locally misspecified. We consider two popular classes of estimators for dynamic discrete choice models: K-step maximum likelihood estimators (K-ML) and K-step minimum distance estimators (K-MD), where K denotes the number of policy iterations employed in the estimation problem. These estimator classes include popular estimators such as Rust (1987)’s nested fixed point estimator, Hotz and Miller (1993)’s conditional choice probability estimator, Aguirregabiria and Mira (2002)’s nested algorithm estimator, and Pesendorfer and Schmidt-Dengler (2008)’s least squares estimator. We derive and compare the asymptotic distributions of K- ML and K-MD estimators when the model is arbitrarily locally misspecified and we obtain three main results. In the absence of misspecification, Aguirregabiria and Mira (2002) show that all K-ML estimators are asymptotically equivalent regardless of the choice of K. Our first result shows that this finding extends to a locally misspecified model, regardless of the degree of local misspecification. As a second result, we show that an analogous result holds for all K-MD estimators, i.e., all K- MD estimator are asymptotically equivalent regardless of the choice of K. Our third and final result is to compare K-MD and K-ML estimators in terms of asymptotic mean squared error. Under local misspecification, the optimally weighted K-MD estimator depends on the unknown asymptotic bias and is no longer feasible. In turn, feasible K-MD estimators could have an asymptotic mean squared error that is higher or lower than that of the K-ML estimators. To demonstrate the relevance of our asymptotic analysis, we illustrate our findings using in a simulation exercise based on a misspecified version of Rust (1987) bus engine problem.

The last chapter investigates the causal effect of the Omnibus Budget Reconcil- iation Act of 1993, which caused the biggest change to the EITC in its history, on unemployment and labor force participation among single mothers. Unemployment and labor force participation are difficult to define for a few reasons, for example, be- cause of marginally attached workers. Instead of searching for the unique definition for each of these two concepts, this chapter bounds unemployment and labor force participation by observable variables and, as a result, considers various competing definitions of these two concepts simultaneously. This bounding strategy leads to partial identification of the treatment effect. The inference results depend on the construction of the bounds, but they imply positive effect on labor force participa- tion and negligible effect on unemployment. The results imply that the difference- in-difference result based on the BLS definition of unemployment can be misleading

due to misclassification of unemployment.

Using Image Processing Methods to Improve the Detection of Buried Explosive Threats in GPR Data

Current state of the art techniques for landmine detection in ground penetrating radar (GPR) utilize statistical methods to identify characteristics of a landmine response. This research makes use of 2-D slices of data in which subsurface landmine responses have hyperbolic shapes. Various methods from the field of visual image processing are adapted to the 2-D GPR data, producing superior landmine detection results. This research goes on to develop a physics-based GPR augmentation method motivated by current advances in visual object detection. This GPR specific augmentation is used to mitigate issues caused by insufficient training sets. This work shows that augmentation improves detection performance under training conditions that are normally very difficult. Finally, this work introduces the use of convolutional neural networks as a method to learn feature extraction parameters. These learned convolutional features outperform hand-designed features in GPR detection tasks. This work presents a number of methods, both borrowed from and motivated by the substantial work in visual image processing. The methods developed and presented in this work show an improvement in overall detection performance and introduce a method to improve the robustness of statistical classification.

n-alkane carbon isotope ratios in plants and recent lake sediments from Cameroon

Trees and shrubs in tropical Africa use the C3 cycle as a carbon fixation pathway during photosynthesis, while grasses and sedges mostly use the C4 cycle. Leaf-wax lipids from sedimentary archives such as the long-chain n-alkanes (e.g., n-C27 to n-C33) inherit carbon isotope ratios that are representative of the carbon fixation pathway. Therefore, n-alkane d13C values are often used to reconstruct past C3/C4 composition of vegetation, assuming that the relative proportions of C3 and C4 leaf waxes reflect the relative proportions of C3 and C4 plants. We have compared the d13C values of n-alkanes from modern C3 and C4 plants with previously published values from recent lake sediments and provide a framework for estimating the fractional contribution (areal-based) of C3 vegetation cover (fC3) represented by these sedimentary archives. Samples were collected in Cameroon, across a latitudinal transect that accommodates a wide range of climate zones and vegetation types, as reflected in the progressive northward replacement of C3-dominated rain forest by C4-dominated savanna. The C3 plants analysed were characterised by substantially higher abundances of n-C29 alkanes and by substantially lower abundances of n-C33 alkanes than the C4 plants. Furthermore, the sedimentary d13C values of n-C29 and n-C31 alkanes from recent lake sediments in Cameroon (-37.4 per mil to -26.5 per mil) were generally within the range of d13C values for C3 plants, even when from sites where C4 plants dominated the catchment vegetation. In such cases simple linear mixing models fail to accurately reconstruct the relative proportions of C3 and C4 vegetation cover when using the d13C values of sedimentary n-alkanes, overestimating the proportion of C3 vegetation, likely as a consequence of the differences in plant wax production, preservation, transport, and/or deposition between C3 and C4 plants. We therefore tested a set of non-linear binary mixing models using d13C values from both C3 and C4 vegetation as end-members. The non-linear models included a sigmoid function (sine-squared) that describes small variations in the fC3 values as the minimum and maximum d13C values are approached, and a hyperbolic function that takes into account the differences between C3 and C4 plants discussed above. Model fitting and the estimation of uncertainties were completed using the Monte Carlo algorithm and can be improved by future data addition. Models that provided the best fit with the observed d13C values of sedimentary n-alkanes were either hyperbolic functions or a combination of hyperbolic and sine-squared functions. Such non-linear models may be used to convert d13C measurements on sedimentary n-alkanes directly into reconstructions of C3 vegetation cover.

Communication-efficient decentralized sequential detection

The problem of decentralized sequential detection is studied in this thesis, where local sensors are memoryless, receive independent observations, and no feedback from the fusion center. In addition to traditional criteria of detection delay and error probability, we introduce a new constraint: the number of communications between local sensors and the fusion center. This metric is able to reflect both the cost of establishing communication links as well as overall energy consumption over time. A new formulation for communication-efficient decentralized sequential detection is proposed where the overall detection delay is minimized with constraints on both error probabilities and the communication cost. Two types of problems are investigated based on the communication-efficient formulation: decentralized hypothesis testing and decentralized change detection. In the former case, an asymptotically person-by-person optimum detection framework is developed, where the fusion center performs a sequential probability ratio test based on dependent observations. The proposed algorithm utilizes not only reported statistics from local sensors, but also the reporting times. The asymptotically relative efficiency of proposed algorithm with respect to the centralized strategy is expressed in closed form. When the probabilities of false alarm and missed detection are close to one another, a reduced-complexity algorithm is proposed based on a Poisson arrival approximation. In addition, decentralized change detection with a communication cost constraint is also investigated. A person-by-person optimum change detection algorithm is proposed, where transmissions of sensing reports are modeled as a Poisson process. The optimum threshold value is obtained through dynamic programming. An alternative method with a simpler fusion rule is also proposed, where the threshold values in the algorithm are determined by a combination of sequential detection analysis and constrained optimization. In both decentralized hypothesis testing and change detection problems, tradeoffs in parameter choices are investigated through Monte Carlo simulations.