The Double Pareto-Lognormal Distribution and its applications in actuarial science and finance

Le but de ce mémoire de maîtrise est de décrire les propriétés de la loi double Pareto-lognormale, de montrer comment on peut introduire des variables explicatives dans le modèle et de présenter son large potentiel d'applications dans le domaine de la science actuarielle et de la finance. Tout d'abord, nous donnons la définition de la loi double Pareto-lognormale et présentons certaines de ses propriétés basées sur les travaux de Reed et Jorgensen (2004). Les paramètres peuvent être estimés en utilisant la méthode des moments ou le maximum de vraisemblance. Ensuite, nous ajoutons une variable explicative à notre modèle. La procédure d'estimation des paramètres de ce mo-\\dèle est également discutée. Troisièmement, des applications numériques de notre modèle sont illustrées et quelques tests statistiques utiles sont effectués.

Méthode efficace d'assignation de tissus humains par tomodensitométrie à double énergie

Pour analyser les images en tomodensitométrie, une méthode stœchiométrique est gé- néralement utilisée. Une courbe relie les unités Hounsfield d’une image à la densité électronique du milieu. La tomodensitométrie à double énergie permet d’obtenir des informations supplémentaires sur ces images. Une méthode stœchiométrique a été dé- veloppée pour permettre de déterminer les valeurs de densité électronique et de numéro atomique effectif à partir d’une paire d’images d’un tomodensitomètre à double énergie. Le but de cette recherche est de développer une nouvelle méthode d’identification de tissus en utilisant ces paramètres extraits en tomodensitométrie à double énergie. Cette nouvelle méthode est comparée avec la méthode standard de tomodensitométrie à simple énergie. Par ailleurs, l’impact dosimétrique de bien identifier un tissu est déterminé. Des simulations Monte Carlo permettent d’utiliser des fantômes numériques dont tous les paramètres sont connus. Les différents fantômes utilisés permettent d’étalonner les méthodes stœchiométriques, de comparer la polyvalence et la robustesse des méthodes d’identification de tissus double énergie et simple énergie, ainsi que de comparer les distributions de dose dans des fantômes uniformes de mêmes densités, mais de compo- sitions différentes. La méthode utilisant la tomodensitométrie à double énergie fournit des valeurs de densi- tés électroniques plus exactes, quelles que soient les conditions étudiées. Cette méthode s’avère également plus robuste aux variations de densité des tissus. L’impact dosimé- trique d’une bonne identification de tissus devient important pour des traitements aux énergies plus faibles, donc aux énergies d’imagerie et de curiethérapie.

Le concept de double-usage de la recherche : un outil diagnostique de l’analyse éthique des risques associés aux usages neuroamélioratifs de la recherche en neurosciences

Les technologies de stimulations transcrâniennes – tel que la tDCS ou la TMS – présentent à l’heure actuelle d’intéressantes perspectives thérapeutiques, tout comme diverses améliorations cognitives chez le sujet « non-malade » dont découlent des applications neuroamélioratives, plus ou moins imminentes, en dehors du cadre clinique ou investigatoire. Est proposé ici d’analyser les risques associés à ces applications, détournées des objectifs premiers de recherche, et aux préoccupations éthiques qui les accompagnent (autonomie, justice, intégrité physique), via un concept généralement associé aux recherches avec des perspectives de sécurité nationale et associées à un niveau de risque élevé. Révisant la trivialité d’une définition dichotomique aux usages « bons » et « mauvais », est proposé d’étendre le concept de « double-usage » pour l’appliquer à la neuroamélioration comme un mésusage de la recherche en neurosciences. Faisant référence au conflit entre, d’une part, le respect de la liberté académique et, d’autre part, la protection de la sécurité et de la santé publique, ce concept s’avère être un outil diagnostique pertinent pour l’évaluation des risques associés à l’usage mélioratif desdites technologies, et plus particulièrement de la tDCS, afin d’alimenter la réflexion sur la régulation de ces dispositifs en amont de leur utilisation, selon un principe de précaution inhérent au double-usage de la recherche. Ce concept permet ainsi de réfléchir à la mise en place d’une gouvernance proactive et contextualisée impliquant une responsabilité partagée d’un large panel d’acteurs, nécessaire au vu des avancées rapides du domaine des neurosciences et de l’imminence de l’arrivée sur le marché de ces dispositifs.

La double signification de la philosophie politique socratique dans Les Amoureux rivaux

Cette étude tâche de dégager la double signification de la philosophie socratique comprise comme philosophie politique à l’aide d’une interprétation des Amoureux rivaux. Le refus d’accorder à ce court dialogue socratique une affiliation au corpus platonicien a jeté injustement de l’ombre sur la pertinence de son contenu : le discrédit des Amoureux rivaux a quelques limites qu’il est bon de montrer. La structure soignée du dialogue, qu’il est possible de mettre en lumière au moyen du Phèdre, invite à une interprétation attentive de cette architecture. Une telle lecture permet d’expliciter la parenté entre la philosophie et la politique dans la philosophie socratique. Les Amoureux rivaux présente deux dimensions politiques de la philosophie : une philosophie qui s’oppose à la philosophie physiologique en constituant plutôt un questionnement sur l’homme qui s’exprime dans un mode de vie réflexif, de même qu’une politique du dialogue, c’est-à-dire une bonne gouverne de la communauté dialectique.

Studies on the Vertical Structure of Horizontal Wind Variability in the Surface Boundary Layer Over Sriharikota

The present study on the vertical structure of horizontal wind variability in the surface boundary layer over Sriharikota. Based on clock wind speed and direction measuring meteorological tower facility from seven levels in the 100 m layer. The study on wind variability and elliptical approximation of wind hodographs investigated for this tropical coastal station established that Sriharikota is of meso-scale weather entity. Wind variability ratio increases from lower levels to upper levels. In South West monsoon months the station is of high ratio values and it gets affected with meso-scale weather features like thunderstorms. Average total shears are observed greater values than scalar shears. Scalar shears are high in the lowest shear levels compared to upper levels. Semi diurnal types of oscillation in average total shears are found in south west monsoon months. During cyclonic storm passage it is observed that there can be significant difference in mean wind speed from 10 m to 100 m level, but it is not so for peak wind speeds. The variations in wind variability ratio in different months is clearly depicted its strong link to define meso-scale or synoptic –scale forcing domination for this station. Meso-scale forcing is characterized by diurnal wind variability and synoptic- scale forcing by interdiurnal wind variability.

Dynamic and Thermodynamic Structure of the Monsoon Boundary Layer over India

The objective of the study is to examine the dynamic and thermodynamic structure and the variations that occur in the surface layer during the pre-monsoon, onset and post-monsoon periods over the Indian region. The variations caused during the occurrence of micro and mesoscale systems, structure and variation in the marine boundary layer over the Indian region is also investigated. The drag coefficient computed indirectly also shows variation during various seasons. The thermodynamic structure of the atmosphere shows variation during the various seasons. The onset monsoon causes lowering of the Lifting Condensation Levels. The outcome of the study is expected to provide a better understanding of the structure and variations in the boundary layer over India, which is useful for many applications especially for numerical modeling studies.

Mixed layer characteristics and hydrography off the west and east coasts of India

In this thesis, a detailed attempt has been made to understand the general hydrography of the upper 300m of the water column, in the eastern Arabian Sea and the western Bay of Bengal, the two contrasting basins in the northern Indian Ocean, using recently collected data sets of Marine Research-Living Resources (MR-LR) assessment programme, funded by Department of Ocean Development, from various cruises, pertaining to different seasons. Initially it discuss the general hydrography of the west and east coasts of India are covered, in the context of mixed layer processes. The study describes the materials and methods . To compare the hydrography of the AS and BOB, a unique MLD(Mixed Layer Depth) definition for AS and BOB is essential, for which the 275 CTD profiles were used. A comparison has been made among the various MLD criteria with the actual MLD. The monthly evolution of MLD, barrier layer thickness and the role of atmospheric forcing on the dynamics of the mixed layer in the AS and BOB were studied. The general hydrography along the west coast of India is described. The upwelling/downwelling, winter cooling processes, in the context of chemical and biological parameters, are also addressed. Finally the general hydrography of the Bay of Bengal is covered. The most striking feature in the hydrography are the signature of an anticyclonic subtropical gyre during spring intermonsoon and a cold core eddy during winter monsoon. The TTS(Typical Tropical Structure) of the euphotic layer was also investigated.

Dynamic characteristics of Atmospheric boundary Layer during different phases of Monsoon

Atmospheric Boundary layer (ABL) is the layer just above the earth surface and is influenced by the surface forcing within a short period of an hour or less. In this thesis, characteristics of the boundary layer over ocean, coastal and inland areas of the atmosphere, especially over the monsoon regime are thoroughly studied. The study of the coastal zone is important due to its high vulnerability mainly due to sea breeze circulation and associated changes in the atmospheric boundary layer. The major scientific problems addressed in this thesis are diurnal and seasonal variation of coastal meteorological properties, the characteristic difference in the ABL during active and weak monsoons, features of ABL over marine environment and the variation of the boundary layer structure over an inland station. The thesis describes the various features in the ABL associated with the active and weak monsoons and, the surface boundary layer properties associated with the active and weak epochs. The study provides knowledge on MABL and can be used as the estimated values of boundary layer parameters over the marine atmosphere and to know the values and variabilities of the ABL parameters such as surface wind, surface friction, drag coefficient, wind stress and wind stress curl.

A Comaparison Study of EM and Physical Equivalent Circuit Modeling for MIM CMOS Capacitors

In this Letter a new physical model for metal-insulatormetal CMOS capacitors is presented. In the model the parameters of the circuit are derived from the physical structural details. Physical behaviors due to metal skin effect and inductance have been considered. The model has been confirmed by 3D EM simulator and design rules proposed. The model presented is scalable with capacitor geometry, allowing designers to predict and optimize quality factor. The approach has been verified for MIM CMOS capacitors

A new method for load matching in multimode microwave feating applicators based on the use of dielectric layer superposition

Usage of a dielectric multilayer around a dielectric Sample is studied as a means for improving the efficiency in multimode microwave- heating cavities. The results show that by using additional dielectric constant layers the appearance of undesired reflections at the sample-air interface is avoided and higher power -absorption rates within the sample and high -efficiency designs are obtained

Photothermal deflection measurement on heat transport in GaAs epitaxial layers

In this paper, we report the in-plane and cross-plane measurements of the thermal diffusivity of double epitaxial layers of n-type GaAs doped with various concentrations of Si and a p-type Be-doped GaAs layer grown on a GaAs substrate by the molecular beam epitaxial method, using the laser-induced nondestructive photothermal deflection technique. The thermal diffusivity value is evaluated from the slope of the graph of the phase of the photothermal deflection signal as a function of pump-probe offset. Analysis of the data shows that the cross-plane thermal diffusivity is less than that of the in-plane thermal diffusivity. It is also seen that the doping concentration has a great influence on the thermal diffusivity value. Measurement of p-type Be-doped samples shows that the nature of the dopant also influences the effective thermal diffusivity value. The results are interpreted in terms of a phonon-assisted heat transfer mechanism and the various scattering process involved in the propagation of phonons.

Photothermal deflection measurement on heat transport in GaAs epitaxial layers

In this paper, we report the in-plane and cross-plane measurements of the thermal diffusivity of double epitaxial layers of n-type GaAs doped with various concentrations of Si and a p-type Be-doped GaAs layer grown on a GaAs substrate by the molecular beam epitaxial method, using the laser-induced nondestructive photothermal deflection technique. The thermal diffusivity value is evaluated from the slope of the graph of the phase of the photothermal deflection signal as a function of pump-probe offset. Analysis of the data shows that the cross-plane thermal diffusivity is less than that of the in-plane thermal diffusivity. It is also seen that the doping concentration has a great influence on the thermal diffusivity value. Measurement of p-type Be-doped samples shows that the nature of the dopant also influences the effective thermal diffusivity value. The results are interpreted in terms of a phonon-assisted heat transfer mechanism and the various scattering process involved in the propagation of phonons

Photothermal deflection measurement on heat transport in GaAs epitaxial layers

In this paper, we report the in-plane and cross-plane measurements of the thermal diffusivity of double epitaxial layers of n-type GaAs doped with various concentrations of Si and a p-type Be-doped GaAs layer grown on a GaAs substrate by the molecular beam epitaxial method, using the laser-induced nondestructive photothermal deflection technique. The thermal diffusivity value is evaluated from the slope of the graph of the phase of the photothermal deflection signal as a function of pump-probe offset. Analysis of the data shows that the cross-plane thermal diffusivity is less than that of the in-plane thermal diffusivity. It is also seen that the doping concentration has a great influence on the thermal diffusivity value. Measurement of p-type Be-doped samples shows that the nature of the dopant also influences the effective thermal diffusivity value. The results are interpreted in terms of a phonon-assisted heat transfer mechanism and the various scattering process involved in the propagation of phonons