Financial equilibrium, voting procedures, and coalition structures in allocational mechanisms

This thesis is comprised of three chapters, each of which is concerned with properties of allocational mechanisms which include voting procedures as part of their operation. The theme of interaction between economic and political forces recurs in the three chapters, as described below.

Chapter One demonstrates existence of a non-controlling interest shareholders' equilibrium for a stylized one-period stock market economy with fewer securities than states of the world. The economy has two decision mechanisms: Owners vote to change firms' production plans across states, fixing shareholdings; and individuals trade shares and the current production / consumption good, fixing production plans. A shareholders' equilibrium is a production plan profile, and a shares / current good allocation stable for both mechanisms. In equilibrium, no (Kramer direction-restricted) plan revision is supported by a share-weighted majority, and there exists no Pareto superior reallocation.

Chapter Two addresses efficient management of stationary-site, fixed-budget, partisan voter registration drives. Sufficient conditions obtain for unique optimal registrar deployment within contested districts. Each census tract is assigned an expected net plurality return to registration investment index, computed from estimates of registration, partisanship, and turnout. Optimum registration intensity is a logarithmic transformation of a tract's index. These conditions are tested using a merged data set including both census variables and Los Angeles County Registrar data from several 1984 Assembly registration drives. Marginal registration spending benefits, registrar compensation, and the general campaign problem are also discussed.

The last chapter considers social decision procedures at a higher level of abstraction. Chapter Three analyzes the structure of decisive coalition families, given a quasitransitive-valued social decision procedure satisfying the universal domain and ITA axioms. By identifying those alternatives X* ⊆ X on which the Pareto principle fails, imposition in the social ranking is characterized. Every coaliton is weakly decisive for X* over X~X*, and weakly antidecisive for X~X* over X*; therefore, alternatives in X~X* are never socially ranked above X*. Repeated filtering of alternatives causing Pareto failure shows states in X^n*~X^((n+1))* are never socially ranked above X^((n+1))*. Limiting results of iterated application of the *-operator are also discussed.

Oxygen, carbon and hydrogen isotope studies of contact metamorphism

The O¹⁸/O¹⁶, C¹³/C¹², and D/H ratios have been determined for rocks and coexisting minerals from several granitic plutons and their contact metamorphic aureoles in northern Nevada, eastern California, central Colorado, and Texas, with emphasis on oxygen isotopes. A consistent order of O¹⁸/O¹⁶, C¹³/C¹², and D/H enrichment in coexisting minerals, and a correlation between isotopic fractionations among coexisting mineral pairs are in general observed, suggesting that mineral assemblages tend to approach isotopic equilibrium during contact metamorphism. In certain cases, a correlation is observed between oxygen isotopic fractionations of a mineral pair and sample distance from intrusive contacts. Isotopic temperatures generally show good agreement with heat flow considerations. Based on the experimentally determined quartz-muscovite O¹⁸/O¹⁶ fractionation calibration curve, temperatures are estimated to be 525 to 625°C at the contacts of the granitic stocks studied.

Small-scale oxygen isotope exchange effects between intrusive and country rock are observed over distances of 0.5 to 3 feet on both sides of the contacts; the isotopic gradients are typically 2 to 3 per mil per foot. The degree of oxygen isotopic exchange is essentially identical for different coexisting minerals. This presumably occurred through a diffusion-controlled recrystallization process. The size of the oxygen isotope equilibrium systems in the small-scale exchanged zones vary from about 1.5 cm to 30 cm. A xenolith and a re-entrant of country rock projecting into on intrusive hove both undergone much more extensive isotopic exchange (to hundreds of feet); they also show abnormally high isotopic temperatures. The marginal portions of most plutons have unusually high O¹⁸/O¹⁶ ratios compared to "normal" igneous rocks, presumably due to large-scale isotopic exchange with meta-sedimentary country rocks when the igneous rocks were essentially in a molten state. The isotopic data suggest that outward horizontal movement of H₂O into the contact metamorphic aureoles is almost negligible, but upward movement of H₂O may be important. Also, direct influx and absorption of water from the country rock may be significant in certain intrusive stocks.

Except in the exchanged zones, the O¹⁸/O¹⁶ ratios of pelitic rocks do not change appreciably during contact metamorphism, even in the cordierite and sillimanite grades; this is in contrast to regional metamorphic rocks which commonly decrease in O¹⁸ with increasing grade. Low O¹⁸/O¹⁶ and C¹³/C¹² ratios of the contact metamorphic marbles generally correlate well with the presence of calc-silicate minerals, indicating that the CO₂ liberated during metamorphic decarbonation reactions is enriched in both O¹⁸ and C¹³ relative to the carbonates.

The D/H ratios of biotites in the contact metamorphic rocks and their associated intrusions show a geographic correlation that is similar to that shown by the D/H ratios of meteoric surface waters, perhaps indicating that meteoric waters were present in the rocks during crystallization of the biotites.

A bayesian probabilistic approach to structural health monitoring

A Bayesian probabilistic methodology for on-line structural health monitoring which addresses the issue of parameter uncertainty inherent in problem is presented. The method uses modal parameters for a limited number of modes identified from measurements taken at a restricted number of degrees of freedom of a structure as the measured structural data. The application presented uses a linear structural model whose stiffness matrix is parameterized to develop a class of possible models. Within the Bayesian framework, a joint probability density function (PDF) for the model stiffness parameters given the measured modal data is determined. Using this PDF, the marginal PDF of the stiffness parameter for each substructure given the data can be calculated.

Monitoring the health of a structure using these marginal PDFs involves two steps. First, the marginal PDF for each model parameter given modal data from the undamaged structure is found. The structure is then periodically monitored and updated marginal PDFs are determined. A measure of the difference between the calibrated and current marginal PDFs is used as a means to characterize the health of the structure. A procedure for interpreting the measure for use by an expert system in on-line monitoring is also introduced.

The probabilistic framework is developed in order to address the model parameter uncertainty issue inherent in the health monitoring problem. To illustrate this issue, consider a very simplified deterministic structural health monitoring method. In such an approach, the model parameters which minimize an error measure between the measured and model modal values would be used as the "best" model of the structure. Changes between the model parameters identified using modal data from the undamaged structure and subsequent modal data would be used to find the existence, location and degree of damage. Due to measurement noise, limited modal information, and model error, the "best" model parameters might vary from one modal dataset to the next without any damage present in the structure. Thus, difficulties would arise in separating normal variations in the identified model parameters based on limitations of the identification method and variations due to true change in the structure. The Bayesian framework described in this work provides a means to handle this parametric uncertainty.

The probabilistic health monitoring method is applied to simulated data and laboratory data. The results of these tests are presented.

Optimal Abandonment of Coal-Fired Stations in the EU

36 p.

Random propagation in complex systems : nonlinear matrix recursions and epidemic spread

This dissertation studies long-term behavior of random Riccati recursions and mathematical epidemic model. Riccati recursions are derived from Kalman filtering. The error covariance matrix of Kalman filtering satisfies Riccati recursions. Convergence condition of time-invariant Riccati recursions are well-studied by researchers. We focus on time-varying case, and assume that regressor matrix is random and identical and independently distributed according to given distribution whose probability distribution function is continuous, supported on whole space, and decaying faster than any polynomial. We study the geometric convergence of the probability distribution. We also study the global dynamics of the epidemic spread over complex networks for various models. For instance, in the discrete-time Markov chain model, each node is either healthy or infected at any given time. In this setting, the number of the state increases exponentially as the size of the network increases. The Markov chain has a unique stationary distribution where all the nodes are healthy with probability 1. Since the probability distribution of Markov chain defined on finite state converges to the stationary distribution, this Markov chain model concludes that epidemic disease dies out after long enough time. To analyze the Markov chain model, we study nonlinear epidemic model whose state at any given time is the vector obtained from the marginal probability of infection of each node in the network at that time. Convergence to the origin in the epidemic map implies the extinction of epidemics. The nonlinear model is upper-bounded by linearizing the model at the origin. As a result, the origin is the globally stable unique fixed point of the nonlinear model if the linear upper bound is stable. The nonlinear model has a second fixed point when the linear upper bound is unstable. We work on stability analysis of the second fixed point for both discrete-time and continuous-time models. Returning back to the Markov chain model, we claim that the stability of linear upper bound for nonlinear model is strongly related with the extinction time of the Markov chain. We show that stable linear upper bound is sufficient condition of fast extinction and the probability of survival is bounded by nonlinear epidemic map.

The Uniform World Model: A Methodology for Predicting the Health Impacts of Air Pollution

47 p.

Modeling the Links between Biodiversity, Ecosystem Services and Human Wellbeing in the Context of Climate Change: Results from an Econometric Analysis on the European Forest Ecosystems

25 p.

Habitat use by 0+ cyprinid fish in the River Great Ouse, East Anglia

This study was designed to examine the habitat use of several species of 0+ cyprinid in the regulated River Great Ouse and to determine the reasons for specific habitat use. In general, all fish species were found associated with the marginal zone, with little diel variation. Use of shallow habitats in the presence of macrophytes correlated well with the distribution of zooplankton in the river channel, the preferred food source of 0+ cyprinids. During the early to late larval phase, all species fed upon rotifers and diatoms. Cladocera, particularly Alona spp. and Chydorus spp., and early instar larvae of Chironomidae, then became prevalent in the diet along with small numbers of Copepoda. Models were developed to determine habitat availability over a range of discharges, using the physical habitat simulation (PHABSIM) component of the Instream Flow Incremental Methodology (IFIM). The results of this analysis revealed that habitat suitable for 0+ fishes comprised a relatively small percentage of the main channel and generally decreased with discharge.

Rapid changes in the vegetation of a shallow pond in Epping Forest, related to recent droughts

Over much of Britain, 1995 and 1996 have been perceived as drought years. To evaluate the impact that local climatic conditions are having upon successional changes in higher vegetation (macrophytes), Speakmans Pond in Epping Forest was surveyed and mapped in 1996. The results are related to previous vegetation surveys carried out in 1989 and 1991. In 1989 the dominant marginal vegetation was floating sweet-grass Glyceria fluitans, which also covered a major part of the main body of the pond. Other abundant species included soft rush Juncus effusus, reed mace Typha latifolia and yellow flag Iris pseudocorus. A small (central) area of open water contained bladderwort Utricularia vulgaris and white water-lily Nymphaea alba. A similar plant coverage was found in 1991, with a dominance of floating sweet-grass along the shallow eastern edge. A marked change in the pond was found during the 1996 survey of vegetation in July, when the pool was dry. The major plant cover now consisted of creeping bent Agrostis stolonifera, with isolated clumps of Yorkshire fog Holcus lanatus around the edges; both are terrestrial grasses found on land surrounding the pond. Rushes (Juncus) had increased their distribution round the margins of the pond, and the patch of yellow flag noted in 1989 and 1991 was not found in 1996. The deeper trenches were also dry, but a small patch of white water-lily remained adjacent to one of the trenches.

Optimal procurement and contracting with research and development

Government procurement of a new good or service is a process that usually includes basic research, development, and production. Empirical evidences indicate that investments in research and development (R and D) before production are significant in many defense procurements. Thus, optimal procurement policy should not be only to select the most efficient producer, but also to induce the contractors to design the best product and to develop the best technology. It is difficult to apply the current economic theory of optimal procurement and contracting, which has emphasized production, but ignored R and D, to many cases of procurement.

In this thesis, I provide basic models of both R and D and production in the procurement process where a number of firms invest in private R and D and compete for a government contract. R and D is modeled as a stochastic cost-reduction process. The government is considered both as a profit-maximizer and a procurement cost minimizer. In comparison to the literature, the following results derived from my models are significant. First, R and D matters in procurement contracting. When offering the optimal contract the government will be better off if it correctly takes into account costly private R and D investment. Second, competition matters. The optimal contract and the total equilibrium R and D expenditures vary with the number of firms. The government usually does not prefer infinite competition among firms. Instead, it prefers free entry of firms. Third, under a R and D technology with the constant marginal returns-to-scale, it is socially optimal to have only one firm to conduct all of the R and D and production. Fourth, in an independent private values environment with risk-neutral firms, an informed government should select one of four standard auction procedures with an appropriate announced reserve price, acting as if it does not have any private information.

Quantifying Earthquake Collapse Risk of Tall Steel Moment Frame Buildings Using Rupture-to-Rafters Simulations

There is a sparse number of credible source models available from large-magnitude past earthquakes. A stochastic source model generation algorithm thus becomes necessary for robust risk quantification using scenario earthquakes. We present an algorithm that combines the physics of fault ruptures as imaged in laboratory earthquakes with stress estimates on the fault constrained by field observations to generate stochastic source models for large-magnitude (Mw 6.0-8.0) strike-slip earthquakes. The algorithm is validated through a statistical comparison of synthetic ground motion histories from a stochastically generated source model for a magnitude 7.90 earthquake and a kinematic finite-source inversion of an equivalent magnitude past earthquake on a geometrically similar fault. The synthetic dataset comprises of three-component ground motion waveforms, computed at 636 sites in southern California, for ten hypothetical rupture scenarios (five hypocenters, each with two rupture directions) on the southern San Andreas fault. A similar validation exercise is conducted for a magnitude 6.0 earthquake, the lower magnitude limit for the algorithm. Additionally, ground motions from the Mw7.9 earthquake simulations are compared against predictions by the Campbell-Bozorgnia NGA relation as well as the ShakeOut scenario earthquake. The algorithm is then applied to generate fifty source models for a hypothetical magnitude 7.9 earthquake originating at Parkfield, with rupture propagating from north to south (towards Wrightwood), similar to the 1857 Fort Tejon earthquake. Using the spectral element method, three-component ground motion waveforms are computed in the Los Angeles basin for each scenario earthquake and the sensitivity of ground shaking intensity to seismic source parameters (such as the percentage of asperity area relative to the fault area, rupture speed, and risetime) is studied.

Under plausible San Andreas fault earthquakes in the next 30 years, modeled using the stochastic source algorithm, the performance of two 18-story steel moment frame buildings (UBC 1982 and 1997 designs) in southern California is quantified. The approach integrates rupture-to-rafters simulations into the PEER performance based earthquake engineering (PBEE) framework. Using stochastic sources and computational seismic wave propagation, three-component ground motion histories at 636 sites in southern California are generated for sixty scenario earthquakes on the San Andreas fault. The ruptures, with moment magnitudes in the range of 6.0-8.0, are assumed to occur at five locations on the southern section of the fault. Two unilateral rupture propagation directions are considered. The 30-year probabilities of all plausible ruptures in this magnitude range and in that section of the fault, as forecast by the United States Geological Survey, are distributed among these 60 earthquakes based on proximity and moment release. The response of the two 18-story buildings hypothetically located at each of the 636 sites under 3-component shaking from all 60 events is computed using 3-D nonlinear time-history analysis. Using these results, the probability of the structural response exceeding Immediate Occupancy (IO), Life-Safety (LS), and Collapse Prevention (CP) performance levels under San Andreas fault earthquakes over the next thirty years is evaluated.

Furthermore, the conditional and marginal probability distributions of peak ground velocity (PGV) and displacement (PGD) in Los Angeles and surrounding basins due to earthquakes occurring primarily on the mid-section of southern San Andreas fault are determined using Bayesian model class identification. Simulated ground motions at sites within 55-75km from the source from a suite of 60 earthquakes (Mw 6.0 − 8.0) primarily rupturing mid-section of San Andreas fault are considered for PGV and PGD data.

Análise de polimorfismos e de expressão do gene p16INK4a em neoplasias cervicais

O câncer de colo do útero é o segundo carcinoma mais frequente em mulheres no mundo e um dos cânceres femininos mais incidentes no Brasil. Em lesões pré-malignas e malignas do colo uterino, a proteína p16INK4a, que participa do controle do ciclo celular, apresenta um aumento considerável de sua expressão, devido possivelmente à presença de oncoproteínas do papilomavírus humano (HPV). Dois polimorfismos no gene p16INK4a, p16 500C>G e p16 540C>T, estão localizados na região 3 não traduzida (3UTR), que está envolvida na regulação pós-transcricional da expressão gênica. O objetivo deste estudo foi avaliar possíveis associações entre os polimorfismos p16 500C>G e p16 540C>T e o desenvolvimento de neoplasias cervicais e/ou a severidade das lesões, considerando os níveis de expressão da proteína p16INK4a nas lesões cervicais e certos fatores de risco clássicos para o câncer cervical, incluindo a infecção pelo HPV. Para isso, foram selecionadas 567 mulheres residentes no Rio de Janeiro, 319 com citologia cervical alterada (grupo de casos) e 248 sem história prévia de alteração citológica do colo uterino (grupo de comparação). Amostras de sangue periférico de todas as participantes foram utilizadas na análise molecular dos polimorfismos p16 500C>G e p16 540C>T através da técnica de PCR-RFLP (reação em cadeia da polimerase - polimorfismo de comprimento de fragmento de restrição), usando as enzimas de restrição MspI e HaeIII, respectivamente. A expressão da proteína p16INK4a em 137 biópsias de mulheres pertencentes ao grupo de casos foi avaliada por imunohistoquímica. A detecção de DNA do HPV em células cervicais foi feita em todas as amostras do grupo de comparação e em 194 amostras do grupo de casos pela técnica de PCR, usando dois pares de oligonucleotídeos, MY09/MY11 e GP05+/GP06+. Os dois grupos de estudo se encontram em equilíbrio de Hardy-Weinberg. As distribuições genotípicas para p16 500C>G e p16 540C>T e as distribuições de combinações haplotípicas nos dois grupos não apresentaram diferenças significativas. A análise do subgrupo HSIL+câncer (casos com lesão intraepitelial de alto grau ou carcinoma invasivo) em comparação com o subgrupo LSIL (casos com lesão intraepitelial de baixo grau) revelou diferença significativa entre as distribuições das combinações haplotípicas (p = 0,036) e diferenças marginais entre as distribuições genotípicas para p16 500C>G (p = 0,071) e p16 540C>T (p = 0,051). O alelo p16 540G, em heterozigose ou homozigose (OR = 1,91, IC 95% = 1,08-3,37), e a combinação haplotípica p16 500C-540C 500G-540C (OR = 2,34, IC 95% = 1,202-4,555) mostraram-se associados com a severidade da lesões cervicais. Já o genótipo p16 540T/T (OR = 0,25, IC 95% = 0,08-0,79), e a combinação haplotípica p16 500C-540T 500C-540T (OR = 0,27, IC 95% = 0,088-0,827) exibiram papel protetor contra o desenvolvimento de lesões mais severas. As análises de interação entre os polimorfismos de p16INK4a e a expressão de p16 ou a infecção pelo HPV foram comprometidas pelo número reduzido de amostras analisadas. Não se observou qualquer interação entre os polimorfismos estudados e os fatores de risco clássicos para o câncer de colo uterino. Nossos resultados apontam para a importância dos polimorfismos do gene p16INK4a como marcadores de severidade da neoplasia cervical.

Measurement of the diffraction-limit wavefront with double-shearing interferometers

In order to measure the diffraction-limit wavefront, we present three types of common-path double-shearing interferometers based on the theory of double shearing. Two pairs of half-aperture or whole-aperture wedge plates are used to introduce opposite tilt to realize the double-shearing function. By comparing the fringe widths in two fields, the marginal wavefront aberration can be obtained. In the paper, we give three different configurations: half-aperture configuration, whole-field configuration and double-interferometer configuration. The half-aperture configuration has the features of high sensitivity, stabilization and easy alignment. For the whole-field configuration, the interference fringes are displayed in two whole fields. Consequently, the divergent or convergent characteristic and aberration types of a wavefront can be identified visually. The whole-field configuration can be changed to the double-interferometer configuration for continuous test. Both small and large wavefront aberrations can be measured by the double-interferometer configuration. The minimum detectable wavefront aberration (W-0)(min) comes to 0.03 lambda. Lastly, we present the experimental results for the three types of double-shearing interferometers.

Cuantificación del efecto de la ley antitabaco de 2011 en España

En este trabajo se propone un modelo econométrico para las ventas de cigarrillos y se estima el mismo para el periodo 2005:1- 2013:4. Los resultadosmuestran una demanda inelástica respecto al precio y elástica con respecto a la renta. Una característica importante de la serie es la reducción escalonada del consumo de cigarrillos y el efecto casi marginal de la ley antitabaco 42/2010 en el descenso del consumo.

Efectos de la deslocalización de empresas sobre el bienestar social

En los últimos años se ha dado un proceso de traslado de actividades productivas de unos países a otros, conocido como deslocalización. En este trabajo se analiza la decisión de deslocalización de empresas multiproducto, centrándonos en el efecto que esta decisión tiene sobre el bienestar social de los países afectados. Para ello consideramos un mercado mundial formado por un país desarrollado con mayores costes (Norte) y otro menos desarrollado con menores costes (Sur), que normalizamos a cero por simplicidad. En cada país hay una empresa propiedad de los inversores nacionales. Cada empresa tiene dos plantas productivas y cada planta produce un bien diferenciado, de manera que cada bien es consumido únicamente en uno de los países. Además, para proteger a las empresas nacionales, el gobierno de cada país establece un impuesto a la importación. En este contexto, se observa que si el coste marginal en el Norte es suficientemente pequeño, ambas empresas se deslocalizan, siendo esta decisión óptima desde el punto de vista del bienestar del Norte pero no para el país del Sur. Mientras que si el coste marginal en el Norte es suficientemente grande, la empresa del Norte se deslocaliza y la empresa del otro país exporta de manera que el bienestar social del Norte es el máximo posible. En cambio, el bienestar social del Sur es mayor cuando la empresa del Norte exporta, por lo que la decisión tomada por las empresas no es óptima desde el punto de vista del bienestar del Sur. No obstante, dado que la empresa del Norte se deslocaliza, el gobierno del Sur preferirá que la empresa de su país exporte obteniendo así mayor bienestar. Si comparamos el bienestar social de ambos países, en equilibrio, se observa que el Sur está mejor en términos de bienestar que el Norte.