Endogenous Two-Sided Markets with Repeated Transactions

We consider homogeneous two-sided markets, in which connected buyer-seller pairs bargain and trade repeatedly. In this infinite market game with exogenous matching probabilities and a common discount factor, we prove the existence of equilibria in stationary strategies. The equilibrium payoffs are given implicitly as a solution to a system of linear equations. Then, we endogenize the matching mechanism in a link formation stage that precedes the market game. When agents are sufficiently patient and link costs are low, we provide an algorithm to construct minimally connected networks that are pairwise stable with respect to the expected payoffs in the trading stage. The constructed networks are essentially efficient and consist of components with a constant buyer-seller ratio. The latter ratio increases (decreases) for a buyer (seller) that deletes one of her links in a pairwise stable component.

A simple method to determine the water activity of ethanol-containing samples

The water activity (a(w)) of microbial substrates, biological samples, and foods and drinks is usually determined by direct measurement of the equilibrium relative humidity above a sample. However, these materials can contain ethanol, which disrupts the operation of humidity sensors. Previously, an indirect and problematic technique based on freezing-point depression measurements was needed to calculate the a(w) when ethanol was present. We now describe a rapid and accurate method to determine the a(w) of ethanol-containing samples at ambient temperatures. Disruption of sensor measurements was minimized by using a newly developed, alcohol-resistant humidity sensor fitted with an alcohol filter. Linear equations were derived from a(w) measurements of standard ethanol-water mixtures, and from Norrish's equation, to correct sensor measurements. To our knowledge, this is the first time that electronic sensors have been used to determine the a(w) of ethanol- containing samples.

Blind Characterisation of Sensors with Second-Order Dynamic Response

Compensation for the dynamic response of a temperature sensor usually involves the estimation of its input on the basis of the measured output and model parameters. In the case of temperature measurement, the sensor dynamic response is strongly dependent on the measurement environment and fluid velocity. Estimation of time-varying sensor model parameters therefore requires continuous textit{in situ} identification. This can be achieved by employing two sensors with different dynamic properties, and exploiting structural redundancy to deduce the sensor models from the resulting data streams. Most existing approaches to this problem assume first-order sensor dynamics. In practice, however second-order models are more reflective of the dynamics of real temperature sensors, particularly when they are encased in a protective sheath. As such, this paper presents a novel difference equation approach to solving the blind identification problem for sensors with second-order models. The approach is based on estimating an auxiliary ARX model whose parameters are related to the desired sensor model parameters through a set of coupled non-linear algebraic equations. The ARX model can be estimated using conventional system identification techniques and the non-linear equations can be solved analytically to yield estimates of the sensor models. Simulation results are presented to demonstrate the efficiency of the proposed approach under various input and parameter conditions.

Time domain design of fractional differintegrators using least-squares

In this paper we propose the use of the least-squares based methods for obtaining digital rational approximations (IIR filters) to fractional-order integrators and differentiators of type sα, α∈R. Adoption of the Padé, Prony and Shanks techniques is suggested. These techniques are usually applied in the signal modeling of deterministic signals. These methods yield suboptimal solutions to the problem which only requires finding the solution of a set of linear equations. The results reveal that the least-squares approach gives similar or superior approximations in comparison with other widely used methods. Their effectiveness is illustrated, both in the time and frequency domains, as well in the fractional differintegration of some standard time domain functions.

Concentration-dependent half-lives of polychlorinated biphenyl in sera from an occupational cohort.

Polychlorinated biphenyls (PCBs) are carcinogenic. Estimating PCB half-life in the body based on levels in sera from exposed workers is complicated by the fact that occupational exposure to PCBs was to commercial PCB products (such as Aroclors 1242 and 1254) comprised of varying mixtures of PCB congeners. Half-lives were estimated using sera donated by 191 capacitor manufacturing plant workers in 1976 during PCB use (1946-1977), and post-exposure (1979, 1983, and 1988). Our aims were to: (1) determine the role of covariates such as gender on the half-life estimates, and (2) compare our results with other published half-life estimates based on exposed workers. All serum PCB levels were adjusted for PCB background levels. A linear spline model with a single knot was used to estimate two separate linear equations for the first two serum draws (Equation A) and the latter two (Equation B). Equation A gave half-life estimates of 1.74 years and 6.01 years for Aroclor 1242 and Aroclor 1254, respectively. Estimates were 21.83 years for Aroclor 1242 and 133.33 years for Aroclor 1254 using Equation B. High initial body burden was associated with rapid PCB elimination in workers at or shortly after the time they were occupationally exposed and slowed down considerably when the dose reached background PCB levels. These concentration-dependent half-life estimates had a transition point of 138.57 and 34.78 ppb for Aroclor 1242 and 1254, respectively. This result will help in understanding the toxicological and epidemiological impact of exposure to PCBs in humans.

Structures linéaires dans les ensembles à faible densité

Réalisé en cotutelle avec l'Université Paris-Diderot.

A Cryptosystem Using the Concepts of Algebraic Geometric Code

Cryptosystem using linear codes was developed in 1978 by Mc-Eliece. Later in 1985 Niederreiter and others developed a modified version of cryptosystem using concepts of linear codes. But these systems were not used frequently because of its larger key size. In this study we were designing a cryptosystem using the concepts of algebraic geometric codes with smaller key size. Error detection and correction can be done efficiently by simple decoding methods using the cryptosystem developed. Approach: Algebraic geometric codes are codes, generated using curves. The cryptosystem use basic concepts of elliptic curves cryptography and generator matrix. Decrypted information takes the form of a repetition code. Due to this complexity of decoding procedure is reduced. Error detection and correction can be carried out efficiently by solving a simple system of linear equations, there by imposing the concepts of security along with error detection and correction. Results: Implementation of the algorithm is done on MATLAB and comparative analysis is also done on various parameters of the system. Attacks are common to all cryptosystems. But by securely choosing curve, field and representation of elements in field, we can overcome the attacks and a stable system can be generated. Conclusion: The algorithm defined here protects the information from an intruder and also from the error in communication channel by efficient error correction methods.

Bayes quadratic unbiased estimator of spatial covariance parameters

This work presents Bayes invariant quadratic unbiased estimator, for short BAIQUE. Bayesian approach is used here to estimate the covariance functions of the regionalized variables which appear in the spatial covariance structure in mixed linear model. Firstly a brief review of spatial process, variance covariance components structure and Bayesian inference is given, since this project deals with these concepts. Then the linear equations model corresponding to BAIQUE in the general case is formulated. That Bayes estimator of variance components with too many unknown parameters is complicated to be solved analytically. Hence, in order to facilitate the handling with this system, BAIQUE of spatial covariance model with two parameters is considered. Bayesian estimation arises as a solution of a linear equations system which requires the linearity of the covariance functions in the parameters. Here the availability of prior information on the parameters is assumed. This information includes apriori distribution functions which enable to find the first and the second moments matrix. The Bayesian estimation suggested here depends only on the second moment of the prior distribution. The estimation appears as a quadratic form y'Ay , where y is the vector of filtered data observations. This quadratic estimator is used to estimate the linear function of unknown variance components. The matrix A of BAIQUE plays an important role. If such a symmetrical matrix exists, then Bayes risk becomes minimal and the unbiasedness conditions are fulfilled. Therefore, the symmetry of this matrix is elaborated in this work. Through dealing with the infinite series of matrices, a representation of the matrix A is obtained which shows the symmetry of A. In this context, the largest singular value of the decomposed matrix of the infinite series is considered to deal with the convergence condition and also it is connected with Gerschgorin Discs and Poincare theorem. Then the BAIQUE model for some experimental designs is computed and compared. The comparison deals with different aspects, such as the influence of the position of the design points in a fixed interval. The designs that are considered are those with their points distributed in the interval [0, 1]. These experimental structures are compared with respect to the Bayes risk and norms of the matrices corresponding to distances, covariance structures and matrices which have to satisfy the convergence condition. Also different types of the regression functions and distance measurements are handled. The influence of scaling on the design points is studied, moreover, the influence of the covariance structure on the best design is investigated and different covariance structures are considered. Finally, BAIQUE is applied for real data. The corresponding outcomes are compared with the results of other methods for the same data. Thereby, the special BAIQUE, which estimates the general variance of the data, achieves a very close result to the classical empirical variance.

Modellbildung in der algebraischen Kryptoanalyse

In der algebraischen Kryptoanalyse werden moderne Kryptosysteme als polynomielle, nichtlineare Gleichungssysteme dargestellt. Das Lösen solcher Gleichungssysteme ist NP-hart. Es gibt also keinen Algorithmus, der in polynomieller Zeit ein beliebiges nichtlineares Gleichungssystem löst. Dennoch kann man aus modernen Kryptosystemen Gleichungssysteme mit viel Struktur generieren. So sind diese Gleichungssysteme bei geeigneter Modellierung quadratisch und dünn besetzt, damit nicht beliebig. Dafür gibt es spezielle Algorithmen, die eine Lösung solcher Gleichungssysteme finden. Ein Beispiel dafür ist der ElimLin-Algorithmus, der mit Hilfe von linearen Gleichungen das Gleichungssystem iterativ vereinfacht. In der Dissertation wird auf Basis dieses Algorithmus ein neuer Solver für quadratische, dünn besetzte Gleichungssysteme vorgestellt und damit zwei symmetrische Kryptosysteme angegriffen. Dabei sind die Techniken zur Modellierung der Chiffren von entscheidender Bedeutung, so das neue Techniken entwickelt werden, um Kryptosysteme darzustellen. Die Idee für das Modell kommt von Cube-Angriffen. Diese Angriffe sind besonders wirksam gegen Stromchiffren. In der Arbeit werden unterschiedliche Varianten klassifiziert und mögliche Erweiterungen vorgestellt. Das entstandene Modell hingegen, lässt sich auch erfolgreich auf Blockchiffren und auch auf andere Szenarien erweitern. Bei diesen Änderungen muss das Modell nur geringfügig geändert werden.

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