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Topics in econometrics of financial marketsCoroneo, Laura <1980> 16 June 2008 (has links)
No description available.
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Analytic and gevrey (micro-)hypoellipticity for sums of squares: an FBI approachChinni, Gregorio <1980> 30 June 2008 (has links)
No description available.
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Approximations of Sobolev norms in Carnot groupsBarbieri, Davide <1979> 09 June 2008 (has links)
No description available.
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Maximum principle, mean value operators and quasi boundedness in non-euclidean settingsTommasoli, Andrea <1976> 30 June 2008 (has links)
This work deals with some classes of linear second order partial differential
operators with non-negative characteristic form and underlying non-
Euclidean structures. These structures are determined by families of locally
Lipschitz-continuous vector fields in RN, generating metric spaces of Carnot-
Carath´eodory type. The Carnot-Carath´eodory metric related to a family
{Xj}j=1,...,m is the control distance obtained by minimizing the time needed
to go from two points along piecewise trajectories of vector fields. We are
mainly interested in the causes in which a Sobolev-type inequality holds with
respect to the X-gradient, and/or the X-control distance is Doubling with
respect to the Lebesgue measure in RN. This study is divided into three
parts (each corresponding to a chapter), and the subject of each one is a
class of operators that includes the class of the subsequent one.
In the first chapter, after recalling “X-ellipticity” and related concepts
introduced by Kogoj and Lanconelli in [KL00], we show a Maximum Principle
for linear second order differential operators for which we only assume
a Sobolev-type inequality together with a lower terms summability. Adding
some crucial hypotheses on measure and on vector fields (Doubling property
and Poincar´e inequality), we will be able to obtain some Liouville-type results.
This chapter is based on the paper [GL03] by Guti´errez and Lanconelli.
In the second chapter we treat some ultraparabolic equations on Lie
groups. In this case RN is the support of a Lie group, and moreover we require that vector fields satisfy left invariance. After recalling some results
of Cinti [Cin07] about this class of operators and associated potential theory,
we prove a scalar convexity for mean-value operators of L-subharmonic
functions, where L is our differential operator.
In the third chapter we prove a necessary and sufficient condition of regularity,
for boundary points, for Dirichlet problem on an open subset of RN related
to sub-Laplacian. On a Carnot group we give the essential background
for this type of operator, and introduce the notion of “quasi-boundedness”.
Then we show the strict relationship between this notion, the fundamental
solution of the given operator, and the regularity of the boundary points.
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Teoria del potenziale non lineare e operatore di Schrödinger nei gruppi di CarnotImperato, Cristina <1980> 30 June 2008 (has links)
No description available.
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Il Sistema Gateway nello sviluppo della rete del trasporto combinato in Europa: il caso del terminal di Verona Quadrante EuropaGrossato, Raffaella <1973> 15 May 2008 (has links)
Il trasporto intermodale ha acquisito un ruolo sempre più importante nello
scenario dei trasporti comunitari merci durante gli ultimi quindici anni. La sfida che si
era posta a inizi anni novanta in Europa consisteva nello sviluppo di una rete europea di
trasporto combinato strada-ferrovia. A questo fine è stata fondamentale la cooperazione
tra gli operatori del settore e le istituzioni (comunitarie e nazionali), nonché l’impulso
dato dalla liberalizzazione del trasporto ferroviario, che fortemente influenza il trasporto
combinato.
Questa tesi, in particolare, intende studiare il ruolo del Sistema Gateway come
strumento innovativo e di nuovo impulso per lo sviluppo della rete di trasporto
combinato strada-rotaia in ambito europeo. Grazie a questo sistema, le unità di carico,
dirette in una determinata regione, giungono ad un "Terminal Gateway", dove secondo
un sistema di tipo “hub-and-spoke” vengono trasbordate a mezzo gru su treni “Shuttle”
verso la destinazione finale. Tutto ciò avviene con operazioni fortemente automatizzate
e veloci con sensibile vantaggio in termini di tempo e costi.
La tesi parte da una descrizione del trasporto intermodale, facendo un focus
sugli aspetti strutturali, tecnici e organizzativi del trasporto combinato strada – rotaia e
del suo funzionamento. Passando attraverso l’analisi delle reti di trasporto merci in
Europa, nel secondo capitolo. Il terzo capitolo entra nel vivo della Tesi introducendo
l’oggetto dell’indagine: il Sistema Gateway nell’ambito dello sviluppo della rete
europea del traffico combinato strada-ferrovia.
Nella seconda parte della tesi è voluto studiare il Sistema Gateway con l’ausilio
dei metodi d’analisi che vengono applicati per la scelta fra progetti alternativi nel campo
della pianificazione dei trasporti, pertanto sono stati presi in rassegna e descritti i metodi più utilizzati: l’Analisi Benefici-Costi e l’Analisi Multicriteria. Nel caso applicativo è
stata utilizzata l’Analisi Benefici-Costi.
Infine nel capitolo sesto è stato presentato dettagliatamente il caso reale di
studio che riguarda il progetto per la trasformazione del terminal di Verona Quadrante
Europa in un terminal gateway.
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Bayesian Analysis of Linear Inverse Problems with Applications in Economics and FinanceSimoni, Anna <1980> 10 June 2009 (has links)
In my PhD thesis I propose a Bayesian nonparametric estimation method for structural econometric models where the functional parameter of interest describes the economic agent's behavior. The structural parameter is characterized as the solution of a functional equation, or by using more technical words, as the solution of an inverse problem that can be either ill-posed or well-posed.
From a Bayesian point of view, the parameter of interest is a random function and the solution to the inference problem is the posterior distribution of this parameter. A regular version of the posterior distribution in functional spaces is characterized. However, the infinite dimension of the considered spaces causes a problem of non continuity of the solution and then a problem of inconsistency, from a frequentist point of view, of the posterior distribution (i.e. problem of ill-posedness).
The contribution of this essay is to propose new methods to deal with this problem of ill-posedness. The first one consists in adopting a Tikhonov regularization scheme in the construction of the posterior distribution so that I end up with a new object that I call regularized posterior distribution and that I guess it is solution of the inverse problem.
The second approach consists in specifying a prior distribution on the parameter of interest of the g-prior type. Then, I detect a class of models for which the prior distribution is able to correct for the ill-posedness also in infinite dimensional problems.
I study asymptotic properties of these proposed solutions and I prove that, under some regularity condition satisfied by the true value of the parameter of interest, they are consistent in a "frequentist" sense.
Once I have set the general theory, I apply my bayesian nonparametric methodology to different estimation problems. First, I apply this estimator to deconvolution and to hazard rate, density and regression estimation. Then, I consider the estimation of an Instrumental Regression that is useful in micro-econometrics when we have to deal with problems of endogeneity. Finally, I develop an application in finance: I get the bayesian estimator for the equilibrium asset pricing functional by using the Euler equation defined in the Lucas'(1978) tree-type models.
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Aircraft noise performance evaluation and airport noise managementGualandi, Nicola <1978> 27 May 2009 (has links)
No description available.
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X-Ray studies of the physics of matter around super-massive black-holes in nearby Seyfert galaxiesDadina, Mauro <1969> 07 April 2009 (has links)
Seyfert galaxies are the closest active galactic nuclei. As such, we can use
them to test the physical properties of the entire class of objects. To investigate
their general properties, I took advantage of different methods of data analysis. In
particular I used three different samples of objects, that, despite frequent overlaps,
have been chosen to best tackle different topics: the heterogeneous BeppoS AX
sample was thought to be optimized to test the average hard X-ray (E above 10 keV)
properties of nearby Seyfert galaxies; the X-CfA was thought the be optimized to
compare the properties of low-luminosity sources to the ones of higher luminosity
and, thus, it was also used to test the emission mechanism models; finally, the
XMM–Newton sample was extracted from the X-CfA sample so as to ensure a
truly unbiased and well defined sample of objects to define the average properties
of Seyfert galaxies.
Taking advantage of the broad-band coverage of the BeppoS AX MECS and
PDS instruments (between ~2-100 keV), I infer the average X-ray spectral propertiesof nearby Seyfert galaxies and in particular the photon index (<Gamma>~1.8), the
high-energy cut-off (<Ec>~290 keV), and the relative amount of cold reflection
(<R>~1.0). Moreover the unified scheme for active galactic nuclei was positively
tested. The distribution of isotropic indicators used here (photon index, relative
amount of reflection, high-energy cut-off and narrow FeK energy centroid) are
similar in type I and type II objects while the absorbing column and the iron line
equivalent width significantly differ between the two classes of sources with type
II objects displaying larger absorbing columns. Taking advantage of the XMM–Newton and X–CfA samples I also deduced from measurements that 30 to 50%
of type II Seyfert galaxies are Compton thick.
Confirming previous results, the narrow FeK line is consistent, in Seyfert 2
galaxies, with being produced in the same matter responsible for the observed obscuration.
These results support the basic picture of the unified model. Moreover,
the presence of a X-ray Baldwin effect in type I sources has been measured using
for the first time the 20-100 keV luminosity (EW proportional to L(20-100)^(−0.22±0.05)). This finding
suggests that the torus covering factor may be a function of source luminosity,
thereby suggesting a refinement of the baseline version of the unifed model itself.
Using the BeppoSAX sample, it has been also recorded a possible correlation
between the photon index and the amount of cold reflection in both type I
and II sources. At a first glance this confirms the thermal Comptonization as the
most likely origin of the high energy emission for the active galactic nuclei. This
relation, in fact, naturally emerges supposing that the accretion disk penetrates, depending
to the accretion rate, the central corona at different depths (Merloni et al. 2006): the higher accreting systems hosting disks down to the last stable orbit while
the lower accreting systems hosting truncated disks. On the contrary, the study of
the well defined X–C f A sample of Seyfert galaxies has proved that the intrinsic X-ray
luminosity of nearby Seyfert galaxies can span values between 10^(38−43) erg s^−1,
i.e. covering a huge range of accretion rates. The less efficient systems have been
supposed to host ADAF systems without accretion disk. However, the study of the
X–CfA sample has also proved the existence of correlations between optical emission
lines and X-ray luminosity in the entire range of L_(X) covered by the sample.
These relations are similar to the ones obtained if high-L objects are considered.
Thus the emission mechanism must be similar in luminous and weak systems.
A possible scenario to reconcile these somehow opposite indications is assuming
that the ADAF and the two phase mechanism co-exist with different relative
importance moving from low-to-high accretion systems (as suggested by the Gamma vs.
R relation). The present data require that no abrupt transition between the two
regimes is present.
As mentioned above, the possible presence of an accretion disk has been tested
using samples of nearby Seyfert galaxies. Here, to deeply investigate the flow patterns
close to super-massive black-holes, three case study objects for which enough
counts statistics is available have been analysed using deep X-ray observations
taken with XMM–Newton. The obtained results have shown that the accretion
flow can significantly differ between the objects when it is analyzed with the appropriate
detail. For instance the accretion disk is well established down to the
last stable orbit in a Kerr system for IRAS 13197-1627 where strong light bending
effect have been measured. The accretion disk seems to be formed spiraling in
the inner ~10-30 gravitational radii in NGC 3783 where time dependent and recursive modulation
have been measured both in the continuum emission and in the broad emission line
component. Finally, the accretion disk seems to be only weakly detectable in rk
509, with its weak broad emission line component.
Finally, blueshifted resonant absorption lines have been detected in all three
objects. This seems to demonstrate that, around super-massive black-holes, there is
matter which is not confined in the accretion disk and moves along the line of sight
with velocities as large as v~0.01-0.4c (whre c is the speed of light). Wether this
matter forms winds or blobs is still matter of debate together with the assessment
of the real statistical significance of the measured absorption lines. Nonetheless,
if confirmed, these phenomena are of outstanding interest because they offer new
potential probes for the dynamics of the innermost regions of accretion flows, to
tackle the formation of ejecta/jets and to place constraints on the rate of kinetic
energy injected by AGNs into the ISM and IGM. Future high energy missions
(such as the planned Simbol-X and IXO) will likely allow an exciting step forward
in our understanding of the flow dynamics around black holes and the formation of
the highest velocity outflows.
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Shocks and turbulence in simulated large scale structuresVazza, Franco <1979> 07 April 2009 (has links)
No description available.
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