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We explore the effect of multiscale structure on weakly interacting diffusions through two main projects. In the first, we consider a collection of weakly interacting diffusion processes moving in a two-scale locally periodic environment. We study the large deviations principle of the empirical distribution of the particles' positions in the combined limit as the number of particles grow to infinity and the time-scale separation parameter goes to zero simultaneously. We make use of weak convergence methods providing a convenient representation for the large deviations rate function, which allow us to characterize the effective controlled mean field dynamics. In addition, we obtain equivalent representations for the large deviations rate function of the form of Dawson-Gartner which hold even in the case where the diffusion matrix depends on the empirical measure and when the particles undergo averaging in addition to the propagation of chaos. In the second, we consider a fully-coupled slow-fast system of McKean-Vlasov SDEs with full dependence on the slow and fast component and on the law of the slow component and derive convergence rates to its homogenized limit. We do not make periodicity assumptions, but we impose conditions on the fast motion to guarantee ergodicity. In the course of the proof we obtain related ergodic theorems and we gain results on the regularity of Poisson type of equations and of the associated Cauchy-Problem on the Wasserstein space that are of independent interest.

University of Macau / Faculty of Education

Les processus de Cox-Ingersoll-Ross et de Heston jouent un rôle prépondérant dans la modélisation mathématique des cours d’actifs financiers ou des taux d’intérêts. Dans cette thèse, on s’intéresse à l’estimation de leurs paramètres à partir de l’observation en temps continu d’une de leurs trajectoires. Dans un premier temps, on se place dans le cas où le processus CIR est géométriquement ergodique et ne s’annule pas. On établit alors un principe de grandes déviationspour l’estimateur du maximum de vraisemblance du couple des paramètres de dimension et de dérive d’un processus CIR. On établit ensuite un principe de déviations modérées pour l’estimateur du maximum de vraisemblance des quatre paramètres d’un processus de Heston, ainsi que pour l’estimateur du maximum de vraisemblance du couple des paramètres d’un processus CIR. Contrairement à ce qui a été fait jusqu’ici dans la littérature,les paramètres sont estimés simultanément. Dans un second temps, on ne se restreint plus au cas où le processus CIR n’atteint jamais zéro et on propose un nouvel estimateur des moindres carrés pondérés pour le quadruplet des paramètres d’un processus de Heston.On établit sa consistance forte et sa normalité asymptotique, et on illustre numériquement ses bonnes performances. / The Cox-Ingersoll-Ross process and the Heston process are widely used in financial mathematics for pricing and hedging or to model interest rates. In this thesis, we focus on estimating their parameters using continuous-time observations. Firstly, we restrict ourselves to the most tractable situation where the CIR processis geometrically ergodic and does not vanish. We establish a large deviations principle for the maximum likelihood estimator of the couple of dimensionnal and drift parameters of a CIR process. Then we establish a moderate deviations principle for the maximum likelihood estimator of the four parameters of an Heston process, as well as for the maximum likelihood estimator of the couple of parameters of a CIR process. In contrast to the previous literature, parameters are estimated simultaneously. Secondly, we do not restrict ourselves anymore to the case where the CIR process never reaches zero and we introduce a new weighted least squares estimator for the quadruplet of parameters of an Heston process. We establish its strong consitency and asymptotic normality, and we illustrate numerically its good performances.

The purpose of this study was to explore the developmental characteristics of young children (ages 11-60 months) with prenatal substance-exposure. A developmental rating scale, the Developmental Checklist (DC) of the Developmental Observation Checklists (DOCs) was utilized. The DC measures the domains of language, motor, social/behavioral, and cognition, as well as overall developmental status.

We study the totally asymmetric exclusion process on the positive integers with a single particle source at the origin. Liggett (1975) has shown that the long term behaviour of this process has a phase transition: If the particle production rate at the source and the initial density are below certain critical values, the stationary measure is a product measure, otherwise the stationary measure is spatially correlated. Following the approach of Derrida et al. (1993) it was shown by Grosskinsky (2004) that these correlations can be described by means of a matrix product representation. In this thesis we derive a large deviation principle with explicit rate function for the particle density in a macroscopic box based on this representation. The novel and rigorous technique we develop for this problem combines spectral theoretical and combinatorial ideas and has the potential to be applicable to other models described by matrix products.

Nesta dissertação de mestrado, vamos apresentar uma prova para os grandes desvios para variáveis aleatórias independentes e identicamente distribuídas com todos os momentos finitos e para a medida empírica de cadeias de Markov com espaço de estados finito e tempo discreto. Além disso, abordaremos os teoremas de Sanov e Gärtner-Ellis. / In this master thesis it is presented a proof of the large deviations for independent and identically distributed random variables with all finite moments and for the empirical measure of Markov chains with finite state space and with discrete time. Moreover, we address the theorems of Sanov and of Gartner-Ellis.

This Diploma thesis aims to theoretically define tools used by modern controlling and then practically apply them in specific company in Czech Republic. To analyse the chosen company will be used both strategic and operational controlling instruments. Calculations and analysis will help the company to understand the environment in which they operate and which is their current position. Finally I formulate opinions and recommendations about the currently used procedures in the company.

La présence d'interactions à longue portée induit des propriétés très particulières~: énergie non additive, dynamique cohérente à l'échelle du système entier... Ces propriétés spécifiques ne dépendent pas de la nature de l'interaction à longue portée, qui peut avoir une origine variée (gravitationnelle, Coulombienne non écrantée, interaction entre vortex en turbulence 2D, couplage ondes-particules...); le but de cette thèse est d'explorer l'universalité des comportements de ces systèmes avec interactions à longue portée. Nous partons donc de modèles jouets simples, pour dégager des méthodes et résultats généraux. Nous étudions d'abord la mécanique statistique d'équilibre, dont certaines anomalies sont connues~: chaleur specifique négative, ensembles statistiques inéquivalents par exemple. Nous montrons la présence de ces anomalies sur l'exemple d'un modèle de spins champ moyen exactement soluble, autour d'un point tricritique. Nous décrivons ensuite une méthode générale fondée sur la théorie des grandes déviations pour résoudre la mécanique statistique des systèmes à longue portée, dans les ensembles canonique et microcanonique, et nous l'appliquons à plusieurs systèmes dont la solution microcanonique était jusqu'ici inaccessible. A partir de ces résultats, nous classifions les différentes situations possibles d'inéquivalence entre les ensembles. Puis nous nous intéressons à la dynamique hors équilibre des systèmes avec interactions à longue portée~: nous étudions en détail un exemple de formation de structures, et nous présentons et illustrons un scénario général de la relaxation lente vers l'équilibre, fondé sur le lien étroit avec l'équation de Vlasov. Enfin, nous appliquons les idées et méthodes mises en évidence à un modèle simple de laser à électrons libres, ce qui fournit une approche originale, complémentaire à l'étude habituelle purement dynamique de ce type de lasers.

<p>The main purpose with this essay is to evaluate how the characters of the sexually deviated was discussed during the sexual political debate in the 1960s, and if those apprehensions were reflected in SOU 1976:9 concerning sexual abuse. Furthermore, my prime intention will be to compare the reconstructed historical context, alias the sexual political debate, with the analyzed document, with the purpose to explicate why the anticipated political action weren’t sanctioned and implemented by the parliament. The analysis is carried out through a methodology that retrieves its primal premises from Quentin Skinners theories regarding the history of ideas. My most essential conclusions would be that there in fact existed an equivalence regarding the ideological framework between the radical axioms that was conceived during the sexual political debate and the stipulations that was formulated in the document. Thus, the comparison indicate that SOU 1976:9 was published in a ideological milieu that were in fact contrasting with the ontological premises that supposedly guided the committees intentions.</p>