The arcsine distribution looks at the fraction of time one player is winning in a fair coin toss game and has been studied for over a hundred years. There has been little further work on how the distribution changes when the coin tosses are not fair or when a player has already won the initial coin tosses or, equivalently, starts with a lead. This thesis will first cover a proof of the arcsine distribution. Then, we explore how the distribution changes when the coin the is unfair. Finally, we will explore the distribution when one person has won the first few flips.

En présence de diffusions multiples, les algorithmes de Monte-Carlo sont trop coûteux pour être employés dans les algorithmes de reconstruction d'images de géométries tridimensionnelles réalistes. Pour des trajectoires de premiers retours, l'approximation de diffusion est communément employée afin de représenter la statistique des chemins aux nombres de Knudsen tendant vers zéro. En formulant des problèmes équivalents sur des trajectoires de premiers passages, l'usage de l'approximation est étendue en un développement théorique. Cette nouvelle formulation assure un bon niveau de précision, sur une large plage de valeurs du nombre de Knudsen en ce qui concerne l'évaluation des moments de la distribution des longueurs des chemins de premier retour. La résolution numérique du modèle formulé est confrontée aux simulations numériques type Monte- Carlo sur des géométries mono-dimensionnelles et un cas tridimensionel ouvrant des perspectives vers une généralisation aux applications réelles. / For multiple scattering, Monte-Carlo algorithms are computationally too demanding for use in image reconstruction of 3D realistic geometries. In the study of first return path, the diffusion approximation is commonly used to represent their statistical behaviour when the Knudsen number tends to zero. With the formulation of equivalent problems for first passage path, the use of the approximation is extended in a theoretical development. The new model provides a good level of accuracy, for a wide distribution of Knudsen numbers when evaluating the moments distribution of the first return paths length. Numerical application of the model is confronted to Monte-Carlo simulations on one dimension geometries and a simple three-dimension case opening perspectives for the generalization to practical applications.

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior - CAPES / Based on the article “Hyperbolic Main Cycles on Hypersurface of R4”, Garcia, see [4], we will study the bending lines in the vicinity of a main loop, closed bending line, a hypersurface immersed in R4. For this, we will define the Poincaré transformation associated with the cycle and calculate its derivative. With this analysis, we show under what conditions we can become hyperbolic, with a small deformation in the immersion, a major cycle given. Finally, we will build an example of a hypersurface containing a hyperbolic primary cycle, based on the article “Surfaces Around Closed Main Curvature Lines, an Inverse Problem." Garcia, Mello and Sotomayor, see [5]. / Tomando como base o artigo “Hyperbolic Principal Cycles on Hyper-surface of R4", de Garcia, ver [4], estudaremos as linhas de curvatura na vizinhança de um ciclo principal, linha de curvatura fechada, de uma hipersuperfície imersa no R4. Para isso, definiremos a transformação de Poincaré associada ao ciclo e calcularemos a sua derivada. Com essa análise, mostraremos sob quais condições podemos tornar hiperbólico, com uma pequena deformação na imersão, um ciclo principal dado. E por fim, construiremos um exemplo de uma hipersuperfície contendo um ciclo principal hiperbólico, baseando-nos no artigo “Surfaces Around Closed Principal Curvature Lines, an Inverse Problem." de Garcia, Mello e Sotomayor, ver [5].