For a dynamical system on a metric space a shrinking-target set consists of those points whose orbit hit a given ball of shrinking radius infinitely often. Historically such sets originate in Diophantine approximation, in which case they describe the set of well-approximable numbers. One aspect of such sets that is often studied is their Hausdorff dimension. We will show that an analogue of Bowen's dimension formula holds for such sets when they are generated by conformal non-autonomous iterated function systems satisfying some natural assumptions.

The aim of this thesis is to develop the dimension theory of self-affine carpets in several directions. Self-affine carpets are an important class of planar self-affine sets which have received a great deal of attention in the literature on fractal geometry over the last 30 years. These constructions are important for several reasons. In particular, they provide a bridge between the relatively well-understood world of self-similar sets and the far from understood world of general self-affine sets. These carpets are designed in such a way as to facilitate the computation of their dimensions, and they display many interesting and surprising features which the simpler self-similar constructions do not have. For example, they can have distinct Hausdorff and packing dimensions and the Hausdorff and packing measures are typically infinite in the critical dimensions. Furthermore, they often provide exceptions to the seminal result of Falconer from 1988 which gives the `generic' dimensions of self-affine sets in a natural setting. The work in this thesis will be based on five research papers I wrote during my time as a PhD student. The first contribution of this thesis will be to introduce a new class of self-affine carpets, which we call box-like self-affine sets, and compute their box and packing dimensions via a modified singular value function. This not only generalises current results on self-affine carpets, but also helps to reconcile the `exceptional constructions' with Falconer's singular value function approach in the generic case. This will appear in Chapter 2 and is based on a paper which appeared in 'Nonlinearity' in 2012. In Chapter 3 we continue studying the dimension theory of self-affine sets by computing the Assouad and lower dimensions of certain classes. The Assouad and lower dimensions have not received much attention in the literature on fractals to date and their importance has been more related to quasi-conformal maps and embeddability problems. This appears to be changing, however, and so our results constitute a timely and important contribution to a growing body of literature on the subject. The material in this Chapter will be based on a paper which has been accepted for publication in 'Transactions of the American Mathematical Society'. In Chapters 4-6 we move away from the classical setting of iterated function systems to consider two more exotic constructions, namely, inhomogeneous attractors and random 1-variable attractors, with the aim of developing the dimension theory of self-affine carpets in these directions. In order to put our work into context, in Chapter 4 we consider inhomogeneous self-similar sets and significantly generalise the results on box dimensions obtained by Olsen and Snigireva, answering several questions posed in the literature in the process. We then move to the self-affine setting and, in Chapter 5, investigate the dimensions of inhomogeneous self-affine carpets and prove that new phenomena can occur in this setting which do not occur in the setting of self-similar sets. The material in Chapter 4 will be based on a paper which appeared in 'Studia Mathematica' in 2012, and the material in Chapter 5 is based on a paper, which is in preparation. Finally, in Chapter 6 we consider random self-affine sets. The traditional approach to random iterated function systems is probabilistic, but here we allow the randomness in the construction to be provided by the topological structure of the sample space, employing ideas from Baire category. We are able to obtain very general results in this setting, relaxing the conditions on the maps from `affine' to `bi-Lipschitz'. In order to get precise results on the Hausdorff and packing measures of typical attractors, we need to specialise to the setting of random self-similar sets and we show again that several interesting and new phenomena can occur when we relax to the setting of random self-affine carpets. The material in this Chapter will be based on a paper which has been accepted for publication by 'Ergodic Theory and Dynamical Systems'.

This thesis concerns an active research area within fractal geometry. In the first part, in Chapters 2 and 3, for directed graph iterated function systems (IFSs) defined on ℝ, we prove that a class of 2-vertex directed graph IFSs have attractors that cannot be the attractors of standard (1-vertex directed graph) IFSs, with or without separation conditions. We also calculate their exact Hausdorff measure. Thus we are able to identify a new class of attractors for which the exact Hausdorff measure is known. We give a constructive algorithm for calculating the set of gap lengths of any attractor as a finite union of cosets of finitely generated semigroups of positive real numbers. The generators of these semigroups are contracting similarity ratios of simple cycles in the directed graph. The algorithm works for any IFS defined on ℝ with no limit on the number of vertices in the directed graph, provided a separation condition holds. The second part, in Chapter 4, applies to directed graph IFSs defined on ℝⁿ . We obtain an explicit calculable value for the power law behaviour as r → 0⁺ , of the qth packing moment of μ[subscript(u)], the self-similar measure at a vertex u, for the non-lattice case, with a corresponding limit for the lattice case. We do this (i) for any q ∈ ℝ if the strong separation condition holds, (ii) for q ≥ 0 if the weaker open set condition holds and a specified non-negative matrix associated with the system is irreducible. In the non-lattice case this enables the rate of convergence of the packing L[superscript(q)]-spectrum of μ[subscript(u)] to be determined. We also show, for (ii) but allowing q ∈ ℝ, that the upper multifractal q box-dimension with respect to μ[subscript(u)], of the set consisting of all the intersections of the components of F[subscript(u)], is strictly less than the multifractal q Hausdorff dimension with respect to μ[subscript(u)] of F[subscript(u)].

L'analyse multifractale est l'étude des propriétés locales des ensembles de mesures ou de fonctions. Son importance est apparue dans le cadre de la turbulence pleinement développée. Dans ce cadre, l'expérimentateur n'a pas accès à la vitesse en tout point d'un fluide mais il peut mesurer sa valeur en un point en fonction du temps. On ne mesure donc pas directement la fonction vitesse du fluide, mais sa trace. Cette thèse sera essentiellement consacrée à l'étude du comportement local de traces de fonctions d'espaces de Besov : nous déterminerons la dimension de Hausdorff des ensembles de points ayant un exposant de Hölder donné (spectre multifractal). Afin de caractériser facilement l'exposant de Hölder et l'appartenance à un espace de Besov, on utilisera la décomposition de fonctions sur les bases d'ondelettes.Nous n'obtiendrons pas la valeur du spectre de la trace de toute fonction d'un espace de Besov mais sa valeur pour un ensemble générique de fonctions. On fera alors appel à deux notions de généricité différentes : la prévalence et la généricité au sens de Baire. Ces notions ne coïncident pas toujours, mais, ici on obtiendra les mêmes résultats. Dans la dernière partie, afin de déterminer la forme que peut prend un spectre multifractal, on construira une fonction qui est son propre spectre / Multifractal analysis consists in the study of local properties of set of measures or functions. Its importance appeared in the frame of fully developed turbulence. In this area, physicists do not know the velocity of a fluid at all points but they can measure its value in one point in function of time. Hence, they do not measure the velocity function of the fluid but its trace.This thesis will be mainly dedicated to the study of local behavior of traces of Besov functions: we will determine the Hausdorff dimension of sets of points with a given Hölder exponent (the so-called multifractal spectrum). In order to easily characterize Hölder exponent and Besov spaces, we will use wavelet decomposition. We will not get the value of the multifractal spectrum of the trace of all functions of a Besov space, but its value for a generic set of functions. Then, we will use two notions of genericity : prevalence and Baire's genericity. Even if generic and prevalent properties can be different, here they will be the same.In the last part, in order to establish what a multifractal spectrum shape can be, we will construct a function which is its own spectrum

Submitted by Bruna Rodrigues (bruna92rodrigues@yahoo.com.br) on 2016-10-10T13:51:29Z No. of bitstreams: 1 DissWM.pdf: 576272 bytes, checksum: 2aed9c1a9025d2818155f1b5a16ffc54 (MD5) / Approved for entry into archive by Marina Freitas (marinapf@ufscar.br) on 2016-10-21T13:33:51Z (GMT) No. of bitstreams: 1 DissWM.pdf: 576272 bytes, checksum: 2aed9c1a9025d2818155f1b5a16ffc54 (MD5) / Approved for entry into archive by Marina Freitas (marinapf@ufscar.br) on 2016-10-21T13:34:02Z (GMT) No. of bitstreams: 1 DissWM.pdf: 576272 bytes, checksum: 2aed9c1a9025d2818155f1b5a16ffc54 (MD5) / Made available in DSpace on 2016-10-21T13:34:12Z (GMT). No. of bitstreams: 1 DissWM.pdf: 576272 bytes, checksum: 2aed9c1a9025d2818155f1b5a16ffc54 (MD5) Previous issue date: 2016-02-17 / Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq) / We present a study of rank-one perturbations of self-adjoint and unitary operators, in particular related to the so-called Kotani’s trick. In Chapter 2 we recall relevant definitions and elementary facts. In Chapter 3 we present recent results by Marx, which involve self-adjoint operators and Hausdorff measures. A generalization of such results to the set of unitary operators is described in Chapter 4. / Apresentaremos um estudo realizados sobre pertubações de posto 1 de operadores auto-adjuntos e unitários, particularmente relacionados ao chamado truque de Kotani. O Capítulo 2 consiste na exposição de definições elementares e fatos básicos que serão utilizados nos outros capítulos. O Capítulo 3 consiste na exposição de um estudo feito de um artigo recente de Marx sobre o tema, envolvendo operadores autoadjuntos e medidas de Hausdorff. Uma generalização dos resultados obtidos no artigo já mencionado para o contexto de operadores unitários é discutida no Capítulo 4.

Potential theory is the name given to the broad field of analysis encompassing such topics as harmonic and subharmonic functions, the Dirichlet problem, Green’s functions, potentials and capacity. In this text, our main goal will be to gain a deeper understanding towards complex dynamics, the study of dynamical systems defined by the iteration of analytic functions, using the tools and techniques of potential theory. We will restrict ourselves to holomorphic polynomials in C. At first, we will discuss briefly about harmonic and subharmonic functions. In course, potential theory will repay its debt to complex analysis in the form of some beautiful applications regarding the Julia sets (defined in Chapter 8) of a certain family of polynomials, or a single one. We will be able to provide an explicit formula for computing the capacity of a Julia set, which in some sense, gives us a finer measurement of the set. In turn, this provides us with a sharp estimate for the diameter of the Julia set. Further if we pick any point w from the Julia set, then the inverse images q−n(w) span the whole Julia set. In fact, the point-mass measures with support at the discrete set consisting of roots of the polynomial, (qn-w) will eventually converge to the equilibrium measure of the Julia set, in the weak*-sense. This provides us with a very effective insight into the analytic structure of the set. Hausdorff dimension is one of the most effective notions of fractal dimension in use. With the help of potential theory and some ergodic theory, we can show that for a certain holomorphic family of polynomials varying over a simply connected domain D, one can gain nice control over how the Hausdorff dimensions of the respective Julia sets change with the parameter λ in D.

The thesis consists of four main chapters. The first chapter includes an introduction to inhomogeneous self-similar sets and measures. In particular, we show that these sets and measures are natural generalizations of the well known self-similar sets and measures. We then investigate the structure of these sets and measures. In the second chapter we study various fractal dimensions (Hausdorff, packing and box dimensions) of inhomogeneous self-similar sets and compare our results with the well-known results for (ordinary) self-similar sets. In the third chapter we investigate the L {q} spectra and the Renyi dimensions of inhomogeneous self-similar measures and prove that new multifractal phenomena, not exhibited by (ordinary) self-similar measures, appear in the inhomogeneous case. Namely, we show that inhomogeneous self-similar measures may have phase transitions which is in sharp contrast to the behaviour of the L {q} spectra of (ordinary) self-similar measures satisfying the Open Set Condition. Then we study the significantly more difficult problem of computing the multifractal spectra of inhomogeneous self-similar measures. We show that the multifractal spectra of inhomogeneous self-similar measures may be non-concave which is again in sharp contrast to the behaviour of the multifractal spectra of (ordinary) self-similar measures satisfying the Open Set Condition. Then we present a number of applications of our results. Many of them are related to the notoriously difficult problem of computing (or simply obtaining non-trivial bounds) for the multifractal spectra of self-similar measures not satisfying the Open Set Condition. More precisely, we will show that our results provide a systematic approach to obtain non-trivial bounds (and in some cases even exact values) for the multifractal spectra of several large and interesting classes of self-similar measures not satisfying the Open Set Condition. In the fourth chapter we investigate the asymptotic behaviour of the Fourier transforms of inhomogeneous self-similar measures and again we present a number of applications of our results, in particular to non-linear self-similar measures.

We introduce methods to cope with self-similar sets when we do not assume any separation condition. For a self-similar set K ⊆ ℝᵈ we establish a similarity dimension-like formula for Hausdorff dimension regardless of any separation condition. By the application of this result we deduce that the Hausdorff measure and Hausdorff content of K are equal, which implies that K is Ahlfors regular if and only if Hᵗ (K) > 0 where t = dim[sub]H K. We further show that if t = dim[sub]H K < 1 then Hᵗ (K) > 0 is also equivalent to the weak separation property. Regarding Hausdorff dimension, we give a dimension approximation method that provides a tool to generalise results on non-overlapping self-similar sets to overlapping self-similar sets. We investigate how the Hausdorff dimension and measure of a self-similar set K ⊆ ℝᵈ behave under linear mappings. This depends on the nature of the group T generated by the orthogonal parts of the defining maps of K. We show that if T is finite then every linear image of K is a graph directed attractor and there exists at least one projection of K such that the dimension drops under projection. In general, with no restrictions on T we establish that Hᵗ (L ∘ O(K)) = Hᵗ (L(K)) for every element O of the closure of T , where L is a linear map and t = dim[sub]H K. We also prove that for disjoint subsets A and B of K we have that Hᵗ (L(A) ∩ L(B)) = 0. Hochman and Shmerkin showed that if T is dense in SO(d; ℝ) and the strong separation condition is satisfied then dim[sub]H (g(K)) = min {dim[sub]H K; l} for every continuously differentiable map g of rank l. We deduce the same result without any separation condition and we generalize a result of Eroğlu by obtaining that Hᵗ (g(K)) = 0. We show that for the attractor (K1, … ,Kq) of a graph directed iterated function system, for each 1 ≤ j ≤ q and ε > 0 there exists a self-similar set K ⊆ Kj that satisfies the strong separation condition and dim[sub]H Kj - ε < dim[sub]H K. We show that we can further assume convenient conditions on the orthogonal parts and similarity ratios of the defining similarities of K. Using this property we obtain results on a range of topics including on dimensions of projections, intersections, distance sets and sums and products of sets. We study the situations where the Hausdorff measure and Hausdorff content of a set are equal in the critical dimension. Our main result here shows that this equality holds for any subset of a set corresponding to a nontrivial cylinder of an irreducible subshift of finite type, and thus also for any self-similar or graph directed self-similar set, regardless of separation conditions. The main tool in the proof is an exhaustion lemma for Hausdorff measure based on the Vitali's Covering Theorem. We also give several examples showing that one cannot hope for the equality to hold in general if one moves in a number of the natural directions away from `self-similar'. Finally we consider an analogous version of the problem for packing measure. In this case we need the strong separation condition and can only prove that the packing measure and δ-approximate packing pre-measure coincide for sufficiently small δ > 0.

Dans ce travail de thèse le processus d'information concernant un instant de défaut τ dans un modèle de risque de crédit est décrit par un pont brownien sur l'intervalle stochastique [0, τ]. Un tel processus de pont est caractérisé comme plus adapté dans la modélisation que le modèle classique considérant l'indicatrice I[0,τ]. Après l'étude des formules de Bayes associées, cette approche de modélisation de l'information concernant le temps de défaut est reliée avec d'autres informations sur le marché financier. Ceci est fait à l'aide de la théorie du grossissement de filtration, où la filtration générée par le processus d'information est élargie par la filtration de référence décrivant d'autres informations n'étant pas directement liées avec le défaut. Une attention particulière est consacrée à la classification du temps de défaut par rapport à la filtration minimale mais également à la filtration élargie. Des conditions suffisantes, sous lesquelles τ est totalement inaccessible, sont discutées, mais également un exemple est donné dans lequel τ évite les temps d'arrêt, est totalement inaccessible par rapport à la filtration minimale et prévisible par rapport à la filtration élargie. Enfin, des contrats financiers comme, par exemple, des obligations privée et des crédits default swaps, sont étudiés dans le contexte décrit ci-dessus. / In this PhD thesis the information process concerning a default time τ in a credit risk model is described by a Brownian bridge over the random time interval [0, τ]. Such a bridge process is characterised as to be a more adapted model than the classical one considering the indicator function I[0,τ]. After the study of related Bayes formulas, this approach of modelling information concerning the default time is related with other financial information. This is done with the help of the theory of enlargement of filtration, where the filtration generated by the information process is enlarged with a reference filtration modelling other information not directly associated with the default. A particular attention is paid to the classification of the default time with respect to the minimal filtration but also with respect to the enlarged filtration. Sufficient conditions under which τ is totally inaccessible are discussed, but also an example is given of a τ avoiding the stopping times of the reference filtration, which is totally inaccessible with respect to its own filtration and predictable with respect to the enlarged filtration. Finally, common financial contracts like defaultable bonds and credit default swaps are considered in the above described settings.