<p>In this thesis we study several inverse sampling procedures to test for homogeneity in a multivariate hypergeometric distribution. The procedures are finite population analogues of the procedures introduced in Panchapakesan et al. (1998) for the multinomial distribution. In order to develop some exact calculations for critical values not considered in Panchapakesan et al. we introduce some terminologies for target probabilities, transfer probabilities, potential target points, right intersection, and left union. Under the null and the alternative hypotheses, we give theorems to calculate the target and transfer probabilities, we then use these results to develop exact calculations for the critical values and powers of one of the procedures. We also propose a new approximate calculation. In order to speed up some of the calculations, we propose several fast algorithms for multiple summation.</p> <p>N >= 1680000, all the results are the same as those in the multinomial distribution.</p> <p>The computing results showed that the simulations agree closely with the exact results. For small population sizes the critical values and powers of the procedures are different from the corresponding multinomial procedures, but when</p> / Master of Science (MSc)

Cette thèse traite de la classification analytique du déploiement de systèmes différentiels linéaires ayant une singularité irrégulière. Elle est composée de deux articles sur le sujet: le premier présente des résultats obtenus lors de l'étude de la confluence de l'équation hypergéométrique et peut être considéré comme un cas particulier du second; le deuxième contient les théorèmes et résultats principaux. Dans les deux articles, nous considérons la confluence de deux points singuliers réguliers en un point singulier irrégulier et nous étudions les conséquences de la divergence des solutions au point singulier irrégulier sur le comportement des solutions du système déployé. Pour ce faire, nous recouvrons un voisinage de l'origine (de manière ramifiée) dans l'espace du paramètre de déploiement $\epsilon$. La monodromie d'une base de solutions bien choisie est directement reliée aux matrices de Stokes déployées. Ces dernières donnent une interprétation géométrique aux matrices de Stokes, incluant le lien (existant au moins pour les cas génériques) entre la divergence des solutions à $\epsilon=0$ et la présence de solutions logarithmiques autour des points singuliers réguliers lors de la résonance. La monodromie d'intégrales premières de systèmes de Riccati correspondants est aussi interprétée en fonction des éléments des matrices de Stokes déployées. De plus, dans le second article, nous donnons le système complet d'invariants analytiques pour le déploiement de systèmes différentiels linéaires $x^2y'=A(x)y$ ayant une singularité irrégulière de rang de Poincaré $1$ à l'origine au-dessus d'un voisinage fixé $\mathbb{D}_r$ dans la variable $x$. Ce système est constitué d'une partie formelle, donnée par des polynômes, et d'une partie analytique, donnée par une classe d'équivalence de matrices de Stokes déployées. Pour chaque valeur du paramètre $\epsilon$ dans un secteur pointé à l'origine d'ouverture plus grande que $2\pi$, nous recouvrons l'espace de la variable, $\mathbb{D}_r$, avec deux secteurs et, au-dessus de chacun, nous choisissons une base de solutions du système déployé. Cette base sert à définir les matrices de Stokes déployées. Finalement, nous prouvons un théorème de réalisation des invariants qui satisfont une condition nécessaire et suffisante, identifiant ainsi l'ensemble des modules. / This thesis deals with the analytic classification of unfoldings of linear differential systems with an irregular singularity. It contains two papers related to this subject: the first paper presents results concerning the confluence of the hypergeometric equation and may be viewed as a particular case of the second one; the second paper contains the main theorems and results. In both papers, we study the confluence of two regular singular points into an irregular one and we give consequences of the divergence of solutions at the irregular singular point for the unfolded system. For this study, a full neighborhood of the origin is covered (in a ramified way) in the space of the unfolding parameter $\epsilon$. Monodromy of a well chosen basis of solutions around the regular singular points is directly linked to the unfolded Stokes matrices. These matrices give a complete geometric interpretation to the well-known Stokes matrices: this includes the link (existing at least for the generic cases) between the divergence of the solutions at $\epsilon=0$ and the presence of logarithmic terms in the solutions for resonant values of $\epsilon$. Monodromy of first integrals of related Riccati systems are also interpreted in terms of the elements of the unfolded Stokes matrices. The second paper goes further into the subject, giving the complete system of analytic invariants for the unfoldings of nonresonant linear differential systems $x^2y'=A(x)y$ with an irregular singularity of Poincaré rank $1$ at the origin over a fixed neighborhood $\mathbb{D}_r$ in the space of the variable $x$. It consists of a formal part, given by polynomials, and an analytic part, given by an equivalence class of unfolded Stokes matrices. For each parameter value $\epsilon$ taken in a sector pointed at the origin of opening larger than $2\pi$, we cover the space of the variable, $\mathbb{D}_r$, with two sectors and, over each of them, we construct a well chosen basis of solutions of the unfolded differential system. This basis is used to define the unfolded Stokes matrices. Finally, we give a realization theorem for the invariants satisfying a necessary and sufficient condition, thus identifying the set of modules.

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Cette thèse traite de la classification analytique du déploiement de systèmes différentiels linéaires ayant une singularité irrégulière. Elle est composée de deux articles sur le sujet: le premier présente des résultats obtenus lors de l'étude de la confluence de l'équation hypergéométrique et peut être considéré comme un cas particulier du second; le deuxième contient les théorèmes et résultats principaux. Dans les deux articles, nous considérons la confluence de deux points singuliers réguliers en un point singulier irrégulier et nous étudions les conséquences de la divergence des solutions au point singulier irrégulier sur le comportement des solutions du système déployé. Pour ce faire, nous recouvrons un voisinage de l'origine (de manière ramifiée) dans l'espace du paramètre de déploiement $\epsilon$. La monodromie d'une base de solutions bien choisie est directement reliée aux matrices de Stokes déployées. Ces dernières donnent une interprétation géométrique aux matrices de Stokes, incluant le lien (existant au moins pour les cas génériques) entre la divergence des solutions à $\epsilon=0$ et la présence de solutions logarithmiques autour des points singuliers réguliers lors de la résonance. La monodromie d'intégrales premières de systèmes de Riccati correspondants est aussi interprétée en fonction des éléments des matrices de Stokes déployées. De plus, dans le second article, nous donnons le système complet d'invariants analytiques pour le déploiement de systèmes différentiels linéaires $x^2y'=A(x)y$ ayant une singularité irrégulière de rang de Poincaré $1$ à l'origine au-dessus d'un voisinage fixé $\mathbb{D}_r$ dans la variable $x$. Ce système est constitué d'une partie formelle, donnée par des polynômes, et d'une partie analytique, donnée par une classe d'équivalence de matrices de Stokes déployées. Pour chaque valeur du paramètre $\epsilon$ dans un secteur pointé à l'origine d'ouverture plus grande que $2\pi$, nous recouvrons l'espace de la variable, $\mathbb{D}_r$, avec deux secteurs et, au-dessus de chacun, nous choisissons une base de solutions du système déployé. Cette base sert à définir les matrices de Stokes déployées. Finalement, nous prouvons un théorème de réalisation des invariants qui satisfont une condition nécessaire et suffisante, identifiant ainsi l'ensemble des modules. / This thesis deals with the analytic classification of unfoldings of linear differential systems with an irregular singularity. It contains two papers related to this subject: the first paper presents results concerning the confluence of the hypergeometric equation and may be viewed as a particular case of the second one; the second paper contains the main theorems and results. In both papers, we study the confluence of two regular singular points into an irregular one and we give consequences of the divergence of solutions at the irregular singular point for the unfolded system. For this study, a full neighborhood of the origin is covered (in a ramified way) in the space of the unfolding parameter $\epsilon$. Monodromy of a well chosen basis of solutions around the regular singular points is directly linked to the unfolded Stokes matrices. These matrices give a complete geometric interpretation to the well-known Stokes matrices: this includes the link (existing at least for the generic cases) between the divergence of the solutions at $\epsilon=0$ and the presence of logarithmic terms in the solutions for resonant values of $\epsilon$. Monodromy of first integrals of related Riccati systems are also interpreted in terms of the elements of the unfolded Stokes matrices. The second paper goes further into the subject, giving the complete system of analytic invariants for the unfoldings of nonresonant linear differential systems $x^2y'=A(x)y$ with an irregular singularity of Poincaré rank $1$ at the origin over a fixed neighborhood $\mathbb{D}_r$ in the space of the variable $x$. It consists of a formal part, given by polynomials, and an analytic part, given by an equivalence class of unfolded Stokes matrices. For each parameter value $\epsilon$ taken in a sector pointed at the origin of opening larger than $2\pi$, we cover the space of the variable, $\mathbb{D}_r$, with two sectors and, over each of them, we construct a well chosen basis of solutions of the unfolded differential system. This basis is used to define the unfolded Stokes matrices. Finally, we give a realization theorem for the invariants satisfying a necessary and sufficient condition, thus identifying the set of modules.

This thesis considers new methods that exploit recent developments in computer technology to address three extant problems in the area of Finance and Econometrics. The problem of Asian option pricing has endured for the last two decades in spite of many attempts to find a robust solution across all parameter values. All recently proposed methods are shown to fail when computations are conducted using standard machine precision because as more and more accuracy is forced upon the problem, round-off error begins to propagate. Using recent methods from numerical analysis based on multi-precision arithmetic, we show using the Mathematica platform that all extant methods have efficacy when computations use sufficient arithmetic precision. This creates the proper framework to compare and contrast the methods based on criteria such as computational speed for a given accuracy. Numerical methods based on a deformation of the Bromwich contour in the Geman-Yor Laplace transform are found to perform best provided the normalized strike price is above a given threshold; otherwise methods based on Euler approximation are preferred. The same methods are applied in two other contexts: the simulation of stable distributions and the computation of unit root densities in Econometrics. The stable densities are all nested in a general function called a Fox H function. The same computational difficulties as above apply when using only double-precision arithmetic but are again solved using higher arithmetic precision. We also consider simulating the densities of infinitely divisible distributions associated with hyperbolic functions. Finally, our methods are applied to unit root densities. Focusing on the two fundamental densities, we show our methods perform favorably against the extant methods of Monte Carlo simulation, the Imhof algorithm and some analytical expressions derived principally by Abadir. Using Mathematica, the main two-dimensional Laplace transform in this context is reduced to a one-dimensional problem.

In this paper, we first present the basic principles of set theory and combinatorial analysis which are the most useful tools in computing probabilities. Then, we show some important properties derived from axioms of probability. Conditional probabilities come into play not only when some partial information is available, but also as a tool to compute probabilities more easily, even when partial information is unavailable. Then, the concept of random variable and its some related properties are introduced. For univariate random variables, we introduce the basic properties of some common discrete and continuous distributions. The important properties of jointly distributed random variables are also considered. Some inequalities, the law of large numbers and the central limit theorem are discussed. Finally, we introduce additional topics the Poisson process.