This study gives detailed proofs of some limit theorems in probability which are important in theoretical and applied probability, The general introduction contains definitions and theorems that are basic tools of the later development. Included in this first chapter is material concerning normal distributions and characteristic functions, The second chapter introduces lower and upper bounds of the ratio of the binomial distribution to the normal distribution., Then these bound are used to prove the local Deioivre-Laplace limit theorem. The third chapter includes proofs of the central limit theorems for identically distributed and non-identically distributed random variables,

We consider second and third order limit theorems--namely central-limit theorems, Berry-Esseen bounds and concentration inequalities-- and extend them for "symmetric" random objects, and general estimators of exchangeable structures. At first, we consider random processes whose distribution satisfies a symmetry property. Examples include exchangeability, stationarity, and various others. We show that, under a suitable mixing condition, estimates computed as ergodic averages of such processes satisfy a central limit theorem, a Berry-Esseen bound, and a concentration inequality. These are generalized further to triangular arrays, to a class of generalized U-statistics, and to a form of random censoring. As applications, we obtain new results on exchangeability, and on estimation in random fields and certain network model; extend results on graphon models; give a simpler proof of a recent central limit theorem for marked point processes; and establish asymptotic normality of the empirical entropy of a large class of processes. In certain special cases, we recover well-known properties, which can hence be interpreted as a direct consequence of symmetry. The proofs adapt Stein's method. Subsequently, we consider a sequence of-potentially random-functions evaluated along a sequence of exchangeable structures. We show that, under general stability conditions, those values are asymptotically normal. Those conditions are vaguely reminiscent of those familiar from concentration results, however not identical. We require that the output of the functions does not vary significantly when an entry is disturbed; and the size of this variation should not depend markedly on the other entries. Our result generalizes a number of known results, and as corollaries, we obtain new results for several applications: For randomly sub-sampled subgraphs; for risk estimates obtained by K-fold cross validation; and for the empirical risk of double bagging algorithms. The proof adapts the martingale central-limit theorem.

This thesis describes two main projects; the first one is the optimization of a hierarchical search strategy to search for unknown pulsars. This project is divided into two parts; the first part (and the main part) is the semi-coherent hierarchical optimization strategy. The second part is a coherent hierarchical optimization strategy which can be used in a project like Einstein@Home. In both strategies we have found that the 3-stages search is the optimum strategy to search for unknown pulsars. For the second project we have developed a computer software for a coherent Multi-IFO (Interferometer Observatory) search. To validate our software, we have worked on simulated data as well as hardware injected signals of pulsars in the fourth LIGO science run (S4). While with the current sensitivity of our detectors we do not expect to detect any true Gravitational Wave signals in our data, we can still set upper limits on the strength of the gravitational waves signals. These upper limits, in fact, tell us how weak a signal strength we would detect. We have also used our software to set upper limits on the signal strength of known isolated pulsars using LIGO fifth science run (S5) data. / Diese Dissertation besteht aus zwei Projekten: Im ersten Projekt wird die Optimierung einer hierarchischen Strategie zum Auffinden von 'unbekannten' Pulsaren beschrieben. Der erste Teil besteht dabei aus einer semi-kohärenten und der zweite Teil aus einer kohärenten Optimierungsstrategie, wie sie in Projekten wie Einstein@Home verwendet werden kann. In beiden Ansätzen erwies sich eine 3-Stufensuche als optimale Suchstrategie für 'unbekannte' Pulsare. Für das zweite Projekt entwickelten wir eine Software für eine kohärente Multi-IFO (Interferometer Observatory) Suche. Zum Validieren der Software verwendeten wir sowohl simulierte Daten als auch Hardware induzierte Signale von Pulsaren aus dem vierten 'LIGO Science run' (S4). Wir erwarten nicht, mit der aktuellen Empfindlichkeit unserer Detektoren echte GW- Signale aufzunehmen, können jedoch obere Grenzen für die Stärke der Gravitationswellen-Signale bestimmen. Diese oberen Grenzen geben uns an, wie schwach ein gerade noch detektierbares Signal werden kann. Ferner benutzten wir die Software um eine obere Grenze für bekannte, isolierte Pulsare zu bestimmen, wobei wir Daten aus dem fünften 'LIGO Science run (S5) verwendeten.

This paper provides microstructure models of order-driven market to analyze the dynamic dependencies of order strategy, price formation and order book information. This study gradually derives three models to shed light on those dynamic dependencies: risk-neutral order-submission model, risk-averse order-submission model and revision order-submission model based on order book information. Those inferences support that the order-driven market dynamically adjusts the bid/ask at any moment to generate enough price improvement return in order to cover the fluctuations of the adverse selection risk and the non-execution risk faced by limit order submitters of both side. In risk-neutral order-submission model, the model anatomizes adverse selection cost and bid-ask spread under risk-neutral preference of order submitters. This study finds that adverse selection cost comprises three components: arrival probability of informed traders, execution probability of setting price of limit order, cost-to-benefit ratio of investment. In risk-averse order-submission model, the model analyzes the optimal order-submission behavior of risk-averse uninformed traders. This study finds that the asset volatility is the key determinant of the adverse selection risk and the non-execution risk, and thereby the bid-ask spread is associated with the asset volatility. The novelty approach of this model could connect both previous risk-neutral models of Handa, Schwartz and Tiwari (2003) and Foucault (1999), which are the special cases of the reduced form of this model. In revision order-submission model, the model analyzes adverse selection costs and price formation of bid-ask spread, dynamically adjusted by previous state of limit order book in an electronic limit order market. Using order book data from the Taiwan Stock Exchange, the empirical analysis corroborates the following findings: (1) the state of the limit order book significantly affects subsequent order aggressiveness; (2) adverse selection cost and spread are negatively associated with the precision of order book information; (3) information effects of limit order book on the bid-ask spread provide strong support for the model.

Doctor of Philosophy / Department of Statistics / Christopher Vahl / Veterinary drugs are used extensively for disease prevention and treatment in food producing animals. The residues of these drugs and their metabolites can pose risks for human health. Therefore, a withdrawal time is established to ensure consumer safety so that tissue, milk or eggs from treated animals cannot be harvested for human consumption until enough time has elapsed for the residue levels to decrease to safe concentrations. Part of the process to establish a withdrawal time involves a linear regression to model drug residue depletion over time. This regression model is used to calculate a one-sided, upper tolerance limit for the amount of drug residue remaining in target tissue as a function of time. The withdrawal period is then determined by finding the smallest time so that the upper tolerance limit falls below the maximum residue limit. Observations with measured residue levels at or below the limit of quantitation (LOQ) of the analytical method present a special challenge in the estimation of the tolerance limit. Because values observed below the LOQ are thought to be unreliable, they add in an additional source of uncertainty and, if dealt with improperly or ignored, can introduce bias in the estimation of the withdrawal time. The U.S. Food and Drug Administration (FDA) suggests excluding such data while the European Medicine Agency (EMA) recommends replacing observations below the LOQ with a fixed number, specifically half the value of the LOQ. However, observations below LOQ are technically left censored and these methods are do not effectively address this fact. As an alternative, a regression method accounting for left-censoring is proposed and implemented in order to adequately model residue depletion over time. Furthermore, a method based on generalized (or fiducial) inference is developed to compute a tolerance limit with results from the proposed regression method. A simulation study is then conducted to compare the proposed withdrawal time calculation procedure to the current FDA and EMA approaches. Finally, the proposed procedures are applied to real experimental data.

A avaliação numérica das cargas limites (de colapso) de estruturas é obtida geralmente ou pela aplicação direta dos teoremas de análise limite junto com processos de otimização ou mediante análises incrementais, que levam em consideração o comportamento elasto-plástico do material. Entretanto, ambas as estratégias conduzem eventualmente a dificuldades numéricas, particularmente para cargas próximas à de colapso. Neste trabalho, emprega-se uma alternativa que consiste em simular assintoticamente o comportamento elasto-plástico mediante uma relação elástica não-linear. As vantagens deste tipo de formulação são a possibilidade de se lidar com leis de fluxo não-associadas e um custo computacional reduzido. A relação elástica não-linear é implementada no programa comercial de elementos finitos ABAQUS, através de uma sub-rotina externa ao programa escrita em linguagem FORTRAN. Diversos exemplos de estruturas cujos materiais são regidos pelos critérios de resistência de von Mises e Drucker-Prager são modelados, verificando-se que os resultados das cargas limites obtidas com essa formulação são muito próximos daqueles encontrados na literatura. Por fim, a relação elástica não-linear é empregada para a determinação do domínio de resistência de meios porosos, com diferentes níveis de porosidade. / The numerical assessment of limit loads of structures is generally achieved through the direct implementation of limit analysis theorems together with optimization processes, or through incremental analyses, which account for the elastic-plastic behavior of the material. However, both the strategies may lead to numerical difficulties, particularly when the load is close to its limit value. In this context, the alternative approach presented in this work consists in simulating asymptotically the regime of free plastic flow by means of a fictitious non-linear elastic material. One of the main advantages of this kind of formulation lies in its ability to deal with non-associated flow rules and a reduced computational cost. The non-linear elastic behavior is implemented into the finite element computational software ABAQUS, making use of an external subroutine written in FORTRAN language. Several examples of geotechnical and structural problems with materials ruled by von Mises and Drucker-Prager failure criteria are analyzed. The results obtained with this formulation prove to be very close to those obtained through analytical solutions. At last, the non-linear elastic relation is used in the determination of the resistance domain of porous media with different levels of porosity.

A avaliação numérica das cargas limites (de colapso) de estruturas é obtida geralmente ou pela aplicação direta dos teoremas de análise limite junto com processos de otimização ou mediante análises incrementais, que levam em consideração o comportamento elasto-plástico do material. Entretanto, ambas as estratégias conduzem eventualmente a dificuldades numéricas, particularmente para cargas próximas à de colapso. Neste trabalho, emprega-se uma alternativa que consiste em simular assintoticamente o comportamento elasto-plástico mediante uma relação elástica não-linear. As vantagens deste tipo de formulação são a possibilidade de se lidar com leis de fluxo não-associadas e um custo computacional reduzido. A relação elástica não-linear é implementada no programa comercial de elementos finitos ABAQUS, através de uma sub-rotina externa ao programa escrita em linguagem FORTRAN. Diversos exemplos de estruturas cujos materiais são regidos pelos critérios de resistência de von Mises e Drucker-Prager são modelados, verificando-se que os resultados das cargas limites obtidas com essa formulação são muito próximos daqueles encontrados na literatura. Por fim, a relação elástica não-linear é empregada para a determinação do domínio de resistência de meios porosos, com diferentes níveis de porosidade. / The numerical assessment of limit loads of structures is generally achieved through the direct implementation of limit analysis theorems together with optimization processes, or through incremental analyses, which account for the elastic-plastic behavior of the material. However, both the strategies may lead to numerical difficulties, particularly when the load is close to its limit value. In this context, the alternative approach presented in this work consists in simulating asymptotically the regime of free plastic flow by means of a fictitious non-linear elastic material. One of the main advantages of this kind of formulation lies in its ability to deal with non-associated flow rules and a reduced computational cost. The non-linear elastic behavior is implemented into the finite element computational software ABAQUS, making use of an external subroutine written in FORTRAN language. Several examples of geotechnical and structural problems with materials ruled by von Mises and Drucker-Prager failure criteria are analyzed. The results obtained with this formulation prove to be very close to those obtained through analytical solutions. At last, the non-linear elastic relation is used in the determination of the resistance domain of porous media with different levels of porosity.

[pt] O presente trabalho apresenta um estudo de problemas de estabilidade, freqüentemente,encontrados, em Engenharia Geotécnica, através da técnica da Análise Limite associada ao Método dos Elementos Finitos (MEF).Inicialmente, faz-se uma revisão das formulações da Análise Limite, via MEF,encontradas, com maior freqüência, na literatura técnica especializada.Uma formulação mista que é descrita em detalhe na tese foi escolhida para implementação. Extensões das formulações da Análise Limite de meios contínuos são propostas para contemplar características de maciços rochosos fraturados. É proposto,também, um procedimento numérico para tratar de problemas de estabilidade de meios que exibem fluxo plástico não associado.As implementações realizadas foram validadas através de problemas cujas soluções podem ser obtidas por via analítica.Finalmente, um número considerável de problemas de interesse em Engenharia Geotécnica é estudado utilizando a implementação realizada. Os resultados destes estudos sugerem a viabilidade da utilização da técnica estudada na solução de problemas práticos de Engenharia Civil. / [en] This work presents a study of stability problems often encountered in Geotechnical Engineering, through the use of Limit Analysis in conjunction with the Finite Element Method (FEM).Initially, a literature survey of the most often found formulations in Limit Analysis through the FEM is carried out.A mixed formulation of Limit Analysis was chosen for implementation and its details are fully described. Extensions of the formulation to deal with stability problems in fractured rock media are also proposed and described. A numerical procedure to take into account the effect of non associative plastic flow is proposed.The implementations carried out were validated through problems to which analytical solutions could be found.Finally, a considerable number of problems of interest to Geotechnical Engineering is studied with the implemented formulation. The results of these studies suggest that Limit Analysis can be considered as a viable tool in the solution of practical problems in Geotechnical Engineering.

A avaliação numérica das cargas limites (de colapso) de estruturas é obtida geralmente ou pela aplicação direta dos teoremas de análise limite junto com processos de otimização ou mediante análises incrementais, que levam em consideração o comportamento elasto-plástico do material. Entretanto, ambas as estratégias conduzem eventualmente a dificuldades numéricas, particularmente para cargas próximas à de colapso. Neste trabalho, emprega-se uma alternativa que consiste em simular assintoticamente o comportamento elasto-plástico mediante uma relação elástica não-linear. As vantagens deste tipo de formulação são a possibilidade de se lidar com leis de fluxo não-associadas e um custo computacional reduzido. A relação elástica não-linear é implementada no programa comercial de elementos finitos ABAQUS, através de uma sub-rotina externa ao programa escrita em linguagem FORTRAN. Diversos exemplos de estruturas cujos materiais são regidos pelos critérios de resistência de von Mises e Drucker-Prager são modelados, verificando-se que os resultados das cargas limites obtidas com essa formulação são muito próximos daqueles encontrados na literatura. Por fim, a relação elástica não-linear é empregada para a determinação do domínio de resistência de meios porosos, com diferentes níveis de porosidade. / The numerical assessment of limit loads of structures is generally achieved through the direct implementation of limit analysis theorems together with optimization processes, or through incremental analyses, which account for the elastic-plastic behavior of the material. However, both the strategies may lead to numerical difficulties, particularly when the load is close to its limit value. In this context, the alternative approach presented in this work consists in simulating asymptotically the regime of free plastic flow by means of a fictitious non-linear elastic material. One of the main advantages of this kind of formulation lies in its ability to deal with non-associated flow rules and a reduced computational cost. The non-linear elastic behavior is implemented into the finite element computational software ABAQUS, making use of an external subroutine written in FORTRAN language. Several examples of geotechnical and structural problems with materials ruled by von Mises and Drucker-Prager failure criteria are analyzed. The results obtained with this formulation prove to be very close to those obtained through analytical solutions. At last, the non-linear elastic relation is used in the determination of the resistance domain of porous media with different levels of porosity.

Detection limit of any method is affected by device (electronics, noise), evaluation, software (timing inaccuracy, rounding mistakes, errors determination of parameters using measured values by numerical methods) and by a chemical reaction (diluting errors, the reaction mixture design, chemical interferents, temperature, the accuracy of pipetting). In this work was proposed a metod for determination of detection limit for measuring of inhibitors of acetylcholine esterase by biosensor analysator of toxicity (BTA). The analysator was developed by BVT Technologies a.s. in 2004. To determine the exact detection limit a calibration of output signal was done. Presently the analysator is able to detect only presence of toxins, not their concentration. Not least are mentioned all founded errors of software, which are continuously eliminated.