[pt] Com diversas aplicações em matemática, física e finanças, Teoria das Matrizes Aleatórias (RMT) recentemente atraiu muita atenção. Enquanto o RMT Hermitiano é de especial importância na física por causa da Hermenticidade de operadores associados a observáveis em mecânica quântica, O RMT não-Hermitiano também atraiu uma atenção considerável, em particular porque eles podem ser usados como modelos para sistemas físicos dissipativos ou abertos. No entanto, devido à ausência de uma simetria simplificada, o estudo de matrizes aleatórias não-Hermitianas é, em geral, uma tarefa difícil. Um subconjunto especial de matrizes aleat órias não-Hermitianas, as chamadas matrizes aleatórias normais, são modelos interessantes a serem considerados, uma vez que oferecem mais simetria, tornando-as mais acessíveis às investigções analíticas. Por definição, uma matriz normal M é uma matriz quadrada que troca com seu adjunto Hermitiano. Nesta tese, amplicamos a derivação de estatísticas de valores extremos (EVS) de matrizes aleatórias Hermitianas, com base na abordagem de polinômios ortogonais, em matrizes aleatórias normais e em gases Coulomb 2D em geral. A força desta abordagem a sua compreensão física e intuitiva. Em primeiro lugar, essa abordagem fornece uma derivação alternativa de resultados na literatura. Precisamente falando, mostramos a convergência do autovalor redimensionado com o maior módulo de um conjunto de Ginibre para uma distribuição de Gumbel, bem como a universalidade para um potencial arbitrário radialmente simtérico que atenda certas condições. Em segundo lugar, mostra-se que esta abordagem pode ser generalizada para obter a convergência do autovalor com menor módulo e sua universalidade no limite interno finito do suporte do autovalor. Um aspecto interessante deste trabalho é o fato de que podemos usar técnicas padrão de matrizes aleatórias Hermitianas para obter o EVS de matrizes aleatórias não Hermitianas. / [en] With diverse applications in mathematics, physics, and finance, Random Matrix Theory (RMT) has recently attracted a great deal of attention. While Hermitian RMT is of special importance in physics because of the Hermiticity of operators associated with observables in quantum mechanics, non-Hermitian RMT has also attracted a considerable attention, in particular because they can be used as models for dissipative or open physical systems. However, due to the absence of a simplifying symmetry, the study of non-Hermitian random matrices is, in general, a diffcult task. A special subset of non-Hermitian random matrices, the so-called random normal matrices, are interesting models to consider, since they offer more symmetry, thus making them more amenable to analytical investigations. By definition, a normal matrix M is a square matrix which commutes with its Hermitian adjoint, i.e., (M, M (1)). In this thesis, we present a novel derivation of extreme value statistics (EVS) of Hermitian random matrices, namely the approach of orthogonal polynomials, to normal random matrices and 2D Coulomb gases in general. The strength of this approach is its physical and intuitive understanding. Firstly, this approach provides an alternative derivation of results in the literature. Precisely speaking, we show convergence of the rescaled eigenvalue with largest modulus of a Ginibre ensemble to a Gumbel distribution, as well as universality for an arbitrary radially symmetric potential which meets certain conditions. Secondly, it is shown that this approach can be generalised to obtain convergence of the eigenvalue with smallest modulus and its universality at the finite inner edge of the eigenvalue support. One interesting aspect of this work is the fact that we can use standard techniques from Hermitian random matrices to obtain the EVS of non-Hermitian random matrices.

Made available in DSpace on 2015-03-05T14:01:20Z (GMT). No. of bitstreams: 0 Previous issue date: 13 / Nenhuma / O baixo custo dos sistemas de aquisição de imagens e o aumento no poder computacional das máquinas disponíveis têm causado uma demanda crescente pela análise automatizada de vídeo, em diversas aplicações, como segurança, interfaces homem-computador, análise de desempenho esportivo, etc. O rastreamento de objetos através de câmeras de vídeo é parte desta análise, e tem-se mostrado um problema desafiador na área de visão computacional. Este trabalho apresenta uma nova abordagem para o rastreamento de objetos baseada em fragmentos. Inicialmente, a região selecionada para o rastreamento é dividida em sub-regiões retangulares (fragmentos), e cada fragmento é rastreado independentemente. Além disso, o histórico de movimentação do objeto é utilizado para estimar sua posição no quadro seguinte. O deslocamento global do objeto é então obtido combinando os deslocamentos de cada fragmento e o deslocamento previsto, de modo a priorizar fragmentos com deslocamento coerente. Um esquema de atualização é aplicado no modelo / The low cost of image acquisition systems and increase the computational power of available machines have caused a growing demand for automated video analysis in several applications, such as surveillance, human-computer interfaces, analysis of sports performance, etc. Object tracking through the video sequence is part of this analysis, and it has been a challenging problem in the computer vision area. This work presents a new approach for object tracking based on fragments. Initially, the region selected for tracking is divided into rectangular subregions (patches, or fragments), and each patch is tracked independently. Moreover, the motion history of the object is used to estimate its position in the subsequent frames. The overall displacement of the object is then obtained combining the displacements of each patch and the predicted displacement vector in order to priorize fragments presenting consistent displacement. An update scheme is also applied to the model, to deal with illumination and appearance c

Made available in DSpace on 2016-04-29T13:30:52Z (GMT). No. of bitstreams: 1 GustavoBorba.pdf: 1362954 bytes, checksum: f5b60115348b9a04e64392bbd854f22c (MD5) Previous issue date: 2005-10-24 / Conselho Nacional de Desenvolvimento Científico e Tecnológico / BORBA, Gustavo Lopes. A negociação de sentidos sobre participação: Um estudo dos processos dialógicos do Orçamento Participativo de Ipatinga-MG, pelo viés da Cidadania. Dissertação de mestrado em psicologia social. São Paulo: PUC-SP, 2005. The work sought to understand how happens negotiation of senses about participation in the experience of the participatory budget (PB) implanted in the city of Ipatinga-MG, that exists for 16 years. By new ways of public management allowed by the re-democratization, those experiences of deliberative democracy have spread in Brazil and in the world. While the social scientists are interested in the political aspects of the process, my interest as a social psychologist concerns on how those new processes led to changes in the way that people will understand their own world. Working with the referential of Hacking (2001) for work with the analysis of matrices that embodies both ideas and human constructs, the material elements that compose the experience of the PB were sought and considered while elements that are part of the social relations. Hacking talks from the constructionist movement in social psychology aiming an approach about senses, nets of socialities and materialities. The senses also they can be found in documents of public domain (SPINK, 2000), that are rounding materialities in the public environment, what permits to consider the positionings of the diverse agents in the field. The research s results let us to find out that the negotiations occur with a difference between the population and the city hall as regards the vision of the process of the PB. The population is more prone to the possibility of true deliberation, depositing in the PB the expectation of the resolution of the problems of the community through the dialogue. The city hall sees the PB as a process that makes the citizen more closer of the city hall, so that they can be more aware about the management and the administrative difficulties. Besides, the city hall seems to consider the PB as a process that allows the improvement of the quality of life of the population. The most important aspects for the negotiation of senses were: of the part of the city hall, the mass communication resources use, mainly newspapers and magazines, and the use of the structure of the city hall for receive the representatives of the population unhappy or, on the contrary one, for award the allied. Of the part of the population, to traditional presence of the associations of inhabitants were shown like an aspect that itself remains based in the informal personal relations, more than about relations with formal character. An example of that is the little relevance of the counselors of the PB to the population, being more important the own inhabitants associations representatives. / BORBA, Gustavo Lopes. A negociação de sentidos sobre participação: Um estudo dos processos dialógicos do Orçamento Participativo de Ipatinga-MG, pelo viés da Cidadania. Dissertação de mestrado em psicologia social. São Paulo: PUC-SP, 2005. O trabalho buscou compreender como se dá a negociação de sentidos sobre participação na experiência do orçamento participativo implantado na cidade de Ipatinga-MG já há 16 anos. Com a instituição de novos enquadres de gestão pública a partir da redemocratização, essas experiências de democracia direta têm se propagado no Brasil e no mundo. Enquanto os cientistas sociais estão interessados nos aspectos políticos do processo, meu interesse como psicólogo social diz respeito a como esses novos processos têm significado mudanças na maneira das pessoas compreenderem o seu mundo. Utilizando o referencial de Hacking (2001) para trabalhar com a análise de matrizes que dão sustentabilidade a idéias e construtos humanos, os elementos materiais que compõem a experiência do OP foram buscados e considerados enquanto elementos que permeiam as relações sociais. Hacking parte da proposta construcionista em psicologia social para possibilitar um enfoque sobre sentidos, redes de socialidades e materialidades. Os sentidos também podem ser encontrados em documentos de domínio público (SPINK, 2000), que são materialidades circulantes no meio público, o que permite considerar os posicionamentos dos diversos agentes no campo. Os resultados da pesquisa permitiram encontrar que as negociações ocorrem com uma diferença entre a população e a prefeitura quanto à visão do processo do OP. A população tem uma visão mais ligada à possibilidade de verdadeira deliberação, depositando no OP a expectativa da resolução dos problemas da comunidade através do diálogo. A prefeitura vê o OP como um processo que aproxima o cidadão da prefeitura, de forma que ele possa ter mais conhecimentos sobre a gestão e as dificuldades administrativas. Além disso, a prefeitura parece ver no OP um processo que leva à melhoria da qualidade de vida da população. Os aspectos mais importantes para a negociação de sentidos foram: da parte da prefeitura, o uso de recursos de comunicação de massa, principalmente jornais e revistas, e o uso da estrutura da prefeitura para acolher os representantes da população insatisfeitos ou, ao contrário, para premiar os aliados. Da parte da população, a tradicional presença das associações de moradores se mostraram como um aspecto que se mantém baseado nas relações pessoais informais, mais do que sobre relações com caráter formal. Um exemplo disso é a pouca relevância dos conselheiros do OP junto à população, sendo mais importantes os próprios representantes de associações de moradores.

Les futurs systèmes de communication sans fil devront utiliser des architectures cellulaires hétérogènes composées de grandes cellules (macro) plus performantes et de petites cellules (femto, micro, ou pico) très denses, afin de soutenir la demande de débit en augmentation exponentielle au niveau de la couche physique. Ces structures provoquent un niveau d'interférence sans précèdent à l'intérieur, comme à l'extérieur des cellules, qui doit être atténué ou, idéalement, exploité afin d'améliorer l'efficacité spectrale globale du réseau. Des techniques comme le MIMO à grande échelle (dit massive MIMO), la coopération, etc., qui contribuent aussi à la gestion des interférences, vont encore augmenter la taille des grandes architectures hétérogènes, qui échappent ainsi à toute possibilité d'analyse théorique par des techniques statistiques traditionnelles.Par conséquent, dans cette thèse, nous allons appliquer et améliorer des résultats connus de la théorie des matrices aléatoires à grande échelle (RMT) afin d'analyser le problème d'interférence et de proposer de nouveaux systèmes de précodage qui s'appuient sur les résultats acquis par l'analyse du système à grande échelle. Nous allons d'abord proposer et analyser une nouvelle famille de précodeurs qui réduit la complexité de calcul de précodage pour les stations de base équipées d'un grand nombre d'antennes, tout en conservant la plupart des capacités d'atténuation d'interférence de l'approche classique et le caractère quasi-optimal du précodeur regularised zero forcing. Dans un deuxième temps, nous allons proposer une variation de la structure de précodage linéaire optimal (obtenue pour de nombreuses mesures de performance) qui permet de réduire le niveau d'interférence induit aux autres cellules. Ceci permet aux petites cellules d'atténuer efficacement les interférences induites et reçues au moyen d'une coopération minimale. Afin de faciliter l'utilisation de l'approche analytique RMT pour les futures générations de chercheurs, nous fournissons également un tutoriel exhaustif sur l'application pratique de la RMT pour les problèmes de communication en début du manuscrit. / Future wireless communication systems will need to feature multi cellular heterogeneous architectures consisting of improved macro cells and very dense small cells, in order to support the exponentially rising demand for physical layer throughput. Such structures cause unprecedented levels of inter and intra cell interference, which needs to be mitigated or, ideally, exploited in order to improve overall spectral efficiency of the communication network. Techniques like massive multiple input multiple output (MIMO), cooperation, etc., that also help with interference management, will increase the size of the already large heterogeneous architectures to truly enormous networks, that defy theoretical analysis via traditional statistical methods.Accordingly, in this thesis we will apply and improve the already known framework of large random matrix theory (RMT) to analyse the interference problem and propose solutions centred around new precoding schemes, which rely on large system analysis based insights. First, we will propose and analyse a new family of precoding schemes that reduce the computational precoding complexity of base stations equipped with a large number of antennas, while maintaining most of the interference mitigation capabilities of conventional close-to-optimal regularized zero forcing. Second, we will propose an interference aware linear precoder, based on an intuitive trade-off and recent results on multi cell regularized zero forcing, that allows small cells to effectively mitigate induced interference with minimal cooperation. In order to facilitate utilization of the analytic RMT approach for future generations of interested researchers, we will also provide a comprehensive tutorial on the practical application of RMT in communication problems.

Partant du constat que dans plus en plus d'applications, la taille des données à traiter augmente, il semble pertinent d'utiliser des outils appropriés tels que la théorie des matrices aléatoires dans le régime en grandes dimensions. Plus particulièrement, dans les applications de traitement d'antenne et radar spécifiques STAP et MIMO-STAP, nous nous sommes intéressés au traitement d'un signal d'intérêt corrompu par un bruit additif composé d'une partie dite rang faible et d'un bruit blanc gaussien. Ainsi l'objet de cette thèse est d'étudier dans le régime en grandes dimensions la détection et le filtrage dit rang faible (fonction de projecteurs) pour le traitement d'antenne en utilisant la théorie des matrices aléatoires.La thèse propose alors trois contributions principales, dans le cadre de l'analyse asymptotique de fonctionnelles de projecteurs. Ainsi, premièrement, le régime en grandes dimensions permet ici de déterminer une approximation/prédiction des performances théoriques non asymptotiques, plus précise que ce qui existe actuellement en régime asymptotique classique (le nombre de données d'estimation tends vers l'infini à taille des données fixe). Deuxièmement, deux nouveaux filtres et deux nouveaux détecteurs adaptatifs rang faible ont été proposés et il a été montré qu'ils présentaient de meilleures performances en fonction des paramètres du système en terme de perte en RSB, probabilité de fausse alarme et probabilité de détection. Enfin, les résultats ont été validés sur une application de brouillage, puis appliqués aux traitements radar STAP et MIMO-STAP sparse. L'étude a alors mis en évidence une différence notable avec l'application de brouillage liée aux modèles de matrice de covariance traités dans cette thèse. / Nowadays, more and more applications deal with increasing dimensions. Thus, it seems relevant to exploit the appropriated tools as the random matrix theory in the large dimensional regime. More particularly, in the specific array processing applications as the STAP and MIMO-STAP radar applications, we were interested in the treatment of a signal of interest corrupted by an additive noise composed of a low rang noise and a white Gaussian. Therefore, the aim of this thesis is to study the low rank filtering and detection (function of projectors) in the large dimensional regime for array processing with random matrix theory tools.This thesis has three main contributions in the context of asymptotic analysis of projector functionals. Thus, the large dimensional regime first allows to determine an approximation/prediction of theoretical non asymptotic performance, much more precise than the literature in the classical asymptotic regime (when the number of estimation data tends to infinity at a fixed dimension). Secondly, two new low rank adaptive filters and detectors have been proposed and it has been shown that they have better performance as a function of the system parameters, in terms of SINR loss, false alarm probability and detection probability. Finally, the results have been validated on a jamming application and have been secondly applied to the STAP and sparse MIMO-STAP processings. Hence, the study highlighted a noticeable difference with the jamming application, related to the covariance matrix models concerned by this thesis.

Dans cette thèse, nous utilisons et contribuons à la théorie des produits de matrices aléatoires afin d'étudier des propriétés génériques des éléments et des sous-groupes des groupes linéaires. Notre premier résultat donne une version probabiliste de l'alternative de Tits : nous montrons que si M_n et M'_n sont deux marches aléatoires indépendantes sur un groupe linéaire de type fini non virtuellement résoluble alors presque sûrement les deux marches finiront par engendrer un sous-groupe libre non abélien à deux générateurs. Cela répond par l'affirmative à une question de Guivarc'h et de Gilman, Miasnikov et Osin. Plus précisément, nous montrons que la probabilité que M_n et M'_n n'engendrent pas un sous-groupe libre décroit exponentiellement vite vers zéro. Notre outil principal est la théorie des produits de matrices aléatoires. Durant la preuve, nous établissons de nouveaux théorèmes limites dans cette théorie, d'une part en généralisant des résultats connus dans le cadre des produits de matrices à valeurs dans les corps archimédiens à tout corps local, d'autre part en donnant des résultats qui sont nouveaux même sur R. Par exemple, nous montrons que sous des hypothèses naturelles sur la marche aléatoire, les composantes suivant K de M_n dans la décomposition KAK deviennent asymptotiquement indépendantes avec vitesse exponentielle. Dans la deuxième partie de la thèse, nous utilisons ces résultats pour étudier la transience des sous-variétés des groupes algébriques. Un de nos résultats peut être formulé comme suit: soient H un sous-groupe non élémentaire de SL_2(R), une probabilité adaptée sur H ayant un moment exponentiel, alors pour toute sous-variété algébrique propre V de SL_2(R), la probabilité que la marche aléatoire appartienne à V décroit exponentiellement vite vers zéro. Par conséquent, la sous-variété algébrique V est transiente pour la marche aléatoire. Nous généralisons cet énoncé au cas ou la marche aléatoire est adaptée sur un groupe Zariski dense des points réels d'un groupe algébrique défini et déployé sur R. Ces résultats sont à comparer avec des travaux récents de Kowalski et de Rivin. / In this thesis, we use and contribute to the theory of random matrix products in order to study generic properties of elements and subgroups of linear groups. Our first result gives a probabilistic version of the Tits alternative : we show that two independent random walks M_n and M'_n on a non virtually solvable finitely generated linear group will eventually generate a non abelian free subgroup. This answers a question of Guivarc'h and Gilman, Miasnikov and Osin. We show in fact that the probability that M_n and M'_n do not generate a free subgroup decreases exponentially fast to zero. Our methods rely deeply on random matrix products theory. During the proof we give some new limit theorems concerning this theory, some of them will be the generalization of known results for matrices taking value in archimedean fields to arbitrary local fields, others will be new even over R. For example, we show that under natural assumptions on the random walk, the K-parts of M_n in the KAK decomposition become asymptotically independent with exponential speed. Next, we use these properties to study the transience of algebraic subvarieties in algebraic groups. One of our results can be formulated as follows: let H be a non elementary subgroup of SL_2(R), a probability measure with an exponential moment whose support generates H, then for every proper algebraic subvariety V of SL_2(R), the probability that the random walk lies in V decreases exponentially fast to zero. This shows that every proper algebraic subvariety is transient for the random walk. We generalize this result to the case where the support of the probability measure generates a Zariski dense subgroup of the real points of an algebraic group defined and split over R. These results share common flavor with recent works of Kowalski and Rivin

L’acétylacétone (AcAc) existe sous deux formes tautomères, énol et kéto. Sous sa forme énol chélaté, c’est une des molécules les plus simples présentant une liaison hydrogène intramoléculaire. Nous l’avons isolée dans la matrice « quantique » de parahydrogène (pH2) pour étudier ses propriétés en bénéficiant des avantages spécifiques de ce solide cryogénique. Les spectres infrarouges apportent une caractérisation claire des formes énol et kéto. Le rapport kéto/énol est plus important en matrice de pH2 que dans les autres matrices. Les bandes du kéto sont fines alors que certaines bandes de l’énol sont très larges à cause de la présence de la liaison hydrogène. Plusieurs bandes s’affinent très lentement avec le temps. Cet effet surprenant a été interprété en terme de conversion nucléaire de spin dans un groupement méthyle d’AcAc, donnant accès aux spectres de niveaux de torsion différents. Les résultats offrent alors un nouveau moyen d’investigation des mouvements de grande amplitude de la molécule (mouvements couplés de torsion des méthyles et du transfert d’hydrogène interne). La photolyse UV des matrices AcAc/pH2 a été étudiée. Une irradiation à 266 nm conduit à l’isomérisation de l’énol sous différentes formes non chélatées ; des spectres très bien résolus de ces formes sont obtenus grâce aux propriétés du pH2 solide. En irradiant à 248 nm, on observe la tautomérisation vers la forme kéto, l’étude cinétique démontrant que le processus n’est pas direct à partir de l’énol chélaté. Enfin, une irradiation à 193 nm provoque la fragmentation de la molécule, processus qui peut être suivi de réactions avec l’hydrogène de la matrice. / Acetylacetone (AcAc) exists as a mixture of enol and keto tautomers. Besides providing a good example for the study of tautomerization, it is a model system for investigating intramolecular hydrogen bonds in its enol form. Trapping AcAc in the soft para-Hydrogen (pH2 ) environment brings out new opportunities to investigate its properties. Infrared spectra of the samples give a good characterization of the two stable enol and keto tautomers. The keto/enol ratio in solid pH2 is found to be higher than in other matrices. While vibrational bands of keto are narrow, those of enol are broad, reflecting the intrinsic properties of the enol which exhibits three entangled large amplitude motions (two methyl torsions and the intramolecular hydrogen transfer). Surprisingly, narrowing of some of these bands is observed in a slow time evolution. This effect is interpreted as a consequence of nuclear spin conversion in the hydrogen atoms of the methyl groups, giving access to AcAc species differing by their nuclear spin symmetry. This offers new pertinent investigations on the large amplitude motions, especially on the intramolecular hydrogen transfer. AcAc/pH2 samples have been irradiated by UV laser beams. Irradiation at 266 nm induces isomerization from the stable chelated enol form to non chelated conformers, similarly to the case of other matrices. A clear IR signature of the conformers is obtained thanks to the pH2 host. Irradiation at 248 nm induces the enol/keto tautomerization. The kinetics of this interconversion highlights a non-direct process. Fragmentation is clearly observed under irradiation at 193 nm, followed by chemical reaction with the hydrogen host.

Neste trabalho, um novo método grafo-algébrico para o projeto de ilhamento intencional é proposto. O ilhamento intencional é um dos últimos recursos utilizados pelos operadores para evitar um colapso total do sistema elétrico. Ele objetiva dividir um sistema elétrico em dois ou mais subsistemas estáveis quando não é possível garantir a estabilidade do sistema interligado. O método desenvolvido é uma extensão de um método grafo-algébrico, baseado na fatoração da matriz incidência ramo-nó e que foi desenvolvido para a identificação de ilhamento não intencional, para o problema de projeto de ilhamento intencional. A aplicação da fatoração da matriz incidência ramo-nó no problema de projeto de ilhamento é contribuição inédita deste trabalho. O método proposto identifica os conjuntos de corte, compostos por linhas de transmissão/transformadores (ramos), aptos a dividir um sistema elétrico de potência conexo em dois ou mais subsistemas (ilhas), sob a condição de um número mínimo, previamente estabelecido, de ramos interrompidos ou uma interrupção mínima de fluxo de potência ativa. A identificação dos conjuntos de cortes é realizada por meio de uma fatoração ordenada da matriz incidência nó-ramo e por um processo de regularização de cortes. O método foi testado com resultados promissores em alguns sistemas elétricos de pequeno e médio porte. Apresentou boas características que sugerem que o mesmo seja adequado para aplicações em tempo real. O método fornece a informação das barras que formam cada ilha, adapta-se facilmente a mudanças na topologia e pode ser facilmente implementado com rotinas já existentes nos programas de computador comumente utilizados para análise de sistemas elétricos de potência. Trabalhos futuros são necessários para testar a metodologia em sistemas de maior porte, para avaliar a eficiência computacional do método e comparar com a eficiência de outros métodos relatados na literatura. / In this work , a new graph-algebraic method for the design of intentional islanding is proposed. Intentional islanding is one of the last resources used by the Power Electrical System Operators to avoid a total collapse of the electrical system. It aims to divide a power system into two or more stable subsystems when it is not possible to guarantee the stability of the interconnected system. The developed method is an extension of a graph-algebraic method, which is based on a factorization of the branch-node incidence matrix and which was developed to identify unintended islanding, to the problem of intended. The unprecedented contribution of this work is the application of the factorization of the incidence branch-node matrix in the design of islanding control. The proposed method identifies the cutsets, composed of transmission lines / transformers (branches) , able to divide a connected Electrical Power System in two or more subsystems (islands), under the constraint of a minimum number of interrupted branches or minimal interruption of power flow. The identification of cutsets are made through an ordered factorization of the incidence branch node matrix and a regularization process of cutsets. The method has been tested with promising results in some electrical systems of small and medium size. It has shown good characteristics which suggests that it is suitable for real-time applications. The method automatically provides the set of buses that form each island, it easily adapts to changes in topology and can be easily implemented with routines that are already developed in existing computer programs commonly used for analysis of electric power systems. Further work is needed to test the methodology in larger systems to evaluate the computational efficiency of the method and compare with the efficiency of other methods reported in the literature.

A pesquisa relatada nesta dissertação procura demonstrar como um modelo microscópico de simulação pode ser usado para produzir dados para a quantificação de medidas de desempenho relacionadas ao transporte sustentável, de tal forma que seja possível incorporar a contribuição individual de cada veículo que viaja pela rede em cada medida de desempenho utilizada. Para tanto, é apresentado um estudo de caso no corredor Anhangüera-Bandeirantes, entre São Paulo e Jundiaí, onde foram propostas quatro estratégias operacionais hipotéticas para ilustrar como o índice de sustentabilidade pode ser utilizado na tomada de decisões na área de transportes. O modelo de simulação de tráfego utilizado foi o Integration que teve seus parâmetros de entrada recalibrados a partir dos fluxos obtidos dos laços indutivos instalados ao longo do corredor estudado. As matrizes O/D utilizadas nas simulações foram estimadas através do QueensOD e as medidas de desempenho constituintes do índice de sustentabilidade proposto foram : a taxa de viagem, o consumo de combustível e as emissões de HC, CO e \'NO IND. X\'. / The objectives of the research reported in this masters dissertation was to demonstrate how a microsimulation model outputs can be used to quantify performance measures related to sustainable transportation, in a way such that each individual vehicle contribution is accounted for in the calculation of the performance measures. A case study, focusing the São Paulo to Jundiaí segment of the Anhanguera-Bandeirantes highway corridor, was used to demonstrate the application of the proposed approach. Four hypothetical operational strategies were compared to illustrate how the proposed sustainability index might be used in decision making. The Integration model was used to simulate the highway corridor. The microsimulation model was calibrated using data from the inductive loops installed along the studied section and the synthetic O/D matrices were estimated by means of the QueensOD model, from traffic counts. The sustainability index used included the following performance measures : travel rate, fuel consumption and HC, CO e \'NO IND. X\' emissions.

Past focus in the panel gravity literature has been on multidimensional fixed effects specifications in an effort to accommodate heterogeneity. After introducing conventional multidimensional fixed effects, we find evidence of cross-sectional dependence in flows. We propose a simultaneous dependence gravity model that allows for network dependence in flows, along with computationally efficient Markov Chain Monte Carlo estimation methods that produce a Monte Carlo integration estimate of log-marginal likelihood useful for model comparison. Application of the model to a panel of trade flows points to network spillover effects, suggesting the presence of network dependence and biased estimates from conventional trade flow specifications. The most important sources of network dependence were found to be membership in trade organizations, historical colonial ties, common currency and spatial proximity of countries. / Series: Working Papers in Regional Science