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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
101

[en] STOCHASTIC HARMONIC MODEL FOR PRICE FLUCTUATIONS / [pt] MODELO HARMÔNICO ESTOCÁSTICO PARA AS FLUTUAÇÕES DE PREÇO

VICTOR JORGE LIMA GALVAO ROSA 18 December 2017 (has links)
[pt] Consideramos o oscilador harmônico com amortecimento aleatório em presença de ruído externo. Os ruídos, representando perturbações externas e internas, são modelados pelo processo de Ornstein-Uhlenbeck ou ruído branco e pelo processo dicotômico ou ruído branco, respectivamente. Usando técnicas de sistemas dinâmicos, analisamos o valor médio e a dispersão da posição e da velocidade do oscilador harmônico estocástico, apresentando resultados analíticos e numéricos. Em particular, obtemos expressões para a expansão de baixa-ordem em relação ao tempo de correlação da perturbação interna, no caso da atuação do ruído dicotômico. Finalmente, usando o modelo de oscilador harmônico com amortecimento aleatório como referência, investigamos a série intradiária de preços do mercado brasileiro. / [en] We consider the random damping harmonic oscillator in presence of external noise. The noises, representing external and internal perturbations, are modeled as an Ornstein-Uhlenbeck process or a white noise and as a dichotomous process or a white noise, respectively. Using dynamical systems tools, we analyze the expected value as well as the dispersion of the stochastic harmonic oscillator s position and velocity, presenting analytical and numerical results. In particular, we also provide expressions for the low-order expansion in the correlation time of the internal perturbation, in the case the dichotomous noise is at play. Using random damped harmonic oscillator model as a reference, we conclude by investigating the intra-day Brazilian stock price series.
102

Chaos multiplicatif gaussien et applications à la gravité quantique de Liouville / Gaussian multiplicative chaos and applications to Liouville quantum gravity

Huang, Yichao 27 September 2017 (has links)
Dans cette thèse, nous nous intéressons par des approches probabilistes à la gravité quantique de Liouville, introduite par Polyakov en 1981 sous la forme d'une intégrale de chemin sur les surfaces 2d. Pour définir cette intégrale de chemin avec interaction exponentielle, nous partons du chaos multiplicatif Gaussien, l'outil fondamental pour définir l'exponentielle des champs Gaussiens de corrélation logarithmique. Dans un premier temps, nous généralisons la construction de la gravité quantique de Liouville sur la sphère de Riemann à une autre géométrie avec bord, celle du disque unité. La nouveauté de ce travail réalisé en collaboration avec R.Rhodes et V.Vargas, est d'analyser avec soin le terme du bord dans l'intégrale de chemin ainsi que l'interaction entre la mesure du bord et la mesure du disque. Nous établissons rigoureusement les formules de la théorie conforme des champs en physique, telles que la covariance conforme, la formule KPZ, l'anomalie de Weyl ainsi que la borne de Seiberg. Une borne de Seiberg relaxée dans le cas de la gravité de Liouville à volume total fixé sur le disque est aussi formulée et étudiée. Dans la seconde moitié de cette thèse, nous comparons cette construction à la Polyakov avec une autre approche de la gravité quantique de Liouville. En collaboration avec deux autres jeunes chercheurs J.Aru et X.Sun, nous fournissons une correspondance entre ces deux approches dans un cas simple et important, celui de la sphère de Riemann avec trois points marqués. En mélangeant les techniques de ces deux approches, nous fournissons une nouvelle procédure d'approximation qui permet de relier ces deux différentes approches. / In this thesis, we study the theory of Liouville Quantum Gravity via probabilist approach, introduced in the seminal paper of Polyakov in 1981, using path integral formalism on 2d surfaces. To define this path integral with exponential interaction, we started from the theory of Gaussian Multiplicative Chaos in order to define exponential of log-correlated Gaussian fields. In the first part, we generalise the construction of Liouville Quantum Gravity on the Riemann sphere to another geometry, the one of the unit disk. The novelty of this work, in collaboration with R.Rhodes and V.Vargas, is to analyse carefully the boundary term in the path integral formalism and its interaction with the bulk measure. We establish rigorously formulae from Conformal Field Theory in Physics, such as conformal covariance, KPZ relation, conformal anomaly and Seiberg bounds. A relaxed Seiberg bound in the unit volume case of Liouville Quantum Gravity on the disk is also announced and studied. In the second part of this thesis, we compare this construction in the spirit of Polyakov to another approach to the Liouville Quantum Gravity. In collaboration with two other young researchers, J.Aru and X.Sun, we give a correspondance between these two approaches in a simple but conceptually important case, namely the one on the Riemann sphere with three marked points. Using technics coming from these two approches, we give a new way of regularisation procedure that eventually allow us to link these two pictures.
103

[en] MULTIPLICATIVE ERGODIC THEOREM IN NONPOSITIVELY CURVED SPACES / [pt] TEOREMA ERGÓDICO MULTIPLICATIVO EM ESPAÇOS MÉTRICOS DE CURVATURA NÃO-POSITIVA

09 November 2021 (has links)
[pt] Apresentaremos uma versão de Teorema Ergódico Multiplicativo para cociclos subaditivos devido a Karlsson e Margulis. Como aplicação, analisaremos três exemplos de cociclos nos seguintes espaços: Grafo gerado por grupo livre em dois geradores, disco hiperbólico, espaco das matrizes positivas simétricas definidas. Também usaremos o Teorema de Karlsson e Margulis para mostrar o Teorema de Oseledets. / [en] We will show a version of Multiplicative Ergodic Theorem for subbaditive cocycles due to Karlsson and Margulis. As an application, we will analyze three examples of cocycles in following spaces: graph generated by free group of two generators, hyperbolic disc, space of positive definite symetric matrices. Also, we will use the Theorem of Karlsson and Margulis to prove Theorem of Oseledets.
104

Chápání pojmů obsah a objem u žáků základní školy / Conceptions of area and volume of pupils at the elementary school

Tůmová, Veronika January 2017 (has links)
Conceptions of area and volume of pupils at the elementary school Veronika Tůmová ABSTRACT: The aim of my thesis is to investigate how the conceptions of area and volume are built, what the major pitfalls and problems are, what skills and strategies are helpful for solving problems and what are the frequent unsuccessful strategies and pupils' misconceptions. I used the concept of the hypothetical learning trajectory as a tool to describe this process. Based on existing research review, I compiled two hypothetical learning trajectories - one for area and one for volume. The crucial building blocks that were identified based on these trajectories are: space abilities, structuration of space into arrays of units and multiplicative thinking. A test was designed to measure these factors and the correlation of these factors with success in volume and area problems ranged from week (multiplicative thinking) to very strong (spatial abilities). These findings confirm that these factors constitute an important part of the hypothetical learning trajectory for both concepts. Several structuration tasks were selected to investigate pupils' structuration skills and mistakes in more detail. Three main categories of problems were identified in the pupils' solutions: incorrect space structuration, disconnection between...
105

Semiparametrický model aditivního rizika / Semiparametric additive risk model

Zavřelová, Adéla January 2020 (has links)
Cox proportional hazard model is often used to estimate the effect of covariates on hazard for censored event times. In this thesis we study the semiparametric models of additive risk for censored data. In this model the hazard is given as a sum of unknown baseline hazard function and a product of covariates and coefficients. Further the general additive-multiplicative model is assumed. In this model the effect of a covariate can be either multiplicative, additive or both at the same time. We focuse on determining the effect of a covariate in the general model. This model can be used to test for the multiplicative or addtive effect of a covariate on the hazard.
106

Turizam kao faktor privrednog razvoja Crnogorskog primorja / Tourism as a factor of economical development of the Montenegrin coast

Hadžibrahimović Maksut 18 December 2002 (has links)
<p>Polazeći od predmeta i sadržaja turizma (kombinacije odnosa obezbeđenja produkta, usluga i pogodnosti turizma, olak&scaron;ano je uočiti vi&scaron;eznačnost delovanja turizma na privredni razvoj Crnogorskog primorja. Za Primorje je od osobitog značaja pratiti ekonomske efekte turizma, koji se sastoji u sledećem: -neposrednom razvoju delatnosti iz kompleksa turističke privrede, - realizaciji značajnog deviznog priliva putem razvoja inostranog turizma - podsticanju razvoja manje razvijenih područja - posebne pogodnost treba videti u činjenici da se iz godine u godinu zakonomerno uvećava turistička tražnja - prihvatanje koncepta ubrzane industrijalizacije kao metoda razvoja. Kroz odvijanje procesa vlasničke, organizaciono-upravljačke i finansijske transformacije, hotelsko-turistička privreda nadalje će ostvarivati povoljniji&nbsp; kvalitet u ekonomiji.</p> / <p>In the wide area of the montenegrain coast, there are objects foreseen for recreation, nauticsm, commune activities and others, about which there will be said in the chapter. It was very difficult to get to any information about some of those objects, so that they will be analysed on a more general level, like the dwelling houses, temporary objects, sports grounds, as well as social and private institutions.</p>
107

Multidisciplinary Assessment and Documentation of Past and Present Human Impacts on the Neotropical Forests of Petén, Guatemala

Balzotti, Christopher Stephen 12 July 2010 (has links) (PDF)
Tropical forests provide important habitat for a tremendous diversity of plant and animal species. However, limitations in measuring and monitoring the structure and function of tropical forests has caused these systems to remain poorly understood. Remote-sensing technology has provided a powerful tool for quantification of structural patterns and associating these with resource use. Satellite and aerial platforms can be used to collect remotely sensed images of tropical forests that can be applied to ecological research and management. Chapter 1 of this article highlights the resources available for tropical forest remote sensing and presents a case-study that demonstrates its application to a neotropical forest located in the Petén region of northern Guatemala. The ancient polity of Tikal has been extensively studied by archaeologists and soil scientists, but little is known about the subsistence and ancient farming techniques that sustained its inhabitants. The objective of chapter 2 was to create predictive models for ancient maize (Zea mays L.) agriculture in the Tikal National Park, Petén, Guatemala, improving our understanding of settlement patterns and the ecological potentials surrounding the site in a cost effective manner. Ancient maize agriculture was described in this study as carbon (C) isotopic signatures left in the soil humin fraction. Probability models predicting C isotopic enrichment and carbonate C were used to outline areas of potential long term maize agriculture. It was found that the Tikal area not only supports a great variety of potential food production systems but the models suggest multiple maize agricultural practices were used.
108

Extending the Skolem Property

Steward, Michael 02 August 2017 (has links)
No description available.
109

En läromedelsanalys inom matematik i årskurs 3 : En ämnesdidaktisk undersökning om multiplikationens olika egenskaper

Salah Ali, Mariam, Utterberg, Matilda January 2023 (has links)
Syftet med den här ämnesdidaktiska studien är att undersöka framställningen av multiplikationens olika egenskaper och dess likheter och skillnader mellan två läroboksserier. Detta för att undersöka och förstå vilka möjligheter elever i årskurs 3 ges via läroböcker. Studiens två frågeställningar lyder: Hur framställs multiplikation och dess olika egenskaper i matematikläroböcker för årskurs 3? och Vilka likheter och skillnader avseende multiplikation och dess egenskaper förekommer i två läroboksserier? Ett teoretiskt ämnesdidaktiskt ramverk har konstruerats som utgör en matematisk modell utifrån multiplikationens olika egenskaper. Dessa egenskaper är: upprepad addition, rektangelformation, förlängning, kartesisk produkt, den kommutativa lagen, den associativa lagen, den distributiva lagen samt teorin om multiplikationstabellen. De metoder som användes för att sammanställa resultatet av undersökningen har skett genom en innehållsmässig aspekt av fyra läroböcker. Denna analys utfördes djupgående med fokus på strukturen och karaktären hos innehållet. Dessutom skedde en jämförelse utifrån en mätbar aspekt för att undersöka likheter och skillnader mellan de två läroboksserierna. Resultatet visade att ingen lärobok framställer samtliga av multiplikationens egenskaper i linje med studiens teoretiska ramverk. Däremot förekom de flesta aspekterna av multiplikation i samtliga läroböcker, men med vissa skillnader.
110

Contributions à l’estimation à noyau de fonctionnelles de la fonction de répartition avec applications en sciences économiques et de gestion / Contribution to kernel estimation of functionals of the distribution function with applications in economics and management

Madani, Soffana 29 September 2017 (has links)
La répartition des revenus d'une population, la distribution des instants de défaillance d'un matériel et l'évolution des bénéfices des contrats d'assurance vie - étudiées en sciences économiques et de gestion – sont liées a des fonctions continues appartenant à la classe des fonctionnelles de la fonction de répartition. Notre thèse porte sur l'estimation à noyau de fonctionnelles de la fonction de répartition avec applications en sciences économiques et de gestion. Dans le premier chapitre, nous proposons des estimateurs polynomiaux locaux dans le cadre i.i.d. de deux fonctionnelles de la fonction de répartition, notées LF et TF , utiles pour produire des estimateurs lisses de la courbe de Lorenz et du temps total de test normalisé (scaled total time on test transform). La méthode d'estimation est décrite dans Abdous, Berlinet et Hengartner (2003) et nous prouvons le bon comportement asymptotique des estimateurs polynomiaux locaux. Jusqu'alors, Gastwirth (1972) et Barlow et Campo (1975) avaient défini des estimateurs continus par morceaux de la courbe de Lorenz et du temps total de test normalisé, ce qui ne respectait pas la propriété de continuité des courbes initiales. Des illustrations sur données simulées et réelles sont proposées. Le second chapitre a pour but de fournir des estimateurs polynomiaux locaux dans le cadre i.i.d. des dérivées successives des fonctionnelles de la fonction de répartition explorées dans le chapitre précédent. A part l'estimation de la dérivée première de la fonction TF qui se traite à l'aide de l'estimation lisse de la fonction de répartition, la méthode d'estimation employée est l'approximation polynomiale locale des fonctionnelles de la fonction de répartition détaillée dans Berlinet et Thomas-Agnan (2004). Divers types de convergence ainsi que la normalité asymptotique sont obtenus, y compris pour la densité et ses dérivées successives. Des simulations apparaissent et sont commentées. Le point de départ du troisième chapitre est l'estimateur de Parzen-Rosenblatt (Rosenblatt (1956), Parzen (1964)) de la densité. Nous améliorons dans un premier temps le biais de l'estimateur de Parzen-Rosenblatt et de ses dérivées successives à l'aide de noyaux d'ordre supérieur (Berlinet (1993)). Nous démontrons ensuite les nouvelles conditions de normalité asymptotique de ces estimateurs. Enfin, nous construisons une méthode de correction des effets de bord pour les estimateurs des dérivées de la densité, grâce aux dérivées d'ordre supérieur. Le dernier chapitre s'intéresse au taux de hasard, qui contrairement aux deux fonctionnelles de la fonction de répartition traitées dans le premier chapitre, n'est pas un rapport de deux fonctionnelles linéaires de la fonction de répartition. Dans le cadre i.i.d., les estimateurs à noyau du taux de hasard et de ses dérivées successives sont construits à partir des estimateurs à noyau de la densité et ses dérivées successives. La normalité asymptotique des premiers estimateurs est logiquement obtenue à partir de celle des seconds. Nous nous plaçons ensuite dans le modèle à intensité multiplicative, un cadre plus général englobant des données censurées et dépendantes. Nous menons la procédure à terme de Ramlau-Hansen (1983) afin d'obtenir les bonnes propriétés asymptotiques des estimateurs du taux de hasard et de ses dérivées successives puis nous tentons d'appliquer l'approximation polynomiale locale dans ce contexte. Le taux d'accumulation du surplus dans le domaine de la participation aux bénéfices pourra alors être estimé non parametriquement puisqu'il dépend des taux de transition (taux de hasard d'un état vers un autre) d'une chaine de Markov (Ramlau-Hansen (1991), Norberg (1999)) / The income distribution of a population, the distribution of failure times of a system and the evolution of the surplus in with-profit policies - studied in economics and management - are related to continuous functions belonging to the class of functionals of the distribution function. Our thesis covers the kernel estimation of some functionals of the distribution function with applications in economics and management. In the first chapter, we offer local polynomial estimators in the i.i.d. case of two functionals of the distribution function, written LF and TF , which are useful to produce the smooth estimators of the Lorenz curve and the scaled total time on test transform. The estimation method is described in Abdous, Berlinet and Hengartner (2003) and we prove the good asymptotic behavior of the local polynomial estimators. Until now, Gastwirth (1972) and Barlow and Campo (1975) have defined continuous piecewise estimators of the Lorenz curve and the scaled total time on test transform, which do not respect the continuity of the original curves. Illustrations on simulated and real data are given. The second chapter is intended to provide smooth estimators in the i.i.d. case of the derivatives of the two functionals of the distribution function presented in the last chapter. Apart from the estimation of the first derivative of the function TF with a smooth estimation of the distribution function, the estimation method is the local polynomial approximation of functionals of the distribution function detailed in Berlinet and Thomas-Agnan (2004). Various types of convergence and asymptotic normality are obtained, including the probability density function and its derivatives. Simulations appear and are discussed. The starting point of the third chapter is the Parzen-Rosenblatt estimator (Rosenblatt (1956), Parzen (1964)) of the probability density function. We first improve the bias of this estimator and its derivatives by using higher order kernels (Berlinet (1993)). Then we find the modified conditions for the asymptotic normality of these estimators. Finally, we build a method to remove boundary effects of the estimators of the probability density function and its derivatives, thanks to higher order derivatives. We are interested, in this final chapter, in the hazard rate function which, unlike the two functionals of the distribution function explored in the first chapter, is not a fraction of two linear functionals of the distribution function. In the i.i.d. case, kernel estimators of the hazard rate and its derivatives are produced from the kernel estimators of the probability density function and its derivatives. The asymptotic normality of the first estimators is logically obtained from the second ones. Then, we are placed in the multiplicative intensity model, a more general framework including censored and dependent data. We complete the described method in Ramlau-Hansen (1983) to obtain good asymptotic properties of the estimators of the hazard rate and its derivatives and we try to adopt the local polynomial approximation in this context. The surplus rate in with-profit policies will be nonparametrically estimated as its mathematical expression depends on transition rates (hazard rates from one state to another) in a Markov chain (Ramlau-Hansen (1991), Norberg (1999))

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