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51 
Essays on information economicsWong, Yu Fu January 2023 (has links)
This dissertation studies information economics in strategic and decision settings.
In Chapter 1, I introduce flexible endogenous monitoring into dynamic moral hazard. A principal can commit to not only an employment plan but also the monitoring technology to incentivize dynamic effort from an agent. Optimal monitoring follows a Poisson process that produces rare informative signals, and the optimal employment plan features decreasing turnover. To incentivize persistent effort, the Poisson monitoring takes the form of "bad news'' that leads to immediate termination. Monitoring is nonstationary: the bad news becomes more precise and less frequent.
In Chapter 2, which is joint work with Qingmin Liu, we analyze a model of strategic exploration in which competing players independently explore a set of alternatives. The model features a multipleplayer multiplearmed bandit problem and captures a strategic tradeoff between preemptioncovert exploration of alternatives that the opponent will explore in the futureand prioritizationexploration of the most promising alternatives. Our results explain how the strategic tradeoff shapes equilibrium behaviors and outcomes, e.g., in technology races between superpowers and R&D competitions between firms. We show that players compete on the same set of alternatives, leading to duplicated exploration from start to finish, and they explore alternatives that are a priori less promising before more promising ones are exhausted.
In Chapter 3, I study how a forwardlooking decision maker experiments on unknown alternatives of spatially correlated utilities, modeled by a Brownian motion so that similar alternatives yield similar utilities. For example, a firm experiments on its size that yields unknown, spatially correlated profitability. Experimentation trades off the opportunity cost of exploitation for the indirect inference from the explored alternatives to unknown ones. The optimal strategy is to explore unknown alternatives and then exploit the best known alternative when the explored becomes sufficiently worse than the best. The decision maker explores more quickly as the explored alternative worsens. My model predicts the conditional Gibrat's law and linear relation between firm size and profitability.

52 
Dynamic measurement and characterization of Poisson's ratioLomenzo, Richard A. Jr. 10 June 2009 (has links)
Poisson's ratio for aluminum is estimated from velocity profile measurements of a freefree beam under dynamic loading conditions A weighted leastsquares method is used to select a beam model which is subsequently used to determine the transverse and anticlastic radii of curvature. The model of the beam velocity profile is selected using forward regression with the possible regressor set formed by products of Legendre polynomials in x and y, the twodimensional coordinates of the beam. The resulting model is manipulated to extract the transverse and anticlastic radii of curvature of the beam which are then used to find local and global estimates of Poisson's ratio. Estimates for Poisson's ratio are found for three different forcing frequencies and three force amplitudes at each frequency. The frequencies selected correspond to the frequencies of the operating shapes dominated by the first, second, and third bending modes. A statistical analysis is performed to assess the quality of the estimates of Poisson's ratio.
Results show that the estimates of Poisson fs ratio are dependent on the forcing frequency and forcing amplitude. All estimates are below the accepted value of .33 for aluminum. Contributions of plate modes adversely affect the estimates. Estimates based on the first and third operating shapes exhibit a lower variance than the estimate based on the second operating shapes. / Master of Science

53 
Pontos aleatórios na natureza: uma introdução aos processos de Poisson e suas aplicações / Random points in nature: An introduction to Poisson processes and their ApplicationsRocha, Dimas Francisco 02 February 2018 (has links)
Neste trabalho é apresentado o processo de Poisson, através de exemplos existentes e identificados na natureza e em situações presentes no cotidiano. A distribuição de Poisson foi desenvolvida pelo matemático Siméon Denis Poisson com o intuito de aplicar a teoria das probabilidades em julgamentos criminais. Atualmente é possível aplicar este conceito em problemas que envolvem de modo geral fenômenos aleatórios de chegadas, desenvolvimento em colônia de bactérias, dentre outros. O processo de Poisson consiste em um modelo probabilístico adequado para um grande número de fenômenos observáveis e é de grande importância no estudo da teoria das filas. Ao longo do texto serão apresentadas e discutidas definições, axiomas e condições a fim de esclarecer e facilitar o entendimento do assunto. Uma série de exemplos são detalhados, demonstrando assim o amplo número de possibilidades de aplicações dessa teoria. / This work the Poisson process was presented and some examples exist and identified in the nature and in situations present in the daily. The Poisson distribution was developed by the mathematician Siméon Denis Poisson in order to apply Probability Theory in criminal trials. At present, it is possible to apply these concep to problems that involve, in general, random phenomena of arrivals, development in colony of bacteria, among others. The Poisson process consists of a suitable probabilistic model for a large number of observable phenomena and is of great importance in the study of queue theory. Throughout the text will be presented and discussed definitions, axioms and conditions in order to clarify and facilitate the understanding of the subject. Some examples that were detailed, thus demonstrating the larger number of possibilities of applications of this theory.

54 
Pontos aleatórios na natureza: uma introdução aos processos de Poisson e suas aplicações / Random points in nature: An introduction to Poisson processes and their ApplicationsDimas Francisco Rocha 02 February 2018 (has links)
Neste trabalho é apresentado o processo de Poisson, através de exemplos existentes e identificados na natureza e em situações presentes no cotidiano. A distribuição de Poisson foi desenvolvida pelo matemático Siméon Denis Poisson com o intuito de aplicar a teoria das probabilidades em julgamentos criminais. Atualmente é possível aplicar este conceito em problemas que envolvem de modo geral fenômenos aleatórios de chegadas, desenvolvimento em colônia de bactérias, dentre outros. O processo de Poisson consiste em um modelo probabilístico adequado para um grande número de fenômenos observáveis e é de grande importância no estudo da teoria das filas. Ao longo do texto serão apresentadas e discutidas definições, axiomas e condições a fim de esclarecer e facilitar o entendimento do assunto. Uma série de exemplos são detalhados, demonstrando assim o amplo número de possibilidades de aplicações dessa teoria. / This work the Poisson process was presented and some examples exist and identified in the nature and in situations present in the daily. The Poisson distribution was developed by the mathematician Siméon Denis Poisson in order to apply Probability Theory in criminal trials. At present, it is possible to apply these concep to problems that involve, in general, random phenomena of arrivals, development in colony of bacteria, among others. The Poisson process consists of a suitable probabilistic model for a large number of observable phenomena and is of great importance in the study of queue theory. Throughout the text will be presented and discussed definitions, axioms and conditions in order to clarify and facilitate the understanding of the subject. Some examples that were detailed, thus demonstrating the larger number of possibilities of applications of this theory.

55 
Prediction of recurrent eventsFredette, Marc January 2004 (has links)
In this thesis, we will study issues related to prediction problems and put an emphasis on those arising when recurrent events are involved. First we define the basic concepts of frequentist and Bayesian statistical prediction in the first chapter. In the second chapter, we study frequentist prediction intervals and their associated predictive distributions. We will then present an approach based on asymptotically uniform pivotals that is shown to dominate the plugin approach under certain conditions. The following three chapters consider the prediction of recurrent events. The third chapter presents different prediction models when these events can be modeled using homogeneous Poisson processes. Amongst these models, those using random effects are shown to possess interesting features. In the fourth chapter, the time homogeneity assumption is relaxed and we present prediction models for nonhomogeneous Poisson processes. The behavior of these models is then studied for prediction problems with a finite horizon. In the fifth chapter, we apply the concepts discussed previously to a warranty dataset coming from the automobile industry. The number of processes in this dataset being very large, we focus on methods providing computationally rapid prediction intervals. Finally, we discuss the possibilities of future research in the last chapter.

56 
Prediction of recurrent eventsFredette, Marc January 2004 (has links)
In this thesis, we will study issues related to prediction problems and put an emphasis on those arising when recurrent events are involved. First we define the basic concepts of frequentist and Bayesian statistical prediction in the first chapter. In the second chapter, we study frequentist prediction intervals and their associated predictive distributions. We will then present an approach based on asymptotically uniform pivotals that is shown to dominate the plugin approach under certain conditions. The following three chapters consider the prediction of recurrent events. The third chapter presents different prediction models when these events can be modeled using homogeneous Poisson processes. Amongst these models, those using random effects are shown to possess interesting features. In the fourth chapter, the time homogeneity assumption is relaxed and we present prediction models for nonhomogeneous Poisson processes. The behavior of these models is then studied for prediction problems with a finite horizon. In the fifth chapter, we apply the concepts discussed previously to a warranty dataset coming from the automobile industry. The number of processes in this dataset being very large, we focus on methods providing computationally rapid prediction intervals. Finally, we discuss the possibilities of future research in the last chapter.

57 
Stochastic routing models in sensor networksKeeler, Holger Paul January 2010 (has links)
Sensor networks are an evolving technology that promise numerous applications. The random and dynamic structure of sensor networks has motivated the suggestion of greedy datarouting algorithms. / In this thesis stochastic models are developed to study the advancement of messages under greedy routing in sensor networks. A model framework that is based on homogeneous spatial Poisson processes is formulated and examined to give a better understanding of the stochastic dependencies arising in the system. The effects of the model assumptions and the inherent dependencies are discussed and analyzed. A simple powersaving sleep scheme is included, and its effects on the local node density are addressed to reveal that it reduces one of the dependencies in the model. / Single hop expressions describing the advancement of messages are derived, and asymptotic expressions for the hop length moments are obtained. Expressions for the distribution of the multihop advancement of messages are derived. These expressions involve highdimensional integrals, which are evaluated with quasiMonte Carlo integration methods. An importance sampling function is derived to speed up the quasiMonte Carlo methods. The subsequent results agree extremely well with those obtained via routing simulations. A renewal process model is proposed to model multihop advancements, and is justified under certain assumptions. / The model framework is extended by incorporating a spatially dependent density, which is inversely proportional to the sink distance. The aim of this extension is to demonstrate that an inhomogeneous Poisson process can be used to model a sensor network with spatially dependent node density. Elliptic integrals and asymptotic approximations are used to describe the random behaviour of hops. The final model extension entails including random transmission radii, the effects of which are discussed and analyzed. The thesis is concluded by giving future research tasks and directions.

58 
Stochastic routing models in sensor networksKeeler, Holger Paul January 2010 (has links)
Sensor networks are an evolving technology that promise numerous applications. The random and dynamic structure of sensor networks has motivated the suggestion of greedy datarouting algorithms. / In this thesis stochastic models are developed to study the advancement of messages under greedy routing in sensor networks. A model framework that is based on homogeneous spatial Poisson processes is formulated and examined to give a better understanding of the stochastic dependencies arising in the system. The effects of the model assumptions and the inherent dependencies are discussed and analyzed. A simple powersaving sleep scheme is included, and its effects on the local node density are addressed to reveal that it reduces one of the dependencies in the model. / Single hop expressions describing the advancement of messages are derived, and asymptotic expressions for the hop length moments are obtained. Expressions for the distribution of the multihop advancement of messages are derived. These expressions involve highdimensional integrals, which are evaluated with quasiMonte Carlo integration methods. An importance sampling function is derived to speed up the quasiMonte Carlo methods. The subsequent results agree extremely well with those obtained via routing simulations. A renewal process model is proposed to model multihop advancements, and is justified under certain assumptions. / The model framework is extended by incorporating a spatially dependent density, which is inversely proportional to the sink distance. The aim of this extension is to demonstrate that an inhomogeneous Poisson process can be used to model a sensor network with spatially dependent node density. Elliptic integrals and asymptotic approximations are used to describe the random behaviour of hops. The final model extension entails including random transmission radii, the effects of which are discussed and analyzed. The thesis is concluded by giving future research tasks and directions.

59 
Energy efficiencyspectral efficiency tradeoff in interferencelimited wireless networks / Compromis efficacité énergétique et spectrale dans les réseaux sans fil limités par les interférencesAlam, Ahmad Mahbubul 30 March 2017 (has links)
L'une des stratégies utilisée pour augmenter l'efficacité spectrale (ES) des réseaux cellulaires est de réutiliser la bande de fréquences sur des zones relativement petites. Le problème majeur dans ce cas est un plus grand niveau d'interférence, diminuant l'efficacité énergétique (EE). En plus d'une plus grande largeur de bande, la densification des réseaux (cellules de petite taille ou multiutilisateur à entrées multiples et sortie unique, MUEMSO), peut augmenter l'efficacité spectrale par unité de surface (ESuS). La consommation totale d'énergie des réseaux sans fil augmente en raison de la grande quantité de puissance de circuit consommée par les structures de réseau denses, réduisant l'EE. Dans cette thèse, la région EESE est caractérisé dans un réseau cellulaire hexagonal en considérant plusieurs facteurs de réutilisation de fréquences (FRF), ainsi que l'effet de masquage. La région EEESuS est étudiée avec des processus de Poisson ponctuels (PPP) pour modéliser un réseau MUEMSO avec un précodeur à rapport signal sur fuite plus bruit (RSFB). Différentes densités de station de base (SB) et nombre d'antennes aux SB avec une consommation d'énergie statique sont considérées.Nous caractérisons d'abord la région EESE dans le réseau cellulaire hexagonal pour différentes FRF, avec et sans masquage. Avec le masquage en plus de la perte de propagation, la mesure de coupure εEEES est proposée pour évaluer les performances. Les courbes EEES présentent une grande partie linéaire, due à la consommation de puissance statique, suivie d'une forte diminution de l'EE, puisque le réseau est homogène et limité par les interférences. Les résultats montrent qu'un FRF de 1 pour les régions proches de la SB et des FRF plus élevés dans la région plus proche du bord de la cellule améliorent le point optimal du EEES. De plus, un meilleur compromis EEES peut être obtenu avec une valeur plus élevée de coupure. En outre, un FRF de 1 est le meilleur choix pour une valeur élevée de coupure en raison d'une réduction du rapport signal sur interférence plus bruit (RSIB).Les précodeurs sont utilisés en liaison descendante des réseaux cellulaires MUEMSO à accès multiple par division spatiale (AMDS) pour améliorer le RSIB. La géométrie stochastique a été utilisée intensivement pour analyser de tels systèmes complexes. Nous obtenons une expression analytique de l'ESuS en régime asymptotique, c.àd. nombre d'antennes et d'utilisateurs infinis, en utilisant des résultats de matrices aléatoires et de géométrie stochastique. Les SBs et les utilisateurs sont modélisés par deux PPP indépendants et le précodage RSFB est utilisé. L'EE est dérivée d'un modèle de consommation de puissance linéaire. Les simulations de Monte Carlo montrent que les expressions analytiques sont précises même pour un nombre faible d'antennes et d'utilisateurs. De plus, les courbes d'EEESuS ont une grande partie linéaire avant une forte décroissante de l'EE, comme pour les réseaux hexagonaux. Les résultats montrent également que le précodeur RSFB offre de meilleurs performances que le précodeur forçage à zéro (FZ), qui est typiquement utilisé dans la literature. Les résultats numériques pour le précodeur RSFB montrent que déployer plus de SBs ou d'antennes aux BSs augmente l'ESuS, mais que le gain dépend du rapport des densités SButilisateurs et du nombre d'antennes lorsque la densité de l'utilisateur est fixe. L'EE augmente seulement lorsque l'augmentation de l'ESuS est plus importante que l'augmentation de la consommation d'énergie par unité de surface. D'autre part, lorsque la densité d'utilisateur augmente, l'ESuS dans la région limitée par les interférences peut être améliorée en déployant davantage de SB sans sacrifier l'EE et le débit ergodique des utilisateurs. / One of the used strategies to increase the spectral efficiency (SE) of cellular network is to reuse the frequency bandwidth over relatively small areas. The major issue in this case is higher interference, decreasing the energy efficiency (EE). In addition to the higher bandwidth, densification of the networks (e.g. small cells or multiuser multiple input single output, MUMISO) potentially increases the area spectral efficiency (ASE). The total energy consumption of the wireless networks increases due to the large amount of circuit power consumed by the dense network structures, leading to the decrease of EE. In this thesis, the EESE achievable region is characterized in a hexagonal cellular network considering several frequency reuse factors (FRF), as well as shadowing. The EEASE region is also studied using Poisson point processes (PPP) to model the MUMISO network with signaltoleakageandnoise ratio (SLNR) precoder. Different base station (BS) densities and different number of BS antennas with static power consumption are considered.The EESE region in a hexagonal cellular network for different FRF, both with and without shadowing is first characterized. When shadowing is considered in addition to the path loss, the εSEEE tradeoff is proposed as an outage measure for performance evaluation. The EESE curves have a large linear part, due to the static power consumption, followed by a sharp decreasing EE, since the network is homogeneous and interferencelimited. The results show that FRF of 1 for regions close to BS and higher FRF for regions closer to the cell edge improve the EESE optimal point. Moreover, better EESE tradeoff can be achieved with higher outage values. Besides, FRF of 1 is the best choice for very high outage value due to the significant signaltointerferenceplusnoise ratio (SINR) decrease.In downlink, precoders are used in space division multiple access (SDMA) MUMISO cellular networks to improve the SINR. Stochastic geometry has been intensively used to analyse such a complex system. A closedform expression for ASE in asymptotic regime, i.e. number of antennas and number of users grow to infinity, has been derived using random matrix theory and stochastic geometry. BSs and users are modeled by two independent PPP and SLNR precoder is used at BS. EE is then derived from a linear power consumption model. Monte Carlo simulations show that the analytical expressions are tight even for moderate number of antennas and users. Moreover, the EEASE curves have a large linear part before a sharply decreasing EE, as observed for hexagonal network. The results also show that SLNR outperforms the zeroforing (ZF) precoder, which is typically used in literature. Numerical results for SLNR show that deploying more BS or a large number of BS antennas increase ASE, but the gain depends on the BSuser density ratio and on the number of antennas when user density is fixed. EE increases only when the increase in ASE dominates the increase of the power consumption per unit area. On the other hand, when the user density increases, ASE in interferencelimited region can be improved by deploying more BS without sacrificing EE and the ergodic rate of the users.

60 
Environmental thermal stresses as a first passage problemZibdeh, Hazim S. January 1985 (has links)
Due to changes of the thermal environment, thermal stresses are produced in structures. Two approaches based on the stochastic process theory are used to describe this phenomenon.
The structure is idealized as a long hollow viscoelastic cylinder. Two sites are considered: Barrow (AK) and Yuma (AZ).
First passage concepts are applied to characterize the reliability of the system. Crossings are assumed to follow either the behavior of the Poisson process or Markov process. In both cases, the distribution of the time to first passage is taken to be the exponential distribution.
Because the material is viscoelastic, statistically and time varying barriers (strengths) with Normal, LogNormal, or Neibull distributions are considered. Degradation of the barriers by aging and cumulative damage are incorporated in the analysis. / Ph. D. / incomplete_metadata

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