Ce mémoire étudie le comportement des particules dont la position est maximale au temps t dans la marche aléatoire branchante et le mouvement brownien branchant sur R, pour des valeurs de t grandes. Plus exactement, on regarde le comportement du maximum d’une marche aléatoire branchante dans un environnement inhomogène en temps, au sens où la loi des accroissements varie en fonction du temps. On compare avec des modèles connus ou simplifiés, en particulier le modèle i.i.d., où l’on observe des marches aléatoires indépendantes et le modèle de la marche aléatoire homogène. On s’intéresse par la suite aux corrélations entre les particules maximales d’un mouvement brownien branchant. Plus précisément, on étudie le temps de branchement entre deux particules maximales. Finalement, on applique les méthodes et les résultats des premiers chapitres afin d’étudier les corrélations dans un mouvement brownien branchant dans un environnement inhomogène. Le résultat principal du mémoire stipule qu’il y a existence de temps de branchement au centre de l’intervalle [0, t] dans le mouvement brownien branchant inhomogène, ce qui n’est pas le cas pour le mouvement brownien branchant standard. On présentera également certaines simulations numériques afin de corroborer les résultats numériques et pour établir des hypothèses pour une recherche future. / This thesis studies the behavior of particles that are maximal at time t in branching random walk and branching Brownian motion on R, for large values of t. Precisely, we look at the behavior of the maximum in a branching random walk in a time-inhomogeneous environment, where the law of the increments varies with respect to time. We compare with known or simplified models such as the model where random walks are taken to be i.i.d. and the branching random walk in a time-homogeneous environment model. We then take a look at the correlations between maximal particles in a branching brownian motion. Specifically, we look at the branching time between those maximal particles. Finally, we apply results and methods from the first chapters to study those same correlations in branching Brownian motion in a inhomogeneous environment. The thesis’ main result establishes existence of branching time at the center of the interval [0, t] for the branching Brownian motion in a inhomogeneous environment, which is not the case for standard branching brownian motion.We also present results of simulations that agree with theoretical results and help establishing new hypotheses for future research.

Estudamos um modelo de passeios aleatórios simples em grafos, conhecido como modelo dos sapos. Esse modelo pode ser descrito de maneira geral da seguinte forma: existem partículas ativas e partículas desativadas num grafo G. Cada partícula ativa desempenha um passeio aleatório simples a tempo discreto e a cada momento ela pode morrer com probabilidade 1-p. Quando uma partícula ativa entra em contato com uma partícula desativada, esta é ativada e também passa a realizar, de maneira independente, um passeio aleatório pelo grafo. Apresentamos limites superior e inferior para o parâmetro crítico de sobrevivência do modelo dos sapos na árvore, e demonstramos que este parâmetro crítico não é uma função monótona do grafo em que está definido. / We study a system of simple random walks on graphs, known as frog model. This model can be described generally speaking as follows: there are active and sleeping particles living on some graph G. Each particle performs a simple random walk with discrete time and at each moment it may disappear with probability 1 - p. When an active particle hits a sleeping particle, the latter becomes active and starts to perform, independently, a simple random walk on the graph. We present lower and upper bounds for the surviving critical parameter on the tree, and we show that this parameter is not a monotonic function of the graph it is defined on.

Cette thèse cherche à quantifier le temps de premier passage (FPT) d'un marcheur non-markovien sur une cible. La première partie est consacrée au calcul du temps moyen de premier passage (MFPT) pour différents processus non-markoviens confinés, pour lesquels les variables cachées sont connues. Notre méthode, qui adapte un formalisme existant, repose sur la détermination de la distribution des variables cachées au moment du FPT. Nous étendons ensuite ces idées à processus non-markoviens confinés généraux, sans introduire les variables cachées - en général inconnues. Nous montrons que le MFPT est entièrement déterminé par la position du marcheur dans le futur du FPT. Pour des processus gaussiens à incréments stationnaires, cette position est très proche d'une processus gaussien, hypothèse qui permet de déterminer ce processus de manière auto-cohérente, et donc de calculer le MFPT. Nous appliquons cette théorie à différents exemples en dimension variée, obtenant des résultats très précis quantitativement. Nous montrons également que notre théorie est exacte perturbativement autour d'une marche markovienne. Dans une troisième partie, nous explorons l'influence du vieillissement sur le FPT en confinement, et prédisons la dépendance en les paramètres géométriques de la distribution de ce FPT, prédictions vérifiées sur maints exemples. Nous montrons en particulier qu'une non-linéarité du MFPT avec le volume confinant est une caractéristique d'un processus vieillissant. Enfin, nous étudions les liens entre les problèmes avec et sans confinement. Notre travail permet entre autre de d'estimer l'exposant de persistance associé à des processus gaussiens non-markoviens vieillissant. / The aim of this thesis is the evaluation of the first-passage time (FPT) of a non-markovian walker over a target. The first part is devoted to the computation of the mean first-passage time (MFPT) for different non-markovien confined processes, for which hidden variables are explicitly known. Our methodology, which adapts an existing formalism, relies on the determination of the distribution of the hidden variables at the instant of FPT. Then, we extend these ideas to the case of general non-markovian confined processes, without introducing the -often unkown- hidden variables. We show that the MFPT is entirely determined by the position of the walker in the future of the FPT. For gaussian walks with stationary increments, this position can be accurately described by a gaussian process, which enable to determine it self-consistently, and thus to find the MFPT. We apply this theory on many examples, in various dimensions. We show moreover that this theory is exact perturbatively around markovian processes. In the third part, we explore the influence of aging properties on the the FPT in confinement, and we predict the dependence of its statistic on geometric parameters. We verify these predictions on many examples. We show in particular that the non-linearity of the MFPT with the confinement is a hallmark of aging. Finally, we study some links between confined and unconfined problems. Our work suggests a promising way to evaluate the persistence exponent of non-markovian gaussian aging processes.

Made available in DSpace on 2017-07-21T19:26:05Z (GMT). No. of bitstreams: 1 Rafael Ribaski Borges.pdf: 2504879 bytes, checksum: b87dbb16266c955866bfc47eef34de30 (MD5) Previous issue date: 2013-03-05 / Coordenação de Aperfeiçoamento de Pessoal de Nível Superior / The extreme value theory is a branch of statistics and probability. It deals with the asymptotic distributions of extreme values (maximum or minimum) temporal series. The events which takes the average values removed are classified as extreme events. Examples include natural disasters such as goods, earthquakes or an event that causes a strong impact on society. Considering the scenario of complex networks, some examples of extreme events are congestion in networks of roads, power outages in power transmission networks and web servers congested. Thus, understanding the mechanisms that occur in such events is of great interest, because the prediction of these occurrences can minimize its efects, or even avoid them. Thus, the objectives of this study were: 1) to describe the asymptotic behavior of exceedances of a threshold specified by the generalized extreme value distribution, 2) extend the study to the probability of extreme events in complex networks with random topology, small world and scale free. This work was carried out by simulations of random walk pattern and shorter paths. The results shows that for the nodes, also called vertices or sites with low connectivity (lesser degree) in the networks analyzed, the distribution of excesses is not of exponential type. This implies that this distribution is bounded above. The results for the nodes with higher degree were similar, but only for the scale-free network this behavior does not occur. This is due to the fact that the number of exceedances observed in this case is signicantly smaller than the other. It was checked analytically and numerically simulated by random walk pattern, the probability of extreme event is larger and the average time between them is smaller for nodes with lower degree when compared with nodes with higher degree. The spectrum of eigenvalues of the adjacency matrix of the network, which describes the links between nodes, provides conditions for a good agreement between the analytical results and the simulations. For simulations of random walk for shorter paths it was found that nodes with lower betweenness centralities are more likely to have extreme events. / A teoria de valores extremos é um ramo da estatística e probabilidade. Ela trata das distribuições assintóticas de valores extremos (máximos ou mínimos) de séries temporais. Os eventos que assumem valores afastados da média são classificados como eventos extremos. Alguns exemplos são desastres naturais, tais como enchentes, terremotos ou um evento que cause um forte impacto na sociedade. Considerando o cenário de redes complexas, alguns exemplos de eventos extremos são congestionamentos em redes de rodovias, quedas de energia em redes de transmissão e servidores de internet congestionados. Assim, a compreensão dos mecanismos que regem tais eventos é de grande interesse, pois com a previsão de ocorrências destes pode-se minimizar seus efeitos ou até mesmo evitá-los. Com isso, os objetivos deste trabalho foram: 1) descrever o comportamento assintótico das excedências de um valor limite especicado por meio da distribuição de valores extremos generalizada; 2) estender o estudo para a probabilidade de eventos extremos em redes complexas com topologia aleatória, mundo pequeno e escala livre. Este trabalho foi realizado por meio de simulações de caminhada aleatória padrão e por menores caminhos. Os resultados obtidos mostram que para os nós, também denominados vértices ou sítios, com menor conectividade (menor grau) nas redes analisadas, a distribuição dos excessos não é do tipo exponencial. Isto implica que esta distribuição é limitada superiormente. Os resultados para os nós com maior grau foram semelhantes, porém, somente para a rede de escala livre este comportamento não ocorre. Isto se deve ao fato de que o número de excedências observadas neste caso são menores do que nos demais. Foi vericado analiticamente e numericamente por meio de simulações de caminhada aleatória padrão, que a probabilidade de evento extremo é maior e que o tempo médio entre eles é menor para os nós com grau menor, quando comparados com nós com grau maior. O espectro de autovalores da matriz adjacência da rede, a qual descreve as ligações entre os nós, fornece condições para uma boa concordância entre os resultados analíticos e das simulações.Para simulações de caminhada aleatória por menores caminhos verificou-se que os nós com menores centralidades de intermediação são mais propensos a ter eventos extremos.

<p>Even though today´s world unwinds on the increasing way of the globalisation, investors are aware of the possibilities the international markets offer and distance is not an issue any more, they are still governed by the “home bias factor“. This phenomenon implies that investors tend to prefer investing in domestic securities rather than entering the global market. Swedish investors are not the exception and the issue of the attraction of foreign fixed income securities is highlighted even more when we have found out there is lack of academic research about the topic from the perspective of Swedish investors. To narrow down the research subject and provide a reader with an interesting approach, we decided to examine the attraction of foreign government bonds from the perspective of Swedish investors.</p><p>At the beginning of the paper we raised three research questions and defined the objective of the paper in questioning the existence of reasons to invest in foreign government bonds. Another research question was defined as identifying our local investor, who is entering the global market and last, but not least, what investing strategy do we recommend him to follow.</p><p>Along the paper we proposed to apply a decent level of informative as well as a scientific approach to provide a reader with a valuable study concerning pre-defined topic. To reach more concrete outcomes of the study we have accepted couple of assumtions which we have identified ourselves with and we have stressed them especially during the theoretical part of the paper.</p><p>After conducting the comprehensive analysis of the Swedish market for government bonds we have identified a huge gap between the demand and supply for such bonds and based on the discussion concerning the opportunities and risks connected with such investments we have defined our investor. Under given assumptions, as the most probable case of occurance we consider a rational investor, who is offsetting the balance of interest rate sensitive assets and liabilities simultaneously looking for the best possible yield, the lowest possible risk and sound level of diversification.</p><p>During the empirical analysis, namely examination of the national yield curves we set first, however very limited investment strategy. After the incorporation of the portfolio theory, currency rate risk and the existence of instruments covering the foreign currency exposure we have come into a conclusion that our investor does not have to necessarily prefer a security from the depicted efficient frontier, but he can employ other securities as well. As a consequence, when using 100% hedging he can use whichever security on the global market.</p><p>At the conclusion, stated findings imply another investigation, since our research was based on very strong assumptions presented during the study. Thus it by far does not provide the reader with a comprehensive investment analysis, which some readers might be interested in. However, even from the beginning we claimed that we do not have such an ambitious goal.</p>

<p>This thesis consists of four papers, all concerning random iteration of isometries. The papers are:</p><p>I. Ambroladze A, Ådahl M, Random iteration of isometries in unbounded metric spaces. Nonlinearity 16 (2003) 1107-1117.</p><p>II. Ådahl M, Random iteration of isometries controlled by a Markov chain. Manuscript.</p><p>III. Ådahl M, Melbourne I, Nicol M, Random iteration of Euclidean isometries. Nonlinearity 16 (2003) 977-987.</p><p>IV. Johansson A, Ådahl M, Recurrence of a perturbed random walk and an iterated function system depending on a parameter. Manuscript.</p><p>In the first paper we consider an iterated function system consisting of isometries on an unbounded metric space. Under suitable conditions it is proved that the random orbit {<i>Z</i>n} ^∞_n=0, of the iterations corresponding to an initial point Z₀, “escapes to infinity" in the sense that <i>P</i>(<i>Z</i>n Є <i>K)</i> → 0, as <i>n</i> → ∞ for every bounded set <i>K</i>. As an application we prove the corresponding result in the Euclidean and hyperbolic spaces under the condition that the isometries do not have a common fixed point.</p><p>In the second paper we let a Markov chain control the random orbit of an iterated function system of isometries on an unbounded metric space. We prove under necessary conditions that the random orbit \escapes to infinity" and we also give a simple geometric description of these conditions in the Euclidean and hyperbolic spaces. The results generalises the results of Paper I.</p><p>In the third paper we consider the statistical behaviour of the reversed random orbit corresponding to an iterated function system consisting of a finite number of Euclidean isometries of <b>R</b>n. We give a new proof of the central limit theorem and weak invariance principles, and we obtain the law of the iterated logarithm. Our results generalise immediately to Markov chains. Our proofs are based on dynamical systems theory rather than a purely probabilistic approach.</p><p>In the fourth paper we obtain a suficient condition for the recurrence of a perturbed (one-sided) random walk on the real line. We apply this result to the study of an iterated function system depending on a parameter and defined on the open unit disk in the complex plane. </p>

<p>I många nätverk antas det att någon form av fix infrastruktur existerar och att nätverkets olika noder kan använda denna för att kommunicera med varandra. I ett ad hoc-nätverk antar man att det inte finns någon fix infrastruktur och att noderna måste använda varandra för att kunna kommunicera. Ett exempel på ett ad hoc-nätverk kan vara bärbara datorer sammankopplade med infraröda länkar under ett möte. När ad hoc-nätverket är mobilt innebär det att noderna rör sig.</p><p>I detta arbete har de tre protokollen Epidemic, GeoMean och GeoMove tillsammans med de två rörelsemodellerna Waypoint och den utökade slumpmässiga vandringen implementerats i en nyskriven simulator för denna typ av nätverk.</p><p>De två Geo-protokollen är nyutvecklade och syftar till att använda geografisk information för att underlätta kommunikationen i denna kategori av nätverk tillsammans med den nya utvidgade slumpmässiga vandringsmodellen.</p> / <p>In many networks, some kind of fix infrastructure is assumed to exist and the nodes of the network can use this infrastructure to communicate with each other. In an ad hoc network one assumes that there don't exist any kind of fix infrastructure and that the nodes must use each other to be able to communicate. One example of an ad hoc network could be laptops connected together with infrared links during a meeting. When an ad hoc network is mobile it implies that the nodes are moving.</p><p>In this work, the three protocols Epidemic, GeoMean and GeoMove together with the two mobility models Waypoint and Extended Random Walk, have been implemented in a newly written simulator for this kind of network.</p><p>The two Geo-protocols are newly developed and aim to use geographical information to aid communication in this category of networks together with the new Extended Random Walk model.</p>

<p>Rotundus AB är ett världsledande företag inom området för sfäriska robotar som håller på att utveckla den markbundna farkosten GroundBot(tm). För att detektera robotens translations- och rotationsrörelser används accelerometrar och hastighetsgyron. Dessutom används sensorerna för tröghetsnavigering när GPS-täckning saknas.</p><p>Målet med projektet innebär att ta fram en metod för att utvärdera precisionen hos sensorer för robotens tröghetsnavigeringsenhet. Metoden koncentrerar sig på fyra av sensorernas felkällor: Skalfaktor, bias, slumpvandring och biasinstabilitet.</p><p>För att beräkna skalfaktorn och biasen används linjära minsta kvadratmetoden där utsignalen från sensorn anpassas mot ett teoretiskt värde. Slumpvandringen och biasinstabiliteten utvärderas med Allans varians.</p>

<p>Många berättar om de ekonomiska vinster de gjort på börsen under senaste åren, och hur lätt pengarna rullat in på deras konton. Med en liten inblick i finansmarknaden och genom att titta på A-ekonomi då och då så blir i stort sett alla aktieaffärer lyckade. Vi hör dock sällan någon berätta om folks dåliga aktieaffärer. Börsen verkar med andra ord vara en guldgruva för dem som investerar där. Med hjälp av dyra aktierekommendationer kan man göra ännu större vinster enligt en rad olika fondkommissionär. Betting är en trend som aldrig tycks ta slut. Även där påpekar spelbolagen hur lätt det är att ta hem vinster, bara man har lite kunskap blir man en vinnare. Och vem vill inte bli det?</p><p>Syftet med denna uppsats är att reda ut nämnda påstående. Är det så lätt som visa försöker påvisa att öka sina likvida medel med hjälp av en smärre aktiekunskap? Denna studie försöker visa hur det egentligen ligger till i denna fråga. Vem vinner när kunskap ställs mot slump i spel- och aktievärlden?</p><p>I denna uppsats vill vi undersöka likheterna av slumpens betydelse vid kortsiktiga placeringar i aktier och spel på multibet. Med hjälp av Random Walk-teorin vill vi se om det finns likheter mellan att köpa aktier på börsen och att spela på multibet.</p><p>För att få en bredare kunskap inom detta ämne så har vi byggt upp en teoridel i denna uppsats som tar upp elementära och relevanta grundstenar inom dessa ämnen. Det dyker upp en rad olika frågetecken under resans gång, men dessa försöker vi besvara så gott det går ännu längre fram i uppsatsen.</p><p>De slutsatser vi kommit fram till med hjälp av vår undersökning är att slumpen har en stor betydelse på aktie- respektive spelmarknaden. Men däremot tror vi inte att den tekniska och fundamentala analysen ska förkastas, den kan i viss mån vara till hjälp.</p>

This thesis studies connections between disorder type in tree polymers and the branching random walk and presents an application to swarm site-selection. Chapter two extends results on tree polymers in the infinite volume limit to critical strong disorder. Almost sure (a.s.) convergence in the infinite volume limit is obtained for weak disorder by standard theory on multiplicative cascades or the branching random walk. Chapter three establishes results for a simple branching random walk in connection with a related tree polymer. A central limit theorem (CLT) is shown to hold regardless of polymer disorder type, and a.s. connectivity of the support is established in the asymmetric case. Chapter four contains a model for site-selection in honeybee swarms. Simulations demonstrate a trade-off between speed and accuracy, and strongly suggest that increasing the quorum threshold at which the process terminates usually improves decision performance. / Graduation date: 2013