Orientador: Marta Cilene Gadotti / Banca: Paulo Leandro Dattori da Silva / Banca: Ricardo Parreira da Silva / Resumo: Este trabalho apresenta resultados importantes sobre a Teoria de Integração. Inicialmente é desenvolvida uma parte sobre Teoria da Medida, necessária para introduzir a integral de Lebesgue e suas propriedades. Também é apresentada a integral de Riemann-Stieltjes. Em seguida, são demonstrados resultados importantes sobre converg ência envolvendo as integrais de Lebesgue, resultados estes que não são válidos para integrais de Riemann. Para apresentar tais temas, usa-se mais fortemente as referências [1], [2], [3] e [4] / Abstract: This study presents important results on Integration of Theory. The rst of all part is developed on Measure Theory which is necessary to introduce the Lebesgue integral and its properties and we introduce. It also shows the Riemann-Stieltjes integral. Important results are proved on convergence involving the integrals of Lebesgue, which are not valid for the Riemann integral. Im order to present these themes we strongly use the references [1], [2], [3] and [4] / Mestre

It was conjectured in the early 1950¡¯s that the empirical spectral distribution (ESD) of an $n \times n$ matrix whose entries are independent and identically distributed with mean zero and variance one, normalized by a factor of $\frac{1}{\sqrt{n}}$, converges to the uniform distribution over the unit disk on the complex plane, which is called the circular law. The goal of this thesis is to prove the so called Replacement Principle introduced by Tao and Vu which is a crucial step in their recent proof of the circular law in full generality. It gives a general criterion for the difference of the ESDs of two normalised random matrices $\frac{1}{\sqrt{n}}A_n$, $\frac{1}{\sqrt{n}}B_n$ to converge to 0. / Thesis (Master, Mathematics & Statistics) -- Queen's University, 2009-07-11 14:57:44.225

The Riemann zeta function ζ(s) is one of the most fundamental functions in number theory. Euler demonstrated that ζ(s) is closely connected to the prime numbers and Riemann gave proofs of the basic analytic properties of the zeta function. Values of the zeta function and its derivatives have been studied by several mathematicians. Apostol in particular gave a computable formula for the values of the derivatives of ζ(s) at s = 0. The Hurwitz zeta function ζ(s,q) is a generalization of ζ(s). We modify Apostolʼs methods to find values of the derivatives of ζ(s,q) with respect to s at s = 0. As a consequence, we obtain relations among certain important constants, the generalized Stieltjes constants. We also give numerical estimates of several values of the derivatives of ζ(s,q).

Made available in DSpace on 2014-06-11T19:27:09Z (GMT). No. of bitstreams: 0 Previous issue date: 2013-07-26Bitstream added on 2014-06-13T19:34:55Z : No. of bitstreams: 1 santos_ln_me_rcla_parcial.pdf: 254454 bytes, checksum: e32c8bbf83212b9a080a05b6df96f529 (MD5) Bitstreams deleted on 2015-06-25T13:00:45Z: santos_ln_me_rcla_parcial.pdf,. Added 1 bitstream(s) on 2015-06-25T13:03:12Z : No. of bitstreams: 1 000719346_20160726.pdf: 224220 bytes, checksum: 33187ebbdf2a29afe4f365dc6ce932e7 (MD5) Bitstreams deleted on 2016-07-29T12:53:55Z: 000719346_20160726.pdf,. Added 1 bitstream(s) on 2016-07-29T12:54:49Z : No. of bitstreams: 1 000719346.pdf: 949531 bytes, checksum: f249fa8a2707372138d0d3be07ff83fd (MD5) / Este trabalho apresenta resultados importantes sobre a Teoria de Integração. Inicialmente é desenvolvida uma parte sobre Teoria da Medida, necessária para introduzir a integral de Lebesgue e suas propriedades. Também é apresentada a integral de Riemann-Stieltjes. Em seguida, são demonstrados resultados importantes sobre converg ência envolvendo as integrais de Lebesgue, resultados estes que não são válidos para integrais de Riemann. Para apresentar tais temas, usa-se mais fortemente as referências [1], [2], [3] e [4] / This study presents important results on Integration of Theory. The rst of all part is developed on Measure Theory which is necessary to introduce the Lebesgue integral and its properties and we introduce. It also shows the Riemann-Stieltjes integral. Important results are proved on convergence involving the integrals of Lebesgue, which are not valid for the Riemann integral. Im order to present these themes we strongly use the references [1], [2], [3] and [4]

Hattendorff's theorem on the zero means and uncorrelatedness of losses in disjoint time periods on a life insurance policy is derived for payment streams, discount functions and time periods that are all stochastic. Thiele's differential equation, describing the development of life insurance policy reserves over the contract period, is derived for stochastic payment streams generated by point processes with intensities. The development follows that by Norberg. In pursuit of these aims, the basic properties of Lebesgue-Stieltjes integration are spelled out in detail. An axiomatic approach to the discounting of payment streams is presented, and a characterization in terms of the integral of a discount function is derived, again following the development by Norberg. The required concepts and tools from the theory of continuous time stochastic processes, in particular point processes, are surveyed. / Dissertation (MSc (Actuarial Science))--University of Pretoria, 2007. / Insurance and Actuarial Science / unrestricted

The spectral distribution function of random matrices is an information-carrying object widely studied within Random matrix theory. In this thesis we combine the results of the theory together with the idea of free independence introduced by Voiculescu (1985). Important theoretical part of the thesis consists of the introduction to Free probability theory, which justifies use of asymptotic freeness with respect to particular matrices as well as the use of Stieltjes and R-transform. Both transforms are presented together with their properties. The aim of thesis is to point out characterizations of those classes of the matrices, which have closed form expressions for the asymptotic spectral distribution function. We consider all matrices which can be decomposed to the sum of asymptotically free independent summands. In particular, explicit calculations are performed in order to illustrate the use of asymptotic free independence to obtain the asymptotic spectral distribution for a matrix Q and generalize Marcenko and Pastur (1967) theorem. The matrix Q is defined as <img src="http://www.diva-portal.org/cgi-bin/mimetex.cgi?Q%20=%20%5Cfrac%7B1%7Dn%20X_1X%5E%5Cprime_1%20+%20%5Ccdot%5Ccdot%5Ccdot%20+%20%5Cfrac%7B1%7Dn%20X_kX%5E%5Cprime_k," />  where Xi is p × n matrix following a matrix normal distribution, Xi ~ Np,n(0, \sigma^2I, I). Finally, theorems pointing out classes of matrices Q which lead to closed formula for the asymptotic spectral distribution will be presented. Particularly, results for matrices with inverse Stieltjes transform, with respect to the composition, given by a ratio of polynomials of 1st and 2nd degree, are given.

In der vorliegenden Dissertation behandeln wir spezielle matrizielle Potenzmomentenprobleme: Das rechtsseitige bzw. linksseitige alpha-Stieltjes Momentenproblem für beliebige reelle alpha. Wir widmen uns in dieser Arbeit vorwiegend dem vollständig nichtdegenerierten Fall. Im Verlauf der Arbeit werden wir mehrere Parametrisierungen der vorgegebenen Momentenfolge einführen, untersuchen und untereinander in Verbindung bringen. Speziell befassen wir uns mit der alpha-Stieltjes-Parametrisierung, der kanonischen Hankel-Parametrisierung, dem Favard-Paar, der alpha-Dyukarev-Stieltjes-Parametrisierung, dem alpha-Dyukarev-Quadrupel und dem alpha-Stieltjes-Quadrupel. Wir werden das betrachtete Potenzmomentenproblem mithilfe der sogenannten Stieltjes-Transformation in ein äquivalentes Interpolationsproblem überführen. Durch die Heranziehung des Systems von Potapovschen fundamentalen Matrixungleichungen können wir eine vollständige Beschreibung der Lösungsmenge in Form einer gebrochen linearen Transformation vornehmen, deren erzeugende Matrixfunktion ein aus dem alpha-Dyukarev-Quadrupel gebildetes 2qx2q-Matrixpolynom, auch Resolventenmatrix genannt, ist und als deren Parametermenge eine spezielle Klasse von geordneten Paaren von meromorphen qxq-Matrixfunktionen, den sogenannten Stieltjes-Paaren, fungiert. Hierbei spielt die Signaturmatrix Jq-Schlange eine wichtige Schlüsselrolle. Weiterhin erfolgt eine ausführliche Diskussion zweier in gewissem Sinne extremaler Lösungen des umformulierten Potenzmomentenproblems, eine multiplikative Zerlegung der Resolventenmatrix in lineare Matrixpolynome, wodurch eine Verbindung zu einem möglichen Algorithmus vom Schur-Typ geschaffen wird, eine alternative Beschreibung der Lösungsmenge mit einer Teilmenge von qxq-Schurfunktionen als Parametermenge und eine Betrachtung einiger Zusammenhänge zum Hausdorffschen Momentenproblem.:0 Einleitung 1 Erste Beobachtungen zu matriziellen alpha-Stieltjes Momentenproblemen 2 Über einige zu Matrizenfolgen gehörige Parametrisierungen und Matrixpolynome 3 Die alpha-Dyukarev-Stieltjes-Parametrisierung von alpha-Stieltjes-positiv definiten Folgen 4 Konstruktion einer Resolventenmatrix für vollständig nichtdegenerierte matrizielle alpha-Stieltjes Momentenprobleme 5 Die multiplikative Struktur der Folge von 2qx2q-alpha-Dyukarev-Matrixpolynomen bezüglich alpha-Stieltjes-positiv definiter Folgen 6 Eine alternative Beschreibung der Lösungsmenge für vollständig nichtdegenerierte matrizielle alpha-Stieltjes Momentenprobleme 7 Das alpha-Stieltjes-Quadrupel bezüglich alpha-Stieltjes-positiv definiter Folgen 8 Weitere Zusammenhänge zwischen einigen Parametrisierungen alpha-Stieltjes-positiv definiter Folgen 9 Einige Zusammenhänge zum matriziellen Hausdorffschen Momentenproblem A Einige Aussagen zur Integrationstheorie nichtnegativ hermitescher Maße B Über die Stieltjes-Transformation von nichtnegativ hermiteschen Maßen C Einige Aussagen der Matrizentheorie D Einige Aussagen der J-Theorie E Einige Aussagen über ganze Funktionen aus J-Potapov-Klassen bezüglich Halbebenen F Einige Aussagen über Stieltjes-Paare von meromorphen Matrixfunktionen G Einige Aussagen über Teilklassen von Schur-Funktionen auf Halbebenen

The spectral distribution function of random matrices is an information-carrying object widely studied within Random matrix theory. In this thesis we combine the results of the theory together with the idea of free independence introduced by Voiculescu (1985). Important theoretical part of the thesis consists of the introduction to Free probability theory, which justifies use of asymptotic freeness with respect to particular matrices as well as the use of Stieltjes and R-transform. Both transforms are presented together with their properties. The aim of thesis is to point out characterizations of those classes of the matrices, which have closed form expressions for the asymptotic spectral distribution function. We consider all matrices which can be decomposed to the sum of asymptotically free independent summands. In particular, explicit calculations are performed in order to illustrate the use of asymptotic free independence to obtain the asymptotic spectral distribution for a matrix Q and generalize Marcenko and Pastur (1967) theorem. The matrix Q is defined as <img src="http://www.diva-portal.org/cgi-bin/mimetex.cgi?Q%20=%20%5Cfrac%7B1%7Dn%20X_1X%5E%5Cprime_1%20+%20%5Ccdot%5Ccdot%5Ccdot%20+%20%5Cfrac%7B1%7Dn%20X_kX%5E%5Cprime_k," />  where Xi is p × n matrix following a matrix normal distribution, Xi ~ Np,n(0, \sigma^2I, I). Finally, theorems pointing out classes of matrices Q which lead to closed formula for the asymptotic spectral distribution will be presented. Particularly, results for matrices with inverse Stieltjes transform, with respect to the composition, given by a ratio of polynomials of 1st and 2nd degree, are given.

京都大学 / 0048 / 新制・課程博士 / 博士(情報学) / 甲第19121号 / 情博第567号 / 新制||情||100(附属図書館) / 32072 / 京都大学大学院情報学研究科複雑系科学専攻 / (主査)教授 木上 淳, 教授 磯 祐介, 教授 西村 直志 / 学位規則第4条第1項該当 / Doctor of Informatics / Kyoto University / DFAM

Several manufacturers of road vehicles today are working on developing autonomous vehicles. One subject that is often up for discussion when it comes to integrating autonomous road vehicles into the infrastructure is the safety aspect. There is in the context no common view of how safety should be quantified. As a contribution to this discussion we propose describing each potential hazardous event of a vehicle as a Semi-Markov Process (SMP). A reliability-based method for using the semi-Markov representation to calculate the probability of a hazardous event to occur is presented. The method simplifies the expression for the reliability using the Laplace-Stieltjes transform and calculates the transform of the reliability exactly. Numerical inversion algorithms are then applied to approximate the reliability up to a desired error tolerance. The method is validated using alternative techniques and is thereafter applied to a system for automated steering based on a real example from the industry. A desired evolution of the method is to involve a framework for how to represent each hazardous event as a SMP. / Flertalet tillverkare av vägfordon jobbar idag på att utveckla autonoma fordon. Ett ämne ofta på agendan i diskussionen om att integrera autonoma fordon på vägarna är säkerhet. Det finns i sammanhanget ingen klar bild över hur säkerhet ska kvantifieras. Som ett bidrag till denna diskussion föreslås här att beskriva varje potentiellt farlig situation av ett fordon som en Semi-Markov process (SMP). En metod presenteras för att via beräkning av funktionssäkerheten nyttja semi-Markov representationen för att beräkna sannolikheten för att en farlig situation ska uppstå. Metoden nyttjar Laplace-Stieltjes transformen för att förenkla uttrycket för funktionssäkerheten och beräknar transformen av funktionssäkerheten exakt. Numeriska algoritmer för den inversa transformen appliceras sedan för att beräkna funktionssäkerheten upp till en viss feltolerans. Metoden valideras genom alternativa tekniker och appliceras sedan på ett system för autonom styrning baserat på ett riktigt exempel från industrin. En fördelaktig utveckling av metoden som presenteras här skulle vara att involvera ett ramverk för hur varje potentiellt farlig situation ska representeras som en SMP.