Sensory inputs can be ambiguous. A physically constant stimulus that induces several perceptual alternatives is called multistable. Many factors can influence perception. In this thesis I investigate factors that affect visual multistability. All presented studies use a pattern-component rivalry stimulus consisting of two gratings drifting in opposite directions (called the plaid stimulus). This induces an “integrated” perception of a moving plaid (the pattern) or a “segregated” perception of overlaid gratings (the components). One study (chapter 2) investigates parameter dependence of a plaid stimulus on perception, with particular emphasis on the first percept. Specifically, it addresses how the enclosed angle (opening angle) affects the perception at stimulus onset and during prolonged viewing. The effects that are shown persist even if the stimulus is rotated. On a more abstract level it is shown that percepts can influence each other over time (chapter 3) which emphasizes the importance of instructions and report mode. In particular, it relates to the decision which percepts are instructed to be reported at all as well as which percepts can be reported as separate entities and which are pooled into the same response option. A further abstract level (predictability of a stimulus change, chapter 5) shows that transferring effects from one modality to another modality (specifically from audition to vision) requires careful choice of stimulus parameters. In this context, we give considerations to the proposal for a wider usage of sequential stopping rules (SSR, chapter 4), especially in studies where effect sizes are hard to estimate a priori. This thesis contributes to the field of visual multistability by providing novel experimental insights into pattern-component rivalry and by linking these findings to data on sequential dependencies, to the optimization of experimental designs, and to models and results from another sensory modality.:Bibliographische Beschreibung 3 Acknowledgments 4 CONTENTS 5 Collaborations 7 List of Figures 8 List of Tables 8 1. Introduction 9 1.1. Tristability 10 1.2. Two or more interpretations? 11 1.3. Multistability in different modalities 12 1.3.1. Auditory multistability 12 1.3.2. Haptic multistability 13 1.3.3. Olfactory multistability 13 1.4. multistability with several interpretations 13 1.5. Measuring multistability 14 1.5.1. The optokinetic nystagmus 14 1.5.2. Pupillometry 15 1.5.3. Measuring auditory multistability 15 1.5.4. Crossmodal multistability 16 1.6. Factors governing multistability 16 1.6.1. Manipulations that do not involve the stimulus 16 1.6.2. Manipulation of the stimulus 17 1.6.2.1. Factors affecting the plaid stimulus 17 1.6.2.2. Factors affecting the auditory streaming stimulus 18 1.7. Goals of this thesis 18 1.7.1. Overview of the thesis 18 2. Parameter dependence in visual pattern-component rivalry at onset and during prolonged viewing 21 2.1. Introduction 21 2.2. Methods 24 2.2.1. Participants 24 2.2.2. Setup 24 2.2.3. Stimuli 25 2.2.4. Procedure 26 2.2.5. Analysis 27 2.2.6. (Generalized) linear mixed-effects models 30 2.3. Results 30 2.3.1. Experiment 1 30 2.3.1.1. Relative number of integrated percepts 31 2.3.1.2. Generalized linear mixed-effects model 32 2.3.1.3. Dominance durations 33 2.3.1.4. Linear mixed-effects models 33 2.3.1.5. Control: Disambiguated trials 33 2.3.1.6. Time course of percept reports at onset 34 2.3.1.7. Eye movements 35 2.3.2. Experiment 2 36 2.3.2.1. Relative number of percepts 36 2.3.2.2. Generalized linear mixed-effects model 37 2.3.2.3. Dominance durations 38 2.3.2.4. Linear mixed-effects model 38 2.3.2.5. Control: Disambiguated trials 40 2.3.2.6. Time course of percept reports at onset 42 2.3.2.7. Eye movements 44 2.4. Discussion 45 2.5. Appendix 49 2.5.1. Appendix A 49 3. Perceptual history 51 3.1. Markov chains 52 3.1.1. Markov chains of order 1 and 2 52 3.2. Testing for Markov chains 55 3.2.1. The method of Naber and colleagues (2010) 56 3.2.1.1. The method 56 3.2.1.2. Advantages and disadvantages of the method 56 3.2.2. Further methods for testing Markov chains 57 3.3. Summary and discussion 58 4. Sequential stopping rules 60 4.1. The COAST rule 61 4.2. The CLAST rule 61 4.3. The variable criteria sequential stopping rule 61 4.4. Discussion 62 4.5. Using the vcSSR when transferring an effect from audition to vision 64 5. Predictability in visual multistability 66 5.1. Pretests 66 5.2. Predictability effects in visual pattern-component rivalry 69 5.2.1. Introduction 69 5.2.2. Methods 71 5.2.2.1. Participants 71 5.2.2.2. Setup 72 5.2.2.3. Stimuli 73 5.2.2.4. Conditions 73 5.2.2.5. Design and procedure 73 5.2.2.6. Analysis 74 5.2.3. Results 75 5.2.3.1. Valid reports 75 5.2.3.2. Verification of reports by eye movements 76 5.2.3.3. Onset latency 76 5.2.3.4. Dominance durations 78 5.2.3.5. Relative dominance of the segregated percept 78 5.2.4. Discussion 78 6. General discussion 83 6.1. Reporting percepts 83 6.1.1. Providing two versus three response options 83 6.1.2. Stimuli with more than three percepts 84 6.1.3. When to pool percepts together and when not 84 6.1.4. Leaving out percepts 87 6.1.5. Measuring (unreported) percepts 88 6.2. Comparing influencing factors on different levels 88 6.3. The use of the vcSSR 90 6.4. Valid reports 90 6.5. Conclusion 93 References 94

Gegenstand dieser Dissertation ist die non-parametrische Schätzung der Kovarianz in multi-dimensionalen Lévy-Prozessen auf der Basis von Hochfrequenzbeobachtungen. Im ersten Teil der Arbeit wird eine modifizierte Version der von Jacod und Reiß vorgeschlagenen Methode der Hochfrequenzbeobachtung für die Ermittlung der Kovarianz multi-dimensionaler Lévy-Prozesse gegeben. Es wird gezeigt, dass der Kovarianzschätzer optimal im Minimaxsinn ist. Darüber hinaus demonstrieren wir, dass die Indexaktivität der co-jumps durch das harmonische Mittel der Sprungaktivitätsinzidenzen der Komponenten von unten beschränkt wird. Der zweite Teil behandelt das Problem der adaptiven Schätzung. Ausgehend von einer Familie asymptotischer Minimax-Schätzer der Kovarianz, erhalten wir einen datenbasierten Schätzer. Wir wenden Lepskii’s Methode an, um die Kovarianz an die unbekannte Aktivität des co-jumps Indexes des Sprungteils anzupassen. Da wir es mit einem Adaptierungsproblem zu tun haben, müssen wir eine Schätzung der charakteristischen Funktion des multi-dimensionalen Lévy-Prozesses konstruieren, damit die charakteristische Funktion weder von einer semiparametrischen Annahme abhängt noch schnell abfällt. Aus diesem Grund wird auf Basis von Neumanns Methode ein trunkierter Schätzer für die empirische charakteristische Funktion konstruiert. Die Anwesenheit der trunkierten, empirischen charakteristischen Funktion im Zähler führt jedoch zu einer Situation, die auch bei der Deconvolution auftritt, d.h. einem irregulären Verhalten des stochastischen Fehlers. Dieser U-förmige stochastische Fehler verhindert die Anwendung von Lepskii’s Grundsatz. Um diesem Problem, entgegenzuwirken, entwickeln wir eine Strategie, welche zu einem Orakelstart von Lepskii's Methode führt, mit deren Hilfe ein monoton steigender stochastischer Fehler konstruiert wird. Dies erlaubt uns, ein Balancing Principle einzuführen und einen adaptiven Schätzer für die Kovarianz zu erhalten, der fast-optimale Raten erzeugt. / In this thesis, we consider the problem of nonparametric estimation for the continuous part of the covariation of a multi-dimensional Lévy process from high-frequency observations. This continuous part of covariation is also called covariance. The first part modifies the high-frequency estimation method, proposed by Jacod and Reiss, to cover estimation of the covariance of multi-dimensional Lévy processes. The covariance estimator is shown to be optimal in the minimax-sense. Moreover, the co-jump index activity is proved to be bounded from below by the harmonic mean of the jump activity indices of the components. In the second part, we address the problem of the adaptive estimation. Starting from an asymptotically minimax family of estimators for the covariance, we derive a data-driven estimator. Lepskii's method is applied to adapt the covariance to the unknown co-jump index activity of the jump part. Faced with an adaptation problem, we need to secure an estimation for the characteristic function of the multi-dimensional Lévy process so that it does not depend on a semiparametric assumption and, at the same time, does not decay fast. For this reason, a truncated estimator for the empirical characteristic function is constructed based on Neumann's method. The presence of the truncated empirical characteristic function in the denominator leads to a situation similar to the deconvolution problem, i.e., an irregular behavior of the stochastic error. This U-shaped stochastic error does not permit us to apply Lepskii's principle. To counteract this problem, we establish a strategy to obtain an oracle start of Lepskii's method, according to which a monotonically increasing stochastic error is constructed. This enables us to apply a balancing principle and build an adaptive estimator for the covariance which obtains near-optimal rates.

<p dir="ltr">Statistical arbitrage is a prevalent trading strategy which takes advantage of mean reverse property of spreads constructed from pairs or portfolios of assets. Utilizing statistical models and algorithms, statistical arbitrage exploits and capitalizes on the pricing inefficiencies between securities or within asset portfolios. </p><p dir="ltr">In chapter 2, We propose a framework for constructing diversified portfolios with multiple pairs trading strategies. In our approach, several pairs of co-moving assets are traded simultaneously, and capital is dynamically allocated among different pairs based on the statistical characteristics of the historical spreads. This allows us to further consider various portfolio designs and rebalancing strategies. Working with empirical data, our experiments suggest the significant benefits of diversification within our proposed framework.</p><p dir="ltr">In chapter 3, we explore an optimal timing strategy for the trading of price spreads exhibiting mean-reverting characteristics. A sequential optimal stopping framework is formulated to analyze the optimal timings for both entering and subsequently liquidating positions, all while considering the impact of transaction costs. Then we leverages a refined signature optimal stopping method to resolve this sequential optimal stopping problem, thereby unveiling the precise entry and exit timings that maximize gains. Our framework operates without any predefined assumptions regarding the dynamics of the underlying mean-reverting spreads, offering adaptability to diverse scenarios. Numerical results are provided to demonstrate its superior performance when comparing with conventional mean reversion trading rules.</p><p dir="ltr">In chapter 4, we introduce an innovative model-free and reinforcement learning based framework for statistical arbitrage. For the construction of mean reversion spreads, we establish an empirical reversion time metric and optimize asset coefficients by minimizing this empirical mean reversion time. In the trading phase, we employ a reinforcement learning framework to identify the optimal mean reversion strategy. Diverging from traditional mean reversion strategies that primarily focus on price deviations from a long-term mean, our methodology creatively constructs the state space to encapsulate the recent trends in price movements. Additionally, the reward function is carefully tailored to reflect the unique characteristics of mean reversion trading.</p>

本論文探討當自變數存在測量誤差時，羅吉斯迴歸模型的估計問題，並將此結果應用在電腦化適性測驗中的線上校準問題。在變動長度電腦化測驗的假設下，我們證明了估計量的強收斂性。試題反應理論被廣泛地使用在電腦化適性測驗上，其假設受試者在試題的表現情形與本身的能力，可以透過試題特徵曲線加以詮釋，羅吉斯迴歸模式是最常見的試題反應模式。藉由適性測驗的施行，考題的選取可以依據不同受試者，選擇最適合的題目。因此，相較於傳統測驗而言，在適性測驗中，題目的消耗量更為快速。在題庫的維護與管理上，新試題的補充與試題校準便為非常重要的工作。線上試題校準意指在線上測驗進行中，同時進行試題校準。因此，受試者的能力估計會存在測量誤差。從統計的觀點，線上校準面臨的困難，可以解釋為在非線性模型下，當自變數有測量誤差時的實驗設計問題。我們利用序貫設計降低測量誤差，得到更精確的估計，相較於傳統的試題校準，可以節省更多的時間及成本。我們利用處理測量誤差的技巧，進一步應用序貫設計的方法，處理在線上校準中，受試者能力存在測量誤差的問題。 / In this dissertation, we focus on the estimate in logistic regression models when the independent variables are subject to some measurement errors. The problem of this dissertation is motivated by online calibration in Computerized Adaptive Testing (CAT). We apply the measurement error model techniques and adaptive sequential design methodology to the online calibration problem of CAT. We prove that the estimates of item parameters are strongly consistent under the variable length CAT setup. In an adaptive testing scheme, examinees are presented with different sets of items chosen from a pre-calibrated item pool. Thus the speed of attrition in items will be very fast, and replenishing of item pool is essential for CAT. The online calibration scheme in CAT refers to estimating the item parameters of new, un-calibrated items by presenting them to examinees during the course of their ability testing together with previously calibrated items. Therefore, the estimated latent trait levels of examinees are used as the design points for estimating the parameter of the new items, and naturally these designs, the estimated latent trait levels, are subject to some estimating errors. Thus the problem of the online calibration under CAT setup can be formulated as a sequential estimation problem with measurement errors in the independent variables, which are also chosen sequentially. Item Response Theory (IRT) is the most commonly used psychometric model in CAT, and the logistic type models are the most popular models used in IRT based tests. That's why the nonlinear design problem and the nonlinear measurement error models are involved. Sequential design procedures proposed here can provide more accurate estimates of parameters, and are more efficient in terms of sample size (number of examinees used in calibration). In traditional calibration process in paper-and-pencil tests, we usually have to pay for the examinees joining the pre-test calibration process. In online calibration, there will be less cost, since we are able to assign new items to the examinees during the operational test. Therefore, the proposed procedures will be cost-effective as well as time-effective.

Les Partenariats Publics Privés (PPPs) peuvent être un outil efficace pour optimiser et moderniser la commande publique dans un contexte où les besoins en investissement public ne cessent d’accroître. Les fréquences importantes de renégociation et les difficultés à estimer correctement les revenus futurs demeurent un défi majeur lors de la structuration financière des PPPs. Ce travail propose d’incorporer des clauses financières flexibles afin de remédier à ce problème. L’approche développée se base sur les théories d’options réelles et d’optimisation multi-objectif. Dans un premier temps, une méthodologie adéquate pour la gestion des risques est développée. La volatilité du projet est déterminée par le biais de la simulation de Monte Carlo et un déflateur stochastique est introduit afin de conduire les différentes valorisations d’options sous la probabilité historique. Ce travail développe dans un second temps, quatre formes de flexibilité qui permettent de réajuster l'équilibre financier du projet, si le revenu est insuffisant. Enfin une approche d’optimisation multi-objectif est développée afin de permettre de visualiser les différents compromis auxquels l’introduction de la flexibilité donne lieu. / Public private partnerships can be a solution to the dilemma of how to do more with less available funds that public entities are constantly financing in the last decades. If implemented properly, Public Private Partnerships can contribute to the modernization of public service provision and can constitute efficient vehicles for the delivery of optimal value for money. The high incidence of renegotiation as well as the difficulty of accurately predicting the future demand on the projects is a matter of concern when it comes to the financial structuring of Public Private Partnerships. This work proposes a real-option- based optimization framework to boost the financial viability of the projects. This is done by introducing flexible financial clauses. First, an adequate framework for risk management, where volatility is derived by Monte Carlo simulation and the valuation is made without switching to the risk neutral measure, is presented. Four families of flexible clauses are, afterwards, investigated. Such clauses are triggerred, if the revenue level of the projet is not sufficient to guarnatee its financiel viability. Finally, this work develops a multi-objective optimization approach in order to assess the different trade-offs that the introduction of flexibility leads to. The proposed optimization problem is solved via multi-objective evolutionary algorithms.

Made available in DSpace on 2016-04-27T14:32:31Z (GMT). No. of bitstreams: 1 Gilcia Maria Salomon Bezerra.pdf: 9789270 bytes, checksum: ce8b5758dd2a36cb38b729dde9e647e0 (MD5) Previous issue date: 2009-05-21 / Coordenação de Aperfeiçoamento de Pessoal de Nível Superior / This research is concerned to theater art importance within the building of a critical curriculum for teachers training on Kindergarten and Primary School. It was carried out monitoring Guarulhos/SP teachers who have been experienced theater their own non stopping education process. The locus chosen for it was the Centro Municipal de Educação Adamastor, where most of the activities related to teachers training are developed. A Qualitative Approach and Case Study were chosen for doing it and Guarulhos Department of Education documents were analyzed, highlighting the Political Pedagogical Project and the projects therein. Obtained data showed school space and time consists in an environment of affectivity and emotional dynamism wich requires reflection and meaningful experiences. It was found that teachers theater playing allows them to wide their learning/teaching concepts and practical work. Teachers non stopping education process concerns not only to conceptual knowledge but also requires procedural and performing knowledge acquisition and it may enable teachers see their own lives through new different point of views. Coming along with those teachers made clear that the daily school practice has to be given more value. The Projeto Teatro na Escola process allows teachers who take part of it to, showed meaningful changes both personally and professionally and it indicates theater practice may allow the birth of the new "social subject". A more participative and therefore more reflexive subject; a more aware of his body and therefore less automated one; more aware of the importance of pedagogical intervention and therefore more competent one; a more educational tool skilled and therefore more cunning one; a more sensitive to "the other" and therefore more human one / Esta pesquisa aborda a importância da arte do teatro em um construto curricular crítico para formação de professores da Educação Infantil e do Ensino Fundamental. A investigação se desenvolveu a partir do acompanhamento de professores da Rede Municipal de Ensino do Município de Guarulhos/SP, que passam pela experiência do teatro em sua formação continuada. O locus escolhido para a pesquisa foi o Centro Municipal de Educação Adamastor, local onde se concentra a maioria das atividades referentes a formação dos professores. Para o desenvolvimento desta pesquisa optamos por uma abordagem qualitativa e estudo de caso. Foram analisados documentos da Secretaria da Educação do Município em estudo, destacando-se o Projeto Político Pedagógico e os projetos nele inseridos. Os dados coletados apontam no sentido de que o espaçotempo escolar se apresenta em um ambiente de afetividade e dinamismo emocional e exige exercício de reflexão e práticas de vivências significativas. Observamos que a dinâmica do teatro experimentada pelos professores é capaz de ampliar os horizontes conceituais e práticos dos mesmos sobre a aprendizagem e o ensino. Chamamos a atenção para o fato de que a formação continuada de professores não se reduz apenas na aquisição de conhecimentos conceituais, ela também necessita da aquisição de conhecimentos procedimentais e atitudinais. A formação continuada pode vir a possibilitar uma transformação pessoal diante da vida. Acompanhar este movimento de formação dos professores nos apontou a necessidade da mudança no modo de encarar o saber-fazer na prática cotidiana, valorizando-a. O processo do Projeto de Teatro na Escola, no qual os professores que experimentam o teatro em sua formação estão inseridos, se mostrou transformativo tanto pessoal como profissionalmente e isso nos indica que esta via pode vir a possibilitar a emersão de um o novo sujeito social . Um sujeito mais participativo e por isso mais reflexivo; mais consciente de seu corpo e por isso menos mecanizado; mais consciente sobre a importância da intervenção pedagógica e por isso mais competente; mais apropriado de ferramentas pedagógicas e por isso mais habilidoso; mais sensível ao outro e por isso mais humano

Dans le cadre de cette thèse, un nouveau dispositif expérimental pour la mesure du dépôt d'energie d'ions carbone au maximum du pouvoir d'arrêt dans un plasma généré par laser a été développé et testé avec succès. Dans ce domaine de paramètres où la vitesse du projectile est de l'ordre de grandeur de la vitesse thermique des électrons libres du plasma, l'incertitude théorique sur le pouvoir d'arrêt peut atteindre 50%. Or à l'heure actuelle, aucune donnée expérimentale ne permet de vérifier et de tester les différentes prédictions. Une discrimination des théories existantes du pouvoir d'arrêt est cependant essentielle pour la Fusion par Confinement Inertiel et particulièrement pour comprendre le chauffage du combustible par les particules alpha dans la phase d'allumage. Pour la première fois, des mesures précises du dépôt d'énergie des ions ont été effectuées dans une configuration expérimentale reproductible et entièrement caractérisée. Celle-ci consiste en un faisceau d'ions entièrement ionisé interagissant avec un plasma entièrement ionisé et homogène. Le plasma a été généré par l'irradiation d'une cible mince de carbone avec deux faisceaux laser à haute énergie et présente une température électronique maximale of 200 eV. Les paramètres du plasma ont été simulés à l'aide d'un code hydrodynamique radiatif bi-dimensionel, tandis que la distribution de charge du faisceau d'ions a été estimée avec un code Monte-Carlo qui décrit les processus d'échange de charge des ions dans le plasma. Pour sonder le plasma au maximum du pouvoir d'arrêt, un faisceau d'ions pulsé à haute fréquence a été freiné à une énergie de 0.5 MeV par nucléon. Le dépôt d'énergie des ions a été déterminé via une mesure de temps de vol à l'aide d'un détecteur à base de diamant produit par dépôt chimique en phase vapeur, protégé contre les radiations émises par le plasma. Une première campagne expérimentale a été conduite pour exploiter le nouveau dispositif, dans laquelle le dépôt d'énergie a été mesuré avec une précision inférieure à 200 keV. Cela a permis, grâce à la connaissance des paramètres du plasma et du faisceau d'ions, de tester différentes théories de pouvoir d'arrêt de manière fiable. Une analyse préliminaire des résultats montre que le dépôt d'énergie au maximum du pouvoir d'arrêt est plus faible qu'il n'a été prédit par la plupart des théories, et en particulier par les théories des perturbations. / In the frame of this thesis, a new experimental setup for the measurement of the energy loss of carbon ions at maximum stopping power in a hot laser-generated plasma has been developed and successfully tested. In this parameter range where the projectile velocity is of the same order of magnitude as the thermal velocity of the plasma free electrons, large uncertainties of up to 50% are present in the stopping-power description. To date, no experimental data are available to perform a theory benchmarking. Testing the different stopping theories is yet essential for inertial confinement fusion and in particular for the understanding of the alpha-particle heating of the thermonuclear fuel. Here, for the first time, precise measurements were carried out in a reproducible and entirely characterized beam-plasma configuration. It involved a nearly fully-stripped ion beam probing a homogeneous fully-ionized plasma. This plasma was generated by irradiating a thin carbon foil with two high-energy laser beams and features a maximum electron temperature of 200 eV. The plasma conditions were simulated with a two-dimensional radiative hydrodynamic code, while the ion-beam charge-state distribution was predicted by means of a Monte-Carlo code describing the charge-exchange processes of projectile ions in plasma. To probe at maximum stopping power, high-frequency pulsed ion bunches were decelerated to an energy of 0.5 MeV per nucleon. The ion energy loss was determined by a time-of-flight measurement using a specifically developed chemical-vapor-deposition diamond detector that was screened against any plasma radiation. A first experimental campaign was carried out using this newly developed platform, in which a precision better than 200 keV on the energy loss was reached. This allowed, via the knowledge of the plasma and of the beam parameters, to reliably test several stopping theories, either based on perturbation theory or on a nonlinear T-Matrix formalism. A preliminary analysis suggests that the energy deposition at maximum stopping power is significantly smaller than predicted, particularly, by perturbation approaches. / Im Rahmen dieser Arbeit wurde ein neuer experimentelle Aufbau für die Messung des Energieverlusts von Kohlenstoff-Ionen bei maximalem Bremsvermögen in einem lasererzeugtem Plasma entwickelt und getestet. In diesem Parameterbereich, wo die Projektilgeschwindigkeit nah der thermischen Geschwindigkeit der Plasmaelektronen liegt, weist die theoretische Beschreibung des Bremsvermögens erheblichen Unsicherheiten bis 50% auf. Ausserdem sind bisher keine experimentellen Daten verfügbar, um die theoretischen Vorhersagen zu testen. Eine Bewertung der verschiedenen Theorien des Bremsvermögens ist jedoch von grosser Bedeutung für die Trägheitsfusion und insbesondere für das Verständnis der Heizung des Fusionsbrennstoffs mittels Alpha-Teilchen. Zum ersten Mal wurden präzisen Messungen in einer reproduzierbaren und vollständig bekannten Strahl-Plasma Einstellung durchgeführt. Sie besteht in einem vollionisierten Ionenstrahl, der mit einem homogenen und vollionisierten Plasma wechselwirkt. Das Plasma wurde von der Bestrahlung einer dünnen Kohlenstofffolie mit zwei hochenergetischen Laserstrahlen erzeugt, und weist eine maximale Elektronentemperatur von 200 eV auf. Die Plasmaparameter wurden mithilfe eines zweidimensionalen radiativen hydrodynamischen Codes simuliert, während die Ladungsverteilung des Ionenstrahls wurde mit einem Monte-Carlo Code berechnet, der die Umladungsprozesse von Projektilionen im Plasma beschreibt. Um das Plasma bei maximalem Bremsvermögen zu untersuchen, wurde ein hoch-Frequenz gepulster Ionenstrahl zu einer Energie von 0.5 MeV pro Nukleon heruntergebremst. Der Ionenenergieverlust wurde mit der Flugzeitsmethode mit einem gegen Plasmastrahlung abgeschirmten CVD-Diamant-Detektor gemessen. Eine erste experimentelle Kampagne wurde mit dem neuen Aufbau durchgeführt, in der eine Messungspräzision besser als 200 keV auf dem Energieverlust erreicht wurde. Dies ermöglichte, mit der Kenntnis der Plasma- und Strahlparameter, mehreren Bremsvermögen-Theorien zuverlässig zu testen und zu vergleichen. Eine vorläufige Datenanalyse zeigt, dass die Energiedeposition bei maximalem Bremsvermögen ist kleiner, als insbesondere von den störungstheoretischen Ansätzen vorhergesagt wurde.

Zentraler Gegenstand dieser Dissertation ist die Entwicklung von mathematischen Methoden zur Charakterisierung und Implementierung von optimalen Investmentstrategien eines Kleininvestors auf einem Finanzmarkt. Zur Behandlung dieser Probleme ziehen wir als Hauptwerkzeug Stochastische Rückwärts-Differenzialgleichungen (BSDEs) mit nicht-linearen Drifts heran. Diese Nicht-Lineariäten ordnen sie außerhalb der Standardklasse der Lipschitz-stetigen BSDEs ein und treten häufig in finanzmathematischen Kontrollproblemen auf. Wir charakterisieren das optimale Vermögen und die optimale Investmentstrategie eines Kleininvestors mit Hilfe einer sog. Stochastischen Vorwärts-Rückwärts-Differenzialgleichung (FBSDE), einem System bestehend aus einer stochastischen Vorwärtsgleichung, die vollständig gekoppelt ist an eine Rückwärtsgleichung. Die Festlegung bestimmter Nutzenfunktionen führt uns schließlich zu einer weiteren Klasse von nicht-standard BSDEs, die in unmittelbarem Zusammenhang zu dem sog. Ansatz der stochastischen partiellen Rückwärts-Differenzialgleichungen (BSPDEs) steht. Anschließend entwickeln wir eine Methode zur numerischen Behandlung von quadratischen BSDEs, die auf einem stochastischen Analogon der Cole-Hopf-Transformation basiert. Wir studieren weiterhin eine Klasse von BSDEs, deren Drifts explizite Pfadabhängigkiten aufweisen und leiten mehrere analytische Eigenschaften her. Schließlich studieren wir Dualdarstellungen für Optimalen Mehrfachstoppprobleme. Wir leiten Martingal-Dualdarstellungen her, die die Grundlage für die Entwicklung von Regressions-basierten Monte Carlo Simulationsalgorithmen bilden, die schnell und effektiv untere und obere Schranken berechnen. / This thesis elaborates on the wealth maximization problem of a small investor who invests in a financial market. Key tools for our studies come across in the form of several classes of BSDEs with particular non-linearities, casting them outside the standard class of Lipschitz continuous BSDEs. We first give a characterization of a small investor''s optimal wealth and its associated optimal strategy by means of a systems of coupled equations, a forward-backward stochastic differential equation (FBSDE) with non-Lipschitz coefficients, where the backward component is of quadratic growth. We then examine how specifying concrete utility functions give rise to another class of non-standard BSDEs. In this context, we also investigate the relationship to a modeling approach based on random fields techniques, known by now as the backward stochastic partial differential equations (BSPDEs) approach. We continue with the presentation of a numerical method for a special type of quadratic BSDEs. This method is based on a stochastic analogue to the Cole-Hopf transformation from PDE theory. We discuss its applicability to numerically solve indifference pricing problems for contingent claims in an incomplete market. We then proceed to BSDEs whose drifts explicitly incorporate path dependence. Several analytical properties for this type of non-standard BSDEs are derived. Finally, we devote our attention to the problem of a small investor who is equipped with several exercise rights that allow her to collect pre-specified cashflows. We solve this problem by casting it into the language of multiple optimal stopping and develop a martingale dual approach for characterizing the optimal possible outcome. Moreover, we develop regression based Monte Carlo algorithms which simulate efficiently lower and upper price bounds.

When Hubert Le Blanc published his Défence de la basse de viole in 1741, the cello had already established itself as a solo instrument in Parisian musical life. Several cellists, both French and foreign, had performed to acclaim at the Concert Spirituel, and the instrument had a rapidly expanding repertoire of published solo sonatas by French composers. Among the most significant of the early French cellist-composers were Jean Barrière (1707-47), François Martin (c. 1727-c. 1757), Jean-Baptiste Masse (c. 1700-1757), and Martin Berteau (1708/9-1771). Their cello sonatas are innovative, experimental, often highly virtuosic, and, in spite of unashamedly Italianate traits, tinged with a uniquely French hue. Yet notwithstanding its repertoire and the skill of its performers, this generation of French cellist-composers has remained undervalued and underexplored. To a large extent, this neglect has arisen because a succeeding generation of French cellists of the late eighteenth century - the Duport brothers, Jean-Pierre (1741-1818) and Jean-Louis (1749-1819), the Janson brothers, Jean-Baptiste-Aimé (1742-1823) and Louis-Auguste-Joseph (1749-1815), and Jean-Baptiste Bréval (1753-1823) - are widely acknowledged as the creators of the modern school of cello playing. This dissertation focuses exclusively on the early French cello school. It seeks to examine the rise of the solo cello in France within its socio- cultural and historical context; to provide biographies of those com- prising the early French cello school; to explore the repertoire with particular emphasis on the growth of technique and idiom, detailing features that may be described as uniquely French, and to assert the importance of and gain recognition for this school, not as a forerunner of the so-called Duport school but as an entity in itself.

Thesis (Ph.D.); Submitted to the UNIVERSITY OF CALIFORNIA, BERKELEY, CA (US); 9 Dec 2004. / Published through the Information Bridge: DOE Scientific and Technical Information. "LBNL--56744" Guo, Fanqing. USDOE Director. Office of Science. Office of Nuclear Physics (US) 12/09/2004. Report is also available in paper and microfiche from NTIS.