This thesis is divided in four chapters. The two first chapters introduce a parametric quantile-based estimation method of univariate heavy-tailed distributions and elliptical distributions, respectively. If one is interested in estimating the tail index without imposing a parametric form for the entire distribution function, but only on the tail behaviour, we propose a multivariate Hill estimator for elliptical distributions in chapter three. In the first three chapters we assume an independent and identically distributed setting, and so as a first step to a dependent setting, using quantiles, we prove in the last chapter the asymptotic normality of marginal sample quantiles for stationary processes under the S-mixing condition.<p><p><p>The first chapter introduces a quantile- and simulation-based estimation method, which we call the Method of Simulated Quantiles, or simply MSQ. Since it is based on quantiles, it is a moment-free approach. And since it is based on simulations, we do not need closed form expressions of any function that represents the probability law of the process. Thus, it is useful in case the probability density functions has no closed form or/and moments do not exist. It is based on a vector of functions of quantiles. The principle consists in matching functions of theoretical quantiles, which depend on the parameters of the assumed probability law, with those of empirical quantiles, which depend on the data. Since the theoretical functions of quantiles may not have a closed form expression, we rely on simulations.<p><p><p>The second chapter deals with the estimation of the parameters of elliptical distributions by means of a multivariate extension of MSQ. In this chapter we propose inference for vast dimensional elliptical distributions. Estimation is based on quantiles, which always exist regardless of the thickness of the tails, and testing is based on the geometry of the elliptical family. The multivariate extension of MSQ faces the difficulty of constructing a function of quantiles that is informative about the covariation parameters. We show that the interquartile range of a projection of pairwise random variables onto the 45 degree line is very informative about the covariation.<p><p><p>The third chapter consists in constructing a multivariate tail index estimator. In the univariate case, the most popular estimator for the tail exponent is the Hill estimator introduced by Bruce Hill in 1975. The aim of this chapter is to propose an estimator of the tail index in a multivariate context; more precisely, in the case of regularly varying elliptical distributions. Since, for univariate random variables, our estimator boils down to the Hill estimator, we name it after Bruce Hill. Our estimator is based on the distance between an elliptical probability contour and the exceedance observations. <p><p><p>Finally, the fourth chapter investigates the asymptotic behaviour of the marginal sample quantiles for p-dimensional stationary processes and we obtain the asymptotic normality of the empirical quantile vector. We assume that the processes are S-mixing, a recently introduced and widely applicable notion of dependence. A remarkable property of S-mixing is the fact that it doesn't require any higher order moment assumptions to be verified. Since we are interested in quantiles and processes that are probably heavy-tailed, this is of particular interest.<p> / Doctorat en Sciences économiques et de gestion / info:eu-repo/semantics/nonPublished

Fault localization is the process of realizing the true source of a failure from a set of collected failure notifications. Isolating failure recovery within the network optical domain is necessary to resolve alarm storm problems. The introduction of the monitoring trail (m-trail) has been proven to deliver better performance by employing monitoring resources in a form of optical trails - a monitoring framework that generalizes all the previously reported counterparts. In this dissertation, the m-trail design is explored and a focus is given to the analysis on using m-trails with established lightpaths to achieve fault localization. This process saves network resources by reducing the number of the m-trails required for fault localization and therefore the number of wavelengths used in the network. A novel approach based on Geographic Midpoint Technique, an adapted version of the Chinese Postman’s Problem (CPP) solution and an adapted version of the Traveling Salesman’s Problem (TSP) solution algorithms is introduced. The desirable features of network architectures and the enabling of innovative technologies for delivering future millimeter-waveband (mm-WB) Radio-over-Fiber (RoF) systems for wireless services integrated in a Dense Wavelength Division Multiplexing (DWDM) is proposed in this dissertation. For the conceptual illustration, a DWDM RoF system with channel spacing of 12.5 GHz is considered. The mm-WB Radio Frequency (RF) signal is obtained at each Optical Network Unit (ONU) by simultaneously using optical heterodyning photo detection between two optical carriers. The generated RF modulated signal has a frequency of 12.5 GHz. This RoF system is easy, cost-effective, resistant to laser phase noise and also reduces maintenance needs, in principle. A revision of related RoF network proposals and experiments is also included. A number of models for Passive Optical Networks (PON)/ RoF-PON that combine both innovative and existing ideas along with a number of solutions for m-trail design problem of these models are proposed. The comparison between these models uses the expected survivability function which proved that these models are liable to be implemented in the new and existing PON/ RoF-PON systems. This dissertation is followed by recommendation of possible directions for future research in this area.

The thesis examines impact of online user reviews, expressed in 5-star rating system, on demand for PC and video games. Used weekly data are collected from www.amazon.co.uk for period 2000 - 2012. The thesis contributes to discussion which takes place between supporters of superstar theory and supporters of long tail theory. Panel structure of the dataset referred to application of fixed effects model for estimation of basic and extended model. Both estimates proved negative influence of assigned number of stars on sales rank. Basic model estimated influence of one unit change of stars on rank by 9 positions, extended model estimated this change to be 10 positions. Quantile estimate also proved negative influence of stars on sales rank. The influence is strongest for the lowest quantile of dependent variable (tau = 0,05) representing 5 % best-selling titles, where one unit change of stars causes change of 35 positions in opposite direction. With increasing quantiles this influence decreases to zero. It proves that within the market for PC and video games online user reviews contribute to superstar effect.

This diploma thesis deals with the design of all-metal construction of fuselage of the replica L-40 Meta Sokol aircraft on the basis of CS-VLA regulation. As far as the aircraft is concerned, the thesis establishes the load of tail surfaces, landing gear and engine bed. Futhermore, it designs the construction of fuselage, tail landing gear, including the system of its retraction, wing-fuselage connection, engine bed and the primary design of cockpit. In the end, the thesis focuses on the fuselage production technology.

My concept of a premium car conforms to all the requirements of the premium car segment. The car should at first sight look majestic. Strong styling is supplemented with luxury elements. The applied engine comprises contemporary technological transition to alternative engines. What makes this project more conceptual is taking advantage of advanced technology. This diploma project is not designed for any known car manufacturer. This method is demanding because the final concept cannot be associated with any known brand and at the same time offers maximum freedom of styling.

The amphibious fullmetall plane Mermaid is made by company Czech Aircraft Works in Kunovice. Subject of this diploma thesis was involve changes of structure, which pass through during development, to calculation. Within this published work was process: Load calculation of wing Stress analysis of wing Load calculation of aileron Load calculation of flap Load calculation of horizontail tail

The goal of the submitted Diploma Thesis is the Proposal of modifications of the horizontal tail (HT) of the plane VUT 100 by increasing the shoulder of HT and reduce of the HT surface. The Diploma Thesis consists of assessing the benefits of position adjustments, load calculation and the proposal of the basic design.

Pour modéliser de la dépendance entre plusieurs variables peut s'appuyer soit sur la corrélation entre les variables, soit sur d'autres mesures, qui déterminent la dépendance des queues de distributions.Dans cette thèse, nous nous intéressons à la dépendance des queues de distributions, en présentant quelques propriétés et résultats.Dans un premier temps, nous obtenons le coefficient de dépendance de queue pour la loi hyperbolique généralisée selon les différentes valeurs de paramètres de cette loi.Ensuite, nous exposons des propriétés et résultats du coefficient de dépendance extrémale dans le cas où les variables aléatoires suivent une loi de Fréchet unitaire.Finalement, nous présentons un des systèmes de gestion de bases de données temps réel (SGBDTR). Le but étant de proposer des modèles probabilistes pour étudier le comportement des transactions temps réel, afin d'optimiser ses performances. / The modeling of the dependence between several variables can focus either on the positive or negative correlation between the variables, or on other more effective ways, which determine the tails dependence of distributions.In this thesis, we are interested in the tail dependence of distributions, by presenting some properties and results. Firstly, we obtain the limit tail dependence coefficient for the generalized hyperbolic law according to different parameter values of this law. Then, we exhibit some properties and results of die extremal dependence coefficient in the case where the random variables follow a unitary Fréchet law.Finally, we present a Real Time Database ManagementSystems (RDBMS). The goal is to propose probabilistic models to study thebehavior of real-time transactions, in order to optimize its performance.

In this thesis the performances of different approximations are compared for a standard actuarial and financial problem: the estimation of quantiles and conditional tail expectations of the final value of a series of discrete cash flows. To calculate the risk measures such as quantiles and Conditional Tail Expectations, one needs the distribution function of the final wealth. The final value of a series of discrete payments in the considered model is the sum of dependent lognormal random variables. Unfortunately, its distribution function cannot be determined analytically. Thus usually one has to use time-consuming Monte Carlo simulations. Computational time still remains a serious drawback of Monte Carlo simulations, thus several analytical techniques for approximating the distribution function of final wealth are proposed in the frame of this thesis. These are the widely used moment-matching approximations and innovative comonotonic approximations. Moment-matching methods approximate the unknown distribution function by a given one in such a way that some characteristics (in the present case the first two moments) coincide. The ideas of two well-known approximations are described briefly. Analytical formulas for valuing quantiles and Conditional Tail Expectations are derived for both approximations. Recently, a large group of scientists from Catholic University Leuven in Belgium has derived comonotonic upper and comonotonic lower bounds for sums of dependent lognormal random variables. These bounds are bounds in the terms of "convex order". In order to provide the theoretical background for comonotonic approximations several fundamental ordering concepts such as stochastic dominance, stop-loss and convex order and some important relations between them are introduced. The last two concepts are closely related. Both stochastic orders express which of two random variables is the "less dangerous/more attractive" one. The central idea of comonotonic upper bound approximation is to replace the original sum, presenting final wealth, by a new sum, for which the components have the same marginal distributions as the components in the original sum, but with "more dangerous/less attractive" dependence structure. The upper bound, or saying mathematically, convex largest sum is obtained when the components of the sum are the components of comonotonic random vector. Therefore, fundamental concepts of comonotonicity theory which are important for the derivation of convex bounds are introduced. The most wide-spread examples of comonotonicity which emerge in financial context are described. In addition to the upper bound a lower bound can be derived as well. This provides one with a measure of the reliability of the upper bound. The lower bound approach is based on the technique of conditioning. It is obtained by applying Jensen's inequality for conditional expectations to the original sum of dependent random variables. Two slightly different version of conditioning random variable are considered in the context of this thesis. They give rise to two different approaches which are referred to as comonotonic lower bound and comonotonic "maximal variance" lower bound approaches. Special attention is given to the class of distortion risk measures. It is shown that the quantile risk measure as well as Conditional Tail Expectation (under some additional conditions) belong to this class. It is proved that both risk measures being under consideration are additive for a sum of comonotonic random variables, i.e. quantile and Conditional Tail Expectation for a comonotonic upper and lower bounds can easily be obtained by summing the corresponding risk measures of the marginals involved. A special subclass of distortion risk measures which is referred to as class of concave distortion risk measures is also under consideration. It is shown that quantile risk measure is not a concave distortion risk measure while Conditional Tail Expectation (under some additional conditions) is a concave distortion risk measure. A theoretical justification for the fact that "concave" Conditional Tail Expectation preserves convex order relation between random variables is given. It is shown that this property does not necessarily hold for the quantile risk measure, as it is not a concave risk measure. Finally, the accuracy and efficiency of two moment-matching, comonotonic upper bound, comonotonic lower bound and "maximal variance" lower bound approximations are examined for a wide range of parameters by comparing with the results obtained by Monte Carlo simulation. It is justified by numerical results that, generally, in the current situation lower bound approach outperforms other methods. Moreover, the preservation of convex order relation between the convex bounds for the final wealth by Conditional Tail Expectation is demonstrated by numerical results. It is justified numerically that this property does not necessarily hold true for the quantile.

The work aims to study different methods suitable for de-icing and ice prevention of vehicle headlamps and tail lamps, especially LED-lights. Furthermore, the work aims to investigate the scale of the problem with insufficient or lack of de-icing on automotive lamps depending on the region and the environment the vehicle operates in. The problem with insufficient de-icing in automotive lamps was investigated by observations, tests of various lamps and a driver survey. Deicing methods were identified through a litera-ture review. The methods were studied in detail, and some were also evaluated by tests. The tests were narrowed down to temperature measurements and de-icing measurements. The latter were performed using a test method especially developed for the task. The collected data was used to evaluate whether actions are needed to be taken and to form recommen-dations for future developments. The number one priority should be to improve the tail lamps de-icing ability. Headlamps can also be improved but there is no imminent need. Insufficient de-icing of headlamps and tail lamps can potentially be a problem in all areas subjected to cold winter climate. Tail lamps should be fitted with electrical heating in order to improve the de-icing ability. They should be positioned so that snow and ice does not stack on top of them. The de-icing time of tail lamps should be less than 10 min. Truck drivers needs to be better in scraping their headlamps and tail lamps. The time needed for de-icing Scania’s H7 headlamps is 20 min for halogen version and 35 min for xenon version at -18 °C. This should be compared to the BMW LED-headlamp which needs 65 min to complete de-icing. LED-headlamps are probably limited to a de-icing time of approximately 60 min unless additional heat is added to the headlamp lens. The fastest and most efficient way to de-ice the headlamps is to use hot washer fluid. Electrically heated lenses are also effective but the de-icing process is slower. The proposed test method is a simple and effective way to compare and evaluate headlamps and tail lamps without knowing internal airflows and light sources. The way the ice layer is created on the device under test is unique to this method. The created ice layer is extremely uniform and the results are easy to evaluate. / Sammanfattning Arbetets syfte är att undersöka olika avisningsmetoder och isförebyggande åtgärder för hu-vudstrålkastare och baklyktor, speciellt LED-lampor. Ytterligare syfte är att undersöka hur stort problemet med otillräcklig avisning är beroende på vilken region och miljö som fordonen körs i. Problemet med otillräcklig avisning av fordonsbelysning har undersökts genom observatio-ner, en förarenkät samt genom tester av olika strålkastare och baklyktor. Avisningsmetoder har identifierats genom en litteraturstudie. Metoderna har studerats i detalj och några har även utvärderats genom tester. Testerna har utförts enligt en för uppgiften framtagen testme-tod. De insamlade uppgifterna har sedan används för att utvärdera om åtgärder behöver vid-tas och för att ge rekommendationer för framtida utvecklingsprojekt. Första prioritet bör vara att förbättra baklyktornas avisningsförmåga. Huvudstrålkastarna kan även de förbättras men det föreligger inte i dagsläget något akut behov av det. Otillräcklig avisning av huvudstrålkastare och bakljus kan potentiellt vara ett problem i alla miljöer med ett kallt vinterklimat. Baklyktorna bör utrustas med en eluppvärmd lins för att förbättra avis-ningen. Lamporna bör placeras på ett sådant sätt att snö och is inte kan ansamlas ovanpå dem. Avisningstiden för en baklykta bör inte överstiga 10 min. Lastbilschaufförerna behöver bli bättre på skrapa av is och snö från huvudstrålkastare och baklyktor. Avisningstiden för Scanias H7 huvudstrålkastare är 20 min för halogen versionen och 35 min för xenon versionen vid -18 °C. Detta kan jämföras med att BMW:s LED-huvudstrålkastare behöver 65 min för att avisas. LED-huvudstrålkastare är troligtvis begränsade till en avis-ningstid kring 60 min om inte någon extra värme tillförs. Den snabbaste metoden för att avisa en huvudstrålkastare är att använda varm spolarvätska men elektrotermisk avisning kan också vara mycket effektivt. Den föreslagna testmetoden är ett enkelt sätt att jämföra och utvärdera olika huvudstrålkastare och baklyktor. Det som är unikt med testmetoden är hur isskiktet på lamporna bildas. Isskiktet som skapas är extremt jämt och lätt att utvärdera.