Au niveau atomique, le contrôle de spins est un objectif primordial en physique quantique. Malheureusement la présence de bruits gêne ce dernier. Le but est de trouver les conditions à imposer à l’environnement pour que le contrôle ne soit pas perturbé par le bruit. L’étude d’une chaîne de spins caractérisée par trois couplages : interactions d’Heisenberg, d’Ising-Z et d’Ising-X, évoluant librement est prise comme référence. Nous observons que l’interaction d’Heisenberg correspond à un couplage isotrope. Celle d’Ising-Z conserve l’ordre dans la chaîne tandis que celle d’Ising-X est très désordonnée. Nous rendons le système plus complexe en ajoutant du contrôle et en analysant le comportement adiabatique d’un système quantique. Ce dernier est composé d’un système et d’un environnement, dont le couplage est perturbatif. Trois régimes adiabatiques ont été mis en évidence. Des formules permettant d’obtenir la fonction d'onde au cours du temps ont alors été établies pour ces trois régimes. Cependant, dans la pratique, les systèmes quantiques ne sont en aucun cas isolés. L’interaction avec leur environnement peut entraîner des comportements plus complexes, rendant le contrôle très difficile. Nous avons alors étudié des systèmes de spins, couplés ou non, frappés par des trains d’impulsions magnétiques ultracourtes. Ces trains traversent un environnement classique (stationnaire, de dérive linéaire, Markovien, microcanonique) modifiant la force et le retard de chaque impulsion. La modification des trains par l’environnement classique est une des sources du désordre dans le système de spins. Ce désordre est transmis entre les spins par le couplage. Dans cette étude nous n’arrivons pas à contrôler le système lorsque les trains sont en présence des environnements précédents. Pour palier à ce problème, nous imposons aux impulsions magnétiques de traverser un environnement chaotique. Avant un temps t, appelé horizon de cohérence, le système couplé par une interaction d’Heisenberg et soumis à un environnement chaotique reste cohérent alors qu’après, la population et la cohérence d'un spin et du spin moyen du système tendent à se rapprocher de la distribution microcanonique. Pendant cet horizon, il est possible de réaliser du contrôle quantique soit par contrôle total (contrôle du système à chaque instant), soit par transmission d’information. Cette étude nous a permis de déterminer une formule empirique de l’horizon de cohérence. Finalement, nous nous sommes attachés à trouver une formule plus formelle de cet horizon. / At an atomic level, the spin control is an essential aim in quantum physics. Unfortunately, the presence of noises disturbs this last. The goal is to find the conditions which we have to impose to the environment in order that the control is not disturbed by the noise. The study of a spin chain characterized by three couplings (Heisenberg, Ising-Z and Ising-X interactions) freely evolving is taken as reference. We observe that the Heisenberg interaction corresponds to an isotropic coupling. The Ising-Z one conserves the order into the chain whereas the Ising-X one is really disordered. We consider a more complex quantum system by adding some control and analyzing its adiabatic behavior. This last is composed by a system and an environment, for which the coupling is perturbative. Three adiabatic regimes have been highlighted. Some formulas allowing to obtain the wave function across the time have been established for these three regimes. However, in practice, quantum systems are not isolated. The interaction with their environment can lead to more complex behaviors, driving the control more difficult. We have studied spin systems, coupled or not, kicked by some ultrashort magnetic pulse trains. These trains cross a classical environment (stationary, drift, Markovian, microcanonical) modifying the strength and the delay of each pulse. The modification of the trains by the environment is one of the sources of the disorder into the spin system. This disorder is transmitted between the spins by the coupling. In this study we do not succeed in controlling the system when the trains are in the presence of the previous environments. To remedy this situation, we force the magnetic pulses to cross a chaotic environment. Before a time t, called horizon of coherence, the system coupled by an Heisenberg interaction and submitted to a chaotic environment remains coherent whereas after, the population and the coherence of one spin and of the average spin of the system tend to go near the microcanonical distribution. During this horizon, it is possible to realize some quantum control either by total control (control of the system at every instants) or by information transmission. This study allows us to determine an empirical formula of the horizon of coherence. Finally, we have tried to find a more formal approach for this horizon.

In this work we deal with the Beveridge-Nelson decomposition of a linear process into a trend and a cyclical component. First, we generalize the decom- position for multidimensional linear process and then we use it to prove some of the limit theorems for the process and its special cases, processes VAR and VARMA. Further, we define the concept of cointegration and introduce the po- pular VEC model for cointegrated time series. Finally, we show a method how to deal with infinite sums appearing in calculation of the Beveridge-Nelson decom- position and apply it to real data. Then we compare the results of this method with approximations using partial sums.

This thesis presents two applications of the incompleteness and one application of the imperfection of the market economy. The first application, Chapter 2, studies the decision making problem of an individual seeking to accumulate an optimal amount of human capital realizing that the wage income derived from the accumulated human capital is subject to incompletely insured uncertainty. In other words, the financial market that insures against wage income risk is not fully functional. We find that the individual's inability to diversify wage income risk tends to increase the need to accumulate more human capital in order to elevate wage path and compensate for the burden of its associated risk. This is particularly true when (i) the wage income risk is positively correlated with the rate-of-return risk in the financial market, resulting in an even greater risk burden to the individual, and (ii) the individual is more risk averse. There are two possibilities that no human capital is needed. The first possibility occurs when it is optimal to work as an unskilled worker because both the burden from wage income risk and the rate of return from education are low. The second possibility is the case where the risk burden is so high that the optimal time spent in school to acquire sufficient human capital to cover the risk is so long that the discounted rate of return from education is negative. In this case, the best strategy is to invest in financial assets alone and forfeit the opportunity to earn wage income - either as an educated or as an unskilled worker - to avoid its associated risk. Chapter 3 applies equilibrium unemployment theory with a frictional labor market to study the impact of immigration on the local labor market. Markets are imperfect in the sense that job matching takes time and recruitment is costly. We find that labor market outcomes of both the natives and existing immigrants depend crucially on how the economic surplus from successful matching is divided between the firms and the workers or, in other words, on the bargaining power of the workers. An arrival of immigrants with low bargaining power tends to benefit both the natives and the existing immigrants. A disparity between the two worker types in the matching efficiency also plays a major role. An inferior matching technology among the immigrants, interpreted here as reflecting their less established social network, lowers their wage rate and increases their unemployment rate. The natives are more likely to benefit from additional immigration than the existing immigrants and, when they do, the overall benefit can be decomposed into "job creation spillover" effect resulting from the immigrants' low bargaining power, and "job stealing" effect resulting from the immigrants' less efficient matching. The implications on the pattern of international migration flows are also discussed. In Chapter 4, a simple macroeconomic model is constructed and applied quantitatively to OECD countries, to analyze the effect of incomplete insurance on saving, growth and welfare in a closed economy. In this economy, precautionary saving motivated by uninsured idiosyncratic shocks raises growth rates but lowers risk-free returns. Welfare is measured by the sum of growth rates and risk-free rates of return, not growth rates alone. This welfare measure takes the negative impact of precautionary saving into consideration. Applied to the OECD data, three major results emerge: (i) the heterogeneous performance of growth and saving across the countries reflects different degrees of insurance incompleteness, (ii) since the externality of growth on productivity was very strong in the 1960's, the heavily constrained insurance market itself improves productivity by promoting growth, thereby enhancing welfare, (iii) while the externality of growth became weaker in the 1980's, the development of insurance markets lowered growth, but still contributed to a raise in welfare. / Arts, Faculty of / Vancouver School of Economics / Graduate

We consider the incompressible 2D Navier-Stokes equations on the torus driven by a deterministic time quasi-periodic force and a noise that is white in time and extremely degenerate in Fourier space. We show that the asymptotic statistical behavior is characterized by a uniquely ergodic and exponentially mixing quasi-periodic invariant measure. The result is true for any value of the viscosity ν > 0. By utilizing this quasi-periodic invariant measure, we show the strong law of large numbers and central limit theorem for the continuous time inhomogeneous solution processes. Estimates of the corresponding rate of convergence are also obtained, which is the same as in the time homogeneous case for the strong law of large numbers, while the convergence rate in the central limit theorem depends on the Diophantine approximation property on the quasi-periodic frequency and the mixing rate of the quasi-periodic invariant measure. We also prove the existence of a stable quasi-periodic solution in the laminar case (when the viscosity is large). The scheme of analyzing the statistical behavior of the time inhomogeneous solution process by the quasi-periodic invariant measure could be extended to other inhomogeneous Markov processes.

<p>U disertaciji je opisan život i rad Jovana Karamate. Analizirani su njegovi najznačajniji rezultati iz teorije funkcija Tauberove prirode i teorije sporo promeljivih i regularno promenljivih funkcija, kao i manje poznati rezultati iz drugih oblasti matematike. Dat je spisak svih objavljenih radova Jovana Karamate, kao i spisak svih citiranih radova u njima &scaron;ro je medjusobno umreženo.</p> / <p>In thesis is described the life and work of Jovan Karamata. His most significant results in theory of Tauberian functions and theory of regularly and slowly varying functions are analysed, as well as some less known results from other fields of mathematics.</p>

Stochastic processes with temporal delay play an important role in science and engineering whenever finite speeds of signal transmission and processing occur. However, an exact mathematical analysis of their dynamics and thermodynamics is available for linear models only. We introduce a class of stochastic delay processes with nonlinear time-local forces and linear time-delayed forces that obey fluctuation theorems and converge to a Boltzmann equilibrium at long times. From the point of view of control theory, such ‘equilibrium stochastic delay processes’ are stable and energetically passive, by construction. Computationally, they provide diverse exact constraints on general nonlinear stochastic delay problems and can, in various situations, serve as a starting point for their perturbative analysis. Physically, they admit an interpretation in terms of an underdamped Brownian particle that is either subjected to a time-local force in a non-Markovian thermal bath or to a delayed feedback force in a Markovian thermal bath. We illustrate these properties numerically for a setup familiar from feedback cooling and point out experimental implications.

Thesis (MSc)--Stellenbosch University, 2013. / ENGLISH ABSTRACT: In modern theory of finance, the so-called First and Second Fundamental Theorems of Asset Pricing play an important role in pricing options with no-arbitrage. These theorems gives a necessary and sufficient conditions for a market to have no-arbitrage and for a market to be complete. An early version of the First Fundamental Theorem of Asset Pricing was proven by Harrison and Kreps [30] in the case of a finite probability space. A more general version was proven by Harrison and Pliska [31] in the case of a finite probability space and discrete time. In the case of continuous time, Delbaen and Schachermayer [19] introduced a more general concept of no-arbitrage called "No-Free Lunch With Vanishing Risk" (NFLVR), and showed that for a locally-bounded semimartingale price process NFLVR is essentially equivalent to the existence of an equivalent local martingale measure. The goal of this thesis is to review the theory of arbitrage pricing and the extension of this theory to include liquidity risk. At the current time, liquidity risk is a key challenge faced by investors. Consequently there is a need to develop more realistic pricing models that include liquidity risk. We present an approach to liquidity risk by Çetin, Jarrow and Protter [10]. In to this approach the liquidity risk is embedded into the classical theory of arbitrage pricing by having investors act as price takers, and assuming the existence of a supply curve where prices depend on trade size. This framework assumes that the quantity impact on the price transacted is momentary. Using trading strategies that are both continuous and of finite variation allows one to avoid liquidity costs. Therefore, the First and Second Fundamental Theorems of Asset Pricing and the Black-Scholes model can be extended. / AFRIKAANSE OPSOMMING: In moderne finansiële teorie speel die sogenaamde Eerste en Tweede Fundamentele Stellings van Bateprysbepaling ’n belangrike rol in die prysbepaling van opsies in arbitrage-vrye markte. Hierdie stellings gee nodig en voldoende voorwaardes vir ’n mark om vry van arbitrage te wees, en om volledig te wees. ’n Vroeë weergawe van die Eerste Fundamentele Stelling was deur Harrison en Kreps [30] bewys in die geval van ’n eindige waarskynlikheidsruimte. ’n Meer algemene weergawe was daarna gepubliseer deur Harrison en Pliska [31] in die geval van ’n eindige waarskynlikheidsruimte en diskrete tyd. In die geval van kontinue tyd het Delbaen en Schachermayer [19] ’n meer algemene konsep van arbitragevryheid ingelei, naamlik “No–Free–Lunch–With–Vanishing–Risk" (NFLVR), en aangetoon dat vir lokaalbegrensde semimartingaalprysprosesse NFLVR min of meer ekwivalent is aan die bestaan van ’n lokaal martingaalmaat. Die doel van hierdie tesis is om ’n oorsig te gee van beide klassieke arbitrageprysteorie, en ’n uitbreiding daarvan wat likideit in ag neem. Hedendaags is likiditeitsrisiko ’n vooraanstaande uitdaging wat beleggers die hoof moet bied. Gevolglik is dit noodsaaklik om meer realistiese modelle van prysbepaling wat ook likiditeitsrisiko insluit te ontwikkel. Ons bespreek die benadering van Çetin, Jarrow en Protter [10], waar likiditeitsrisiko in die klassieke arbitrageprysteorie ingesluit word deur die bestaan van ’n aanbodkromme aan te neem, waar pryse afhanklik is van handelsgrootte. In hierdie raamwerk word aangeneem dat die impak op die transaksieprys slegs tydelik is. Deur gebruik te maak van handelingsstrategië wat beide kontinu en van eindige variasie is, is dit dan moontlik om likiditeitskoste te vermy. Die Eerste en Tweede Fundamentele Stellings van Bateprysbepaling en die Black–Scholes model kan dus uitgebrei word om likiditeitsrisiko in te sluit.

Áreas como política, economia e marketing sofrem grandes influências no que diz respeito à difusão de informação. Por este motivo, diversos ramos da ciência tem estudado tais fenômenos a fim de simulá-los e compreendê-los por meio de modelos matemáticos e/ou estocásticos. Em virtude disto, este trabalho de doutorado tem como objetivo generalizar modelos de difusão de inovação já existentes na literatura. O primeiro modelo utiliza o mecanismo de social reinforcement para difusão de inovação e o qual foi construído para o grafo completo. Neste caso, consideramos uma população finita, fechada, totalmente misturada e subdividida em quatro classes de indivíduos denominados ignorantes, conscientes, adotadores e abandonadores da inovação. Assim, será apresentado uma Lei Fraca dos Grandes Números e um Teorema Central do Limite para a proporção final da população que nunca escutou sobre a inovação e aqueles que já conhecem sobre ela mas ainda não adotaram. Ademais, também será apresentado um resultado de convergência para o máximo de adotadores em um intervalo estocástico, assim como o instante de tempo em que o processo atinge esse estado. Para esse estudo, foram utilizados resultados da teoria de cadeias de Markov dependentes da densidade. Ademais, formulamos um modelo estocástico com estrutura de estágios para descrever o fenômeno da difusão de inovação em uma população estruturada. Mais precisamente, propomos uma cadeia de Markov a tempo contínuo definida na rede hipercúbica d-dimensional. Cada indivíduo da população deve estar em algum dos M+1 estados pertencentes ao conjunto {0;1;2; ::;M}. Nesse sentido, 0 representa um ignorante, i para i &isin; {1; :::;M - 1} um consciente no estágio i e M um adotador. Dessa forma, são estudados argumentos que permitem encontrar condições suficientes nas quais a inovação se espalha ou não com probabilidade positiva. / Areas such as politics, economics and marketing are heavily influential in terms of information diffusion. For this reason, several branches of science have studied such phenomena in order to simulate and understand them by mathematical and/or stochastic models. In this context, this phd project aims to generalize innovation diffusion models that there is in the literature. The first model uses the social reinforcement mechanism for diffusion of innovation and which was built for the complete graph. In this case, we consider a finite population, closed, totally mixed and subdivided into four classes of individuals called ignorants, aware, adopters and abandoner of innovation. We prove a Law of Large Numbers and a Central Limit Theorem for the proportion of the population who have never heard about the innovation and those who know about ir but they have not adopted it yet. In addition, we also obtain result for the convergence of the maximum of adopter in a stochastic interval, as well as the instant of time that the process reaches that state. For this study, we used results of the theory of density dependent Markov chains. Furthermore, we formulated a stochastic model with structure stages to describe the phenomenon of innovation diffusion in a structured population. More precisely, we proposed a continuous time Markov chain defined in a population represented by the d-dimensional integer lattice. Each individual of the population must be in some of the M +1 states belonging to the set {0;1;2; :::;M}. In this sense, 0 stands for ignorant, i for i &isin; {1; :::;M - 1} for aware in stage i and M for adopter. The arguments, that allow to obtain sufficient conditions under which the innovation either becomes extinct or survives with positive probability, are studied.

Neste trabalho estudamos algumas propriedades do espaço das funções contínuas munido da topologia da convergência pontual. Começamos estudando o espaço Cp(X) de forma geral, verificando que propriedades topológicas principais valem em Cp(X), usando teoremas de dualidade entre X e Cp(X). Em seguida estudamos a relação da estrutura topológica de X e a estrutura algébrica e topológica de Cp(X), onde o Teorema de Nagata é fundamental. Observamos algumas propriedades de X que são preservadas por l-equivalência ou t-equivalência, ou seja, que são determinadas pela estrutura linear topológica, ou pela estrutura topológica de Cp(X), respectivamente. Por último estudamos as condições para que Cp(X) seja um espaço de Lindelöf. Concluímos com a prova de Okunev de que o número de Lindelöf de Cp(X) é igual ao número de Lindelöf de Cp(X)xCp(X), para espaços fortemente zero-dimensionais X. / In this work we study some properties of the space of continuous functions endowed with the topology of pointwise convergence. We begin by studying the space Cp(X) in general terms, verifying that the main topological properties are valid in Cp(X), using duality theorems between X and Cp(X). Next we study the relationship between the topological structure of X and the algebraic as well as topological structure of Cp(X), in which the Nagata theorem theorem is essential. We observe some properties of X, which are preserved by l-equivalence or t-equivalence, i.e., which are respectively determined either by the linear topological structure of Cp(X) or by its topological one. Finally we study in which conditions Cp(X) is a Lindelöf space. We conclude with the proof of Okunev that the Lindelöf number of Cp(X) is equal to the Lindelöf number of Cp(X)xCp(X), for strongly zero-dimensional spaces X.

Nas últimas três décadas os phase locked loops (PLLs) totalmente digitais têm recebido muita atenção devido, principalmente, às vantagens que eles oferecem em comparação aos PLLs analógicos. Essas vantagens incluem melhor desempenho, maior velocidade e confiabilidade, tamanho reduzido e menor custo. Os PLLs também são amplamente utilizados em sistemas de comunicações e em outras aplicações digitais. A presente dissertação é uma contribuição no campo dos PLLs digitais adaptativos e otimizados para a sua implementação em hardware. É feito uma análise de suas características dinâmicas e proposta uma nova estrutura de PLL digital capaz de melhorar a resposta da malha em termos de tempo de aquisição e largura de banda. A Malha Síncrona Digital \"Tanlock\" com Estimação de Frequência e Ganho Adaptativo para Convergência Rápida, como é chamada, foi desenvolvida a partir da malha digital \"Tanlock\", utilizando-se teoremas de ponto fixo e mapas contrativos para determinar as condições de ganho que garantam convergência rápida e melhor utilização da largura de banda. Resultados das simulações são comparados com os obtidos teoricamente para avaliar o desempenho da malha proposta. / In the last three decades, fully-digital Phase-Locked-Loops (PLLs) systems have received a lot of attention due to its advantages in comparison with analog PLLs. These advantages include improved transient response, reliability and also reduced size and cost. The PLLs are widely used in communications systems and many other digital applications. This dissertation is a contribution to the field of digital adaptive PLLs optimized to hardware implementation. Here, a new PLL structure is presented; the Frequency Sensing Adaptive TDTL is an improvement to the classic Time-Delay Tanlock structure, alowing fast convergence to the synchronous states, using fixed-point theorems and contractive maps to determine the gain conditions which ensure the rapid convergence and also providing wider bandwidth. The results of simulations are compared with those obtained theoretically in order to assess the loop performance.