In this thesis, we study some geometrical aspects of metric measure spaces (Rn, psi1/2 , mu)where mu is a locally finite regular Borel measure and a metric on psi1/2 which arises from a continuous negative definite function psi : Rn &rarr; R which satisfies psi(xi) &ge; 0 with psi(xi) = 0. This study is motivated by the investigation of a transition density estimate for pure jump processes on a general metric measure space. To gain a better insight into the behaviour of transition functions of symmetric Levy processes in this general setting, it seems desirable to understand geometrical properties of their underlying state spaces. More precisely, we show completeness of the metric spaces (Rn, psi1/2) and study under which circumstances open balls Bpsi(x,r), x &isin; Rn, r > 0, with respect to this metric are convex. Moreover, we focus on conditions of the metric measure spaces (Rn,psi1/2 ,mu) for the balls to satisfy the volume growth property [equation] for mu-almost all x &isin; Rn, 0 < r < R and a constant Cpsi(x,R)&ge;1. Finally, we show that the homogeneity property of a metric measure space can be applied to our case and provide some results associated with the construction of a Hajlasz-Sobolc space over (Rn,psi1/2, lambda(n)),where lambda(n) denotes the n-dirnensional Lebesgue measure.

Detta arbete har som syfte att skapa ett applikationstillägg som möjliggör betraktande av 3Dobjektfrån en fågel-vy i Augmented Reality (AR) -miljö. AR är en teknologi under starktillväxt, teknologin bygger på att placera virtuella objekt i den verkliga världen och betraktadessa genom olika typer av hårdvara.Arbetet har utförts mot företaget Neava som upptäckt ett behov av fågel-vy i derasAR-applikation vilken används för byggnadsvisualisering.Metoden som tillämpats för arbetet är Design Science Research (DSR) med enproblemcentrerad inledning som genom metodens sekvenser utmynnat i en IT-artefakt, genomdemonstrationer och kvalitativ datainsamling har lärdom utvunnits utifrån upplevelse ochförståelse av 3D-objektet vid användning av artefakten.Analysen av resultatet visar på ökad upplevelse och förståelse för storlek, placering och formav en virtuell byggnad i AR-miljö när den kan betraktas från en fågel-vy.

This dissertation includes three topics. We first introduce the statistical properties of option pricing and literature related to the following topics. The first topic focuses on GARCH processes with L&#x00E9;vy innovation and their empirical analysis on TAIEX index options. Comparing to other popular option pricing models, the results show that the GARCH-L&#x00E9;vy processes fit well in-sample data. However, according to out-of- sample performances from three loss functions, there is no best model across all moneynesses. Although the VG option pricing model performs well at the money, the NGARCH option pricing model for in-the-money or out-of-the-money contracts is better than others. The second topic studies two baskets options under a multivariate normal inverse Gaussian model. The value of a geometric basket option can be expressed as an analytic-form formula and then its hedge ratios can be obtained from the partial derivatives of its pricing formula. Similarly, the value of an arithmetic basket option can be expressed as an analytic-form formula and then its hedge ratios can be obtained from the partial derivatives of its pricing formula. These options can be further applied to price related products, for example, multifund unit-linked insurance contracts. The numerical result supports the internal consistency of our closed-form analytical expressions for two basket options on two assets. The third topic studies the valuation of catastrophe insurance products. We survey the data about catastrophe events. Catastrophe occurrences can be forecasted, yet appear to have some rules, for example, the energy released by an earthquake can delay the next occurrence. Moreover, the 2-7 year cycle or pattern referred to as ENSO is a frequent natural reminder about the complex influences of the global ocean, atmosphere, and continental heat budget cycling and seasonality. The regime-switching compound Poisson process can be adopted to describe the jump-diffusion process under different states and thus be incorporated into the catastrophe loss or claim dynamics under different natural environments. Most catastrophe insurance contracts have provisions on some triggers to make loss claims or debt-forgiveness. Thus, we derive the pricing formulas of trigger options and then pricing catastrophe insurance products using an option-based method. The empirical evidences show that the regime-switching Poisson process in the RJSD model fits better than the pure Poisson process in a jump diffusion model in describing the arrival rates of great natural disasters over 1950-2006. We can further extend it to enough states to fit CAT arrival better, and then price other catastrophe insurance products more exactly.

No description available.

In the last decade, a considerable growth has been added to the volume of the credit risk derivatives market. This growth has been followed by the current financial market turbulence. These two periods have outlined how significant and important are the credit derivatives market and its products. Modelling-wise, this growth has parallelised by more complicated and assembled credit derivatives products such as mth to default Credit Default Swaps (CDS), m out of n (CDS) and collateralised debt obligation (CDO). In this thesis, the Lévy process has been proposed to generalise and overcome the Credit Risk derivatives standard pricing model's limitations, i.e. Gaussian Factor Copula Model. One of the most important drawbacks is that it has a lack of tail dependence or, in other words, it needs more skewed correlation. However, by the Lévy Factor Copula Model, the microscopic approach of exploring this factor copula models has been developed and standardised to incorporate an endless number of distribution alternatives those admits the Lévy process. Since the Lévy process could include a variety of processes structural assumptions from pure jumps to continuous stochastic, then those distributions who admit this process could represent asymmetry and fat tails as they could characterise symmetry and normal tails. As a consequence they could capture both high and low events' probabilities. Subsequently, other techniques those could enhance the skewness of its correlation and be incorporated within the Lévy Factor Copula Model has been proposed, i.e. the 'Stochastic Correlated Lévy Factor Copula Model' and 'Lévy Random Factor Loading Copula Model'. Then the Lévy process has been applied through a number of proposed Pricing Basket CDS&CDO by Lévy Factor Copula and its skewed versions and evaluated by V-FFT limiting and mixture cases of the Lévy Skew Alpha-Stable distribution and Generalized Hyperbolic distribution. Numerically, the characteristic functions of the mth to default CDS's and (n/m) th to default CDS's number of defaults, the CDO's cumulative loss, and loss given default are evaluated by semi-explicit techniques, i.e. via the DFT's Fast form (FFT) and the proposed Very Fast form (VFFT). This technique through its fast and very fast forms reduce the computational complexity from O(N2) to, respectively, O(N log2 N ) and O(N ).

Submitted by Automa??o e Estat?stica (sst@bczm.ufrn.br) on 2017-06-13T19:40:46Z No. of bitstreams: 1 MateusBrunoBarbosa_TESE.pdf: 2659404 bytes, checksum: a484e64c440d906a71ecd4ecd7984f41 (MD5) / Approved for entry into archive by Arlan Eloi Leite Silva (eloihistoriador@yahoo.com.br) on 2017-06-16T21:02:01Z (GMT) No. of bitstreams: 1 MateusBrunoBarbosa_TESE.pdf: 2659404 bytes, checksum: a484e64c440d906a71ecd4ecd7984f41 (MD5) / Made available in DSpace on 2017-06-16T21:02:01Z (GMT). No. of bitstreams: 1 MateusBrunoBarbosa_TESE.pdf: 2659404 bytes, checksum: a484e64c440d906a71ecd4ecd7984f41 (MD5) Previous issue date: 2016-10-06 / Conselho Nacional de Desenvolvimento Cient?fico e Tecnol?gico (CNPq) / Coordena??o de Aperfei?oamento de Pessoal de N?vel Superior (CAPES) / Um dos problemas centrais no estudo de difus?o an?mala e transporte ? a an?lise adequada de dados de trajet?rias (por ex: animais buscando por alimentos ou por parceiros para acasalamento). A an?lise e infer?ncia de padr?es de caminhadas de L?vy a partir de dados emp?ricos ou de trajet?rias simuladas de part?culas em duas ou tr?s dimens?es (2D e 3D) ? muito mais dif?cil que em uma dimens?o porque n?o existem trajet?rias curvas em uma dimens?o, mas em dimens?es superiores s?o comuns. Ultimamente, um novo m?todo para detec??o, que considera proje??es 1D de trajet?rias 2D e 3D, foi proposto por Humphries et al. O cerne dessa proposta ? explorar o fato de que a proje??o 1D de uma caminhada de L?vy, numa alta dimens?o, ?, tamb?m, uma caminhada de L?vy. Neste trabalho, questiona-se se o m?todo da proje??o ? ou n?o suficientemente poderoso para distinguir claramente uma caminhada de L?vy 2D com curvatura de uma simples caminhada aleat?ria Markoviana correlacionada. O foco do estudo no caso desafiador em que ambas as caminhadas 2D t?m a Fun??o Densidade de Probabilidade (FDP) de tamanho de passos exatamente id?nticas, bem como dos ?ngulos de rota??o entre passos sucessivos. A abordagem estende o m?todo da proje??o original pela introdu??o de um reescalonamento dos dados projetados. Ap?s a proje??o e coarse-graining, a FDP renormalizada para dist?ncias entre sucessivas rota??es notou-se possuir cauda grossa quando h? um processo de L?vy oculto na caminhada original. Esse efeito foi explorado para inferir um processo de caminhada de L?vy na trajet?ria curva original de alta dimens?o. Por outro lado, n?o h? a presen?a de cauda grossa quando uma caminhada aleat?ria correlacionada (Markoviana) ? analisada. Mostrou-se que esse processo funciona muito bem na identifica??o de uma caminhada de L?vy, mesmo quando h? ru?do de curvatura. A ferramenta desenvolvida neste trabalho pode ser ?til em contexto real?stico envolvendo identifica??o de caminhadas de L?vy relacionadas a movimento animal na terra (2D) ou no ar e oceanos (3D). / A crucial problem in the study of anomalous diffusion and transport refers to adequate analysis of trajectory data. The analysis and inference of L?vy walk model from empirical or simulated trajectories of particles in two and three-dimensions (2D and 3D) is much more hard than in 1D because path curvature is nonexistent in 1D but pretty common in higher dimensions. Lately, a new method to detect L?vy walks, which considers 1D projections of 2D or 3D trajectory data, has been proposed by Humphries et al. The main idea of this method is to explore the fact that a 1D projection of a high-dimensional L?vy walk is itself a L?vy walk. In this work, we ask whether or not this projection method is capable enough to clearly distinguish a 2D L?vy walk with curvature from a simple Markovian correlated random walk. We focus this work in challenging case in which both 2D walks have the same probability density functions (pdf) of step sizes as well as of turning angles between succesive steps. Our approach extends the original projection the original projection method by introducing a rescaling of the projected data. After a projection and coarse graining, the renormalized pdf for the travel distances between successive turnings is seen to possess a fat tail when there is an underlying L?vy process. We exploit this effect to infer a L?vy walk process in the original high-dimensional curved trajectory. In contrast, there is no fat tail when a (Markovian) is analyzed. We show that this procedure works very well in clearly identifying a L?vy walk even when there is noise from curvature. The present protocol may be useful in realistic contexts involving ongoing debates on the presence (or not) of L?vy walks related to animal movement on land (2D) and air and oceans (3D).

(česky) Tato diplomová práce pojednává o postavě ženy v díle Ingeborg Bachmann, konkrétně v povídkách Anna Maria, Vy šťastné oči, Štěkot a v románu Malina. Jsou zde shrnuty a rozebrány hlavní aspekty ženských postav - extatická láska a vztahy s muži, naděje, beznaděj a utopie, problémy společnosti, strach, problémy komunikace a problémy v době po zániku monarchie a po době nacistické. Hlavní hrdinky v sobě ukrývají filosofické poselství Ingeborg Bachmann, o které se pokouší i má interpretace ženy jako osvoboditelky či spasitelky. Abstrakt (Deutsch) Diese Diplomarbeit behandelt das Thema der Frauenfigur im Werk von Ingeborg Bachmann, konkret in den Erzählungen Anna Maria, Ihr glücklichen Augen, sowie im Roman Malina. Es werden hier alle Hauptaspekte der Frauenfiguren erforscht und zusammengefasst: ekstatische Liebe und die Beziehungen zu Männern; Hoffnung, Hoffnungslosigkeit und Utopie; die Probleme der Gesellschaft, der Angst und der Kommunikation sowie die Beschwernisse der Frauen in der Zeit nach Monarchie und Nazismus. Die Hauptdarstellerinnen tragen das philosophische Vermächtnis von Ingeborg Bachmann in sich, dem auch meine Interpretation der Frau als Erlöserin gewidmet wird. Abstract (English) This certain diploma thesis deals with the depiction of women in the works of Ingeborg Bachmann,...

Context. At the end of their lives, most stars lose a significant amount of mass through a stellar wind. The specific physical and chemical circumstances that lead to the onset of the stellar wind for cool luminous stars are not yet understood. Complex geometrical morphologies in the circumstellar envelopes prove that various dynamical and chemical processes are interlocked and that their relative contributions are not easy to disentangle. Aims. We aim to study the inner-wind structure (R < 250 R-star) of the well-known red supergiant VY CMa, the archetype for the class of luminous red supergiant stars experiencing high mass loss. Specifically, the objective is to unravel the density structure in the inner envelope and to examine the chemical interaction between gas and dust species. Methods. We analyse high spatial resolution (similar to 0 ''.024 x 0 ''.13) ALMA science verification (SV) data in band 7, in which four thermal emission lines of gaseous sodium chloride (NaCl) are present at high signal-to-noise ratio. Results. For the first time, the NaCl emission in the inner wind region of VY CMa is spatially resolved. The ALMA observations reveal the contribution of up to four different spatial regions. The NaCl emission pattern is different compared to the dust continuum and TiO2 emission already analysed from the ALMA SV data. The emission can be reconciled with an axisymmetric geometry, where the lower density polar/rotation axis has a position angle of similar to 50 degrees measured from north to east. However, this picture cannot capture the full morphological diversity, and discrete mass ejection events need to be invoked to explain localized higher-density regions. The velocity traced by the gaseous NaCl line profiles is significantly lower than the average wind terminal velocity, and much slower than some of the fastest mass ejections, signalling a wide range of characteristic speeds for the mass loss. Gaseous NaCl is detected far beyond the main dust condensation region. Realising the refractory nature of this metal halide, this hints at a chemical process that prevents all NaCl from condensing onto dust grains. We show that in the case of the ratio of the surface binding temperature to the grain temperature being similar to 50, only some 10% of NaCl remains in gaseous form while, for lower values of this ratio, thermal desorption efficiently evaporates NaCl. Photodesorption by stellar photons does not seem to be a viable explanation for the detection of gaseous NaCl at 220 R-star from the central star, so instead, we propose shock-induced sputtering driven by localized mass ejection events as an alternative. Conclusions. The analysis of the NaCl lines demonstrates the capabilities of ALMA to decode the geometric morphologies and chemical pathways prevailing in the winds of evolved stars. These early ALMA results prove that the envelopes surrounding evolved stars are far from homogeneous, and that a variety of dynamical and chemical processes dictate the wind structure.

I Varbergs kommun startade ett samverkansprojekt inom vägledning i mitten på 90-talet. Projektet fick namnet VY, Varbergs Yrkesvägledare och var ett samarbete mellan Arbetsförmedlingen i Varberg och kommunens studie- och yrkesvägledare. Meningen med min studie är att undersöka framväxten av Varbergs Yrkesvägledare (VY). Vad var orsaken till att VY skapades är frågeställningen som jag kommer att arbeta efter. Jag kommer att undersöka om det fanns några fördelar med projektet och vad som hände på vägen.Under 1990-talet etablerades vägledningscenter på olika platser runt om i landet. Detta skedde också i Varberg där man redan 1994 hade tankar om att förändra kommunens vägledningsinsatser. På flera håll upplevdes att det fanns behov av en förändring inom vägledningen. Behov fanns i de olika organisationerna att utveckla verksamheten och kunnandet. Detta gjorde att man sökte sig till varandra för att kunna byta erfarenheter. I kommunen arbetade studie- och yrkesvägledarna var och en för sig och hade mycket lite fortbildning och kontakt med arbetsliv. På Arbetsförmedlingen klarade man inte riktigt kravet att hålla igång studieinformationen. Vägledningen skulle gå från att bara omfatta vissa grupper till att omfatta alla människor i olika skeden i livet.Genom att intervjua nyckelpersoner som varit med från projektets start ville jag få en bild av hur projektet växt fram och vilka faktorer som påverkat. En frågeguide med öppna frågor användes vid intervjuerna. Det fanns utrymme för de intervjuade att tala fritt och komma in på andra spår.Resultatet visar att tanken om ett samarbete har uppstått på flera olika håll under 1990-talet. Både vägledarna inom kommunen och Arbetsförmedlingen kände ett behov av att samordna vägledningsinsatserna. Det fanns också en önskan att lära av varandra. Den önskan som kom från båda håll underlättade nätverkandet. Min slutsats är att det är fruktbart med nätverk men att man måste veta vad man vill ha ut av det. Om nätverket ska vara till för kunskapsutbyte eller för informationsutbyte har stor betydelse för hur det ska utformas.

Made available in DSpace on 2015-03-03T15:15:25Z (GMT). No. of bitstreams: 1 MarceloBS_DISSERT.pdf: 2228867 bytes, checksum: 46ad012b7ecf9d333c9b9a88bbfb0411 (MD5) Previous issue date: 2010-08-12 / Conselho Nacional de Desenvolvimento Cient?fico e Tecnol?gico / The diffusive epidemic process (PED) is a nonequilibrium stochastic model which, exhibits a phase trnasition to an absorbing state. In the model, healthy (A) and sick (B) individuals diffuse on a lattice with diffusion constants DA and DB, respectively. According to a Wilson renormalization calculation, the system presents a first-order phase transition, for the case DA > DB. Several researches performed simulation works for test this is conjecture, but it was not possible to observe this first-order phase transition. The explanation given was that we needed to perform simulation to higher dimensions. In this work had the motivation to investigate the critical behavior of a diffusive epidemic propagation with L?vy interaction(PEDL), in one-dimension. The L?vy distribution has the interaction of diffusion of all sizes taking the one-dimensional system for a higher-dimensional. We try to explain this is controversy that remains unresolved, for the case DA > DB. For this work, we use the Monte Carlo Method with resuscitation. This is method is to add a sick individual in the system when the order parameter (sick density) go to zero. We apply a finite size scalling for estimates the critical point and the exponent critical =, e z, for the case DA > DB / O processo epid?mico difusivo (PED) ? um modelo estoc?stico de n?o equil?brio que se inspira no processo de contato e que exibe uma transi??o de fase para um estado absorvente. No modelo, temos indiv?duos saud?veis (A) e indiv?duos doentes (B) se difundindo numa rede unidimensional com uma difus?o constante DA e DB, respectivamente. De acordo com os c?lculos do grupo de renormaliza??o, o sistema apresentou uma transi??o de fase de primeira ordem, para o caso DA > DB. V?rios pesquisadores realizaram trabalhos de simula??o para testar esta conjectura e n?o conseguiram observar esta transi??o de primeira ordem. A explica??o dada era que precis?vamos realizar simula??o para dimens?es maiores. Por isso, neste trabalho tivemos a motiva??o de investigarmos o comportamento cr?tico de um processo de propaga??o epid?mico difusivo com intera??o de L?vy (PEDL) em uma dimens?o. A distribui??o de L?vy tem intera??o de difus?o de todos os tamanhos levando o sistema unidimensional a um sistema de dimens?es maiores. Com isso, poderemos tentar explicar esta controv?rsia que existe at? hoje, para o caso DA > DB. Para este trabalho utilizamos o M?todo de Monte Carlo com ressuscitamento. Este m?todo consiste em acrescentar um indiv?duo doente no sistema quando o par?metro de ordem (densidade de doente) vai ? zero. Aplicamos a t?cnica de an?lise de escala de tamanho finito para determinarmos com boa precis?o o ponto cr?tico e os expoentes cr?ticos ??/v, v e z, para o caso DA > DB