Vérifier formellement des programmes concurrents est une tâche difficile. S’il existe différentes techniques pour la réaliser, très peu sont effectivement mises en oeuvre pour des programmes écrits dans des langages de programmation réalistes. En revanche, les techniques de vérification formelles de programmes séquentiels sont utilisées avec succès depuis plusieurs années déjà, et permettent d’atteindre de hauts degrés de confiance dans nos systèmes. Cette thèse propose une alternative aux méthodes d’analyses dédiées à la vérification de programmes concurrents consistant à transformer le programme concurrent en un programme séquentiel pour le rendre analysable par des outils dédiés aux programmes séquentiels. Nous nous plaçons dans le contexte de FRAMA-C, une plate-forme d’analyse de code C spécifié avec le langage ACSL. Les différentes analyses de FRAMA-C sont des greffons à la plate-forme, ceux-ci sont à ce jour majoritairement dédiés aux programmes séquentiels. La méthode de vérification que nous proposons est appliquée manuellement à la vérification d’un code concurrent issu d’un hyperviseur. Nous automatisons la méthode à travers un nouveau greffon à FRAMA-C qui permet de produire automatiquement, depuis un programme concurrent spécifié, un programme séquentiel spécifié équivalent. Nous présentons les bases de sa formalisation, ayant pour but d’en prouver la validité. Cette validité n’est valable que pour la classe des programmes séquentiellement consistant. Nous proposons donc finalement un prototype de solveur de contraintes pour les modèles mémoire faibles, capable de déterminer si un programme appartient bien à cette classe en fonction du modèle mémoire cible. / Formal verification of concurrent programs is a hard task. There exists different methods to perform such a task, but very few are applied to the verification of programs written using real life programming languages. On the other side, formal verification of sequential programs is successfully applied for many years, and allows to get high confidence in our systems. As an alternative to dedicated concurrent program analyses, we propose a method to transform concurrent programs into sequential ones to make them analyzable by tools dedicated to sequential programs. This work takes place within the analysis framework FRAMA-C, dedicated to the analysis of C code specified with ACSL. The different analyses provided by FRAMA-C are plugins to the framework, which are currently mostly dedicated to sequential programs. We apply this method to the verification of a concurrent code taken from an hypervisor. We describe the automation of the method implemented by a new plugin to FRAMAC that allow to produce, from a specified concurrent program, an equivalent specified sequential program. We present the basis of a formalization of the method with the objective to prove its validity. This validity is admissible only for the class of sequentially consistent programs. So, we finally propose a prototype of constraint solver for weak memory models, which is able to determine whether a program is in this class or not, depending on the targeted hardware.

Les objectifs principaux des travaux de recherche réalisés sont de caractériser, quantifier et corréler les changements induits lors du recyclage sur les fibres, la pâte et le papier. Pour ce faire, des techniques de caractérisation spécifique ont été utilisées telles que la chromatographie inverse d'exclusion stérique (ISEC), l'analyse mécanique dynamique (DMA), la microscopie électronique à balayage environnementale (ESEM), la microscopie à force atomique (AFM) et la tomographie à rayons X. Le racornissement des fibres à elle seule ne peut pas expliquer totalement la perte de résistance des fibres. Lors du recyclage la largeur des fibres, l'épaisseur des parois fibreuses, la courbure, le nombre de coudes et d'irrégularité diminuent. Les points faibles à l'intérieur de la paroi augmentent dans les premiers et les derniers cycles de recyclage. Les fibres deviennent plus dures et cassantes à l'état sec. Les forces capillaires et la friction de surface augmentent à l'état humide. La surface de liaison entre fibres dans le réseau fibreux diminue initialement à cause de la perte de la flexibilité des fibres à l'état humide et des éléments fins alors que l'augmentation qui suit peut être reliée au collapse du lumen. Comme la solidité des fibres de diminue pas, la baisse des caractéristiques mécaniques du papier pourrait être attribuée à la dégradation de la qualité des liaisons et plus particulièrement à une délamination partielle de la couche P/S1. / Incorporation of recycled fibres in high value paper products can reduce costand environmental loads. Papermaking potential of cellulosic fibres decreaseswith recycling. The phenomenon of fibre hornification during pressing anddrying is normally held responsible for the loss in strength. To study the impactsof recycling on pulp, fibre and paper properties some non conventionalcharacterisation techniques like fibre saturation point, X-rays microtomography,environmental scanning electron microscopic observations, atomic forcemicroscope (PeakForce QNM mode) and inverse size exclusion chromatography(ISEC) were used. In order to achieve good reproducibility of ISEC measurements,a semi-automatic column fabrication pilot system was built. Thetechniques were first validated on refining process before being applied to therecycling process. In this study, it was found that fibre hornification alone cannot fully explain loss in strength during recycling. The loss in strength is muchmore complex and it is required to understand the morphological and ultrastructural changes associated with recycling. Fibre width, cell wall thickness,curl, kink, irregularities decreased during recycling. Fibre became hard andbrittle in dry state. Number of weak points in the fibre wall were increasedinitially and in the later recyclings. The increase in wet breaking length indicatesincreased surface friction and capillary forces with recycling. Decreasein bonded area during first recycle may be caused by the loss of fines and fibreflexibility whereas the increase afterwards may be linked to the lumen collapse.The strength of fibres did not decrease with recycling as shown by zero-spanbreaking lengths therefore the quality of bond may be deteriorated. It wasthought that the partially delaminated P/S1 layers may be responsible for theloss of paper strength. It is suggested since the significant change is associatedwith the pressing and drying of never dried pulp therefore the drying processneeds to be revisited. The delaminated layer should be restored so as to increasethe recyclability of the recovered fibres for high value paper. Influenceof recycled pulp blends on physical properties of paper was also studied. It wasrevealed that small quantity of recycled pulp can be used without significantlyaffecting the mechanical strength properties.

It is generally accepted in academic circles that the developed country capital markets with their advanced infra-structure, depth and liquidity are at a minimum Weak-Form efficient. Since the Weak-Form EMH proposes that current security prices immediately assimilate all historical information, it therefore also implies that technical analysis (which relies on charts and analysis of past price patterns to extrapolate future price movements) would be a futile exercise. Yet technical analysis has endured over time and is still an intensively and widely used investment analysis technique. This indicates a clear disconnect between technical analysis as employed by practitioners in the market and the technical analysis methodologies utilized by academics in prior Weak-Form EMH studies. The problem is prior technical analysis Weak-Form EMH studies were burdened with methodological weaknesses which severely handicapped the profit generating potential of technical analysis and suggest that previous Weak-Form EMH research findings were erroneous in being unable to reject the null Weak- Form market efficiency hypothesis. This study addresses the problem by eliminating prior methodological weaknesses and utilizing high frequency intra-day data, the combination of qualitative and quantitative techniques and volume signals to develop a portfolio of Intermarket Momentum technical analysis strategies that generate significant excess profits. The objective of this study is therefore to provide evidence that contrary to prior research findings, the developed country capital markets are not Weak-Form efficient. The results show that the portfolio of Intermarket Momentum trading strategies generated returns in excess of the market with a significantly positive Alpha of 8.52% that allowed the rejection of the Null Hypothesis and the acceptance of the Alternative Hypothesis that the developed country capital markets are not Weak-Form efficient, thereby refuting the widely accepted EMH. / Business Management / D.B.L.

Cette thèse traite principalement des théorèmes limites pour les processus empiriques de fonctionnelles de clusters d'extrêmes de séquences et champs aléatoires faiblement dépendants. Des théorèmes limites pour les processus empiriques de fonctionnelles de clusters d'extrême de séries temporelles stationnaires sont donnés par Drees & Rootzén [2010] sous des conditions de régularité absolue (ou "ß-mélange"). Cependant, ces conditions de dépendance de type mélange sont très restrictives : elles sont particulièrement adaptées aux modèles dans la finance et dans l'histoire, et elles sont de plus compliquées à vérifier. Généralement, pour d'autres modèles fréquemment rencontré dans les domaines applicatifs, les conditions de mélange ne sont pas satisfaites. En revanche, les conditions de dépendance faible, selon Doukhan and Louhichi [1999] et Dedecker & Prieur [2004a], sont des conditions qui généralisent les notions de mélange et d'association. Elles sont plus simple à vérifier et peuvent être satisfaites pour de nombreux modèles. Plus précisément, sous des conditions faibles, tous les processus causals ou non causals sont faiblement dépendants: les processus Gaussien, associés, linéaires, ARCH(∞), bilinéaires et notamment Volterra entrent dans cette liste. À partir de ces conditions favorables, nous étendons certains des théorèmes limites de Drees & Rootzén [2010] à processus faiblement dépendants. En outre, comme application des théorèmes précédents, nous montrons la convergence en loi de l'estimateur de l'extremogramme de Davis & Mikosch [2009] et l'estimateur fonctionnel de l'indice extrémal de Drees [2011] sous dépendance faible. Nous démontrons un théorème de la valeur extrême pour les champs aléatoires stationnaires faiblement dépendants et nous proposons, sous les mêmes conditions, un critère du domaine d'attraction d'une loi d'extrêmes. Le document se conclue sur des théorèmes limites pour les processus empiriques de fonctionnelles de clusters d’extrêmes de champs aléatoires stationnaires faiblement dépendants, et met en évidence la convergence en loi de l'estimateur d'un extremogramme de processus spatio-temporels stationnaires faiblement dépendants en tant qu'application. / This thesis deals mainly with limit theorems for empirical processes of extreme cluster functionals of weakly dependent random fields and sequences. Limit theorems for empirical processes of extreme cluster functionals of stationnary time series are given by Drees & Rootzén [2010] under absolute regularity (or "ß-mixing") conditions. However, these dependence conditions of mixing type are very restrictive: on the one hand, they are best suited for models in finance and history, and on the other hand, they are difficult to verify. Generally, for other models common in applications, the mixing conditions are not satisfied. In contrast, weak dependence conditions, as defined by Doukhan & Louhichi [1999] and Dedecker & Prieur [2004a], are dependence conditions which generalises the notions of mixing and association. These are easier to verify and applicable to a wide list of models. More precisely, under weak conditions, all the causal or non-causal processes are weakly dependent: Gaussian, associated, linear, ARCH(∞), bilinear and Volterra processes are some included in this list. Under these conveniences, we expand some of the limit theorems of Drees & Rootzén [2010] to weakly dependent processes. These latter results are used in order to show the convergence in distribution of the extremogram estimator of Davis & Mikosch [2009] and the functional estimator of the extremal index introduced by Drees [2011] under weak dependence. We prove an extreme value theorem for weakly dependent stationary random fields and we propose, under the same conditions, a domain of attraction criteria of a law of extremes. The document ends with limit theorems for the empirical process of extreme cluster functionals of stationary weakly dependent random fields, deriving also the convergence in distribution of the estimator of an extremogram for stationary weakly dependent space-time processes.

Title: Multivariate stochastic dominance and its application in portfolio optimization Problems Author: Barbora Petrová Department: Department of Probability and Mathematical Statistics Supervisor: doc. RNDr. Ing. Miloš Kopa, Ph.D., Department of Probability and Mathematical Statistics Abstract: This thesis discusses the concept of multivariate stochastic dominance, which serves as a tool for ordering random vectors, and its possible usage in dynamic portfolio optimization problems. We strictly focus on different types of the first-order multivariate stochastic dominance for which we describe their generators in the sense of von Neumann-Morgenstern utility functions. The first one, called strong multivariate stochastic dominance, is generated by all nondecreasing multivariate utility functions. The second one, called weak multivariate stochastic dominance, is defined by relation between survival functions, and the last one, called the first-order linear multivariate stochastic dominance, applies the first-order univariate stochastic dominance notion to linear combinations of marginals. We focus on the main characteristics of these types of stochastic dominance, their relationships as well as their relation to the cumulative and marginal distribution functions of considered random vectors. Formulated...

In Arabic. Arabic script can't be copied into UIR / The importance of this work rests upon the fact that notwithstanding Abu Huraira's eminent status among Prophet Muammad's companions as the most noteworthy reporter of Prophetic traditions on the basis of which scholars have compiled his reports on numerous subjects into separate tracts no research of academic standing has been done on his contributions to Qur'anic exegesis by systematically extracting his narrations and evaluating them. The current dissertation begins by offering this research contribution followed by a discussion of Abu Huraira's biography. Then all his narrations are systematically presented from beginning to end. Such reports contain both explicit and implicit statements that can be traced to the Prophet. Not all verses or chapters of the Qur'an are covered in this way for example there are no reports relating to chapter 77. They are followed by the conclusion the bibliography and appendices on Qur'anic verses and Prophetic reports cited. / Religious Studies and Arabic / M.A. (Islamic Studies)

Instructional media is expensive yet it may be underutilized. This study explored the perceptions of tertiary educators in Botswana on the role of instructional media in tertiary students’ conceptualization of intended learning outcomes. Quantitative research was used to a greater extent and the qualitative to a lesser extent. The study is a survey in which a questionnaire with twenty-two (22) items was used as a data collection instrument. An initial total of 300 copies of the questionnaire were sent to a sample of 30 tertiary institutions in Botswana. A total of 183 questionnaires were returned, thus 61% return rate. A number of findings emanated from this study, and it was concluded that instructional media enhances tertiary students’ conceptualization of intended learning outcomes. There was a correlation between instructional media utilization and students’ conceptualization of intended learning outcomes. Respondents also reported that instructional media aroused interest in learning and enhanced effective teaching and learning during the teaching and learning process; and that instructional media improved learning, thereby improving academic achievement of the learners, up to estimated 50% or better than students who were taught using the traditional ways. It was also found out that computers and their accessories were frequently used as well as a combination of instructional media. Another finding was that the same media were frequently used because of lack of resources and that they were the only instructional media available in the institutions. The study further concluded that, the amount used to purchase and maintain instructional media at departmental, faculty and or institutional level was seen to be put to good use. The study recommends that: instructional media be one of the main components of teaching and learning process in tertiary institution; a policy to be formulated on financing; use and management of instructional media; training of tertiary educators on different types of instructional media to be made a priority; otherwise purchased instructional media may end up as white elephants in schools. / Educational Leadership and Management / D. Ed. (Education Management)

The subject of this thesis is description and evaluation the situation of the selected company in the market environment. The base of thesis is characteristic of the basic internal analyses of the business entity and external analyses of the business environment and their application on any selected company. The thesis includes description of selected company, analysis of their external environment including Porter's five forces model, competitor analysis, analysis of attractiveness of the branch and STEP analysis. The internal analyses are applied by SWOT analysis, portfolio analysis and SPACE analysis. In the end of thesis is suggest of opportunity drawing funds from the European Union and so improve market position.

Made available in DSpace on 2014-06-11T19:32:10Z (GMT). No. of bitstreams: 0 Previous issue date: 2011-04-29Bitstream added on 2014-06-13T21:03:30Z : No. of bitstreams: 1 sanchezvega_bl_dr_ift.pdf: 617259 bytes, checksum: af2a12ec5a0dfc67abebc7c87568c022 (MD5) / Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES) / Nesta tese, partículas tais como áxions, Májorons e neutrinos são consideradas em duas extensões eletrofracas do modelo padrão da física de partículas. Especificamente, os modelos considerados estão baseados nas simetrias de gauge SU(3)L ⊗ U(1)X eSU(2)L ⊗U(1)Y⊗U(1)B−L. Primeiramente, no contexto do modelo 3-3-1 com um sector escalar mínimo é realizado um estudo detalhado referente à implementção da simetria de Peccei-Quinn (PQ) para resolver o problema CP forte. Para a versão original do modelo, que possui apenas dois tripletos escalares, é mostrado que a Lagrangiana total é invariante sobre uma simetria PQ. No entanto, o áxion não é produzido porque um sub-grupo permanece sem quebrar. Embora, neste caso, o problema CP forte possa ser resolvido, a solução é amplamente desfavorecida porque três quarks não têm massa em todas as ordens da teoria de perturbação. A adição de um terceiro tripleto escalar resolve o problema dos quarks sem massa, mas o áxion que aparece é visível. Para fazer o modelo realístico teremos que modificá-lo. É mostrado que a adição de um singleto escalar junto com uma simetria de gauge discreta ZN é capaz de levar a cabo esta tarefa e proteger o áxion de efeitos da gravidade quântica. Para ter segurançaa que a simetria de gauge discreta que protege o áxion é livre de anomalias, é usada uma versão discreta do mecanismo de Green-Schwarz. A seguir, é considerado um modelo eletrofraco baseado na simetria de gauge SU(2)L ⊗U(1)Y⊗U(1)B−L, no qual temos neutrinos de mão direita com números quânticos exóticos e diferentes. Devido a esta particular caraterística, é possível termos de massa e de Yukawa para os neutrinos, com campos escalares que podem adquirir valores esperados do vácuo (VEVs) pertencendo a escalas de energia... / In this doctoral thesis axions, Majorons and neutrinos are considered into different electro weak extensions of the standar dmodel of the particle physics. Specifically, the two models considered are based on theSU(3)L ⊗U(1)X andSU(2)L⊗U(1)Y⊗ U(1)B−Lgaugesymmetries. Firstly, in the framework of a 3-3-1 model with a minimal scalar sector a detailed study concerning the implementation of the PQ symmetry in order to solve the strong CP problem is made. For the original version of the model, with only two scalar triplets, it is shown that the entire Lagrangian is invariant under a PQ-like symmetry but no axion is produced since aU(1) subgroup remains unbroken. Although in this case the strong CP problem can still be solved, the solution is largely disfavored since three quark states are left massless to all orders in perturbation theory. The addition of a third scalar triplet removes the massless quark states but the resulting axion is visible. In order to become realistic the model must be extended to account for massive quarks and invisible axion. It is shown that the addition of a scalar singlet together with aZN discrete gauge symmetry can successfully accomplish these tasks and protect the axion field against quantum gravitational effects. To make sure that the protecting discrete gauge symmetry is anomaly free, a discrete version of th eGreen-Schwarz mechanism is used. Secondly, an electroweak model based on the gauge symmetrySU(2)L ⊗U(1)Y⊗ U(1)B−L which has right-handed neutrinos with different quantum numbers is considered. Because of this particular feature it is possible to write Yukawa terms, and neutrino mass terms, with scalar fields that can develop VEVs belonging to different energy scales. A detailed study of the scalar and the Yukawa neutrino sectors is made to show that this model is compatible with... (Complete abstract click electronic access below)

La prédétermination de la hauteur de départ des avalanches représente un défi majeur pour l'évaluation du risque en montagne. Cette hauteur constitue en effet un ingrédient d'entrée important des procédures de zonage et de cartographie du risque. Dans cette thèse, nous présentons un formalisme rigoureux dans lequel les distributions de hauteur de départ d'avalanche sont exprimées à travers un couplage des facteurs mécaniques et météorologiques. Le critère de stabilité du système plaque - couche fragile est étudié en utilisant une analyse mécanique par éléments finis prenant en compte l'hétérogénéité spatiale des propriétés mécaniques. Considérant qu'une avalanche ne peut se produire que si la hauteur de chute de neige dépasse une hauteur critique correspondant au critère de stabilité, les distributions de hauteur de départ obtenues à partir du modèle mécanique sont couplées avec la distribution des chutes de neige extrêmes sur 3 jours. Nous montrons que ce modèle couplé est capable de reproduire des données de terrain de 369 avalanches naturelles de plaque à La Plagne (France). Non seulement la queue de la distribution en loi puissance, correspondant à des épaisseurs de plaque élevées, mais aussi le corps de la distribution pour les plaques moins épaisses, sont bien reproduits par le modèle. Les avalanches petites à moyennes semblent être essentiellement contrôlées par la mécanique, tandis que les grosses avalanches et l'exposant de la loi puissance associé, sont influencés par un couplage mécanique - météorologique fort. Par ailleurs, nous démontrons que la distribution obtenue est fortement dépendante de l'espace, et, en utilisant les processus max-stables permettant une interpolation spatiale rigoureuse, notre modèle couplé est utilisé pour obtenir des cartes de hauteur de départ d'avalanche pour différentes périodes de retour sur l'ensemble des Alpes françaises. / The evaluation of avalanche release depth distributions represents a major challenge for hazard management in mountaineous regions. This depth constitutes an important input ingredient of hazard mapping procedures. This PhD thesis presents a rigorous formalism in which these distributions are expressed through a coupling of mechanical and meteorological factors. The stability criterion of a layered snowpack is investigated using a finite-element analysis accounting for the spatial heterogeneity of weak-layer mechanical properties. Considering that an avalanche can occur only if the snowfall depth exceeds a critical value corresponding to a stability criterion, release depth distributions obtained from the mechanical model are coupled with the distribution of 3-day extreme snowfalls. We show that this coupled model is able to reproduce field data from 369 natural slab avalanches in La Plagne (France). Not only the power-law tail of the distribution, corresponding to large slab depths, but also the core of the distribution for shallow slab depths, are well represented. Small to medium-sized avalanches appear to be controlled mainly by mechanics, whereas large avalanches and the associated power-law exponent, are influenced by a strong mechanical-meteorological coupling. Finally, we demonstrate that the obtained distribution is strongly space dependent, and, using max-stables processes allowing a rigorous spatial interpolation, our coupled model is used to obtain release depth maps for given return periods in the whole French Alps.