Le modèle d'accrochage de polymère décrit le comportement d'une chaîne de Markov en interaction avec un état donné. Cette interaction peut attirer ou repousser la chaîne de Markov et elle est modulée par deux paramètres, h et β. Quand β = 0 on parle de modèle homogène, qui est complètement solvable. Le modèle désordonné, i.e. quand β > 0, est mathématiquement le plus intéressant. Dans ce cas, l'interaction dépend d'une source d'aléa extérieur indépendant de la chaîne de Markov, appelée désordre. L'interaction est réalisée en modifiant la loi originelle de la chaîne de Markov par une mesure de Gibbs et la probabilité obtenue définit le modèle d'accrochage de polymère. Le but principal est d'étudier et de comprendre la structure des trajectoires typiques de la chaîne de Markov sous cette nouvelle probabilité. Le premier sujet de recherche concerne le modèle d'accrochage de polymère où le désordre est à queues lourdes et où le temps de retour de la chaîne de Markov suit une distribution sous-exponentielle. Dans notre deuxième résultat nous étudions le modèle d'accrochage de polymère avec un désordre à queues légères et le temps de retour de la chaîne de Markov avec une distribution à queues polynomiales d'exposant α > 0. On peut démontrer qu'il existe un point critique, h(β). Notre but est comprendre le comportement du point critique quand β -> 0. La réponse dépend de la valeur de α. Dans la littérature on a des résultats précis pour α < ½ et α > 1. Nous montrons que α ∈ (1/2, 1) le comportement du modèle dans la limite du désordre faible est universel et le point critique, opportunément changé d'échelle, converge vers la même quantité donnée par un modèle continu / The pinning model describes the behavior of a Markov chain in interaction with a distinguished state. This interaction can attract or repel the Markov chain path with a force tuned by two parameters, h and β. If β = 0 we obtain the homogeneous pinning model, which is completely solvable. The disordered pinning model, i.e. when β > 0, is most challenging and mathematically interesting. In this case the interaction depends on an external source of randomness, independent of the Markov chain, called disorder. The interaction is realized by perturbing the original Markov chain law via a Gibbs measure, which defines the Pinning Model. Our main aim is to understand the structure of a typical Markov chain path under this new probability measure. The first research topic of this thesis is the pinning model in which the disorder is heavy-tailed and the return times of the Markov chain have a sub-exponential distribution. In our second result we consider a pinning model with a light-tailed disorder and the return times of the Markov chain with a polynomial tail distribution, with exponent α > 0. It is possible to show that there exists a critical point, h(β). Our goal is to understand the behavior of the critical point when β -> 0. The answer depends on the value of α and in the literature there are precise results only for the case α < ½ et α > 1. We show that for α ∈ (1/2, 1) the behavior of the pinning model in the weak disorder limit is universal and the critical point, suitably rescaled, converges to the related quantity of a continuum model

This thesis contributes to the theoretical work on decision and game theory when decision makers or players perceive ambiguity. The first article introduces a new axiomatic framework for ambiguity aversion and provides axiomatic characterizations for important preference classes that thus far had lacked characterizations. The second article introduces a new axiom called Weak Monotonicity which is shown to play a crucial role in the multiple prior model. It is shown that for many important preference classes, the assumption of monotonic preferences is a consequence of the other axioms and does not have to be assumed. The third article introduces an intuitive definition of perceived ambiguity in the multiple prior model. It is shown that the approach allows an application to games where players perceive strategic ambiguity. A very general equilibrium existence result is given. The modelling capabilities of the approach are highlighted through the analysis of examples. The fourth article applies the model from the previous article to a specific class of games with a lattice-structure. We perform comparative statics on perceived ambiguity and ambiguity attitude. We show that more optimism does not necessarily lead to higher equilibria when players have Alpha-Maxmin preferences. We present necessary and sufficient conditions on the structure of the prior sets for this comparative statics result to hold. The introductory chapter provides the basis of the four articles in this thesis. An overview of axiomatic decision theory, decision-making under ambiguity and ambiguous games is given. It introduces and discusses the most relevant results from the literature.

New keynesian Phillips curve (NKPC) has become a central model to study the relation between inflation and real economic activity, notably in the framework of optimal monetary policy design. However, some recent evidence suggests that empirical data are usually at odds with the underlying theory. The model due to its inherent structure represents a statistical challenge in its own right. Since Galí and Gertler (1999) published their seminal paper introducing estimation via GMM techniques, they have triggered a heated debate on its empirical relevance. Their approach has been heavily criticised by later authors, mainly on the grounds of questionable behaviour of GMM estimator in the NKPC context and/or its small sample properties. The common criticism includes sensitivity to the choice of instrument set, weak identification and small sample bias. In this thesis I propose a new estimation strategy that provides a remedy to above mentioned shortcomings and allows to obtain reliable estimates. The procedure exploits recent advances in GMM theory as well as in other fields of statistics, in particular in the area of time series factor analysis and bootstrap. The proposed estimation strategy consists of several consecutive steps: first, to reduce a small sample bias resulting from excessive use of instruments I summarize all available information by employing factor analysis and include estimated factors into information set. In the second step I use statistical information criteria to select optimal instruments and eventually I obtain confidence intervals on parameters using bootstrap method. In NKPC context all these methods were used for the first time and can also be used independently. Their combination however provides synergistic effect that helps to improve the properties of estimates and to check the efficiency of given steps. Obtained results suggest that NKPC model can explain Czech inflation dynamics fairly well and provide some support for underlying theory. Among other things the results imply that the policy of disinflation may not be as costly with respect to a loss in aggregate product as earlier versions of Phillips curve would indicate. However, finding a good proxy for real economic activity has proved to be a difficult task. In particular we demonstrated that results are conditional on how the measure is calculated, some measures even showed countercyclical behaviour. This issue -- in the thesis discussed only in passing -- is a subject of future research. In addition to the proposed strategy and provided parameter estimates the thesis brings some partial simulation-based findings. Simulations elaborate on earlier literature on naive bootstrap in GMM context and study performance of bootstrap modifications of unit root and KPSS test.

Le Canal de Corse est un bassin confiné asymétrique localisé entre l’Île de Corse et l’Archipel de la Toscane, dont le flanc ouest est dominé par des processus turbiditiques et hémipélagiques et le flanc est par des mouvements en masse et des processus contouritiques. Le présent projet de doctorat a pour objectif de comprendre plus précisément les mécanismes contrôlant la formation des glissements sous-marins dans les contourites vaseuses (dépôts sédimentaires formés par les courants) pendant la période Plio-Quaternaire. Le vaste jeu de données disponible pour ce projet de doctorat inclut : la bathymétrie multifaisceaux, la sismique réflexion, les mesures géotechniques in situ, les mesures de vitesse de courant et les résultats d’un modèle hydrodynamique.Les contourites du Canal de Corse sont principalement composées de vase avec la présence de couches de sable formées par de forts courants de fond pendant les périodes de baisse du niveau marin. La croissance des dépôts contouritiques dépend de la disponibilité de sédiment fourni par le système turbiditique. Ainsi, cette croissance est lente pendant les périodes interglaciaires de haut niveau marin et rapide pendant les bas niveaux marins. Les courants contrôlent la morphologie du fond et génèrent les plastered drifts de forme convexe avec des pentes plus raides dans la partie avale, limités par une incision créée par les courants (moat). Le Pianosa Slump a été initié dans cette partie basse du plastered drift. Les moats pourraient être érodés préférentiellement pendant les périodes froides passées déclenchant ainsi certains glissements observés. Un autre facteur prédisposant l’instabilité de pente sur la Ride de Pianosa est la faiblesse d’une couche dont le comportement mécanique se caractérise par du radoucissement (perte de résistance avec le cisaillement). Cette propriété particulière est due à la présence de zéolites (produit de l’altération des roches volcaniques). Cette couche a formé la surface basale de rupture du Pianosa Slump. En conclusion, les deux principaux facteurs prédisposant la formation de glissements sous-marins sur la Ride de Pianosa sont : la morphologie du plastered drift avec une pente plus raide en aval et la couche faible composée de sédiment vaseux riche en zéolites. Le principal facteur déclenchant semble être l’érosion basale. / The Corsica Trough is an asymmetric confined basin located between the Corsica Island and the Tuscan Ar-chipelago, with the western flank dominated by turbiditic and hemipelagic processes and the eastern flank by mass transport and contouritic processes. The present PhD project aims to develop our understanding of the mechanisms that control the formation of submarine landslides within muddy contourites (sediment deposits related to bottom currents) during the Plio-Quaternary. The broad data set available for this PhD project includes: multibeam bathymetry, seismic reflection data, sediment cores, in situ geotechnical measurements, current ADCP measurements and results of a hydrodynamic model.The contourites of the Corsica Trough are mainly composed of mud with sandy layers formed by enhanced bottom currents during periods of sea level fall. The contourite drifts grow slowly during sea level high-stands and rapidly during sea level low-stands due to the high sediment availability provided by an active turbidite sys¬tem. Bottom currents control the seafloor morphology and generate plastered drifts on the slope. This is a con¬vex-shaped contourite with steep slope gradients in the lower part limited by a moat (incision created by bottom currents). The Pianosa Slump was initiated in this lower part of the plastered drift. The occurrence of continuous erosive processes during cold periods could undercut the slope and trigger submarine landslides. Another predis¬posing factor for slope instability identified is the presence of a potential weak layer with a post-peak strain soften¬ing behaviour (strength loss with increasing strain). This particular property is caused by the presence of zeolites (product of the alteration of volcanic rocks). This layer originated the basal failure surface of the Pianosa Slump.In summary, the two main factors predispose the formation of submarine landslides in the Pianosa Ridge are: the morphology of the plastered drift with steep slopes in the lower part and a potential weak layer composed of zeolitic muddy sediment. The main triggering factor seems to be undercutting by bottom currents.

Bien que les troubles du langage formel affectent une grande partie des enfants avec Trouble du Spectre Autistique (TSA), leur nature reste encore incertaine. Certaines études postulent que le trouble observable chez ces enfants est de même nature que celui dont souffrent les enfants avec trouble spécifique du langage (TSL), tandis que d’autres argumentent en faveur de deux troubles qui diffèrent dans leur étiologie. Au centre de ce débat réside la complexité à recueillir des données sur le langage chez les enfants avec TSA, notamment quand il s’agit de participer de manière active. Dans cette étude, nous explorons l’interprétation en temps réel des indices grammaticaux chez des enfants avec TSA monolingues francophones, en nous intéressant aux pronoms clitiques objets, dont la faible production en contexte obligatoire a été proposée comme marqueur du TSL pour le français. / It is well-known that children with Autism Spectrum Disorder (ASD) often have language impairment. However, the nature of this impairment is still largely unknown. Some studies hold that language impairment in children with ASD is of the same nature as impairment found in children with Specific Language Impairment (SLI), whereas others argue that SLI and language impairment in ASD may be different both in their structure and their etiology. At the heart of this debate lies the difficulty of assessing language abilities of children with ASD, especially when active participation is required. Moreover, to date, few studies have investigated formal aspects of language in children with ASD in languages other than English. In this study, we explore real-time interpretation of grammatical cues in French-speaking children with ASD, with a focus on object clitics.

Les CMC oxyde/oxyde sont de bons candidats pour des applications thermostructurales. Le comportement mécanique et les mécanismes d’endommagement de deux composites alumine/alumine à renforts tissés bi- et tridimensionnels ont été étudiés et comparés. La microstructure de ces CMC à matrice faible a été caractérisée à partir de porosimétrie et de CND, tel que thermographie IR, scan ultrasonore et tomographie X, ce qui a permis de mettre en évidence la présence de défauts initiaux. Le comportement mécanique en traction, ainsi qu’en compression dansle cas du CMC à renfort bidimensionnel, dans la direction des fibres ainsi que dans la direction ±45°, aété étudié à température ambiante. Afin d’exploiter pleinement ces essais, nous avons eu recours à plusieurs méthodes d’extensométrie et de suivi d’endommagement, telles que la thermographie IR et l’émission acoustique. Les propriétés mécaniques à rupture ainsi que le module de Young du CMC à renfort bidimensionnel développé à l’Onera se sont avérées supérieures à celles disponibles dans la littérature. Les mécanismes d’endommagement des matériaux ont été déterminés à partir d’observations post mortem au MEB et d’essais in situ dans un MEB, ce qui a permis d’évaluer la nocivité des défauts initiaux. Enfin, l’étude du comportement mécanique de ces composites a permisde proposer un modèle d’endommagement tridimensionnel qui permettra de poursuivre le développement de ces matériaux grâce à du calcul de structure. A l’issue de cette thèse, des pistes d’amélioration des procédés d’élaboration et de choix d’instrumentation à utiliser pour les futures études, notamment en ce qui concerne le suivi d’endommagement, ont également été proposées. / Oxide/oxide CMCs are good candidates for thermostructural applications. Themechanical behaviour and damage mechanisms of two alumina/alumina composites with two andthree dimensional woven reinforcements were studied and compared. The microstructure of theseweak matrix CMCs was characterized by porosimetry and NDT methods, such as IR thermography,ultrasound scanning and X-ray tomography, which highlighted initial defects. The mechanicalbehaviour was studied through tensile tests, as well as compression tests in the case of the twodimensionalreinforced CMC. These tests were conducted at room temperature, in the fibres directionsand in the ±45° direction. In order to fully exploit these tests, several extensometry and damagemonitoring methods, such as IR thermography and acoustic emission, were used. Young’s moduli andmaximum stresses and strains of the two-dimensional reinforced CMC developed at Onera appearedto be higher than those available in the literature. The damage mechanisms of the materials weredetermined by post mortem SEM observations and in situ testing in a SEM, which made it possible toassess the nocivity of initial defects. Studying the mechanical behaviour of these composites finallyenabled the development of a three-dimensional damage model that will facilitate the furtherdevelopment of such materials, through finite element analysis. Finally, some improvements regardingthe manufacturing processes and the instrumentation for damage monitoring were suggested forfuture studies.

為了瞭解台灣地區貨幣總計數與經濟活動（如物價、所得）間，是會受到 金融自由化、國際化之影響，故在研究體系中，納入傳統貨幣需求函數中 ，所未放入之變數－－匯率，藉以進一步了解變數間的互動。本文採用 Johansen and Juselius (1990,1992) 發展之共整合分析，以最大概似法 估計共整合向量; 並利用概似比檢定法導出共整合向量個數之檢定統計量 ，及其極限分配；再利用 Johansen 法對匯率進行「弱外生性」檢定； 最後仍利用Granger(1969,1980,1988) 所提出之Granger Causality之觀 念，來探究何種貨幣總計數對GNP 平減指數具有較佳之解釋能力。依據本 文之實證結果，在選擇作為貨幣政策中間目標之指標變數時， M1B 或M1 C 較 M2 及 M1A 為佳。 / The relationships between money aggregates, price, income, interest rate and exchange rate in Taiwan has been investigated in this paper. The Johansen procedure is adopted to estimate cointegration vectors between these variables. Further, weak ex- ogeneity of variables is also tested by way of Johansen procedu- re. Finally, the Granger causality of money and price is invest- igated fo the sake of understanding of predictibility. Main res- ults of this paper can be summarized as follows: First, the nar- row money aggregates, say M1A, M1B and M1C, are closer related to price than M2; M2 is closer related to real GNP than narrow money aggregates. Second, the inclusion of exchange rate and in- terest rate facilitates cointegration relationships between var- iables. Third, the statement "money Granger cause price" is more adequate than "price Granger cause money" in Taiwan. According to above conclusions, it is reasonable to say that M1B and M1C could be better intermediary indicators than M2 for monetary po- licies of stablizing domestic price.

Dans cette thèse, nous nous intéressons à l'étude de trois équations aux dérivées partielles et d'évolution non-locales en espace et en temps. Les solutions de ces trois solutions peuvent exploser en temps fini. Dans une première partie de cette thèse, nous considérons l'équation de la chaleur nonlinéaire avec une puissance fractionnaire du laplacien, et obtenons notamment que, dans le cas d'exposant sur-critique, le comportement asymptotique de la solution lorsque $t\rightarrow+\infty$ est déterminé par le terme de diffusion anormale. D'autre part, dans le cas d'exposant sous-critique, l'effet du terme non-linéaire domine. Dans une deuxième partie, nous étudions une équation parabolique avec le laplacien fractionnaire et un terme non-linéaire et non-local en temps. On montre que la solution est globale dans le cas sur-critique pour toute donnée initiale ayant une mesure assez petite, tandis que dans le cas sous-critique, on montre que la solution explose en temps fini $T_{\max}>0$ pour toute condition initiale positive et non-triviale. Dans ce dernier cas, on cherche le comportement de la norme $L^1$ de la solution en précisant le taux d'explosion lorsque $t$ s'approche du temps d'explosion $T_{\max}.$ Nous cherchons encore les conditions nécessaires à l'existence locale et globale de la solution. Une toisième partie est consacré à une généralisation de la deuxième partie au cas de systèmes $2\times 2$ avec le laplacien ordinaire. On étudie l'existence locale de la solution ainsi qu'un résultat sur l'explosion de la solution avec les mêmes propriétés étudiées dans le troisième chapitre. Dans la dernière partie, nous étudions une équation hyperbolique dans $\mathbb{R}^N,$ pour tout $N\geq2,$ avec un terme non-linéaire non-local en temps. Nous obtenons un résultat d'existence locale de la solution sous des conditions restrictives sur les données initiales, la dimension de l'espace et les exposants du terme non-linéaire. De plus on obtient, sous certaines conditions sur les exposants, que la solution explose en temps fini, pour toute condition initiale ayant de moyenne strictement positive.

<p>This thesis, consisting of three papers and a summary, studies topics in the theory of stochastic processes related to long-range dependence. Much recent interest in such probabilistic models has its origin in measurements of Internet traffic data, where typical characteristics of long memory have been observed. As a macroscopic feature, long-range dependence can be mathematically studied using certain scaling limit theorems. </p><p>Using such limit results, two different scaling regimes for Internet traffic models have been identified earlier. In one of these regimes traffic at large scales can be approximated by long-range dependent Gaussian or stable processes, while in the other regime the rescaled traffic fluctuates according to stable ``memoryless'' processes with independent increments. In Paper I a similar limit result is proved for a third scaling scheme, emerging as an intermediate case of the other two. The limit process here turns out to be a non-Gaussian and non-stable process with long-range dependence.</p><p>In Paper II we derive a representation for the latter limit process as a stochastic integral of a deterministic function with respect to a certain compensated Poisson random measure. This representation enables us to study some further properties of the process. In particular, we prove that the process at small scales behaves like a Gaussian process with long-range dependence, while at large scales it is close to a stable process with independent increments. Hence, the process can be regarded as a link between these two processes of completely different nature.</p><p>In Paper III we construct a class of processes locally behaving as Gaussian and globally as stable processes and including the limit process obtained in Paper I. These processes can be chosen to be long-range dependent and are potentially suitable as models in applications with distinct local and global behaviour. They are defined using stochastic integrals with respect to the same compensated Poisson random measure as used in Paper II.</p>

This thesis, consisting of three papers and a summary, studies topics in the theory of stochastic processes related to long-range dependence. Much recent interest in such probabilistic models has its origin in measurements of Internet traffic data, where typical characteristics of long memory have been observed. As a macroscopic feature, long-range dependence can be mathematically studied using certain scaling limit theorems. Using such limit results, two different scaling regimes for Internet traffic models have been identified earlier. In one of these regimes traffic at large scales can be approximated by long-range dependent Gaussian or stable processes, while in the other regime the rescaled traffic fluctuates according to stable ``memoryless'' processes with independent increments. In Paper I a similar limit result is proved for a third scaling scheme, emerging as an intermediate case of the other two. The limit process here turns out to be a non-Gaussian and non-stable process with long-range dependence. In Paper II we derive a representation for the latter limit process as a stochastic integral of a deterministic function with respect to a certain compensated Poisson random measure. This representation enables us to study some further properties of the process. In particular, we prove that the process at small scales behaves like a Gaussian process with long-range dependence, while at large scales it is close to a stable process with independent increments. Hence, the process can be regarded as a link between these two processes of completely different nature. In Paper III we construct a class of processes locally behaving as Gaussian and globally as stable processes and including the limit process obtained in Paper I. These processes can be chosen to be long-range dependent and are potentially suitable as models in applications with distinct local and global behaviour. They are defined using stochastic integrals with respect to the same compensated Poisson random measure as used in Paper II.