In the field of empirical macroeconomics factor-augmented vector autoregressive (FAVAR) models have become a popular tool in explaining how economic variables interact over time. FAVAR is based upon a data-reduction step using factor estimation, which are then employed in a vector autoregressive model. This paper aims to study alternative methods regarding factor estimation. More precisely, we compare the generally used principal component method with the uncomplicated common correlated effect estimation. Results show low divergence between the two factor estimation methods employed, indicating interchangeability between the two estimation approaches.

Cette thèse montre de nouveaux résultats sur les supraconducteurs ferromagnétiques UCoGe et URhGe et sur l’ordre caché dans URu2Si2. Le diagramme de phase pression température d’UCoGe a été étudié jusqu’à 10.5 GPa. L’ordre ferromagnétique subsiste jusqu’à la pression critique pc≈1 GPa et la supraconductivité non conventionnelle jusqu’à p = 4 GPa. Les fluctuations magnétiques responsables de la supraconductivité peuvent être réduites par l’application d’un champ magnétique. Les surfaces de Fermi d’UCoGe et d’URhGe ont été mesurées grace aux oscillations quantiques. Quatre poches ont été détectées dans UCoGe, elles subissent une succession de transition de Lifshitz de la surface de Fermi sous champ magnétique. Les poches détectés évoluent continument avec la pression jusqu’à 2.5 GPa, sans montrer de reconstruction de la surface de Fermi à la pression critique pc. Dans URhGe, trois poches lourdes de la surface de Fermi ont aussi été découvertes. Enfin dans la phase d’ordre caché d’URu2Si2, les oscillations quantiques ont révélé une forte anisotropie du facteur gyromagnétique g pour deux poches de la surface de Fermi, qui est comparable à l’anisotropie macroscopique. Cette dernière a été étudiée à partir du champcritique supérieur de la supraconductivité. / This thesis is concentrated on the ferromagnetic superconductors UCoGe and URhGe andon the hidden order state in URu2Si2. In the first part the pressure temperature phase diagram of UCoGe was studied up to 10.5 GPa. Ferromagnetism vanishes at the critical pressure pc≈1 GPa. Unconventional superconductivity and non Fermi liquid behavior can be observed in a broad pressure range around pc. The superconducting upper critical field properties were explained by the suppression of the magnetic fluctuations under field. In the second part the Fermi surfaces of UCoGe and URhGe were investigated by quantum oscillations. In UCoGe four Fermi surface pockets were observed. Under magnetic field successive Lifshitz transitions of the Fermi surface have been detected. The observed Fermi surface pockets in UCoGe evolve smoothly with pressure up to 2.5 GPa and do not show any Fermi surface reconstruction at the critical pressure pc. In URhGe, three heavy Fermi surface pockets were detected by quantum oscillations. In the last part the quantum oscillation study in the hidden order state of URu2Si2 shows a strong g factor anisotropy for two Fermi surface pockets, which is compared to the macroscopic g factor anisotropy extractedfrom the upper critical field study.

O principal objetivo deste trabalho é mostrar que uma convenção social está fortemente relacionada com o conceito de equilíbrio correlacionado. Através da interação de longo prazo e do aprendizado, os agentes podem chegar a um acordo, mesmo com suposições pouco restritivas e que possibilitem uma interpretação mais natural e realista do conceito de equilíbrio em Teoria dos Jogos. Inicialmente a suposição de conhecimento comum é apresentado de maneira formal e informal. O conceito de equilíbrio correlacionado é apresentado com exemplos. Finalmente, a relação entre o equilíbrio correlacionado e a convenção social é analisada. / The main purpose of this dissertation is to show that a convention can be related to a correlated equilibrium. Through the long run interaction and learning, the players can reach an agreement, even if we relax the traditional assumptions of Game Theory, and we can find a more natural and plausible interpretation of equilibrium. Initially the common knowledge assumption is presented in a formal and informal way. The correlated equilibrium is presented with examples. Finally, the relation between correlated equilibrium and convention is analyzed.

In this work, we study the nonlinear propagation of light in liquid crystals (LCs) and the optical gain provided by LCs when they are polymer- or dye-doped.We will focus on nematic LCs, which are characterized by a mean orientation (also called director) of the elongated molecules and by a subsequent birefringence. After a general introduction on LCs, we focus on the nonlinear propagation of light in nematic LCs, and in particular the soliton-like propagation (nematicon). Indeed, if the light injected in the cell is intense enough, it can create a waveguide that counteracts the diffraction of the light. The light then propagates with an almost constant (or periodic) transverse profile.Our contribution to the subject starts with the numerical modeling of the thermal noise that characterizes the nematic LCs and the study of spatial instabilities of the soliton propagation caused by that noise. In Ch.3 we show that, by explicitly implementing the spatial correlation of the director in the LC thermal noise, it is possible to reproduce some of the features that characterize the LC response, such as the speckle generation or the fluctuating trajectory of the spatial optical soliton in LCs. Indeed, when the nematicon diameter is of the same order ofmagnitude as or smaller than the refractive index perturbations caused by the thermal noise, the nematicon starts to fluctuate in space. These fluctuations are not present when the noise is not correlated, indicating that the long-range interactions in LCs are crucial to explain the fluctuations. The model also allows us to introduce the propagation losses experienced by the nematicon without the use of an ad-hoc term. The simulations are in agreement with the experimental results. This method could also help the modeling of complex nonlinear phenomena in LCs that rely on noise, such as modulation instabilities or filamentation.Then, the optical gain is included in the LCs by dissolving photoluminescent polymers or dyes in it. In particular, we show that a particular polymer, the polyfuorene, when dissolved in nematic LCs, creates an intricate supramolecular pattern composed by homogeneous LC-rich regions surrounded by polymer-rich boundaries. The study of these structures through an ultra-fast spectroscopic technique (the pump-probe technique) and confocal microscopy reveals that the boundaries are composed by ordered and isolated chains of polymers. This particular morphology allows the observation of the optical gain from an oxidized unit of the polymeric chain (keto defects). This signal is usually covered by the absorption caused by the chain aggregation in solid state samples, while in LCs it is clearly visible. The optical gain from the keto defects appears also to be polarized orthogonal to the LC director, which is also the orientation of most of the boundaries. When a dye, one of the pyrromethenes, is dissolved in the LCs, the sample appears to be homogeneous. The optical gain from the dye ispolarized along the LC director and it shows an important spectral blue-shift (10 nm) passing from a polarization parallel to orthogonal to the LC director. The amplified spontaneous emission (ASE) shows the same shift when changing the direction of the sample excitation.When the ASE and the nematicon are generated in the same sample, it is possible to study the interaction between the two. In particular, the waveguide induced by the soliton can be used to guide another signal at another wavelength. We show that the nematicon can collect the ASE generated in the same device and guide it to the same fiber used to inject the nematicon in the LC cell. The extraction of the ASE from the device increases almost one order of magnitude when the soliton is present. However, due to the nematicon spatial fluctuations in LCs, an optimal nematicon power has to be found. Indeed, by increasing the soliton power, the light guiding is improved since the refractive index contrast of the nematicon-induced waveguide is increased. However, very high soliton powers have to be avoided, since the power-dependent soliton fluctuations prevent an optimal collection of the light. The nematicon is also found to increase the spectral purity and the polarization degree of the guided signal.Another LC system is studied, the chiral nematic LCs. In this system, the molecules are disposed following an helicoidal distribution. Due to their optical anisotropy and the periodic distribution, the system presents an optical band-gap. If the LC is also dye-doped, the combination of optical band-gap and gain generates laser emission. We are interested in a fast (sub-ms) reorientation of the helix, with the aim of studying the effect of this reorientation on the laser emission. The first step is the alignment of the LC helix (without the dye) with its axis parallel to the glass plates that constitute the cell, which is difficult to obtain with a high optical quality. For this reason, an innovative method is developed to align LCs through directional solvent evaporation. The solvent-induced method allows us to obtain particularly homogeneous textures, with a contrast ratio between the bright and the dark states that is a factor of 4 greater than that obtained with traditional methods. The LC samples based on solvent-induced alignment are then stabilized via two-photon photo-polymerization. This technique allows us to polymerize small regions of the device while the rest of the sample can be washed out in a solvent bath. When an achiral material is used to refill the device, it assumes a chiral alignment in the polymerized regions and an achiral nematic distribution in the rest. The first characterization of the laser emission is then presented in the last Chapter, with the aim of achieving sub-ms electrical tuning in future works.In this work a wide range of aspects have been investigated, leading to the realization of novel techniques for the fabrication of liquid crystal devices, the demonstration of novel phenomena for light amplification in liquid crystals and the experimental verification of new numerical modeling tools for light propagation in liquid crystals. The three key aspects of the work are nonlinear propagation, optical amplification and electrical response of different LC-based mixtures. Although the first few chapters deal with some of the aspects separately, in the last chapter these aspects are combined, revealing interesting new phenomena and pointing out a number of new aspects that could be part of future work. The results in this work have potential applications in fast tunable lasers, optical communication systems and lab-on-chip components. / Doctorat en Sciences de l'ingénieur et technologie / info:eu-repo/semantics/nonPublished

[pt] Investigamos as propriedades de transporte de spin polarizado através de um ponto quântico conectado a dois terminais. A corrente elétrica que circula em nosso sistema pode ter sua polarização modulada através de um potencial de porta que controla o acoplamento spin-órbita (efeito Rashba). Nós estudamos o efeito de polarização do spin em um transistor constituído por um ponto quântico em que suas energias podem ser controladas através de um outro potencial de porta que opera apenas na região de confinamento. O alto grau de confinamento e correlação entre as cargas dão origem a fenômenos físicos interessantes que descreveremos neste trabalho. Nós demonstramos que através da manipulação de um potencial externo é possível controlar de uma maneira extremamente eficiente a intensidade e a polarização da corrente através do sistema. Outro parâmetro importante que iremos manipular para uma compreensão detalhada do sistema é o campo elétrico externo. Na segunda parte deste trabalho estudamos a evolução temporal da função de onda, suposta inicialmente como um pacote de onda circulando nosso sistema composto por um ponto quântico. Podemos comprovar efeitos de tunelamento ressonante e efeitos de interferência de nosso pacote inicial ao longo do tempo e, além disso, estudamos também efeitos de interação spin- órbita na polarização de nosso pacote de onda. / [en] We investigated spin polarized transport properties through a quantum dot connected with two terminals. An electric current that circulates in our system can have its polarization modulated with an external potential that controls the spin orbit coupling (Rashba effect). We studied the effect of spin polarization n a transistor constituted by a quantum dot where its energies can be controlled with a gate potential that operates only in the confinement region. The high confinement and correlation between the charges give rises to interesting phenomena that we describe in this work. We demonstrate that tuning an external potential it is possible to control with a extremely efficient precision the intensity and the polarization of the current through this system. Another important parameter that we used to better understand this system was the external electric field. In the second part of this work, we studied the time evolution of a wave function supposed to be initially a wave package circulating our system composed by a quantum dot. We can prove resonant tunneling effects and interference effects in such a wave package as time goes by and we also studied spin orbit interaction effects on the polarization of the carrier.

The achievement of this research aimed to analyze the (co)variance s structures with better representation of the variation weight s sheep, measured in three ages, in two distinct groups: castrated and intact. 120 weights in 40 male sheep were used with a predominance of genotype Santa Ines, in semi-extensive system, in the period from January to May 2006, in Major Isidoro, inserted in the middle region of the Alagoas s semi-árido. Weights were taken at 150, 180 and 210 days old. The results indicated that the best structures residual variances were the Not Structured (UN) and First Order Factor Analytic (FA (1)). The mean weights between the castrated and intact animals, within each period, no significant differences by Tukey test (P<0.001). / Fundação de Amparo a Pesquisa do Estado de Alagoas / Com a realização dessa pesquisa objetivou-se analisar estruturas de (co)variâncias com melhor representação da variação das informações de pesos em ovinos, medido sem três idades, em dois grupos distintos: castrados e inteiros. Foram utilizadas 120 informações de pesagens em 40 ovinos, machos, com predominância de genótipo Santa Inês, em regime semi-extensivo, no período de janeiro a maio de 2006, no município de Major Isidoro, inserido na mesorregião do Sertão Alagoano. As pesagens foram realizadas aos 150, 180 e 210 dias de idade. Os resultados indicaram que as melhores estruturas de (co)variâncias residual foram: Não estruturada (UN) e Fator Analítico de Primeira Ordem (FA(1)). As médias dos pesos entre os animais castrados e inteiros, dentro de cada período, não apresentaram diferenças significativas pelo teste de Tukey (P<0,001).

In this work we study the wave-packet dynamics in a two-channel Anderson model with correlated diagonal disorder. To impose correlations in the disorder distribution we construct the on-site energy landscape following both symmetry and antisymmetric rules.The dynamics of an initially localized wave packet is investigated by solving numerically the time-dependent Schrödinger equation. Our numerical data show that symmetric cross correlations have a small impact on the degree of localization of the one-particle eigenstates. In contrast, antisymmetric correlations lead to an effective reduction of the degree of disorder, specially in the strong coupling regime, thus resulting in a substantial increase of the wave-packet spread. A finite size scaling analysis shows that antisymmetric cross correlations, in spite of weakening the localization, do not promote ballistic transport.Theoretical explanations to the effect of cross-correlations in the wave-packet dynamics are provided. / Coordenação de Aperfeiçoamento de Pessoal de Nível Superior / Neste trabalho de mestrado, foi estudada a dinâmica eletrônica em um modelo de Anderson com desordem diagonal correlacionada numa geometria do tipo cadeia dupla. Para impôr as correlações na distribuição de desordem, construímos as energias on-site a partir de regras de simetria e antissimetria entre as cadeias. A dinâmica de um pacote de onda inicialmente localizado foi investigado por meio da resolução numérica da equação de Schrödinger dependente do tempo. Nossos dados numéricos mostram que as correlações cruzadas simétricas têm pouco efeito sobre as propriedades de localização dos auto estados de uma partícula. Entretanto, as correlações antissimétricas levam efetiva-mente a uma redução da largura da desordem, especialmente no regime de acoplamento forte, resultando assim num aumento substancial da propagação do pacote de onda. Uma análise de tamanho nito mostra que a presença de correlações antissimétricas, apesar de enfraquecer a localização, não promove transporte balístico. Apresentamos também uma análise analítica que explica o efeito de correlações cruzadas na dinâmica eletrônica.

O principal objetivo deste trabalho é mostrar que uma convenção social está fortemente relacionada com o conceito de equilíbrio correlacionado. Através da interação de longo prazo e do aprendizado, os agentes podem chegar a um acordo, mesmo com suposições pouco restritivas e que possibilitem uma interpretação mais natural e realista do conceito de equilíbrio em Teoria dos Jogos. Inicialmente a suposição de conhecimento comum é apresentado de maneira formal e informal. O conceito de equilíbrio correlacionado é apresentado com exemplos. Finalmente, a relação entre o equilíbrio correlacionado e a convenção social é analisada. / The main purpose of this dissertation is to show that a convention can be related to a correlated equilibrium. Through the long run interaction and learning, the players can reach an agreement, even if we relax the traditional assumptions of Game Theory, and we can find a more natural and plausible interpretation of equilibrium. Initially the common knowledge assumption is presented in a formal and informal way. The correlated equilibrium is presented with examples. Finally, the relation between correlated equilibrium and convention is analyzed.

Made available in DSpace on 2016-06-02T20:05:59Z (GMT). No. of bitstreams: 1 DissSCO.pdf: 3276753 bytes, checksum: eea407b94c282f57d7fb7e97200ee05a (MD5) Previous issue date: 2005-03-03 / Universidade Federal de Sao Carlos / Compositional data are given by vectors of positive numbers with sum equals to one. These kinds of data are common in many applications, as in geology, biology, economy among many others. In this paper, we introduce a Bayesian analysis for compositional data considering additive log-ratio (ALR) and Box-Cox transformations assuming a mul- tivariate normal distribution for correlated errors. These results generalize some existing Bayesian approaches assuming uncorrelated errors. We also consider the use of expo- nential power distributions for uncorrelated errors considering additive log-ratio (ALR) transformation. We illustrate the proposed methodology considering a real data set. / Dados Composicionais são dados por vetores com elementos positivos cuja soma é um. Exemplos típicos de dados desta natureza são encontrados nas mais diversas áreas; como em geologia, biologia, economia entre outras. Neste trabalho, introduzimos uma análise Bayesiana para dados composicionais considerando as transformações razão log-aditiva e Box-Cox, assumindo a distribuição normal multivariada para erros correlacionados. Estes resultados generalizam uma abordagem bayesiana assumindo erros não correlacionados. Também consideramos o uso da distribuição potência exponencial para erros não correla- cionados, assumindo a transformação razão log-aditiva. Nós ilustramos a metodologia proposta considerando um conjunto de dados reais.

abstract: The recent proposal of two-way relaying has attracted much attention due to its promising features for many practical scenarios. Hereby, two users communicate simultaneously in both directions to exchange their messages with the help of a relay node. This doctoral study investigates various aspects of two-way relaying. Specifically, the issue of asynchronism, lack of channel knowledge, transmission of correlated sources and multi-way relaying techniques involving multiple users are explored. With the motivation of developing enabling techniques for two-way relay (TWR) channels experiencing excessive synchronization errors, two conceptually-different schemes are proposed to accommodate any relative misalignment between the signals received at any node. By designing a practical transmission/detection mechanism based on orthogonal frequency division multiplexing (OFDM), the proposed schemes perform significantly better than existing competing solutions. In a related direction, differential modulation is implemented for asynchronous TWR systems that lack the channel state information (CSI) knowledge. The challenge in this problem compared to the conventional point-to-point counterpart arises not only from the asynchrony but also from the existence of an interfering signal. Extensive numerical examples, supported by analytical work, are given to demonstrate the advantages of the proposed schemes. Other important issues considered in this dissertation are related to the extension of the two-way relaying scheme to the multiple-user case, known as the multi-way relaying. First, a distributed source coding solution based on Slepian-Wolf coding is proposed to compress correlated messages close to the information theoretical limits in the context of multi-way relay (MWR) channels. Specifically, the syndrome approach based on low-density parity-check (LDPC) codes is implemented. A number of relaying strategies are considered for this problem offering a tradeoff between performance and complexity. The proposed solutions have shown significant improvements compared to the existing ones in terms of the achievable compression rates. On a different front, a novel approach to channel coding is proposed for the MWR channel based on the implementation of nested codes in a distributed manner. This approach ensures that each node decodes the messages of the other users without requiring complex operations at the relay, and at the same time, providing substantial benefits compared to the traditional routing solution. / Dissertation/Thesis / Doctoral Dissertation Electrical Engineering 2015