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京都大学 / 新制・課程博士 / 博士(医学) / 甲第24998号 / 医博第5032号 / 新制||医||1069(附属図書館) / 京都大学大学院医学研究科医学専攻 / (主査)教授 佐藤 俊哉, 教授 山本 洋介, 教授 永井 洋士 / 学位規則第4条第1項該当 / Doctor of Medical Science / Kyoto University / DFAM

A considerable body of theoretical and empirical literature has evaluated the credit channel of monetary transmission. This paper sets up an open-economy model under floating exchange rates with imperfect international capital mobility based on the Bernanke and Blinder model (1988). Employing our model, we show that a change in money supply has different impacts on the economy in many cases compared to the previous literature. The exchange rate puzzle may occur and when the exchange rate puzzle appears, the Fleming proposition is violated. Besides, by means of a cointegration analysis, we empirically verify the particular case of the exchange rate puzzle with the monthly data from May 1984 to January 2005 in Taiwan. Therefore, our empirical evidences can be matched with our theoretical derivations successfully.

Le cliquet de Muller est un modèle mathématiques illustrant l'accumulation de mutations délétères dans une population asexuée. L'idée principale est que l'absence de recombinaison oblige les enfants à avoir au moins autant de mutations nocives que leurs parents, et au bout d'un certain temps, le nombre minimum de mutations délétères de la population, qui est donc un processus croissant, augmente : on dit alors que le cliquet clique. Le modèle du cliquet de Muller qui est étudié dans cette thèse est un système infini d'équations différentielles stochastiques de Fleming-Viot couplées. On montre dans une première partie d'abord que le cliquet s'actionne en temps fini p.s., puis que l'espérance du temps mis pour cliquer est également finie. On utilise pour cela des comparaisons d'équations stochastiques et des changements de temps. Dans une deuxième partie, on démontre que ce modèle est équivalent à un modèle du look-down modifié auquel on a ajouté des mutations et des morts. Puis dans la troisième partie on généralise le résultat de la deuxième à un cadre plus large de systèmes d'équations différentielles stochastiques. / Muller's Ratchet is a model from evolutionary theory describing the accumulation of deleterious mutations in asexually reproducing population. The lack of recombination implies that children have all the deleterious mutations of his parent. The minimal number of deleterious mutations carried in the population is an non-decreasing process, and if it increases we say that the Muller's ratchet clicks. The model studied in this thesis is an infinite system of stochastic differential equations. In the first chapter, we first prove that the ratchet clicks in finite time a.s., then that the clicking time has finite expectation. For this we use comparison arguments and time changes. In the second chapter, we prove that this model is equivalent to a modified look-down model with mutation and selection. In the third chapter we generalize the results of chapter 2 to a more general model.

Dans cette thèse nous étudions le comportement asymptotique de systèmes de particules en interaction de type champ moyen en espace discret, systèmes pour lesquels l'interaction a lieu par l'intermédiaire de la mesure empirique. Dans la première partie de ce mémoire, nous nous intéressons aux systèmes de particules de type Fleming-Viot: les particules se déplacent indépendamment suivant une dynamique markovienne jusqu'au moment où l'une d'entre elles touche un état absorbant. A cet instant, la particule absorbée choisit uniformément une autre particule et saute sur sa position. L'ergodicité du processus est établie dans le cadre de marches aléatoires sur N avec dérive vers l'origine et pour une dynamique proche de celle du graphe complet. Pour ce dernier, nous obtenons une estimation quantitative de la convergence en temps long à l'aide de la courbure de Wasserstein. Nous montrons de plus la convergence de la distribution empirique stationnaire vers une unique distribution quasi-stationnaire, quand le nombre de particules tend vers l'infini. Dans la deuxième partie de ce mémoire, nous nous intéressons au comportement en temps long et quand le nombre de particules devient grand, d'un système de processus de naissance et mort pour lequel les particules interagissent à chaque instant par le biais de la moyenne de leurs positions. Nous établissons l'existence d'une limite macroscopique, solution d'une équation non linéaire ainsi que le phénomène de propagation du chaos avec une estimation quantitative et uniforme en temps / In this thesis we study the asymptotic behavior of particle systems in mean field type interaction in discrete space, where the system acts over one fixed particle through the empirical measure of the system. In the first part of this thesis, we are interested in Fleming-Viot particle systems: the particles move independently of each other until one of them reaches an absorbing state. At this time, the absorbed particle jumps instantly to the position of one of the other particles, chosen uniformly at random. The ergodicity of the process is established in the case of random walks on N with a dirft towards the origin and on complete graph dynamics. For the latter, we obtain a quantitative estimate of the convergence described by the Wasserstein curvature. Moreover, under the invariant measure, we show the convergence of the empirical measure towards the unique quasi-stationary distribution as the size of the system tends to infinity. In the second part of this thesis, we study the behavior in large time and when the number of particles is large of a system of birth and death processes where at each time a particle interacts with the others through the mean of theirs positions. We establish the existence of a macroscopic limit, solution of a non linear equation and the propagation of chaos phenomenon with quantitative and uniform in time estimate

Les fins du voyage chez Peter Fleming sont entendues comme déclins, comme lignes de rupture, comme aboutissements, comme principes moteurs et comme finalités. Trois pistes sont explorées pour comprendre ces fins ; la première postule une volonté anesthétique de la part de l’auteur : la finalité de nier son expérience esthétique et en même temps de rechercher l’extrême en tant qu’anesthésique, en tant que palliation, reproduction et transfert d’expériences traumatiques. La seconde concerne son utilisation de l’art rhétorique pour reproduire et en même temps se jouer des conventions et des attentes du lecteur. On peut parler ici d’une psychologie inversée qui va lui permettre de brouiller ses pistes, de multiplier les interprétations potentielles et de réfléchir son identité de manière protéiforme. Enfin, la troisième propose l’étude des aspects dunamiques de ses récits – un néologisme faisant référence à la sphère de la potentialité. Ce modèle permet de construire une analyse littéraire et anthropologique des alternatives pensées, envisagées et narrées par l’auteur qui va complémenter celle des discours et des itinéraires actualisés. L’identité auctoriale est définie dans ce contexte comme un espace intermédiaire, trans-mondes et hétérotopique, qui se situe entre tous les possibles et ce qui est. / The ends of travel in Peter Fleming’s works are seen as declines, lines of rupture, outcomes, driving principles and goals. Three paths are explored to understand these ends. The first postulates an anaesthetic intention on the part of the author: the purpose of denying his aesthetic experience and at the same time of seeking extreme sensation as an anesthetic, as palliation, reproduction and transfer of traumatic experience. The second focuses on his use of rhetorical art to reproduce and, at the same time, to play with the conventions and expectations of the reader. His use of reverse psychology allows the creation of a broad spectrum of interpretations and the projection of his identity in a protean manner. Finally, the third aims at analyzing the dunamic aspects of his narratives – a neologism referring to the sphere of potentiality. This model allows the literary and anthropological analysis of the potential alternatives contemplated, suggested and narrated by the author, one that is meant to complement the study of his actual itineraries and discourses. Authorial identity is defined in this context as an intermediate, trans-world and heterotopic space which lies between what is and everything that could be.

The assertion that financial flows are the primary drivers of exchange rates may be considered as financial markets become increasingly large and sophisticated. However, the Post-Keynesian critique leaves little room for the real economy to impact exchange rates. This paper aims to extend the Mundell-Fleming model to address the Post-Keynesian critique of mainstream models, by incorporating wealth effects, expectations, and Taylor-rule interest targeting. Discussion of significant financial events affecting the USDJPY exchange rate finds that wealth effects are significant considerations, and that the real economy cannot be discounted completely. Empirical results find that the real interest rate is a significant factor in exchange rate determination, tying into the discussion over the relationship between savings and consumption.

O'Brien and Fleming (1979) proposed a straightforward and useful multiple testing procedure (group sequential testing procedure) for comparing two treatments in clinical trials where subject responses are dichotomous (e.g. success and failure). O'Brien and Fleming stated that their group sequential testing procedure has the same Type I error rate and power as that of a fixed one-stage chi-square test, but gives the opportunity to terminate the trial early when one treatment is clearly performing better than the other. We studied and tested the O'Brien and Fleming procedure specifically by correcting the originally proposed critical values. Furthermore, we updated the O’Brien Fleming Group Sequential Testing procedure to make it more flexible via three extensions. The first extension is combining the O’Brien Fleming Group Sequential Testing procedure with the Optimal allocation, where the idea is to allocate more patients to the better treatment after each interim analysis. The second extension is combining the O’Brien Fleming Group Sequential Testing procedure with the Neyman allocation which aims to minimize the variance of the difference in sample proportions. The last extension is that we can allow for different sample weights for different stages, as opposed to equal allocation for different stages. Simulation studies showed that the O’Brien Fleming Group Sequential Testing procedure is relatively robust to the added features.

The thesis analyzes a historical development of James Bond films in a background of the Cold War between years 1962-1989. A fictional character James Bond is a cultural phenomenon, which became an absolute world-wide symbol from the point of popular culture since the sixties in 20 century. The main part of the thesis focuses on movies with agent 007 and describes the ideological base, which we can investigate. Secondarily, Bond's past is handled. Therefore, a development of the literary figure, who moved from spy novels to the screen, is analyzed in here. Further, parts of the thesis mention social background, which was greatly influenced by Bond topic in the second half of the 20th century. Powered by TCPDF (www.tcpdf.org)

Made available in DSpace on 2015-03-04T18:50:48Z (GMT). No. of bitstreams: 1 Apresentacao.pdf: 199708 bytes, checksum: ce3c2b5e9db17dddd7a2684d9e5cac8b (MD5) Previous issue date: 2006-07-14 / O processo de Fleming-Viot é um processo de Markov cujo espaço de estado é um conjunto de medidas de propabilidade. As funções-amostras do processo representam as prováveis possibilidades de transformação das freqüencias de tipos genéticos presentes numa população ao longo do tempo. Obtido como solução de um problema de martingala bem posto para um operador linear construído de forma a modelar diversas características importantes no estudo da genética populacional, como mutação, seleção, deriva genética, entre outras, o processo de Fleming-Viot permite, por meio de uma abordagem matemática unificadora, tratar problemas de complexidade variada. No presente trabalho, estudamos s processs de Fleming-Viot com saltos, introduzidos por Hiraba. Interpretamos biologicamente esse saltos como mudanças abruptas que podem ocorrer, num curto espaço de tempo, durante a evolução de uma população de indivíduos, causadas por epidemias, desastres naturais ou outras catástrofes, e que levam a descontinuidades nas frequências dos tipos gênicos. Apresentamos uma forma de incluir um fator de seleção no processo com saltos, através da aplicação de uma transformação de medida do tipo Girsanov. Em seguida, fazemos uma análise do comportamento assintótico do processo utilizando técnicas de dualidade e acoplamento.