This thesis establishes a quantization noise model of a delta-sigma modulator (DSM), which is utilized to estimate the phase noise performance of a fractional-N frequency synthesizer. In delta-sigma modulator structures, we choose multi-stage noise shaping (MASH) and single-loop structure for investigating the advantages and disadvantages. We have implemented a 3rd order single-loop and a 3rd order MASH DSM by using Verilog codes and a Xilinx field-programmable gate-array (FPGA). With a reference frequency of 12MHz, the fractional-N frequency synthesizer has an output frequency band of 2400~2500MHz, and a frequency resolution of 183 Hz. The measured phase noise is lower than -54 dBc/Hz at 10 kHz offset frequency. The PLL settling time is less than 29us with a 48 MHz frequency hopping.

Abstract¡G For the fractional-N frequency synthesizers using delta-sigma modulation techniques, the noise source dominant to degrade the spectral purity comes from phase intermodulation of quantization noise due to the PLL nonlinearity. To study and improve the PLL nonlinearity effect, this thesis applies the theory of white quantization noise and nonlinear analysis method to simulate the frequency responses of quantization noises in delta-sigma modulators (DSM) with different order and in various architecture. With the help of Agilent EEsof¡¦s ADS tool, the phase noise performance of the studied fractional-N frequency synthesizers can be well predicted. For demonstration, this thesis work implements a 2.4 GHz fractional-N frequency synthesizer hybrid module, and measures the phase noise under considering various combinations of DSM order and architecture, PLL bandwidth and reference frequency. Another demonstration of this thesis is to implement a PLL IC using 0.18 £gm CMOS process. The implemented PLL IC operates in the frequency range from 2120 to 2380 MHz with a supply voltage of 1.8 V and a current consumption of 27 mA. Under the test condition of reference frequency and PLL bandwidth equal to 20 MHz and 50 kHz, respectively, the measured phase noise is 90 dBc/Hz at an offset frequency of 100 kHz and the measured stable time is about 40 £gs for a frequency jump of 80MHz.

The traditional efficiency market hypothesis supposes that the fluctuations of the stock prices are random, and stock price is unable to be predicted. But in recent years papers point out that the fluctuations of the stock prices are not totally random, the fluctuations of the stock price have long term memory characteristics. Therefore, trying to find out the regularity of the market price becomes a new subject for research. This paper attempts to use the fractional market hypothesis to analyze stock market, which divided samples into two types which are the developed markets ¡]Japan , U.S.A. , Australia, and South Africa¡^and mergering markets ¡]Korea , Taiwan , China¡]Shanghai¡^ , and Jordan¡^. The sample period is from January of 1997 to December of 2006. And using the regarding countries¡¦ main returns of daily stock price index. By using R/S analysis to estimate each country¡¦ Hurst coefficients, this paper studies the aperiodic cycle in each country. It also wants to see whether the degree of maturity affects the different result or not. The empirical results show that the stock indeies in the developed markets have shorter aperiodic cycle than in the mergering markets. U.S.A., Australia ,and South African markets the aperiodic cycles are 138 days , 126 days ,and 152 days respectively. Taiwan and Shanghai markets the aperiodic cycles are 208 days and 202 days respectively. Japan, Korea , Jordanian markets in this sample period have not found aperiodic cycles.

Traditional financial modeling is based on semimartingale processes with stationary and independent increments. However, empirical investigations on financial data does not always support these assumptions. This contradiction showed that there is a need for new stochastic models. Fractional Brownian motion (fBm) was proposed as one of these models by Benoit Mandelbrot. FBm is the only continuous Gaussian process with dependent increments. Correlation between increments of a fBm changes according to its self-similarity parameter H. This property of fBm helps to capture the correlation dynamics of the data and consequently obtain better forecast results. But for values of H different than 1/2, fBm is not a semimartingale and classical Ito formula does not exist in that case. This gives rise to need for using the white noise theory to construct integrals with respect to fBm and obtain fractional Ito formulas. In this thesis, the representation of fBm and its fundamental properties are examined. Construction of Wick-Ito-Skorohod (WIS) and fractional WIS integrals are investigated. An Ito type formula and Girsanov type theorems are stated. The financial applications of fBm are mentioned and the Black&amp / Scholes price of a European call option on an asset which is assumed to follow a geometric fBm is derived. The statistical aspects of fBm are investigated. Estimators for the self-similarity parameter H and simulation methods of fBm are summarized. Using the R/S methodology of Hurst, the estimations of the parameter H are obtained and these values are used to evaluate the fractional Black&amp / Scholes prices of a European call option with different maturities. Afterwards, these values are compared to Black&amp / Scholes price of the same option to demonstrate the effect of long-range dependence on the option prices. Also, estimations of H at different time scales are obtained to investigate the multiscaling in financial data. An outlook of the future work is given.

Soft biological tissue material models in the literature are frequently limited to integer order constitutive relations where the order of differentiation of stress and/or strain is integer-valued. However, it has been demonstrated that fractional calculus theory applied in soft tissue material model formulation yields more accurate and reliable soft tissue material models. In this study, firstly a fractional order (where the order of differentation of stress in the constitutive relation is non-integer-valued) linear viscoelastic material model for soft tissues is fitted to force-displacement-time indentation test data and compared with two different integer order linear viscoelastic material models by using MATLAB&reg / optimization toolbox. After the superiority of the fractional order material model compared to integer order material models has been shown, the linear fractional order material model is extended to its nonlinear counterpart in finite deformation regime. The material model developed is assumed to be isotropic and homogeneous. v A user-subroutine is developed for the material model formulated to implement it into the commercial finite element software Msc.Marc 2010. The user-subroutine developed is verified by performing a small strain finite element analysis and comparing the results obtained with linear viscoelastic counterpart of the model on MATLAB&reg / . Finally, the unknown coefficients of the fractional order material model are identified by employing the inverse finite element method. A material parameter set with an amount of accuracy is determined and the material model with the parameters identified is capable of simulating the three different indentation test protocols, i.e., &ldquo / relaxation&rdquo / , &ldquo / creep&rdquo / and &ldquo / cyclic loading&rdquo / protocols with a good accuracy.

Some eigenvalue inequalities for Klein-Gordon operators and fractional Laplacians restricted to a bounded domain are proved. Such operators became very popular recently as they arise in many problems ranging from mathematical finance to crystal dislocations, especially relativistic quantum mechanics and symmetric stable stochastic processes. Many of the results obtained here are concerned with finding bounds for some functions of the spectrum of these operators. The subject, which is well developed for the Laplacian, is examined from the spectral theory perspective through some of the tools used to prove analogous results for the Laplacian. This work highlights some important results, sparking interest in constructing a similar theory for Klein-Gordon operators. For instance, the Weyl asymptotics and semiclassical bounds for the Klein-Gordon operator are developed. As a result, a Berezin-Li-Yau type inequality is derived and an improvement of the bound is proved in a separate chapter. Other results involving some universal bounds for the Klein-Gordon Hamiltonian with an external interaction are also obtained.

This thesis will present new results involving Hardy and Hardy-Sobolev-Maz'ya inequalities for fractional integrals. There are two key ingredients to many of these results. The first is the conformal transformation between the upper halfspace and the unit ball. The second is the pseudosymmetric halfspace rearrangement, which is a type of rearrangment on the upper halfspace based on Carlen and Loss' concept of competing symmetries along with certain geometric considerations from the conformal transformation. After reducing to one dimension, we can use the conformal transformation to prove a sharp Hardy inequality for general domains, as well as an improved fractional Hardy inequality over convex domains. Most importantly, the sharp constant is the same as that for the halfspace. Two new Hardy-Sobolev-Maz'ya inequalities will also be established. The first will be a weighted inequality that has a strong relationship with the pseudosymmetric halfspace rearrangement. Then, the psuedosymmetric halfspace rearrangement will play a key part in proving the existence of the standard Hardy-Sobolev-Maz'ya inequality on the halfspace, as well as some results involving the existence of minimizers for that inequality.

<p>The first part of this thesis studies tail probabilities forelliptical distributions and probabilities of extreme eventsfor multivariate stochastic processes. It is assumed that thetails of the probability distributions satisfy a regularvariation condition. This means, roughly speaking, that thereis a non-negligible probability for very large or extremeoutcomes to occur. Such models are useful in applicationsincluding insurance, finance and telecommunications networks.It is shown how regular variation of the marginals, or theincrements, of a stochastic process implies regular variationof functionals of the process. Moreover, the associated tailbehavior in terms of a limit measure is derived.</p><p>The second part of the thesis studies problems related toparameter estimation in stochastic models with long memory.Emphasis is on the estimation of the drift parameter in somestochastic differential equations driven by the fractionalBrownian motion or more generally Volterra-type processes.Observing the process continuously, the maximum likelihoodestimator is derived using a Girsanov transformation. In thecase of discrete observations the study is carried out for theparticular case of the fractional Ornstein-Uhlenbeck process.For this model Whittle’s approach is applied to derive anestimator for all unknown parameters.</p>

Let F0 be a fixed k-uniform hypergraph, and let H be a given k-uniform hypergraph on n vertices. An F0-packing of H is a family F of edge-disjoint copies of F0 which are subhypergraphs in H. Let nF0(H) denote the maximum size |F| of an F0-packing F of H. It is well-known that computing nF0(H) is NP-hard for nearly any choice of F0. In this thesis, we consider the special case when F0 is a linear hypergraph, that is, when no two edges of F0 overlap in more than one vertex. We establish for z > 0 and n &ge n0(z) sufficiently large, an algorithm which, in time polynomial in n, constructs an F0-packing F of H of size |F| ≥ nF0(H) - znk. A central direction in our proof uses so-called fractional F0-packings of H which are known to approximate nF0(H). The driving force of our argument, however, is the use and development of several tools within the theory of hypergraph regularity.

In this paper I propose Bayesian estimation of a nonlinear panel data model with a fractional dependent variable (bounded between 0 and 1). Specifically, I estimate a panel data fractional probit model which takes into account the bounded nature of the fractional response variable. I outline estimation under the assumption of strict exogeneity as well as when allowing for potential endogeneity. Furthermore, I illustrate how transitioning from the strictly exogenous case to the case of endogeneity only requires slight adjustments. For comparative purposes I also estimate linear specifications of these models and show how quantities of interest such as marginal effects can be calculated and compared across models. Using data from the state of Florida, I examine the relationship between school spending and student achievement, and find that increased spending has a positive and statistically significant effect on student achievement. Furthermore, this effect is roughly 50% larger in the model which allows for endogenous spending. Specifically, a $1,000 increase in per-pupil spending is associated with an increase in standardized test pass rates ranging from 6.2-10.1%.