A simulação de dados que seguem distribuição de Poisson é essencial em muitas aplicações reais de várias áreas, tais como saúde, marketing, ciências agronômicas, entre outras em que os dados são contagens multivariadas. Métodos de simulação atuais sofrem de limitações computacionais e restrições à estrutura de correlação e, portanto, são raramente usados. Neste trabalho propôs-se uma modificação do método NORTA para gerar dados com distribuição Poisson multivariada a partir de uma distribuição normal multivariada com matriz de correlações e vetor de médias pré estabelecidos. Como as distribuições Normal multivariada e univariada e a distribuição Poisson univariada já estão implementadas em softwares estatísticos, inclusive no R, implementou-se algumas linhas de código. Mostrou-se que o método funciona bem e é altamente preciso na geração de dados multivariados com distribuição marginais de Poisson, para diferentes estruturas de correlações (negativas e positivas e variando os valores) e para altos e baixos valores de médias. Mostrou-se as vantagens práticas da simulação de dados de Poisson multivariada sobre a normal multivariada na detecção da taxa de falsos alertas de super populações de percevejos, evidenciando que simulações inadequadas podem levar a excesso de falsos alertas. Uma vez que os dados seguem distribuição Poisson multivariada, a taxa de falsos alertas pode ser maior do que a imaginada. Essa taxa pode ser estimada por um modelo ajustado. A mesma técnica pode ser aplicada em diversos problemas de várias áreas do conhecimento. / The simulation data that follow a Poisson distribution is essential in many real applications in various areas such as healthcare, marketing, agronomic sciences, among others that the data are multivariate counts. Current simulation methods suffer from limitations and constraints on computing correlation structure and are therefore seldom used. This paper proposed a modification of the NORTA method for generating data with multivariate Poisson distribution from a multivariate normal distribution with correlation matrix and vector of predetermined average. As the multivariate and univariate Normal distribution and univariate Poisson distribution are already implemented in statistical software, including R, was implemented just a few lines of code. It was shown that the method works well and is highly accurate in generating multivariate data with marginal Poisson distribution structures for different correlations (negative and positive values) and for high and low ?. Proved the practical benefits of the simulation data on the multivariate Poisson multivariate normal in the detection of super bugs populations, inadequate simulations can lead to excessive false alerts. Once the data are multivariate Poisson distribution, the rate of false alarms can be greater than the imagined. This rate can be estimated by an adjusted model. The same technique can be applied to many problems in various fields of knowledge.

A simulação de dados que seguem distribuição de Poisson é essencial em muitas aplicações reais de várias áreas, tais como saúde, marketing, ciências agronômicas, entre outras em que os dados são contagens multivariadas. Métodos de simulação atuais sofrem de limitações computacionais e restrições à estrutura de correlação e, portanto, são raramente usados. Neste trabalho propôs-se uma modificação do método NORTA para gerar dados com distribuição Poisson multivariada a partir de uma distribuição normal multivariada com matriz de correlações e vetor de médias pré estabelecidos. Como as distribuições Normal multivariada e univariada e a distribuição Poisson univariada já estão implementadas em softwares estatísticos, inclusive no R, implementou-se algumas linhas de código. Mostrou-se que o método funciona bem e é altamente preciso na geração de dados multivariados com distribuição marginais de Poisson, para diferentes estruturas de correlações (negativas e positivas e variando os valores) e para altos e baixos valores de médias. Mostrou-se as vantagens práticas da simulação de dados de Poisson multivariada sobre a normal multivariada na detecção da taxa de falsos alertas de super populações de percevejos, evidenciando que simulações inadequadas podem levar a excesso de falsos alertas. Uma vez que os dados seguem distribuição Poisson multivariada, a taxa de falsos alertas pode ser maior do que a imaginada. Essa taxa pode ser estimada por um modelo ajustado. A mesma técnica pode ser aplicada em diversos problemas de várias áreas do conhecimento. / The simulation data that follow a Poisson distribution is essential in many real applications in various areas such as healthcare, marketing, agronomic sciences, among others that the data are multivariate counts. Current simulation methods suffer from limitations and constraints on computing correlation structure and are therefore seldom used. This paper proposed a modification of the NORTA method for generating data with multivariate Poisson distribution from a multivariate normal distribution with correlation matrix and vector of predetermined average. As the multivariate and univariate Normal distribution and univariate Poisson distribution are already implemented in statistical software, including R, was implemented just a few lines of code. It was shown that the method works well and is highly accurate in generating multivariate data with marginal Poisson distribution structures for different correlations (negative and positive values) and for high and low ?. Proved the practical benefits of the simulation data on the multivariate Poisson multivariate normal in the detection of super bugs populations, inadequate simulations can lead to excessive false alerts. Once the data are multivariate Poisson distribution, the rate of false alarms can be greater than the imagined. This rate can be estimated by an adjusted model. The same technique can be applied to many problems in various fields of knowledge.

Copulas are multivariate probability distributions, as well as functions which link marginal distributions to their joint distribution. These functions have been used extensively in finance and more recently in other disciplines, for example hydrology and genetics. This study has two components, (a) the development of copula-based mathematical tools for use in all industries, and (b) the application of distorted copulas in structured finance. In the first part of this study, copulabased conditional expectation formulae are described and are applied to small data sets from medicine and hydrology. In the second part of this study we develop a method of improving the estimation of default risk in the context of collateralized debt obligations. Credit risk is a particularly important application of copulas, and given the current global financial crisis, there is great motivation to improve the way these functions are applied. We compose distortion functions with copula functions in order to obtain greater flexibility and accuracy in existing pricing algorithms. We also describe an n-dimensional dynamic copula, which takes into account temporal and spatial changes. / Thesis (Ph.D.) - University of Adelaide, School of Mathematical sciences, 2009

This dissertation examines aspects of the relationship between connectivity and the development of genetic structure in subdivided coral reef populations using both simulation and algebraic methods. The first chapter develops an object-oriented, individual based method of simulating the dynamics of genes in subdivided populations. The model is then used to investigate how changes to different components of population structure (e.g., connectivity, birth rate, population size) influence genetic structure through the use of autocorrelation analysis. The autocorrelograms also demonstrate how relationships between populations change at different spatial and temporal scales. The second chapter uses discrete multivariate distributions to model the relationship between connectivity, selection and resource use in subdivided populations. The equations provide a stochastic basis for multiple-niche polymorphism through differential resource use, and the role of scale in changing selective weightings is also considered. The third chapter uses matrix equations to study the expected development of genetic structure among Caribbean coral reefs. The results show an expected break between eastern and western portions of the Caribbean, as well as additional nested structure within the Bahamas, the central Caribbean (Jamaica and the reefs of the Nicaraguan Rise) and the Mesoamerican Barrier Reef. The matrix equations provide an efficient means of modeling the development of genetic structure in subdivided populations through time. The fourth chapter uses matrix equations to examine the expected development of genetic structure among Southeast Asian coral reefs. Projecting genetic structure reveals an expected unidirectional connection from the South China Sea into the Coral Triangle region via the Sulu Sea. Larvae appear to be restricted from moving back into the South China Sea by a cyclonic gyre in the Sulu Sea. Additional structure is also evident, including distinct clusters within the Philippines, in the vicinity of the Makassar Strait, in the Flores Sea, and near Halmahera and the Banda Sea. The ability to evaluate the expected development of genetic structure over time in subdivided populations offers a number of potential benefits, including the ability to ascertain the expected direction of gene flow, to delineate natural regions of exchange through clustering, or to identify critical areas for conservation or for managing the spread of invasive material via elasticity analysis.

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Οι ραγδαία αυξανόμενες απαιτήσεις για ασύρματες ευρείας ζώνης υπηρεσίες και τα πρόσφατα επιτεύγματα στο σχεδιασμό κι υλοποίηση κινητών τερματικών συσκευών με δυνατότητες παροχής υπηρεσιών διαδικτύου επισπεύδουν την εισαγωγή των ασυρμάτων συστημάτων επικοινωνίας τέταρτης γενεάς στην παγκόσμια αγορά. Βασικό ρόλο στην εκπλήρωση των απαιτήσεων για αυξημένο ρυθμό μετάδοσης δεδομένων και ποιότητα υπηρεσιών που έχουν τεθεί από τα συστήματα αυτά, διαδραματίζουν οι χωροχρονικές τεχνικές επεξεργασίας σήματος που εφαρμόζονται στα ασύρματα συστήματα με πολλαπλές κεραίες στον πομπό ή/και στο δέκτη. Ευρέως διαδεδομένα και συνάμα απλά στην υλοποίηση συστήματα πολλαπλών κεραιών είναι οι δέκτες χωρικού διαφορισμού (ΔΧΔ), οι οποίοι παρέχουν τη δυνατότητα αποδοτικής αντιμετώπισης του φαινομένου των διαλείψεων πολυδιόδευσης που εμφανίζονται στο ασύρματο κανάλι, συνδυάζοντας κατάλληλα τα πολλαπλά ληφθέντα αντίγραφα του εκπεμπόμενου σήματος. Η θεωρητικά αναμενόμενη βελτίωση στις επιδόσεις ασυρμάτων συστημάτων που δύνανται να προσφέρουν οι ΔΧΔ σε σύγκριση με τους συμβατικούς δέκτες μονής κεραίας, προϋποθέτει τη στατιστική ανεξαρτησία των διαλείψεων πολυδιόδευσης που εμφανίζονται στις πολλαπλές κεραίες του δέκτη. Σε πρακτικές υλοποιήσεις, όμως, ποικίλες παράμετροι, όπως για παράδειγμα η μικρή απόσταση μεταξύ των πολλαπλών κεραιών του δέκτη, συντελούν ώστε οι διαλείψεις που εμφανίζονται στους κλάδους των ΔΧΔ να είναι αυθαίρετα συσχετισμένες. Η θεωρητική μελέτη επιδόσεων ΔΧΔ που υπόκεινται σε αυθαίρετα συσχετισμένα κανάλια διαλείψεων πολυδιόδευσης, γνωστών ως διαλείψεις μικρής κλίμακας (ΔΜΙΚ), αποτελεί το αντικείμενο έρευνας της παρούσας διδακτορικής διατριβής. Αν και πολυάριθμες ερευνητικές εργασίες ασχολούνται με τη μοντελοποίηση των συσχετισμένων ΔΜΙΚ και της επίδρασής τους στις επιδόσεις ΔΧΔ, η πλειονότητά τους, χρησιμοποιώντας τις στατιστικές ιδιότητες πολυ-μεταβλητών κατανομών, περιορίζεται σε ειδικές μορφές συσχέτισης των διαλείψεων και σε συμβατικές τεχνικές ΔΧΔ. Το γεγονός αυτό οφείλεται, σε μεγάλο βαθμό, στην απουσία απλών στη χρήση και στον υπολογισμό μαθηματικών εκφράσεων για τις στατιστικές ιδιότητες πολυ-μεταβλητών κατανομών με αυθαίρετα συσχετισμένες τυχαίες μεταβλητές (ΤΜ). Στα πλαίσια της διατριβής αυτής επισκοπούνται, αρχικά, οι προταθείσες μαθηματικές εκφράσεις για τις κυριότερες στατιστικές ιδιότητες των πολυ-μεταβλητών κατανομών Rayleigh, Nakagami-m, Weibull και γενικευμένου Γάμα (ΓG) με διάφορες μορφές συσχέτισης και περιγράφονται οι δυνατότητες χρησιμοποίησής τους στη μελέτη επιδόσεων ΔΧΔ που λειτουργούν σε συσχετισμένες ΔΜΙΚ. Κατόπιν, παρουσιάζοντας μια νέα μεθοδολογία δημιουργίας αυθαίρετα συσχετισμένων και μη απαραιτήτως ταυτόσημα κατανεμημένων (ΤΚ) ΤΜ ΓG, η οποία βασίζεται σε αυθαίρετα συσχετισμένες ΤΜ Gauss και στην ειδική κατηγορία των πινάκων Householder για την τριδιαγωνιοποίηση του πίνακα συσχέτισης (ΠΣ) των ΤΜ Gauss, προέκυψαν μια κλειστής μορφής έκφραση άνω φράγματος για την από κοινού συνάρτηση πυκνότητας πιθανότητας (ΣΠΠ) και μια αναλυτική έκφραση άνω φράγματος σε αναπαράσταση απειροσειρών για την από κοινού αθροιστική συνάρτηση κατανομής (ΑΣΚ) αυθαίρετα συσχετισμένων και μη απαραιτήτως ΤΚ ΤΜ ΓG. Τα προταθέντα άνω φράγματα περιέχουν αρκετές γνωστές μαθηματικές εκφράσεις για τις από κοινού ΣΠΠ κι ΑΣΚ ως ειδικές περιπτώσεις. Στη συνέχεια, προσεγγίζοντας τον ΠΣ αυθαίρετα συσχετισμένων ΤΜ Gauss με έναν ειδικής κατηγορίας πίνακα Green, εξάγεται μια κλειστής μορφής έκφραση προσέγγισης για την από κοινού ΣΠΠ αυθαίρετα συσχετισμένων και μη απαραιτήτως ΤΚ ΤΜ ΓG καθώς και μια αναλυτική έκφραση προσέγγισης σε αναπαράσταση απειροσειρών για την από κοινού ΑΣΚ τους. Επίσης, παρουσιάζονται αναλυτικές εκφράσεις σε αναπαραστάσεις απειροσειρών για τις κυριότερες στατιστικές ιδιότητες της τρι-μεταβλητής κατανομής ΓG με αυθαίρετο ΠΣ και μη απαραιτήτως ΤΚ ΤΜ καθώς και της πολυ-μεταβλητής κατανομής ΓG με σταθερό ΠΣ και μη απαραιτήτως ΤΚ ΤΜ. Όλων των μορφών οι προταθείσες αναλυτικές μαθηματικές εκφράσεις για τις ΣΠΠ κι ΑΣΚ της πολυ-μεταβλητής κατανομής ΓG χρησιμοποιούνται για τη μελέτη επιδόσεων δεκτών διαφορισμού επιλογής (ΔΕ), διαφορισμού μέγιστου λόγου (ΔΜΛ) και διαφορισμού μεταγωγής κι εξέτασης (ΔΜκΕ) που υπόκεινται σε ποικίλα περιβάλλοντα αυθαίρετα συσχετισμένων ΔΜΙΚ. Αρχικά, εξάγονται αναλυτικές εκφράσεις άνω φραγμάτων για την πιθανότητα διακοπής επικοινωνίας (ΠΔΕ), τη μέση πιθανότητα σφάλματος συμβόλου (ΜΠΣΣ) διαφόρων σχημάτων διαμόρφωσης και τη μέση χωρητικότητα καναλιού (ΜΧΚ) κατά Shannon δεκτών ΔΕ που λειτουργούν σε περιβάλλον αυθαίρετα συσχετισμένων και μη απαραιτήτως ΤΚ διαλείψεων ΓG. Επίσης, παρουσιάζονται αναλυτικές εκφράσεις για τα ίδια κριτήρια επίδοσης δεκτών ΔΕ με τρεις κεραίες καθώς κι αναλυτικές εκφράσεις προσεγγίσεων για τα κριτήρια επίδοσης δεκτών ΔΕ οποιουδήποτε πλήθους κεραιών. Κατόπιν, εξάγοντας νέες αναλυτικές μαθηματικές εκφράσεις σε αναπαραστάσεις απειροσειρών για τις κυριότερες στατιστικές ιδιότητες του αθροίσματος οποιουδήποτε αριθμού αυθαίρετα συσχετισμένων και ΤΚ ΤΜ Γάμα, προκύπτουν αναλυτικές εκφράσεις για την ΠΔΕ, τη ΜΠΣΣ διαφόρων σχημάτων διαμόρφωσης και τη ΜΧΚ κατά Shannon δεκτών ΔΜΛ που λειτουργούν σε αυθαίρετα συσχετισμένες και ΤΚ διαλείψεις Nakagami-m. Για το ίδιο περιβάλλον διαλείψεων, παρουσιάζονται αναλυτικές εκφράσεις σε αναπαραστάσεις απειροσειρών για την ΠΔΕ και τη ΜΠΣΣ διαφόρων σχημάτων διαμόρφωσης δεκτών ΔΜκΕ οποιουδήποτε πλήθους κεραιών. Η στενότητα των προταθέντων άνω φραγμάτων για τα κριτήρια επίδοσης των δεκτών ΔΕ, ΔΜΛ και ΔΜκΕ που υπόκεινται σε περιβάλλοντα αυθαίρετα συσχετισμένων ΔΜΙΚ, η ορθότητα των αναλυτικών εκφράσεων για τα ίδια κριτήρια κι η ακρίβεια των προταθέντων προσεγγίσεών τους μελετήθηκαν εκτενώς συγκρίνοντας πολυάριθμα αριθμητικά αποτελέσματα των εκφράσεων αυτών με αντίστοιχα αποτελέσματα που προέκυψαν από προσομοιώσεις σε Η/Υ, οι οποίες υλοποιήθηκαν για το σκοπό αυτό. / The rapidly increasing demands for wireless wideband services and the recent advances in the design and implementation of mobile terminal devices with Internet-based service providing capabilities expedite the introduction of fourth generation (4G) wireless communications systems in the international wireless market. These systems are expected to ensure increased data rates and quality of service in an anytime anywhere basis. Wireless systems that utilize multiple antennas at the transmitter and/or receiver as well as space-time signal processing techniques play a fundamental role in accomplishing the demands imposed by 4G wireless communications systems. Well-known multiple-antenna systems that enable simple implementations are space diversity receivers (SDRs). By properly combining the multiple received replicas of the transmitted signal, SDRs are capable of effectively mitigating the detrimental effects of multipath fading, known as small-scale fading (SSF), that is inherent in wireless channels. SDRs are theoretically known to improve wireless system’s performance compared with conventional single-antenna receivers. This improvement requires that the SSF channels among multiple receiver’s antennas are statistically independent. However, in practical implementations, due to several parameters such as for example the small distance among the receiver’s multiple branches, SSF channels are arbitrarily correlated. This doctoral dissertation presents a theoretical performance study of SDRs operating over arbitrarily correlated SSF channels. Although numerous scientific papers deal with correlated SSF channel modeling and the impact of correlated SSF on the performance of SDRs, their vast majority, which utilizes the statistical properties of multivariate distributions for studying SDRs’ performance, is restricted to special forms of fading correlation and conventional SDR techniques. This happens mainly due the fact that there is a lack of simple mathematical expressions for the statistical properties of multivariate distributions with arbitrarily correlated random variables (RVs) in the literature. Within the framework of this dissertation, firstly, the previously proposed mathematical expressions for the most prevalent statistical properties of the multivariate Rayleigh, Nakagami-m, Weibull and generalized Gamma (ΓG) distributions with various forms of correlation are summarized. Moreover, their capabilities of being utilized for the performance study of SDRs operating over correlated SSF are described. Next, by presenting a new methodology for generating arbitrarily correlated and not necessarily identically distributed (ID) ΓG RVs that is based on arbitrarily correlated Gaussian RVs and the special class of Householder matrices for tridiagonalizing the correlation matrix (CM) of Gaussian RVs, a closed-form upper bound expression for the joint probability density function (PDF) and an analytical upper bound expression in infinite series form for the joint cumulative distribution function (CDF) of arbitrarily correlated and not necessarily ID ΓG RVs are derived. The proposed upper bounds contain several known mathematical expressions for the joint PDF and CDF as special cases. In addition, by approximating the CM of arbitrarily correlated Gaussian RVs with the special class of Green’s matrices, a closed-form approximate expression for the joint PDF and an analytical approximate expression in infinite series form for the joint CDF of arbitrarily correlated and not necessarily ID ΓG RVs are obtained. Furthermore, analytical expressions in infinite series form for the most prevalent statistical properties of the trivariate ΓG distribution with an arbitrary CM and not necessarily ID RVs as well as of the multivariate ΓG distribution with a constant CM and not necessarily ID RVs are presented. The proposed analytic mathematical expressions of all forms for the PDF and CDF of the multivariate ΓG distribution are used for the performance study of selection diversity (SD), maximal-ratio diversity (MRD), and switch-and-examine diversity (SED) receivers over various arbitrarily correlated SSF channels. Firstly, analytical upper bound expressions for the outage probability (OP), average symbol error probability (ASEP) for several modulation formats, and average channel capacity (ACC) in Shannon’s sense of SD receivers operating over arbitrarily correlated and not necessarily ID ΓG fading are derived. Moreover, analytical expressions for the same performance criteria of triple-branch SD receivers as well as analytical approximate expressions for the performance criteria of multibranch SD receivers are presented. Next, by obtaining new analytic mathematical expressions in infinite series form for the most prevalent statistical properties of the sum of any number of arbitrarily correlated and ID Gamma RVs, analytical expressions for the OP, ASEP for several modulation formats, and ACC in Shannon’s sense of multibranch MRD receivers operating over arbitrarily correlated and ID Nakagami-m fading are derived. For the same fading conditions, analytical expressions in infinite series form for the OP and ASEP for several modulation formats of multibranch SED receivers are presented. The tightness of the proposed upper bounds for the performance criteria of multibranch SD, MRD, and SED receivers in various arbitrarily correlated SSF environments, the correctness of the analytical expressions for the same criteria, and the accuracy of the proposed approximations for them are studied in depth through comparisons between numerically evaluated results for the expressions and equivalent results obtained by means of computer simulations that were implemented for this purpose.