This thesis is in two parts. Part I concerns simulation of random fields using the circulant embedding method, and Part II studies the numerical solution of stochastic differential equations (SDEs).

No description available.

Frequency and intensity noise are characterized for Erbium-Doped Fiber and Brillouin random lasers based on Rayleigh distributed feedback mechanism. We propose a theoretical model for the frequency noise of an Er-doped fiber random lasers using the property of random phase modulations from multiple scattering points in ultra-long fibers. We find that the Rayleigh feedback suppresses the noise at higher frequencies by introducing a Lorentzian envelope over the thermal frequency noise of a long fiber cavity. The theoretical model and measured frequency noise agree quantitatively with two fitting parameters. A similar model, which also includes additional acoustic fluctuations and a distributed gain profile in the fiber, has been speculated for the Brillouin random laser. These random laser exhibits a frequency noise level of < 6 Hz^2/Hz at 2 kHz, which is lower than what is found in conventional narrow-linewidth EDF fiber lasers and Nonplanar Ring Laser oscillators (NPRO) by a factor of 166 and 2 respectively.

This study investigates the independence assumption of the theory of random walks in stock market prices through the simulation of the moving average strategy. In the process of doing so, three related questions are examined: (1) Does the past relative volatility of a stock furnish a useful indication of its future behavior? (2) Is the performance of the decision rule improved by applying it to those securities which are likely to be highly volatile? (3) Does positive dependence in successive monthly price changes exist? The purpose of Test No. 1 was to gauge the tendency for a stock's relative volatility to remain constant over two adjacent intervals of time. As measured by the coefficient of variation, the volatility of each of the 200 securities was computed over the 1936 to 1945 and 1946 to 1955 decades. In order to evaluate the strength of the relationship between these paired observations, a rank correlation analysis was performed. The results indicated a substantial difference in relative volatility for each security over the two ten-year periods. In Test No. 2 a different experimental design was employed to determine whether the relative volatility of a stock tended to remain within a definite range over time. According to their volatility in the 1936 to 1945 period, the 200 securities were divided into ten groups. Portfolio No. 1 contained the twenty most volatile securities while Portfolio No. 2 consisted of the next twenty most volatile, etc. An average coefficient of variation was calculated for each group over the periods, 1936 to 1945 and 1946 to 1955. The rank correlation analysis on these ten paired observations revealed that the most volatile securities, as a group, tended to remain the most volatile. Test No. 3 consisted of the application of the moving average strategy (for long positions only) to forty series of month-end prices covering the interval, 1956 to 1966. These securities had demonstrated a high relative volatility over the previous decade and, on the basis of the findings reported in Test No. 2, it was forecasted that they would be the most volatile of the sample of 200 in the period under investigation. Four different moving averages ranging from three to six months, and thirteen different thresholds ranging from 2 to 50 per cent were simulated. The results of the simulation showed the moving average strategy to be much inferior to the two buy-and-hold models. Every threshold regardless of the length of the moving average yielded a negative return. In addition, the losses per threshold were spread throughout the majority of stocks. Altogether, therefore, considerable evidence was found in favour of the random walk theory of stock price behavior. / Business, Sauder School of / Graduate

Markov Random Fields (MRFs) are used in computer vision as an effective method for reconstructing a function starting from a set of noisy, or sparse data, or in the integration of early vision processes to label physical discontinuities. The MRF formalism is attractive because it enables the assumptions used to be explicitly stated in the energy function. The drawbacks of such models have been the computational complexity of the implementation, and the difficulty in estimating the parameters of the model. In this thesis, the deterministic approximation to the MRF models derived by Girosi and Geiger[10] is investigated, and following that approach, a MIMD based algorithm is developed and implemented on a network of T800 transputers under the Trollius operating system. A serial version of the algorithm has also been implemented on a SUN 4 under Unix. The network of transputers is configured as a 2-dimensional mesh of processors (currently 16 configured as a 4 x 4 mesh), and the input partitioning method is used to distribute the original image across the network. The implementation of the algorithm is described, and the suitability of the transputer for image processing tasks is discussed. The algorithm was applied to a number of images for edge detection, and produced good results in a small number of iterations. / Science, Faculty of / Computer Science, Department of / Graduate

Tesis para optar al grado de Magíster en Ciencias de la Ingeniería, Mención Eléctrica / Memoria para optar al título de Ingeniero Civil Eléctrico / Esta tesis se enfoca en resolver el problema del multi-target tracking en ambientes altamente dinámicos, y utilizando robots que poseen baja capacidad de procesamiento y sensores limi- tados. Para esto se utiliza un nuevo método de realizar tracking baso en Random Finite Sets (RFS). La utilización de este método supone diferentes mejoras como la eliminación del data association problem o la utilización de la información negativa de los sensores. La hipótesis que se desea probar es que la utilización de este nuevo método puede obtener mejores resultados que los clásicos métodos de tracking, como el EKF multi-hipótesis. Además se desea demostrar que es posible realizar un tracking de este estilo en robots de poco procesamiento computacional y que este resultado se puede mejorar aún más si un conjunto de robots comparten sus estimaciones para generar una estimación global. Para esto se utiliza el robot Nao, el cual es utilizado en la competencia RoboCup, la cual corresponde a una competencia de fútbol robótico. Es en este escenario donde se implementa un método de tracking, basado en RFS, que se utiliza para ubicar todos los robots de la cancha, con tal de realizar un mapa de obstáculos. La implementación de este método la caracterización de cada sensor del robot, los cuales son utilizados como inputs del sistema. Finalmente, se realizan diversas pruebas, ya sea con robots reales o con simulaciones realistas, la cuales constan de escenarios ficticios y de partidos reales. En cada una de estas, se compara el mapa de obstáculos obtenido con las posiciones reales de los robots con la cancha. Esta comparación se realiza utilizando una medida de distancia especialmente diseñada para comparar conjuntos, llamada OSPA. Los resultados obtenidos demuestran que el método propuesto en esta tesis supera en general a los métodos clásicos, ya sea tanto cualitativa como cuantitativamente. Se pueden observar claramente las ventajas de la utilización negativa de los sensores, así como la no necesidad de resolver el data association problem. También se puede observar la mejora generada al utilizar la información compartida entre robots, lo que genera un mapa de obstáculos más preciso. / Fondecyt 1161500

No description available.

The covariance estimation is one of the most critical tasks in multivariate statistical analysis. In many applications, reliable estimation of the covariance matrix, or scatter matrix in general, is required. The performance of the classical maximum likelihood method relies a great deal on the validity of the model assumption. Since the assumptions are often approximately correct, many robust statistical methods have been proposed to be robust against the deviation from the model assumptions. M-estimator is an important class of robust estimator of the scatter matrix. The properties of these robust estimators under high dimensional setting, which means the number of dimensions has the same order of magnitude as the number of observations, is desirable. To study these, random matrix theory is a very important tool. With high dimensional properties of robust estimators, we introduced a new method for blind spectrum sensing in cognitive radio networks.

The diploma thesis is focused on the comparison of goodwill values of two construction companies. The theoretical part describes the basic knowledge and principles they are required to terminated the value of goodwill. Furthermore, terms such as marketing planning and questionnaire creation are explained. In the practical part, selected methods are used to terminate the value of goodwill. Subsequently, five questions are set and the questions are tested. Based on the analysis results is proposed marketing strategy at the end of the thesis.

Carotenoids are naturally occurring pigments of plants also produced by microbes. The area of their application concerns mainly food industry; however, they are used in chemical, pharmaceutical, and cosmetics industry as well. Currently, the isolation of carotenoids from plants is markedly regulated by legislation, so the study of their production is greatly emphasised, where the microbiological, instead of the synthetic, production of carotenoids is being prioritized. This work was made as a comparative study of carotenogenic yeasts of the genes Rhodotorula, Sporobolomyces, and Cystofilobasidium. Their ability to use various waste substrates as a carbon and nitrogen source and source of other nutrition factors was tested. In this work, conditions of random mutagenesis were optimized. Particular yeast strains were also subjected to the effect of mutagen ethyl methanesulfonate (EMS) in order to increase the production of biomass and specific metabolites – carotenoids and other lipid-soluble substances. Random mutagenesis and mutant strain selection was performed using waste subtrates as glycerol, pasta and some pasta hydrolyzed by fungal extracellular enzymes. Subsequently, a control of specific DNA sequences in pigments overproducing mutants was analyzed by PCR/DGGE (denaturating gradient gel electrophoresis). Increased production of -carotene was achieved in a mutant of Sporobolomyces roseus strain growing on glycerol, pasta, and hydrolyzed pasta. Overproduction of carotenoids by mutant strain of Rhodotorula glutinis was observed in glucose medium only. Mutants of Cystofilobasidium capitatum exhibited a decrease of biomass production; on the other hand, the production of carotenoids increased especially in pasta medium hydrolyzed by enzyme preparative from Fusarium solani. In this work it was confirmed that using random mutagenesis strains capable to utilize waste substrates can be selected. In mutant strains increased carotenoids biosynthesis was observed, which enables effective use of cheap substrates and reduction of the negative effects of wastes on the environment.