Cette thèse se propose d’étudier la grammaticalisation, processus d’évolution linguistique par lequel les éléments fonctionnels de la langue se trouvent remplacés au cours du temps par des mots ou des constructions de contenu, c’est-à-dire servant à désigner des entités plus concrètes. La grammaticalisation est donc un cas particulier de remplacement sémantique. Or, la langue faisant l’objet d’un consensus social bien établi, il semble que le changement sémantique s’effectue à contre-courant de la bonne efficacité de la communication ; pourtant, il est attesté dans toutes les langues, toutes les époques et, comme le montre la grammaticalisation, toutes les catégories linguistiques. Dans cette thèse, nous étudions d’abord le phénomène de grammaticalisation d’un point de vue empirique, en analysant les fréquences d’usage de plusieurs centaines de constructions du langage connaissant une ou plusieurs grammaticalisations au cours de l’histoire de la langue française. Ces profils de fréquence sont extraits de la base de données de Frantext, qui permet de couvrir une période de sept siècles. L’augmentation de fréquence en courbe en S concomitante du remplacement sémantique, attestée dans la littérature, est confirmée, mais aussi complétée par l’observation d’une période de latence, une stagnation de la fréquence d’usage de la construction alors même que celle-ci manifeste déjà son nouveau sens. Les distributions statistiques des observables décrivant ces deux phénomènes sont obtenues et quantifiées. Un modèle de marche aléatoire est ensuite proposé reproduisant ces deux phénomènes. La latence s'y trouve expliquée comme un phénomène critique, au voisinage d’une bifurcation point-col. Une extension de ce modèle articulant l’organisation du réseau sémantique et les formes possibles de l’évolution est ensuite discutée. / This work aims to study grammaticalization, the process by which the functional items of a language come to be replaced with time by content words or constructions, usually providing a more substantial meaning. Grammaticalization is therefore a particular type of semantic replacement. However, language emerges as a social consensus, so that it would seem that semantic change is at odds with the proper working of communication. Despite of this, the phenomenon is attested in all languages, at all times, and pervades all linguistic categories, as the very existence of grammaticalization shows. Why it would be so is somehow puzzling. In this thesis, we shall argue that the components on which lies the efficiency of linguistic communication are precisely those responsible for these semantic changes. To investigate this matter, we provide an empirical study of frequency profiles of a few hundreds of linguistic constructions undergoing one or several grammaticalizations throughout the French language history. These frequencies of use are extracted from the textual database Frantext, which covers a period of seven centuries. The S-shaped frequency rise co-occurring with semantic change, well attested in the existing literature, is confirmed. We moreover complement it by a latency part during which the frequency does not rise yet, though the construction is already used with its new meaning. The statistical distribution of the different observables related to these two phenomenal features are extracted. A random walk model is then proposed to account for this two-sided frequency pattern. The latency period appears as a critical phenomenon in the vicinity of a saddle-node bifurcation, and quantitatively matches its empirical counter-part. Finally, an extension of the model is sketched, in which the relationship between the structure of the semantic network and the outcome of the evolution could be discussed.

Made available in DSpace on 2017-07-21T19:26:10Z (GMT). No. of bitstreams: 1 Pedro Jeferson Miranda.pdf: 3220140 bytes, checksum: a557a7dc630657c2bc53d73eb4fd7f48 (MD5) Previous issue date: 2014-09-03 / Fundação Araucária de Apoio ao Desenvolvimento Científico e Tecnológico do Paraná / The emergence is a phenomenon that gives sense to the qualitative unity of any substance, consisting the reflex in the ontological act of perception. It is the conceptual key that justifies the use of complex network models to describe systems, which also are complex in nature. Given this key concept, it was desired to apply it on real objects in order to create new analysis methodologies. For this, graph’s theory and random walk’s theory were used as fundamentals for two study cases. One of them consists on an analysis of the mythological social network of Odyssey of Homer. It was found that this network displays structural characteristic of real social network mixed with fictional aspects associated to mythological characters. Another study was the oral tolerance phenomenon modeled as a complex network associated with stochastic dynamics. We applied the random walk as a way to understand the relative importance of each immunological component. Finally, it becomes evidenced that the key concept of emergence allows new forms of analysis using complex network theory as a model which comprises the complexity inherent on the conception of real systems. / A emergência é fenômeno que dá unidade qualitativa a qualquer substância, constituindo o reflexo no ato ontológico da percepção. É a chave conceitual que justifica o uso do modelo em redes complexas para descrever sistemas, que também são complexos naturalmente. Dada essa chave conceitual, buscou-se utilizá-la na geração de novas análises. Para tanto é empregado a teoria de grafos e a caminhada aleatória em dois estudo de caso. Um deles constitui a análise de uma rede mitológica referente à Odisseia de Homero. Foi verificado que a rede mitológica apresenta padrões de redes sociais reais quando excetuados da rede as personagens mitológicas. Em segundo lugar, foi realizado um estudo da tolerância oral como um fenômeno de rede complexa, foi utilizada a caminhada aleatória como modelo estocástico de difusão de estímulos numa rede complexa. Com isso, foi possível conhecer a importância relativa de cada componente imunológica. Por fim, fica evidenciado que o conceito chave de emergência permite a concepção de novas formas de análise, fundamentalmente no uso de redes complexas como modelos que albergam a complexidade inerente na concepção de sistemas reais.

Les marches aléatoires en milieux aléatoires constituent un modèle permettant de décrire des phénomènes de diffusion en milieux inhomogènes, possédant des propriétés de régularité à grande échelle. La thèse comportent 6 chapitres. Les trois premiers sont introductifs : le chapitre 1 est une courte introduction générale, le chapitre 2 donne une présentation des modèles considérés par la suite et le chapitre 3 un bref aperçu des résultats obtenus. Les preuves sont renvoyées aux chapitres 4, 5 et 6. Le contenu du chapitre 4 porte sur les théorèmes limites pour une marche aléatoire avec biais sur un arbre de Galton-Watson avec des feuilles dans un régime transient sous-balistique. Le chapitre 5 porte sur le comportement de la vitesse d'une marche aléatoire avec biais sur un amas de percolation quand le paramètre de percolation se rapproche de 1. Un développement asymptotique de la vitesse en fonction du paramètre de percolation est obtenu. On en déduit que la vitesse est croissante en $p=1$. Finalement le chapitre 6 porte sur des estimées de déviations modérées pour une marche aléatoire en milieu aléatoire unidimensionnel. / Random walks in random environments is a suitable model to describe diffusions in inhomogeneous media that have regularity properties on a macroscopic scale. The three first chapters are introductive : chapter 1 is a short general introduction, chapter 2 presents the models considered afterwards and chapter 3 is a brief overview of the results obtained. The proofs are postponed to the chapters4, 5 and 6.The content of chapter 4sheds light on limit theorems for a biased random walk on a Galton-Watson tree with leaves in the transient and sub-ballistic regime. Next, chapter 5 deals with the behaviour of the speed of a biased random walk on a percolation cluster as the percolation parameter goes to 1. An expansion of the speed in function of the percolation parameter is obtained. It can be deduced from this that the speed is increasing in $p=1$. Finally, chapter 6 tackles the problem of moderate deviations for random walks in random environments in dimension $1$.

Cette thèse est dédiée à l'étude des marches aléatoires en milieu aléatoire sur Zd. On s'intéresse tout particulièrement aux environnements qui sont elliptiques, mais pas uniformément elliptiques, et qui peuvent donc contenir des pièges sur lesquels la marche passe beaucoup de temps. Le premier résultat de cette thèse (chapitre 4) concerne les environnements de Dirichlet, qui forment une sous-classe de marches aléatoires en milieu aléatoire présentant des propriétés remarquables. On se place en dimension d≥ 3 et on étudie le cas où les pièges dus à la non-uniforme ellipticité sont prépondérants. Dans ce contexte, on montre l'équivalence des points de vue statique et dynamique pour une marche accélérée. Ceci permet de compléter les résultats de transience et récurrence directionnelles obtenus par Sabot, et de donner le degré polynomial de l'éloignement de la marche par rapport à l'origine dans le cas sous-balistique et transient. On se place ensuite (chapitre 5) dans le cas des marches transientes dans une direction, et on étudie les conditions sur la loi de l'environnement nécessaires pour assurer l'existence de moments pour les temps de renouvellement. On améliore ainsi les résultats obtenus par Campos et Ramírez. Dans la dernière partie (chapitre 6), on étudie les conditions d'application du théorème central limite quenched dans le cas des marches aléatoires balistiques. Sous la condition supplémentaire (T), on affaiblit les hypothèses sur l'intégrabilité des temps de renouvellement des travaux de Rassoul-Agha et Seppäläinen et de Berger et Zeitouni : on arrive à la condition E (τ12+ε) < +∞ (pour le théorème annealed la condition optimale est E (τ12) < +∞) / In this thesis we study random walks in random environment on Zd. We are particularly interested in environments that are elliptic, but not uniformly elliptic. Those environments can contain traps on which the walk spends a lot of time. The first results in this thesis (chapter 4) deal with the particular case of Dirichlet environments. Random walks in Dirichlet environment form a sub-class of random walks in random environment with specific properties. We consider dimensions d 3 and we study the behavior of the walk when the traps created by the non-uniform ellipticity play an important part. In this context, we show the equivalence between the static and dynamic points of view for an accelerated walk. This completes the results of directional transience and recurrence obtained by Sabot, and it allows to find the polynomial order of the magnitude of the walk’s displacement in the sub-ballistic transient case. Then (chapter 5) we consider the case of directionally transient walks, and we study the conditions on the law of the environment that ensure the existence of moments for the regeneration times. We thus improve the results obtained by Campos and Ramírez. In the last section (chapter 6), we consider the case of ballistic random walks and we study the conditions under which a quenched central limit theorem holds. Under the additional assumption (T), we weaken the integrability of the regeneration times necessary for the works of Rassoul- Agha and Seppäläinen, and Berger and Zeitouni. We obtain the condition E (τ12+ε) < +∞ (whereas for the annealed theorem, the optimal condition is E (τ12) < +∞)

本研究主要是探討台灣股票市場 79 至 81 年各分類指數的報酬率，以比 較各產業間報酬的多寡與風險的大小。並介紹投資組合的觀念以降低非系 統風險，而系統風險的部分可由單一指數模式估計。再以主成分分析法， 找出影響八個分類指數報酬率的主要成分，得到了第一個主成分做單一指 數模式的迴歸估計，以比較與加權指數為因變數的估計結果。最後探討這 三年來分類指數的報酬率，是否具有隨機性以及分類指數的行為。

Empirical studies show that similar patterns emerge from a large number of different biological systems. For example, the group size distributions of several fish species and house sparrows all follow power law distributions with an exponential truncation. Networks built by ant colonies, slime mold and those are designed by engineers resemble each other in terms of structure and transportation efficiency. Based on the investigation of experimental data, we propose a variety of simple stochastic models to unravel the underlying mechanisms which lead to the collective phenomena in different systems. All the mechanisms employed in these models are rooted in the concept of selective reinforcement. In some systems the reinforcement can build optimal solutions for biological problem solving. This thesis consists of five papers. In the first three papers, I collaborate with biologists to look into group formation in house sparrows  and the movement decisions of damsel fish.  In the last two articles, I look at how shortest paths and networks are  constructed by slime molds and pheromone laying ants, as well as studying  speed-accuracy tradeoffs in slime molds' decision making. The general goal of the study is to better understand how macro level patterns and behaviors emerges from micro level interactions in both spatial and non-spatial biological systems. With the combination of mathematical modeling and experimentation, we are able to reproduce the macro level patterns in the studied biological systems and predict behaviors of the systems using minimum number of parameters.

This dissertation develops optimal algorithms for distributed detection and estimation in static and mobile sensor networks. In distributed detection or estimation scenarios in clustered wireless sensor networks, sensor motes observe their local environment, make decisions or quantize these observations into local estimates of finite length, and send/relay them to a Cluster-Head (CH). For event detection tasks that are subject to both measurement errors and communication errors, we develop an algorithm that combines a Maximum a Posteriori (MAP) approach for local and global decisions with low-complexity channel codes and processing algorithms. For event estimation tasks that are subject to measurement errors, quantization errors and communication errors, we develop an algorithm that uses dithered quantization and channel compensation to ensure that each mote's local estimate received by the CH is unbiased and then lets the CH fuse these estimates into a global one using a Best Linear Unbiased Estimator (BLUE). We then determine both the minimum energy required for the network to produce an estimate with a prescribed error variance and show how this energy must be allocated amongst the motes in the network. In mobile wireless sensor networks, the mobility model governing each node will affect the detection accuracy at the CH and the energy consumption to achieve this level of accuracy. Correlated Random Walks (CRWs) have been proposed as mobility models that accounts for time dependency, geographical restrictions and nonzero drift. Hence, the solution to the continuous-time, 1-D, finite state space CRW is provided and its statistical behavior is studied both analytically and numerically. The impact of the motion of sensor on the network's performance is also studied.

This paper has tested the efficiency, weak form according to EMH, of the currency future market. The efficiency test has been incorporated in the research question since the market has to be efficient in order for the future to work as predictor of the future spot rate - Can currency futures be used as a tool for predicting futures spot exchange rate? The two sub questions are - Is the prediction power of currency futures stable over time and is the prediction power of currency futures similar for different currencies?   The main theory in the research is the Efficient Market Hypothesis and the Random Walk Hypothesis. The research was conducted with a positivistic philosophy in conjunction with a realistic approach. Since the research question has been deducted from the theoretical framework the research has a deductive approach, a quantitative technique was adapted when the data at hand was mainly future and spot rate data.   Data on 13 currencies ranging from 2005 to 2010 was used. The prices were available in weekly intervals for all currencies except for the Brazilian real, Swiss frank and the Mexican peso. The statistical test that was used is the Augmented Dickey-Fuller test and the Phillips-Ouliaris cointegration test. The test was conducted on the whole timeframe. After that, the data was divided into three sub periods to show if the efficiency where different in the period before the crises (2005-2007), during the crises (2008-2009) and after the crises (2010). The test has also been done on annual and quarterly data to show if the length of the time period tested has an effect on efficiency. The PO test has been conducted on all data and the ADF test has been conducted on the whole timeframe and the sub periods.   The results show that, ten of the currencies which we had weakly data, the future is a good predictor of the future spot exchange rate. This is true when the tests are done on an interval of one year and more. For the three currencies that we had monthly data, the results showed cointegration on the whole timeframe. When shorter time periods were tested the currencies that consisted of monthly data showed no cointegration sooner than the weakly data. When test is done on quarterly data, only one test is cointegrated. It cannot concluded that, the future was not a good predictor for the future spot exchange rate during this time, merely that this particular test might be the true one and that the tests where not able to capture it. Several reasons for this are presented in the analysis chapter, where the statistical tests and their design are mentioned among other reasons.

In dieser Arbeit werden verschieden Ansätze diskutiert, die zum Verständnis und zur Beschreibung anomalen Diffusionsverhaltens beitragen, wobei insbesondere zwei unterschiedliche Aspekte hervorgehoben werden. Zum einen wird das Entropieproduktions-Paradoxon beschrieben, welches bei der Analyse der Entropieproduktion bei der anomalen Diffusion, beschrieben durch fraktionale Diffusionsgleichungen auftritt. Andererseits wird ein detaillierter Vergleich zwischen Lösungen verallgemeinerter Diffusionsgleichungen mit numerischen Daten präsentiert, die durch Iteration der Mastergleichung auf verschiedenen Fraktalen produziert worden sind. Die Entropieproduktionsrate für superdiffusive Prozesse wird berechnet und zeigt einen unerwarteten Anstieg beim Übergang von dissipativer Diffusion zur reversiblen Wellenausbreitung. Dieses Entropieproduktions-Paradoxon ist die direkte Konsequenz einer anwachsenden intrinsischen Rate bei Prozessen mit zunehmendem Wellencharakter. Nach Berücksichtigung dieser Rate zeigt die Entropie den erwarteten monotonen Abfall. Diese Überlegungen werden für generalisierte Entropiedefinitionen, wie die Tsallis- und Renyi-Entropien, fortgeführt. Der zweite Aspekt bezieht sich auf die anomale Diffusion auf Fraktalen, im Besonderen auf Sierpinski-Dreiecke und -Teppiche. Die entsprechenden Mastergleichungen werden iteriert und die auf diese Weise numerisch gewonnenen Wahrscheinlichkeitsverteilungen werden mit den Lösungen vier verschiedener verallgemeinerter Diffusionsgleichungen verglichen.

In this thesis random walks similar to the Metropolis algorithm are investigated. Special emphasis is laid on different types of acceptance probabilities, namely Metropolis, Tsallis and Threshold Accepting. Equilibrium and relaxation properties as well as performance aspects in stochastic optimization are investigated. Analytical investigation of a simple system mimicking an harmonic oscillator yields that a variety of acceptance probabilities, including the abovementioned, result in an equilibrium distribution that is widely dominated by an exponential function. In the last chapter an optimal optimization schedule for the Tsallis acceptance probability for the idealized barrier is investigated. / In dieser Dissertation werden Random Walks ähnlich dem Metropolis Algorithmus untersucht. Es werden verschiedene Akzeptanzwahrscheinlichkeiten untersucht, dabei werden Metropolis, Tsallis und Threshold Accepting besonders betrachtet. Gleichgewichts- und Relaxationseigenschaften sowie Performanceaspekte im Bereich der stochastischen Optimierung werden untersucht. Die Analytische Betrachtung eines simplen, dem harmonischen Oszillator ähnlichen Systems zeigt, dass eine Reihe von Akzeptanzwahrscheinlichkeiten, eingeschlossen die oben Erwähnten, eine Gleichgewichtsverteilung ausbilden, die von einer Exponentialfunktion dominiert wird. Im letzten Kapitel wird der optimale Schedule für die Tsallis Akzeptanzwahrscheinlichkeit für eine idealisierte Barriere untersucht.