Syftet med denna uppsats är att undersöka två monetära modellers prognosförmåga för den svenska kronan. Detta är den första studie som utvärderar prognoser på den svenska kronan under rörlig växelkurs. Modellerna som används är ”flexible price monetary model” samt ”sticky price monetary model”. Modellerna jämförs dels med en random walk-modell, men även mot varandra för att kunna påvisa eventuella skillnader modellerna emellan. För att utreda om det finns olika förklaringsvärde i modellerna beroende på referensvalutan har jag använt mig av två olika växelkurspar, nämligen SEK/EUR och SEK/GBP. Resultaten tyder på att en trögrörlig monetär modell för växelkursparet SEK/EUR lyckas slå en random walk på lite längre sikt, även om resultatet bör tolkas med viss försiktighet. Det verkar även som att det har stor betydelse vilken referensvaluta man använder sig av då resultaten växelkursparen emellan skiljer sig åt ganska kraftigt.

This thesis studies the transition matrix of a quantum walk on strongly regular graphs. It is proposed by Emms, Hancock, Severini and Wilson in 2006, that the spectrum of a matrix based on the amplitudes of walks in the quantum walk, distinguishes strongly regular graphs. We begin by finding the eigenvalues of matrices describing the quantum walk for regular graphs. We also show that if two graphs are isomorphic, then the corresponding matrices produced by the procedure of Emms et al. are cospectral. We then look at the entries of the cube of the transition matrix and find an expression for the matrices produced by the procedure of Emms et al. in terms of the adjacency matrix and incidence matrices of the graph.

Animal movement patterns provide a rich source of information for examining a wide range of ecological interactions that span ecological scales from foraging behaviors of individuals to the spread of populations across landscapes. I investigated the causes and consequences of consumer movement, from the localized movements of individuals to the patterns of spread of populations across landscapes, using a series of complimentary microcosm experiments with a model consumer-resource system. In chapter one, I conducted a series of experiments designed to test differences in the fine-scale movement characteristics of swimming rotifers under experimental manipulations of local resource and conspecific abundance. Individual turn frequencies increased in resource-rich environments but were unaffected by competitor density. In contrast, individual swimming speeds increased at high competitor densities but were unaffected by resources. I demonstrated how these contrasting behaviors could be integrated to form predictions of population spread under different ecological scenarios. In chapter two, I tested the predictions established in chapter one by directly measuring the rates of spread of many replicate populations of rotifers in one-dimensional environments. Experimental treatments included a wide range of resource and conspecific densities, and starved versus sated rotifers in the presence versus absence of predator chemical cues. Rates of population spread were negatively correlated with resource abundance, especially when conspecific density was high, and rates of spread of both starved and risk-exposed populations were significantly lower than controls. In chapter three, I tested the effect of resource patchiness, conspecific density, and their interaction, on population spread through a two dimensional landscape. I found that rates of population spread decayed over time indicative of a sub-diffusive movement processes explained by positive density-dependent movement responses. Neither the rate of spread nor the magnitude of its decay differed between patchy and evenly distributed resource treatments, despite observed rotifer preferences for patches. These findings suggest that under certain ecological circumstances resource distribution may be less crucial in predicting population spread than density-dependence. Overall, my research demonstrates mechanistic links between the behavioural responses of individuals to their environment and the resulting larger scale phenomena of population-level movement patterns.

Nanocrystalline materials are polycrystalline solids with grain size in the nanometer range (< 100nm), which have been found to exhibit superior properties such as high magnetic permeability and corrosion resistance, as well as a considerably increase of strength when compared with their coarse grain counterparts. All those improved properties are attributed to the high volume fraction of grain boundaries (GBs). However, the high density of GBs brings a large amount of excess enthalpy to the whole system, making the nanostructures unstable and suffer from severe thermal or mechanical grain growth. In order to maintain the advantageous properties of nanocrystalline materials, it is necessary to stabilize GB and inhibit grain growth. While alloying has been found to be an effective way of achieving stabilized nanocrystalline metal alloys experimentally, the direct quantification of solute effects on GB motion still poses great challenge for investigating thermal stability of general nanocrystalline materials. In this research, impurity segregation and solute drag effects on GB motion were investigated by extending the interface random-walk method in direct molecular dynamics simulations. It was found that the GB motion was controlled by the solute diffusion perpendicular to the boundary plane. Based on the simulation results at different temperatures and impurity concentrations, the solute drag effects can be well modeled by the theory proposed by Cahn, Lücke and Stüwe (CLS model) more than fifty years ago. However, a correction to the original CLS model needs to be made in order to quantitatively predict the solute drag effects on a moving GB.

A binary clutter is cycling if its packing and covering linear program have integral optimal solutions for all Eulerian edge capacities. We prove that the clutter of odd st- walks of a signed graph is cycling if and only if it does not contain as a minor the clutter of odd circuits of K5 nor the clutter of lines of the Fano matroid. Corollaries of this result include, of many, the characterization for weakly bipartite signed graphs, packing two- commodity paths, packing T-joins with small |T|, a new result on covering odd circuits of a signed graph, as well as a new result on covering odd circuits and odd T-joins of a signed graft.

Processes having the same bridges as a given reference Markov process constitute its reciprocal class. In this paper we study the reciprocal class of a continuous time random walk with values in a countable Abelian group, we compute explicitly its reciprocal characteristics and we present an integral characterization of it. Our main tool is a new iterated version of the celebrated Mecke's formula from the point process theory, which allows us to study, as transformation on the path space, the addition of random loops. Thanks to the lattice structure of the set of loops, we even obtain a sharp characterization. At the end, we discuss several examples to illustrate the richness of reciprocal classes. We observe how their structure depends on the algebraic properties of the underlying group.

Typescript. Includes vita and abstract. Includes bibliographical references (leaves 48-50). Also available online.

This paper surveys various statistical methods that have been proposed for the examination of the efficiency of financial markets and proposes a novel procedure for testing the predictability of a time series. For illustration, this procedure is applied to Austrian stock return series.

Utilizando-se entre a perna e a coxa os princípios da Teoria dos Sistemas Dinâmicos, foi estudada a coordenação intra-membros durante o andar em 16 sujeitos do sexo feminino. Os movimentos da perna e da coxa e suas relações foram analisados dinamicamente como sistemas acoplados de ciclo limite. Os sujeitos foram filmados lateralmente executando o andar em duas situações experimentais: normal e com uma sandália na perna direita na proporção de 5% do comprimento do segmento inferior. Os dados transformados em variáveis cinemáticas possibilitaram a análise da coordenação em termos de ângulos de fase, ponto de coordenação e fase relativa. Através dos dados angulares, foram testadas as propriedades dos osciladores não-lineares de ciclo limite. Os resultados indicaram que os segmentos apresentam uma órbita atrativa específica para cada um deles, que se mantém invariante ao longo das idades. Esta órbita atrativa representa a organização espaço-temporal do segmento durante o andar, servindo também para a visualização da quantidade de energia dissipada por parte de cada segmento. A análise dos ângulos de fase no momento da reversão, do ponto de coordenação e da fase relativa possibilitaram a identificação do treinamento mútuo e da estabilidade estrutural. / Based on the principles of the Theory of Dynamic Systems, 16 female subjects were studied as to their intra-limb coordination during walk. The movements of lower leg and thigh have been dynamically analised, - as well as their relation, - as limit-cycle coupled systems. Subjects were video-taped laterally, as they performed natural walking movements under two experimental situations: barefoot and with a sandal on the right foot with a thickness of 5% the length of the lower segment. Converted into kinematic variables, the data allowed the analysis of the coordination in terms of phase angle, point of coordination and relative coordination. The angular data made it possible to test the properties of the non-linear limit-cycle oscilator. Results pointed out that each segment involved in walking draws a specific attractive orbit, which is kept invariable throughout the ages. This attractive orbit represents the limb’s spacetemporal organization during walk, being, furthermore, an indication as to how much energy is being dissipated by each segment. The analysis of phase angles at the moment of limb reversion, the point of coordination and the relative phase made it possible to identify mutual training and structural stability.

vi, 48 p. : ill. A print copy of this thesis is available through the UO Libraries. Search the library catalog for the location and call number. / We compare the relaxation times of two random walks - the simple random walk and the metropolis walk - on an arbitrary finite multigraph G. We apply this result to the random graph with n vertices, where each edge is included with probability p = [Special characters omitted.] where λ > 1 is a constant and also to the Newman-Watts small world model. We give a bound for the reconstruction problem for general trees and general 2 × 2 matrices in terms of the branching number of the tree and some function of the matrix. Specifically, if the transition probabilities between the two states in the state space are a and b , we show that we do not have reconstruction if Br( T ) [straight theta] < 1, where [Special characters omitted.] and Br( T ) is the branching number of the tree in question. This bound agrees with a result obtained by Martin for regular trees and is obtained by more elementary methods. We prove an inequality closely related to this problem. / Committee in charge: David Levin, Chairperson, Mathematics; Christopher Sinclair, Member, Mathematics; Marcin Bownik, Member, Mathematics; Hao Wang, Member, Mathematics; Van Kolpin, Outside Member, Economics