Cette thèse porte sur divers aspects de lois et de processus non-gaussiens qui partagent des propriétés de changement d'échelle où intervient l'exposant 2/3. Les deux principaux objets probabilistes que nous allons présenter sont : 1) La loi de Tracy-Widom : C'est la loi limite de la plus grande valeur propre de matrices aléatoires appartenant aux beta-ensembles lorsque leur dimension tend vers l'infini. Dans un travail en commun avec Balint Virag, nous avons établi le comportement asymptotique de la queue droite de cette loi pour tout beta strictement positif, en utilisant des outils d'analyse de diffusions du type Girsanov. 2) Le ''vrai'' processus auto-répulsif (''true self repelling motion'') TSRM : C'est un processus auto-interagissant qui a été introduit par Balint Toth et Wendelin Werner. Nous nous sommes intéressés à des propriétés de cet objet liées à ses trajectoires (grandes déviations, lois du logarithme itéré) et à des calculs explicites de lois marginales (travail en collaboration avec Balint Toth). Cette étude nous a aussi amenés à aborder des questions liées à la théorie des jeux. / This thesis focuses on various aspects of non-Gaussian distributions and processes sharing scaling properties where the exponent 2/3 appears. The two probabilistic objects that we will introduce are: 1) Tracy-Widom distribution: This is the large dimensional limit of the top eigenvalue of random matrices in beta-ensembles. In a joint work with Balint Virag, we studied the asymptotic behavior of its right tail for all positive beta, using tools coming from diffusion analysis, such as the Girsanov formula. 2) The “true self repelling motion” (TSRM): This is a self-interacting process which was introduced by Balint Toth and Wendelin Werner. We have been interested in properties related to trajectories of this motion (large deviations, law of the iterated logarithm) and explicit distribution computations (joint work with Balint Toth). During this study, we have also dealt with questions related to game theory.

This thesis consists of an introduction and five papers, of which two contribute to the theory of directed random graphs and three to the theory of greedy walks on point processes.           We consider a directed random graph on a partially ordered vertex set, with an edge between any two comparable vertices present with probability p, independently of all other edges, and each edge is directed from the vertex with smaller label to the vertex with larger label. In Paper I we consider a directed random graph on ℤ2 with the vertices ordered according to the product order and we show that the limiting distribution of the centered and rescaled length of the longest path from (0,0) to (n, [na] ), a<3/14, is the Tracy-Widom distribution. In Paper II we show that, under a suitable rescaling, the closure of vertex 0 of a directed random graph on ℤ with edge probability n−1 converges in distribution to the Poisson-weighted infinite tree. Moreover, we derive limit theorems for the length of the longest path of the Poisson-weighted infinite tree.           The greedy walk is a deterministic walk on a point process that always moves from its current position to the nearest not yet visited point. Since the greedy walk on a homogeneous Poisson process on the real line, starting from 0, almost surely does not visit all points, in Paper III we find the distribution of the number of visited points on the negative half-line and the distribution of the index at which the walk achieves its minimum. In Paper IV we place homogeneous Poisson processes first on two intersecting lines and then on two parallel lines and we study whether the greedy walk visits all points of the processes. In Paper V we consider the greedy walk on an inhomogeneous Poisson process on the real line and we determine sufficient and necessary conditions on the mean measure of the process for the walk to visit all points.

This thesis presents principal components as a useful tool for data dimensio- nality reduction. In the first part, the basic terminology and theoretical properties of principal components are described and a biplot construction is derived there as well. Besides, heuristic methods for a choice of the optimum number of prin- cipal components are summarised there. Subsequently, asymptotical properties of sample eigenvalues of covariance and white Wishart matrices are described and cases of equality of some eigenvalues are distinguished at the same time. In the second part of the thesis, asymptotic distribution of the largest eigenva- lue of white Wishart matrices is described, completed with graphic illustrations. A test of the number of significant eigenvalues is suggested on the basis of this limiting distribution, and the connection of this test to the number of suitable principal components is presented. The final part of the thesis provides an over- view of advanced computational methods for the choice of an adequate number of principal components. The thesis is completed with graphical illustrations and a simulation study using Wolfram Mathematica and R.

Perfect simulation  and the EM algorithm are the main topics in this thesis. In paper I, we present coupling from the past (CFTP) algorithms that generate perfectly distributed samples from the multi-type Widom--Rowlin-son (W--R) model and some generalizations of it. The classical W--R model is a point process in the plane or the  space consisting of points of several different types. Points of different types are not allowed to be closer than some specified distance, whereas points of the same type can be arbitrary close. A stick-model and soft-core generalizations are also considered. Further, we  generate samples without edge effects, and give a bound on sufficiently small intensities (of the points) for the algorithm to terminate. In paper II, we consider the  forestry problem on how to estimate  seedling dispersal distributions and effective plant fecundities from spatially data of adult trees  and seedlings, when the origin of the seedlings are unknown.   Traditional models for fecundities build on allometric assumptions, where the fecundity is related to some  characteristic of the adult tree (e.g.\ diameter). However, the allometric assumptions are generally too restrictive and lead to nonrealistic estimates. Therefore we present a new model, the unrestricted fecundity (UF) model, which uses no allometric assumptions. We propose an EM algorithm to estimate the unknown parameters.   Evaluations on real and simulated data indicates better performance for the UF model. In paper III, we propose  EM algorithms to  estimate the passage time distribution on a graph.Data is obtained by observing a flow only at the nodes -- what happens on the edges is unknown. Therefore the sample of passage times, i.e. the times it takes for the flow to stream between two neighbors, consists of right censored and uncensored observations where it sometimes is unknown which is which.       For discrete passage time distributions, we show that the maximum likelihood (ML) estimate is strongly consistent under certain  weak conditions. We also show that our propsed EM algorithm  converges to the ML estimate if the sample size is sufficiently large and the starting value is sufficiently close to the true parameter. In a special case we show that it always converges.  In the continuous case, we propose an EM algorithm for fitting  phase-type distributions to data.

We study Gaussian sample covariance matrices with population covariance a bounded-rank perturbation of the identity, as well as Wigner matrices with bounded-rank additive perturbations. The top eigenvalues are known to exhibit a phase transition in the large size limit: with weak perturbations they follow Tracy-Widom statistics as in the unperturbed case, while above a threshold there are outliers with independent Gaussian fluctuations. Baik, Ben Arous and Péché (2005) described the transition in the complex case and conjectured a similar picture in the real case, the latter of most relevance to high-dimensional data analysis. Resolving the conjecture, we prove that in all cases the top eigenvalues have a limit near the phase transition. Our starting point is the work of Rámirez, Rider and Virág (2006) on the general beta random matrix soft edge. For rank one perturbations, a modified tridiagonal form converges to the known random Schrödinger operator on the half-line but with a boundary condition that depends on the perturbation. For general finite-rank perturbations we develop a new band form; it converges to a limiting operator with matrix-valued potential. The low-lying eigenvalues describe the limit, jointly as the perturbation varies in a fixed subspace. Their laws are also characterized in terms of a diffusion related to Dyson's Brownian motion and in terms of a linear parabolic PDE. We offer a related heuristic for the supercritical behaviour and rigorously treat the supercritical asymptotics of the ground state of the limiting operator. In a further development, we use the PDE to make the first explicit connection between a general beta characterization and the celebrated Painlevé representations of Tracy and Widom (1993, 1996). In particular, for beta = 2,4 we give novel proofs of the latter. Finally, we report briefly on evidence suggesting that the PDE provides a stable, even efficient method for numerical evaluation of the Tracy-Widom distributions, their general beta analogues and the deformations discussed and introduced here. This thesis is based in part on work to be published jointly with Bálint Virág.

We study Gaussian sample covariance matrices with population covariance a bounded-rank perturbation of the identity, as well as Wigner matrices with bounded-rank additive perturbations. The top eigenvalues are known to exhibit a phase transition in the large size limit: with weak perturbations they follow Tracy-Widom statistics as in the unperturbed case, while above a threshold there are outliers with independent Gaussian fluctuations. Baik, Ben Arous and Péché (2005) described the transition in the complex case and conjectured a similar picture in the real case, the latter of most relevance to high-dimensional data analysis. Resolving the conjecture, we prove that in all cases the top eigenvalues have a limit near the phase transition. Our starting point is the work of Rámirez, Rider and Virág (2006) on the general beta random matrix soft edge. For rank one perturbations, a modified tridiagonal form converges to the known random Schrödinger operator on the half-line but with a boundary condition that depends on the perturbation. For general finite-rank perturbations we develop a new band form; it converges to a limiting operator with matrix-valued potential. The low-lying eigenvalues describe the limit, jointly as the perturbation varies in a fixed subspace. Their laws are also characterized in terms of a diffusion related to Dyson's Brownian motion and in terms of a linear parabolic PDE. We offer a related heuristic for the supercritical behaviour and rigorously treat the supercritical asymptotics of the ground state of the limiting operator. In a further development, we use the PDE to make the first explicit connection between a general beta characterization and the celebrated Painlevé representations of Tracy and Widom (1993, 1996). In particular, for beta = 2,4 we give novel proofs of the latter. Finally, we report briefly on evidence suggesting that the PDE provides a stable, even efficient method for numerical evaluation of the Tracy-Widom distributions, their general beta analogues and the deformations discussed and introduced here. This thesis is based in part on work to be published jointly with Bálint Virág.

The study of biological diversity has seen a tremendous growth over the past few decades. Among the commonly used indices capturing both the richness and evenness of a community, the Berger-Parker index, which relates to the maximum proportion of all species, is particularly effective. However, when the number of individuals and species grows without bound this index changes, and it is important to develop statistical tools to measure this change. In this thesis, we introduce two estimators for this maximum: the multinomial maximum and the length of the longest increasing subsequence. In both cases, the limiting distribution of the estimators, as the number of individuals and species simultaneously grows without bound, is obtained. Then, constructing the 95% confidence intervals for the maximum proportion helps improve the comparison of the Berger-Parker index among communities. Finally, we compare the two approaches by examining their associated bias corrected estimators and apply our results to environmental data.

Cette thèse porte sur divers aspects de lois et de processus non-gaussiens qui partagent des propriétés de changement d'échelle où intervient l'exposant 2/3. Les deux principaux objets probabilistes que nous allons présenter sont : 1) La loi de Tracy-Widom : C'est la loi limite de la plus grande valeur propre de matrices aléatoires appartenant aux beta-ensembles lorsque leur dimension tend vers l'infini. Dans un travail en commun avec Balint Virag, nous avons établi le comportement asymptotique de la queue droite de cette loi pour tout beta strictement positif, en utilisant des outils d'analyse de diffusions du type Girsanov. 2) Le ''vrai'' processus auto-répulsif (''true self repelling motion'') TSRM : C'est un processus auto-interagissant qui a été introduit par Balint Toth et Wendelin Werner. Nous nous sommes intéressés à des propriétés de cet objet liées à ses trajectoires (grandes déviations, lois du logarithme itéré) et à des calculs explicites de lois marginales (travail en collaboration avec Balint Toth). Cette étude nous a aussi amenés à aborder des questions liées à la théorie des jeux.

Perfect simulations are methods, which convert suitable Markov chain Monte Carlo (MCMC) algorithms into algorithms which return exact draws from the target distribution, instead of approximations based on long-time convergence to equilibrium. In recent years a lot of various perfect simulation algorithms were developed. This work provides a unified exposition of some perfect simulation algorithms with applications to spatial point processes, especially to the Strauss process and area-interaction process. Described algorithms and their properties are compared theoretically and also by a simulation study.

The present Doctoral Thesis focuses on the investigation, characterization and influence of polyacrylic materials in different scientific and technological disciplines via a detailed computer simulation using the Molecular Dynamics (MD) technique, in conjunction with the very accurate, all-atom Dreiding force-field. The main research concepts and objectives are discussed and analyzed in three separate parts. In the first part, atomistic configurations of two model pressure-sensitive acrylic adhesives (PSAs), the atactic homopolymer poly(n-BA) [poly(n-butyl acrylate)] and the atactic copolymer poly(n-BA-co-AA) [poly(n-butyl acrylate-co-acrylic acid)] in the bulk phase or confined between two selected substrates, glassy silica (SiO2) and metallic α-ferrite (α-Fe), were built and simulated by MD in the NPT statistical ensemble. First, an equilibration cycle consisting of temperature annealings and coolings was followed, in order to generate well-equilibrated configurations of the PSA systems. Detailed results from the atomistic simulations are presented concerning their volumetric behavior, glass transition temperature, conformational, structural, viscoelastic and dynamic properties. Particular emphasis was given to the analysis and characterization of the hydrogen bonds that form in the poly(n-BA-co-AA) system. By analyzing the MD trajectories, poly(n-BA-co-AA) was found to exhibit a higher density than poly(n-BA) by about 7% at all temperatures, to be characterized by smaller-size chains for a given molecular weight (MW), to exhibit significantly slower terminal and segmental dynamics properties, and to be characterized by a glass transition temperature that was approximately 40% higher than that of poly(n-BA). We also examined the type and degree of adsorption of the two acrylic systems on the selected substrates by analyzing the MD results for the local mass density as a function of distance from the solid plane and the distribution of adsorbed chain segments in train, loop, and tail conformations, and by computing the work of adhesion at the two substrates. The results revealed a stronger adsorption for both acrylics on the SiO2 surface due to highly attractive interactions between polymer molecules and substrate atoms, and as a consequence a higher value for the work of adhesion compared to that on the α-Fe surface. Furthermore, we have developed a generalized non-equilibrium molecular dynamics (NEMD) algorithm to simulate the mechanical response of the two adhesives under a uniaxial stretching deformation. In the second part of the Thesis, results have been obtained from a hierarchical simulation methodology that led to the prediction of the thermodynamic, conformational, structural, dynamic and mechanical properties of two polymer nanocomposites based on syndiotactic poly(methyl methacrylate) or sPMMA. The first was reinforced with uniformly dispersed graphene sheets and the second with fullerene particles. How graphene functionalization affects the elastic constants of the resulting nanocomposite has also been examined. The phase behavior of the nanocomposite (in particular as we varied the relative size between the sPMMA chains and the diameter of fullerene molecules) has also been studied as a function of fullerene volume fraction. The simulation strategy entailed three steps: 1) Generation of an initial structure, which was then subjected to potential energy minimization and detailed molecular dynamics (MD) simulations at T = 500K and P = 1atm to obtain well relaxed melt configurations of the nanocomposite. 2) Gradual cooling of selected configurations down to room temperature to obtain a good number of structures representative of the glassy phase of the polymer nanocomposite. 3) Molecular mechanics (MM) calculations of its mechanical properties following the method originally proposed by Theodorou and Suter. By analyzing the results under constant temperature and pressure, all nanocomposite systems were found to exhibit slower terminal and segmental relaxation dynamics than the pure polymer matrices. The addition of a small fraction of graphene sheets led in all cases to the enhancement of the elastic constants; this was significantly more pronounced in the case of functionalized graphene sheets. We further mention that, for all polymer/fullerene nanocomposites addressed here, no phase separation or variation of polymer chain dimensions was observed as a function of fullerene size and/or fullerene volume fraction. In the third part of the Thesis, and motivated by the use of acrylic polymers for the design of membranes with aligned carbon nanotubes (CNTs) for several separation technologies (such as water desalination and wastewater treatment), we report results from a detailed computer simulation study for the nano-sorption and mobility of four different small molecules (water, tyrosol, vanillic acid, and p-coumaric acid) inside smooth single-wall CNTs (SWCNTs). Most of the results have been obtained with the molecular dynamics (MD) method, but especially for the most narrow of the CNTs considered, the results for water molecule were further confirmed through an additional Grand Canonical (μVT) Monte Carlo (GCMC) simulation using a value for the water chemical potential μ pre-computed with the particle deletion method. Issues addressed in the Thesis include molecular packing and ordering inside the nanotube for the four molecules, average number of sorbed molecules per unit length of the tube, and mean residence time and effective axial diffusivities, all as a function of tube diameter and tube length. In all cases, a strong dependence of the results on carbon nanotube diameter was observed, especially in the way the different molecules are packed and organized inside the CNT. For water for which predictions of properties such as local structure and packing were computed with both methods (MD and GCMC), the two sets of results were found to be fully self-consistent for all types of SWCNTs considered. Water diffusivity inside the CNT (although, strongly dependent on the CNT diameter) was computed with two different methods, both of which gave identical results. For large enough CNT diameters (larger than about 13 Å), this was found to be higher than the corresponding experimental value in the bulk by about 55%. Surprisingly enough, for the rest of the (phenolic) molecules simulated in this Thesis, the simulations revealed no signs of mobility inside nanotubes with a diameter smaller than the (20, 20) tube. This has been attributed to strong phenyl-phenyl attractive interactions, also to favorable interactions of these molecules with the CNT walls, which cause them to form highly ordered, very stable structures inside the nanotube, especially under strong confinement. The interaction, in particular, of the methyl group (present in tyrosol, vanillic acid, and p-coumaric acid) with the CNT walls seems to play a key role in all these compounds causing them to remain practically immobile inside nanotubes characterized by diameters smaller than about 26 Å. It was only for larger-diameter CNTs that tyrosol, vanillic acid, and p-coumaric acid were observed to demonstrate appreciable mobility. / Η παρούσα Διδακτορική Διατριβή εστιάζει στη μελέτη της σχέσης μεταξύ δομής και μακροσκοπικών φυσικών ιδιοτήτων υλικών από πολυακρυλικά μέσω μίας λεπτομερούς προσομοίωσης στον υπολογιστή με τη μέθοδο της Μοριακής Δυναμικής (ΜΔ), σε συνδυασμό με ένα πολύ επακριβές πεδίο δυνάμεων (το Dreiding) σε ατομιστική λεπτομέρεια. Οι κύριες ερευνητικές έννοιες καθώς και οι στόχοι συζητιούνται και αναλύονται σε τρία ξεχωριστά μέρη. Στο πρώτο μέρος, ατομιστικές απεικονίσεις δύο προτύπων πίεσο-ευαίσθητων συγκολλητικών υλικών (acrylic pressure sensitive adhesives ή PSAs), του ατακτικού πολυ-βουτυλικού-ακρυλικού εστέρα (poly(n-BA)) και του συμπολυμερούς του με ακρυλικό οξύ (poly(n-BA-co-AA)), τόσο μακριά όσο και κοντά σε υποστρώματα σίλικας (SiO2) και α-φερρίτη (α-Fe), μελετήθηκαν στη βάση ενός φάσματος ιδιοτήτων (θερμοδυναμικές, δομικές, ιξωδοελαστικές, δυναμικές, και συγκολλητικές), όπως και η μηχανική τους απόκριση υπό συνθήκες μονοαξονικής εκτατικής παραμόρφωσης. Στο δεύτερο μέρος παρουσιάζονται τα αποτελέσματα που εξήχθησαν από μία ιεραρχική μεθοδολογία προσομοίωσης που οδήγησε στην πρόβλεψη της φασικής συμπεριφοράς και των μηχανικών ιδιοτήτων νανοσύνθετων πολυμερικών υλικών (polymer nanocomposites ή PNCs) βασισμένων στο συνδιοτατκτικό πολυ-μεθακρυλικό μεθυλεστέρα (syndiotactic poly(methyl methacrylate) ή sPMMA), ενισχυμένο με ομοιόμορφα διεσπαρμένα φύλλα γραφενίου (graphene sheets) ή σωματίδια φουλερενίου (fullerene particles). Στο τρίτο μέρος, υποκινούμενοι από τη χρήση των ακρυλικών πολυμερών στο σχεδιασμό μεμβρανών με ενσωματωμένους ευθυγραμμισμένους νανοσωλήνες άνθρακα (ΝΑ, carbon nanotubes ή CNTs) σε διάφορες τεχνολογίες διαχωρισμού μορίων (με έμφαση στον καθαρισμό του νερού), παρουσιάζουμε αποτελέσματα από προσομοιώσεις, για τη νανο-ρόφηση και την κινητικότητα τεσσάρων διαφορετικών μικρών μορίων (water, tyrosol, vanilic acid, και p-coumaric acid) στο εσωτερικό λείων μονο-στρωματικών ΝΑ (single-wall CNTs ή SWCNTs). Τα θέματα που εξετάζονται περιλαμβάνουν τη μοριακή διευθέτηση και τη διάταξη στο εσωτερικό Ν.Α. των τεσσάρων μορίων, το μέσο χρόνο παραμονής τους, καθώς και τους αξονικούς συντελεστές διάχυσής του, συναρτήσει της διαμέτρου και του μήκους των ΝΑ.