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2009

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Exact Scenario Simulation For Selected Multi-Dimensional Stochastic Processes, Eckhard Platen, Renata Rendek Dec 2009

Exact Scenario Simulation For Selected Multi-Dimensional Stochastic Processes, Eckhard Platen, Renata Rendek

Communications on Stochastic Analysis

No abstract provided.


Nonlinear Filtering Of Itô-Lévy Stochastic Differential Equations With Continuous Observations, S Popa, S S Sritharan Dec 2009

Nonlinear Filtering Of Itô-Lévy Stochastic Differential Equations With Continuous Observations, S Popa, S S Sritharan

Communications on Stochastic Analysis

No abstract provided.


Sample Properties Of Random Fields. Ii. Continuity, Jürgen Potthoff Dec 2009

Sample Properties Of Random Fields. Ii. Continuity, Jürgen Potthoff

Communications on Stochastic Analysis

No abstract provided.


On The Extension Of A Basic Property Of Conditional Expectations To Second Quantization Operators, Alberto Lanconelli Dec 2009

On The Extension Of A Basic Property Of Conditional Expectations To Second Quantization Operators, Alberto Lanconelli

Communications on Stochastic Analysis

No abstract provided.


Stochastic Integral Characterizations Of Semi-Selfdecomposable Distributions And Related Ornstein-Uhlenbeck Type Processes, Makoto Maejima, Yohei Ueda Dec 2009

Stochastic Integral Characterizations Of Semi-Selfdecomposable Distributions And Related Ornstein-Uhlenbeck Type Processes, Makoto Maejima, Yohei Ueda

Communications on Stochastic Analysis

No abstract provided.


Invariant States For The Asymmetric Exclusion Quantum Markov Semigroup, Julio C Garcia, Leopoldo Pantaleón-Martinez, Roberto Quezada Dec 2009

Invariant States For The Asymmetric Exclusion Quantum Markov Semigroup, Julio C Garcia, Leopoldo Pantaleón-Martinez, Roberto Quezada

Communications on Stochastic Analysis

No abstract provided.


Irreducible And Periodic Positive Maps, Franco Fagnola, Rely Pellicer Dec 2009

Irreducible And Periodic Positive Maps, Franco Fagnola, Rely Pellicer

Communications on Stochastic Analysis

No abstract provided.


Converse Comparison Theorems For Backward Doubly Stochastic Differential Equations, Mohamed El Otmani, Naoual Mrhardy Dec 2009

Converse Comparison Theorems For Backward Doubly Stochastic Differential Equations, Mohamed El Otmani, Naoual Mrhardy

Communications on Stochastic Analysis

No abstract provided.


Statistical Tools For Linking Engine-Generated Malware To Its Engine, Edna Chelangat Milgo Dec 2009

Statistical Tools For Linking Engine-Generated Malware To Its Engine, Edna Chelangat Milgo

Theses and Dissertations

Malware-generating engines challenge typical malware analysts by requiring them to quickly extract and upload to their customers' machines, a signature for each of a possibly vast number of never-before-seen malware instances that an engine can generate in a short amount of time In this thesis we propose and evaluate two methods for linking variants of engine-generated malware to its engine. The proposed methods use the w-gram frequency vector (NFV) of the opcode mnemonics of an engine-generated malware in- stance as a feature vector for the instance. An NFV is a tuple that maps «-grams with their frequencies. The in-formation contained …


Statistical Methods In Microarrays And High-Throughput Flow Cytometry, Osorio Meirelles Dec 2009

Statistical Methods In Microarrays And High-Throughput Flow Cytometry, Osorio Meirelles

Biology ETDs

Abstract-I

Background: Heterogeneous cell populations have previously been described as noisy. However, recent studies have demonstrated that heterogeneity can be biologically significant. We present here an approach for rapid and complete identification of heterogeneous cell populations from high-throughput flow cytometry data. We have developed a novel measure Slope Differentiation Identification (SDI) using flow cytometry-based protein expression, quantifying the rate of change in protein expression between two conditions (exponential and stationary phase) of yeast cells, as a function of cell size or cell granularity.

Results: SDI had superior Gene Ontology enrichment when compared with other approaches such as k-means clustering and …


A Specification Test For Instrumental Variables Regression With Many Instruments, Yoonseok Lee, Ryo Okui Dec 2009

A Specification Test For Instrumental Variables Regression With Many Instruments, Yoonseok Lee, Ryo Okui

Cowles Foundation Discussion Papers

This paper considers specification testing for instrumental variables estimation in the presence of many instruments. The test proposed is a modified version of the Sargan (1958, Econometrica 26(3): 393-415) test of overidentifying restrictions. The test statistic asymptotically follows the standard normal distribution under the null hypothesis of correct specification when the number of instruments increases with the sample size. We find that the new test statistic is numerically equivalent up to a sign to the test statistic proposed by Hahn and Hausman (2002, Econometrica 70(1): 163-189). We also assess the size and power properties of the test.


Exploring Formation And Distribution Of Halonitromethanes In Drinking Waters, Jia Hu Dec 2009

Exploring Formation And Distribution Of Halonitromethanes In Drinking Waters, Jia Hu

All Dissertations

ABSTRACT
Nine halonitromethanes (HNMs) were among the more than fifty unregulated high-priority disinfection by-products (DBPs) that were monitored for and detected in drinking waters in a 2000-2002 nationwide occurrence study funded by the US Environmental Protection Agency (USEPA). The toxicology studies conducted in recent years have shown that HNMs are one of the most cytotoxic and genotoxic classes among the emerging DBPs, with orders of magnitude higher cytotoxicity and genotoxicity than any of the regulated organic DBPs. Furthermore, brominated HNMs were found to be more toxic than their chlorinated analogs, with dibromonitromethane being the most cyto- and genotoxic. Today, our …


Tactical Analysis Of Attack In Physical And Digital Security Incidents:Towards A Model Of Asymmetry, Atif Ahmad Dec 2009

Tactical Analysis Of Attack In Physical And Digital Security Incidents:Towards A Model Of Asymmetry, Atif Ahmad

Australian Information Warfare and Security Conference

Asymmetric warfare is frequently described as a conflict where ‘weaker’ parties aim to offset their relatively inadequate resources by using particular strategies and tactics to their advantage. This research-in-progress paper develops a concept model of asymmetric warfare that represents the leverage available to the ‘weaker’ party over the ‘stronger’ party simply because the former is attacking rather than defending. Points of leverage include choice of timing, location, method of attack, best use of limited resources and time to prepare. The resulting concept model is used to discuss generic defensive strategies that can be applied by ‘stronger’ parties in the physical …


Ascent Of Asymmetric Risk In Information Security: An Initial Evaluation., Tobias Ruighaver, Matthew Warren, Atif Ahmad Dec 2009

Ascent Of Asymmetric Risk In Information Security: An Initial Evaluation., Tobias Ruighaver, Matthew Warren, Atif Ahmad

Australian Information Warfare and Security Conference

Dramatic changes in the information security risk landscape over several decades have not yet been matched by similar changes in organizational information security, which is still mainly based on a mindset that security is achieved through extensive preventive controls. As a result, maintenance cost of information security is increasing rapidly, but this increased expenditure has not really made an attack more difficult. The opposite seems to be true, information security attacks have become easier to perpetrate and appear more like information warfare tactics. At the same time, the damage caused by a successful attack has increased significantly and may sometimes …


Information Security Disclosure: A Case Study, I Rosewall, M J. Warren Dec 2009

Information Security Disclosure: A Case Study, I Rosewall, M J. Warren

Australian Information Security Management Conference

New social networking systems such as Facebook are an ever evolving and developing means of social interaction, which is not only being used to disseminate information to family, friends and colleagues but as a way of meeting and interacting with "strangers" through the advent of a large number of social applications. This paper will focus upon the impact of Generation F - the Facebook Generation and their attitudes to security. The paper will be based around discussing the findings of a major UK case study and the implications that this has. The case study identifies 51 recommendations to improve the …


Strong Authentication For Web Services Using Smartcards, D S. Stienne, Nathan Clarke, Paul Reynolds Dec 2009

Strong Authentication For Web Services Using Smartcards, D S. Stienne, Nathan Clarke, Paul Reynolds

Australian Information Security Management Conference

The popularity of the Internet and the variety of services it provides has been immense. Unfortunately, many of these services require the user to register and subsequently login to the system in order to access them. This has resulted in the user having to remember a multitude of username and password combinations in order to use the service securely. However, literature has clearly demonstrated this is not an effective approach, as users will frequently choose simple passwords, write them down, share them or use the same password for multiple systems. This paper proposes a novel concept where Internet users authenticate …


Security Issues Challenging Facebook, S Leitch, M Warren Dec 2009

Security Issues Challenging Facebook, S Leitch, M Warren

Australian Information Security Management Conference

The advancement in Internet and bandwidth capability has resulted in a number of new applications to be developed; many of these newer applications are described as being Web 2. A Web 2 application such as Facebook has allowed people around the world to interact together. One of the interesting aspects of Facebook is the use of third parties applications and the interactions that this allows.Not surprisingly, the problems that exist in the real world such as theft, fraud, vandalism also exist in online Web 2 environments. This paper explores and categorises several security issues within the Facebook environment. It contributes …


Improving An Organisations Existing Information Technology Policy To Increase Security, Shane Talbot, Andrew Woodward Dec 2009

Improving An Organisations Existing Information Technology Policy To Increase Security, Shane Talbot, Andrew Woodward

Australian Information Security Management Conference

A security policy which includes the appropriate phases of implementation, enforcement, auditing and review is vital to protecting an organisations information security. This paper examined the information security policy of a government organisation in response to a number of perceived shortcomings. The specific issues identified relating to the organisations security policy as a result of this investigation were as follows: a culture of ignoring policies, minimal awareness of policies, minimal policy enforcement, policy updating and review ad hoc at best, policy framework, lengthy policy development and approval process, no compliance program, no formal non-compliance reporting and an apparent inconsistent enforcement …


Perceptions Of Jordanian Secondary Schools Teachers Towardscritical Thinking, Osamah Bataineh, Khaled F. Alazzi Dec 2009

Perceptions Of Jordanian Secondary Schools Teachers Towardscritical Thinking, Osamah Bataineh, Khaled F. Alazzi

International Education

The purpose of this study was to discover themes or concepts, generated from the collected data, that formed building blocks of grounded theory in the study of secondary school social studies teachers’ perspectives. This research study was conducted in Jordan, where secondary school social studies teachers were interviewed regarding their perspectives of teaching critical thinking skills in their classrooms. All interviews were audio-taped in Arabic and later translated into English. Data, including the translation of the audio, video tapes, the Ministry of Education guidelines, and textbook teacher manuals were analyzed qualitatively. The study results indicated that Jordanian secondary school social …


Hard-Wired For Innovation? Comparing Two Policy Pathstoward Innovative Schooling, Scott Ellison Dec 2009

Hard-Wired For Innovation? Comparing Two Policy Pathstoward Innovative Schooling, Scott Ellison

International Education

The task of this study is to compare two policy approaches to fostering, or “hard-wiring,” educational innovation in public schooling: the marketplace approach and the Finnish approach. The results suggest that an innovative public education sector is characterized by decentralized decision-making, institutional space for risk-taking, and strong support systems to both encourage risk-taking on the part of education actors and to spread innovative ideas throughout the education system. Results also suggest that there are several areas in need of further inquiry including the development of a foundational understanding of educational innovation, the need for better data on the ability of …


Development Of A Multi-Class Bicyclist Route Choice Model Using Revealed Preference Data, Joseph Broach, John Gliebe, Jennifer Dill Dec 2009

Development Of A Multi-Class Bicyclist Route Choice Model Using Revealed Preference Data, Joseph Broach, John Gliebe, Jennifer Dill

Urban Studies and Planning Faculty Publications and Presentations

Existing regional travel forecasting systems are not typically set up to forecast usage of bicycle infrastructure and are insensitive to bicyclists' route preferences in general. We collected revealed preference, GPS data on 162 bicyclists over the course of several days and coded the resulting trips to a highly detailed bicycle network model. We then use these data to estimate bicyclist route choice models. As part of this research, we developed a sophisticated choice set generation algorithm based on multiple permutations of labeled path attributes, which seems to out-perform comparable implementations of other route choice set generation algorithms. The model was …


Measuring Freedom: An Analysis Of The Economic Freedom Index, Derek Mcafee Dec 2009

Measuring Freedom: An Analysis Of The Economic Freedom Index, Derek Mcafee

All Theses

The creation and empirical use of economic freedom indices has produced a growing amount of literature over the last decade. A survey of this literature is provided, and the difficulty of measuring this concept, as well as the usefulness and limits of the various indices are discussed. The indices are reduced to their components, and testable models are used in order to determine which components are most important. Secure property rights are found to be the most important component driving the results. The results are consistent with previous studies, which indicate that greater economic freedom is related to greater growth …


Vibrations Of Thin Plate With Piezoelectric Actuator: Theory And Experiments, Parikshit Mehta Dec 2009

Vibrations Of Thin Plate With Piezoelectric Actuator: Theory And Experiments, Parikshit Mehta

All Theses

Vibrations of flexible structures have been an important engineering study owing to its both deprecating and complimentary traits. These flexible structures are generally modeled as strings, bars, shafts and beams (one dimensional), membranes and plate (two dimensional) or shell (three dimensional). Structures in many engineering applications, such as building floors, aircraft wings, automobile hoods or pressure vessel end-caps, can be modeled as plates. Undesirable vibrations of any of these engineering structures can lead to catastrophic results. It is important to know the fundamental frequencies of these structures in response to simple or complex excitations or boundary conditions.
After their discovery …


Roost Selection By Rafinesque's Big-Eared Bats, Corynorhinus Rafinesquii, In Congaree National Park - A Multiscale Approach, Jessica Lucas Dec 2009

Roost Selection By Rafinesque's Big-Eared Bats, Corynorhinus Rafinesquii, In Congaree National Park - A Multiscale Approach, Jessica Lucas

All Theses

Little is known about natural roost selection of Rafinesque's big-eared bats, Corynorhinus rafinesquii , throughout their range. The objectives of this study were to determine roost use and selection of big-eared bats in the Upper Coastal Plain of South Carolina at multiple spatial scales and test whether roost use and selection differed between maternity colonies and solitary individuals. The study was conducted May-August 2006 and 2007 in Congaree National Park which contains extensive areas of old-growth bottomland forest. Roost trees were located via tree searches and radio-telemetry and I used univariate tests and multiple logistic regression to compare tree, stand, …


Exploring Stress Overshoot Phenomenon Upon Startup Deformation Of Entangled Linear Polymeric Liquids, Yangyang Wang, Shi-Qing Wang Dec 2009

Exploring Stress Overshoot Phenomenon Upon Startup Deformation Of Entangled Linear Polymeric Liquids, Yangyang Wang, Shi-Qing Wang

College of Polymer Science and Polymer Engineering

This work explores the picture associated with stress overshoot during sudden continual (i.e., startup) external deformation of entangled polymeric liquids and proposes a specific scaling form to depict the intermolecular interactions responsible for chain deformation. Following a previously proposed idea that the stress overshoot in startup deformation is a signature of yielding, we search for ingredients that should go into the description of the force imbalance at the yield point and show that the expression for the intermolecular locking force f(iml), derived from the characteristics associated with the yield point, can be tested against experiment. New rate-switching experiments support the …


Accelerated Destructive Degradation Test Planning, Ying Shi, Luis A. Escobar, William Q. Meeker Dec 2009

Accelerated Destructive Degradation Test Planning, Ying Shi, Luis A. Escobar, William Q. Meeker

Faculty Publications

Accelerated destructive degradation tests (ADDTs) provide reliability information quickly. An ADDT plan specifies factor-level combinations of an accelerating variable (e.g., temperature) and evaluation time and the allocations of test units to these combinations. This article describes methods for finding good ADDT plans for an important class of destructive degradation models. First, a collection of optimum plans is derived. These plans minimize the large sample approximate variance of the maximum likelihood (ML) estimator of a specified quantile of the failure-time distribution. The general equivalence theorem is used to verify the optimality of these plans. Because an optimum plan is not robust …


Staggered T-Structures On Derived Categories Of Equivariant Coherent Sheaves, Pramod N. Achar Dec 2009

Staggered T-Structures On Derived Categories Of Equivariant Coherent Sheaves, Pramod N. Achar

Faculty Publications

Let X be a scheme, and let G be an affine group scheme acting on X. Under reasonable hypotheses on X and G, we construct a t-structure on the derived category of G-equivariant coherent sheaves that in many ways resembles the perverse coherent t-structure, but which incorporates additional information from the G-action. Under certain circumstances, the heart of this t-structure, called the "staggered t-structure," is a finite-length category, and its simple objects are particularly easy to describe. We also exhibit two small examples in which the staggered t-structure is better-behaved than the perverse coherent t-structure. © The Author 2009. Published …


Optimal Partitions For Eigenvalues, Blaise Bourdin, Dorin Bucur, Édouard Oudet Dec 2009

Optimal Partitions For Eigenvalues, Blaise Bourdin, Dorin Bucur, Édouard Oudet

Faculty Publications

We introduce a new numerical method for approximating partitions of a domain minimizing the sum of Dirichlet-Laplacian eigenvalues of any order. First we prove the equivalence of the original problem and a relaxed formulation based on measures. Using this result, we build a numerical algorithm to approximate optimal configurations. We describe numerical experiments aimed at studying the asymptotic behavior of optimal partitions with large numbers of cells. © 2009 Society for Industrial and Applied Mathematics.


Three-Way Tiling Sets In Two Dimensions, David R. Larson, Peter Massopust, Gestur Ólafsson Dec 2009

Three-Way Tiling Sets In Two Dimensions, David R. Larson, Peter Massopust, Gestur Ólafsson

Faculty Publications

In this article we show that there exist measurable sets W⊂ℝ2 with finite measure that tile ℝ2 in a measurable way under the action of a expansive matrix A, an affine Weyl group W ̃ and a full rank lattice Γ⊂ ℝ 2 . This note is follow-up research to the earlier article "Coxeter groups and wavelet sets" by the first and second authors, and is also relevant to the earlier article "Coxeter groups, wavelets, multiresolution and sampling" by M. Dobrescu and the third author. After writing these two articles, the three authors participated in a workshop at the Banff …


Field Sensitivity To Lp Variations Of A Scatterer, Stephen P. Shipman Dec 2009

Field Sensitivity To Lp Variations Of A Scatterer, Stephen P. Shipman

Faculty Publications

For the problem of diffraction of harmonic scalar waves by a lossless periodic slab scatterer, we analyze field sensitivity with respect to the material coefficients of the slab. The governing equation is the Helmholtz equation, which describes acoustic or electromagnetic fields. The main theorem establishes the variational (Fréchet) derivative of the scattered field measured in the H1 (root-mean-square-gradient) norm as a function of the material coefficients measured in an Lp (p-power integral) norm, with 2 < p < ∞, as long as these coefficients are bounded above and below by positive constants and do not admit resonance. The derivative is Lipschitz continuous. We also establish the variational derivative of the transmitted energy with respect to the material coefficients in Lp. © 2009 Elsevier Inc. All rights reserved.