in the same sense as the fluid interface hinders the growth of perturbations. Simulations with two outcroppings (i.e., coupled fronts) are also described. The authors found that such currents break up into distinct vortices that propagate very little but exhibit merging and splitting, behavior consistent

mcmxciv This thesis deals with combinatorics in connection with Coxeter groups, finitely generated but not necessarily finite. The representation theory of groups as nonsingular matrices over a field is of immense theoretical importance, but also basic for computational group theory, where the group elements are data structures in a computer. Matrices are unnecessarily large structures, and part of this thesis is concerned with small and efficient representations of a large class of Coxeter groups (including most Coxeter groups that anyone ever payed any attention to.) The main contents of the thesis can be summarized as follows. • We prove that for all Coxeter graphs constructed from an n-path of unlabelled edges by adding a new labelled edge and a new vertex (sometimes two new edges and vertices), there is a permutational representation of the corresponding group. Group elements correspond to integer n-sequences and the nodes in the path generate all n! permutations. The extra node has a more complicated action, adding a certain quantity to some of the numbers.

Caractérisation des problèmes conjoints de détection et d'estimation

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This study examines the relation between excess auditor remuneration and the implied required rate of return (IRR hereafter) on equity capital in global markets. We conjecture that when auditor remuneration is excessively large, investors may perceive the auditor to be economically bonded to the client, leading to a lack of independence. This perceived lack of independence increases the information risk associated with the credibility of financial statements, thereby increasing IRR. Consistent with this notion, we find that IRR is increasing in excess auditor *Rotman School of Management

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about the topic. Some classic results can be found in 1–3 and recent contributions in 4–9. Moreover the study of JNX groups has been investigated both in finite groups and infinite groups so that many techniques have general applications. Heineken’s work 2 is typical for this

We analyze the consumption-portfolio selection problem of an investor facing both Brownian and jump risks. By adopting a factor structure for the asset returns and decomposing the two types of risks on a well chosen basis, we provide a new methodology for determining the optimal solution up to an implicitly defined constant, which in some cases can be reduced to a fully explicit closed form, irrespectively of the number of assets available to the investor. We show that the optimal policy is for the investor to focus on controlling his exposure to the jump risk, while exploiting differences in the asset returns diffusive characteristics in the orthogonal space. We also examine the solution to the portfolio problem as the number of assets increases and the impact of the jumps on the diversification of the optimal portfolio.

ACKNOWLEDGMENTS I would like to give many thanks to Dr. Shengli Fu and Dr. Yan Huang as my advi-