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Since cosmological black holes modify the density and pressure of the surrounding universe, and introduce heat conduction, they produce simple models of cosmologi-cal inhomogeneities that can be used to study the eect of inhomogeneities on the universe's expansion. In this thesis, new cosmological black hole solutions are ob-tained by generalizing the expanding Kerr-Schild cosmological black holes to obtain the charged case, by performing a Kerr-Schild transformation of the Einstein-de Sitter universe (instead of a closed universe) to obtain non-expanding Kerr-Schild cosmo-logical black holes in asymptotically- at universes, and by performing a conformal transformation on isotropic black hole spacetimes to obtain isotropic cosmological black hole spacetimes. The latter approach is found to produce cosmological black holes with energy-momentum tensors that are physical throughout spacetime, unlike previous solutions for cosmological black holes, which violate the energy conditions in some region of spacetime. In addition, it is demonstrated that radiation-dominated and matter-dominated Einstein-de Sitter universes can be directly matched across a hypersurface of constant time, and this is used to generate the rst solutions for primordial black holes that evolve from being in radiation-dominated background universes to matter-dominated background universes. Finally, the Weyl curvature, volume expansion, velocity eld, shear, and acceleration are calculated for the cos-ii mological black holes. Since the non-isotropic black holes introduce shear, according to Raychaudhuri's equation they will tend to decrease the volume expansion of the universe. Unlike several studies that have suggested the relativistic backreaction of inhomogeneities would lead to an accelerating expansion of the universe, it is con-cluded that shear should be the most likely in uence of inhomogeneities, so they should most likely decrease the universe's expansion. iii

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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.

Responses of soil biological processes to elevated atmospheric [CO2] and nitrogen addition in a poplar plantation

One way to understand the mod p homotopy theory of classifying spaces of finite groups is to compute their BZ/p-cellularization. In the easiest cases this is a classifying space of a finite group (always a finite p-group). If not, we show that it has infinitely many non-trivial homotopy groups

, but it classifies the funds' portfolio companies into six broad groups. We take a sample fund's industry specialization to be the broad Venture Economics industry group that accounts for most of its invested capital. On this basis, 46.2% of funds specialize in "Computer related" companies, 18

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

T for an identity Id ∈ Z × p works as follows. The algorithm chooses random exponents s, s 1 , s 2 ∈ Z p , and creates the ciphertext as: Decrypt(Pvk Id , C) The decryption algorithm attempts to decrypt a ciphertext CT by computing: Proving Security. We prove security using a hybrid experiment. Let [C , C 0 , C 1

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