Sökning: "Applied Mathematics and Statistics"

Visar resultat 1 - 5 av 163 avhandlingar innehållade orden Applied Mathematics and Statistics.

  1. 1. Characterisation and Some Statistical Aspects of Univariate and Multivariate Generalised Pareto Distributions

    Detta är en avhandling från Chalmers University of Technology

    Författare :Nader Tajvidi; Chalmers tekniska högskola Göteborgs universitet.; Chalmers University of Technology University of Gothenburg.; Lunds universitet.; Lund University.; Lunds universitet.; Lund University.; Göteborgs universitet.; Gothenburg University.; [1996]
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; MATEMATIK; MATHEMATICS; generalised Pareto distribution; multivariate extreme value theory; multivariate Pareto distribution; small sample properties; Bartlett s correction; maximum likelihood; statistical computations; simulation AMS 1991 subject classification: 62F11; 62E20; 60F17; 65U05;

    Sammanfattning : Extreme value theory is about the distributions of very large or very small values in a time series or stochastic process. This has numerous applications connected with environmental science, civil engineering, materials science and insurance. A rather recent approach for modelling extreme events is the so called peak over threshold (POT) method. LÄS MER

  2. 2. Generalized Vandermonde matrices and determinants in electromagnetic compatibility

    Detta är en avhandling från Västerås : Mälardalen University

    Författare :Karl Lundengård; Mälardalens högskola.; [2017]
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Mathematics Applied Mathematics; matematik tillämpad matematik;

    Sammanfattning : Matrices whose rows (or columns) consists of monomials of sequential powers are called Vandermonde matrices and can be used to describe several useful concepts and have properties that can be helpful for solving many kinds of problems. In this thesis we will discuss this matrix and some of its properties as well as a generalization of it and how it can be applied to curve fitting discharge current for the purpose of ensuring electromagnetic compatibility. LÄS MER

  3. 3. Two-Barrier Problems in Applied Probability: Algorithms and Analysis

    Detta är en avhandling från Centre for Mathematical Sciences, Lund University

    Författare :Mats Pihlsgård; Lunds universitet.; Lund University.; [2005]
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Statistics; operations research; programming; actuarial mathematics; Statistik; Matematik; Mathematics; Naturvetenskap; Natural science; Reflection; Stochastic processes; Applied probability; Queueing; operationsanalys; programmering; aktuariematematik;

    Sammanfattning : Popular Abstract in Swedish Avhandlingen består av fem upsatser (A-E): I uppsats A undersöks tidsberoende egenskaper hos kölängdsprocessen hos ett kösystem med flera betjänter under mycket allmänna Markovska ankomstprocesser. I uppsats B undersöks en endimensionell slumpvandring som reflekteras i två barriärer. LÄS MER

  4. 4. Optimizing and Approximating Algorithms for the Single and Multiple Agent Precedence Constrained Generalized Traveling Salesman Problem

    Detta är en avhandling från Chalmers University of Technology

    Författare :Raad Salman; Chalmers tekniska högskola Göteborgs universitet.; Chalmers University of Technology University of Gothenburg.; Göteborgs universitet.; Gothenburg University.; [2017]
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; PCGmTSP; GTSP; SOP; mTSP; branch and bound; asymmetric generalized multiple traveling salesman problem; VRP; PCGTSP; dynamic programming; sequential ordering problem; vehicle routing problem; ant colony optimization; metaheuristic local search heuristic; precedence constraints; edge exchange;

    Sammanfattning : .... LÄS MER

  5. 5. Nelson-type Limits for α-Stable Lévy Processes

    Detta är en avhandling från Linnéuniversitet

    Författare :Haidar Al-Talibi; Linnéuniversitetet.; [2010]
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Ornstein-Uhlenbeck position process; α-stable Lévy noise; scaling limits; time change; stochastic Newton equations; MATHEMATICS Applied mathematics Mathematical statistics; MATEMATIK Tillämpad matematik Matematisk statistik; MATHEMATICS Applied mathematics; MATEMATIK Tillämpad matematik; Mathematics; Matematik;

    Sammanfattning : Brownian motion has met growing interest in mathematics, physics and particularly in finance since it was introduced in the beginning of the twentieth century. Stochastic processes generalizing Brownian motion have influenced many research fields theoretically and practically. LÄS MER