Sökning: "heavy-tailed distribution"

Visar resultat 1 - 5 av 15 avhandlingar innehållade orden heavy-tailed distribution.

1. 1. Kalman Filters for Nonlinear Systems and Heavy-Tailed Noise

   Författare :Michael Roth; Fredrik Gustafsson; Simo Särkkä; Linköpings universitet; []
   Nyckelord :;

   Sammanfattning : This thesis is on filtering in state space models. First, we examine approximate Kalman filters for nonlinear systems, where the optimal Bayesian filtering recursions cannot be solved exactly. These algorithms rely on the computation of certain expected values. LÄS MER

3. 2. Moment Estimation Using Extreme Value Methods

   Författare :Joachim Johansson; Göteborgs universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Pareto distribution; mean estimation; heavy tailed distributions; telecommunication; m -dependence; superpopulation sampling; peaks over threshold; telecommunication;

   Sammanfattning : The thesis is composed of three papers, all dealing with the application of extreme value methods to the problem of moment estimation for heavy-tailed distributions. In Paper A, an asymptotically normally distributed estimate for the expected value of a positive random variable with infinite variance is introduced. LÄS MER

4. 3. Some Markov Processes in Finance and Kinetics : Markov Processes

   Författare :Mattias Sunden; Göteborgs universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; CGMY process; Collision kernel; Direct simulation Monte Carlo; Diffusion approximation; Extreme value theory; Feller process; Generalized hyperbolic process; Generalized $z$-process; Infinitesimal generator; Laplace-Beltrami operator; L evy Processes; Long-tailed distribution; Kac equation; Kac model; Markov process; Semigroup; Semi-heavy tailed distirbution; Spectral gap; Subexponential distibrution; Superexponential distribution; Tauberian theorem; Thermostat.; Diffusion approximation;

   Sammanfattning : This thesis consists of four papers. The first two papers treat extremes for L\'evy processes, while papers three and four treat the Kac model with unbounded collision kernel. LÄS MER

5. 4. The Principle of Scaling of Geographic Space and its Application in Urban Studies

   Författare :Xintao Liu; Bin Jiang; Yifang Ban; Meng Liqiu; KTH; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; geographic space; scaling; GIScience; VGI; OSM; heavy-tailed distribution; the head tail division rule; space syntax; nature street; urban sprawl; floating car data; hierarchical spatial structure;

   Sammanfattning : Geographic space is the large-scale and continuous space that encircles the earth and in which human activities occur. The study of geographic space has drawn attention in many different fields and has been applied in a variety of studies, including those on cognition, urban planning and navigation systems. LÄS MER

7. 5. Geospatial Knowledge Discovery using Volunteered Geographic Information : a Complex System Perspective

   Författare :Tao Jia; Bin Jiang; Yifang Ban; Itzhak Benenson; KTH; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; knowledge discovery; urban systems; complex system; VGI; OSM; GPS tracking dataset; scaling; heavy-tailed distribution detection; urban sprawl; Zipf’s law; human activity mobility patterns; agent-based modeling; complex network.;

   Sammanfattning : The continuous progression of urbanization has resulted in an increasing number of people living in cities or towns. In parallel, advancements in technologies, such as the Internet, telecommunications, and transportation, have allowed for better connectivity among people. LÄS MER