Sökning: "probability generating functional"

Hittade 4 avhandlingar innehållade orden probability generating functional.

  1. 1. Non-parametric methods for functional data

    Författare :Johan Strandberg; Sara Sjöstedt de Luna; Konrad Abramowicz; Lina Schelin; Charlotte Häger; Pedro Delicado; Umeå universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; functional data analysis; testing; clustering; prediction; inference; bagging Voronoi strategy; kriging; dependency; matematisk statistik; Mathematical Statistics;

    Sammanfattning : In this thesis we develop and study non-parametric methods within three major areas of functional data analysis: testing, clustering and prediction. The thesis consists of an introduction to the field, a presentation and discussion of the three areas, and six papers. LÄS MER

  3. 2. Some computational aspects of Markov processes

    Författare :Alexey Lindo; Göteborgs universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Galton-Watson process; embeddability; Gumbel distribution; Markov chain with a general state space; probability generating functional; infinitely divisible distribution; Levy process; gradient method; Chen-Stein s method; random matrix.; probability generating functional;

    Sammanfattning : .... LÄS MER

  4. 3. Approximating Stochastic Partial Differential Equations with Finite Elements: Computation and Analysis

    Författare :Andreas Petersson; Chalmers tekniska högskola; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Lévy process; Lyapunov equation; white noise; finite element method; multilevel Monte Carlo; Monte Carlo; multiplicative noise; asymptotic mean square stability; stochastic heat equation; covariance operator; weak convergence; generalized Wiener process; numerical approximation; stochastic wave equation; Stochastic partial differential equations;

    Sammanfattning : Stochastic partial differential equations (SPDE) must be approximated in space and time to allow for the simulation of their solutions. In this thesis fully discrete approximations of such equations are considered, with an emphasis on finite element methods combined with rational semigroup approximations. LÄS MER

  5. 4. Computational Aspects of Lévy-Driven SPDE Approximations

    Författare :Andreas Petersson; Göteborgs universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; multilevel Monte Carlo; numerical approximation of stochastic differential equations; multiplicative noise; Lévy processes; finite element method; variance redons; Monte Carlo; weak convergence; Lévy processes;

    Sammanfattning : In order to simulate solutions to stochastic partial differential equations (SPDE) they must be approximated in space and time. In this thesis such fully discrete approximations are considered, with an emphasis on finite element methods combined with rational semigroup approximations. There are several notions of the error resulting from this. LÄS MER