Sökning: "Gaussian Process"
Visar resultat 1 - 5 av 141 avhandlingar innehållade orden Gaussian Process.
1. Bridges with Random Length and Pinning Point for Modelling the Financial Information
Sammanfattning : The impact of the information concerning an event of interest occurring at a future random time is the main topic of this work. The event can massively influence financial markets and the problem of modelling the information on the time at which it occurs is of crucial importance in financial modelling. LÄS MER
2. Ruin probabilities and first passage times for self-similar processes
Sammanfattning : This thesis investigates ruin probabilities and first passage times for self-similar processes. We propose self-similar processes as a risk model with claims appearing in good and bad periods. Then, in particular, we get the fractional Brownian motion with drift as a limit risk process. LÄS MER
3. Noise sensitivity and FK-type representations for Gaussian and stable processes
Sammanfattning : This thesis contains four papers on probability theory. Paper A concerns the question of whether the exclusion sensitivity and exclusion stability of a sequence of Boolean functions are monotone with respect to adding edges to the underlying sequence of graphs. LÄS MER
4. Some Markov Processes in Finance and Kinetics : Markov Processes
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. Gaussian process models of social change
Sammanfattning : Social systems produce complex and nonlinear relationships in the indicator variables that describe them. Traditional statistical regression techniques are commonly used in the social sciences to study such systems. LÄS MER