Sökning: "Gaussian process"

Visar resultat 1 - 5 av 110 avhandlingar innehållade orden Gaussian process.

  1. 1. Ruin probabilities and first passage times for self-similar processes

    Detta är en avhandling från Printed in Sweden by KFS AB, LUND 1998

    Författare :Zbigniew Michna; Lunds universitet.; Lund University.; [1998]
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Simulation of Ruin Probability; Monte Carlo Method; Skorokhod Topology; Weak Convergence; Rice s Formula; Fluid Model; Risk Model; Scaled Brownian Motion; Long Range Dependence; Fractional Brownian Motion; Renewal Process; Levy Motion; Stable Process; Self-Similar Process; Gaussian Process; Ruin Probability; First Passage Time; Exponential Bound; Picands Constant.; Mathematics; Matematik;

    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

  2. 2. Noise sensitivity and FK-type representations for Gaussian and stable processes

    Detta är en avhandling från ; Chalmers tekniska högskola; Gothenburg

    Författare :Malin Palö Forsström; [2019]
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; color representation; exclusion process; color process; Noise sensitivity; threshold stable vector; volatility; noise stability; interchange process; threshold Gaussian vector; multivariate stable distribution; Bernoulli random vector; mixing time;

    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

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

    Detta är en avhandling från Göteborg : Chalmers University of Technology

    Författare :Mattias Sundén; Göteborgs universitet.; Gothenburg University.; [2008]
    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.;

    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

  4. 4. Gaussian process models of social change

    Detta är en avhandling från Uppsala : Department of Mathematics

    Författare :Björn Rune Helmer Blomqvist; Uppsala universitet.; [2018]
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Gaussian processes; Bayesian statistics; Dynamical systems; Social sciences; Tillämpad matematik och statistik; Applied Mathematics and Statistics;

    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

  5. 5. Shared Gaussian Process Latent Variable Models

    Detta är en avhandling från Oxford University Press

    Författare :Carl Henrik Ek; [2009]

    Sammanfattning : A fundamental task in machine learning is modeling the relationship between different observation spaces. Dimensionality reduction is the task of reducing thenumber of dimensions in a parameterization of a data-set. In this thesis we areinterested in the cross-road between these two tasks: shared dimensionality reduction. LÄS MER