Sökning: "Generalized Laplace distribution"

Visar resultat 1 - 5 av 7 avhandlingar innehållade orden Generalized Laplace distribution.

1. 1. 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

3. 2. Random Models in Time and Space with Financial, Economics and Engineering Applications : Structural Covariance in Space and Stochastic Variability in Time

   Författare :Nima Shariati; Statistiska institutionen; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Cross-border spillover; Inter- and intralocation effects; Multivariate spatial regression models; Panel data; Spatial econometric models; Gamma distributed variances; Generalized Laplace distribution; Modulated volatility; Non-Gaussian time series; Road profile; Spatial vector autoregressive model; Outlier; Robust control chart; Robust estimation;

   Sammanfattning : In this thesis, we model stochastic processes in time and space. We focus on the processes whose covariance structure is either changing over the time span, or depends on the location in space. We develop models that appropriately describe and analyze such data behaviors in various different fields including finance, economics and engineering. LÄS MER

4. 3. Stochastic Models Involving Second Order Lévy Motions

   Författare :Jonas Wallin; Matematisk statistik; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

   Sammanfattning : This thesis is based on five papers (A-E) treating estimation methods for unbounded densities, random fields generated by Lévy processes, behavior of Lévy processes at level crossings, and a Markov random field mixtures of multivariate Gaussian fields. In Paper A we propose an estimator of the location parameter for a density that is unbounded at the mode. LÄS MER

5. 4. Time-dependent behaviour of fiber reinforced polymeric composites

   Författare :Modris Megnis; Luleå tekniska universitet; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Polymera konstruktionsmaterial; Polymeric Composite Materials;

   Sammanfattning : The presented thesis contains results of experimental and theoretical studies of the time dependent processes in fiber composites. The first part of the thesis is dedicated to unidirectional fiber reinforced composites. Glass fiber laminates are tested and analyzed. LÄS MER

7. 5. Solute Transport Across Scales : Time Series Analyses of Water Quality Responses to Quantify Retention and Attenuation Mechanisms in Watersheds

   Författare :Joakim Riml; Anders Wörman; Aaron I. Packman; KTH; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Solute transport modeling; Transient storage; Tracer test; Central temporal moments; Spectral analysis; Parameterization;

   Sammanfattning : The intra-continental movement of waterborne contaminants is governed by the distribution of solute load in the landscape along with the characteristics and distribution of the hydrological pathways that transport the solutes. An understanding of the processes affecting the transport and fate of the contaminants is crucial for assessments of solute concentrations and their environmental effect on downstream recipients. LÄS MER