Sökning: "Marcus M J Warfheimer"

Hittade 2 avhandlingar innehållade orden Marcus M J Warfheimer.

1. 1. Interacting particle systems in varying environment, stochastic domination in statistical mechanics and optimal pairs trading in finance

   Författare :Marcus M J Warfheimer; Göteborgs universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Interacting particle systems; contact process; randomly evolving environment; spin systems; Ising model; fuzzy Potts model; pairs trading; optimal stopping; contact process;

   Sammanfattning : In this thesis we first consider the contact process in a randomly evolving environment, introduced by Erik Broman. This process is a generalization of the contact process where the recovery rate can vary between two values. The rate which it chooses is determined by a background process, which evolves independently at different sites. LÄS MER

3. 2. Interacting particle systems in a randomly evolving environment

   Författare :Marcus M J Warfheimer; Göteborgs universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Interacting particle systems; contact process; randomly evloving environment; spin systems; Interacting particle systems;

   Sammanfattning : This thesis concerns interacting particle systems in a randomly evolving environment. In the first paper, we consider the so called contact process in a randomly evolving environment (CPREE), introduced by Erik Broman. This process is a generalization of the contact process where the recovery rate can vary between two values. LÄS MER