Sökning: "Oleg Seleznjev"

Hittade 4 avhandlingar innehållade orden Oleg Seleznjev.

  1. 1. Numerical analysis for random processes and fields and related design problems

    Författare :Konrad Abramowicz; Oleg Seleznjev; Krzysztof Podgórski; Umeå universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; stochastic processes; random fields; approximation; numerical integration; Hermite splines; piecewise linear interpolator; local stationarity; point singularity; stratified Monte Carlo quadrature; Asian option; Monte Carlo pricing method; Lévy market models; Mathematical statistics; Matematisk statistik; Mathematical Statistics; matematisk statistik;

    Sammanfattning : In this thesis, we study numerical analysis for random processes and fields. We investigate the behavior of the approximation accuracy for specific linear methods based on a finite number of observations. Furthermore, we propose techniques for optimizing performance of the methods for particular classes of random functions. LÄS MER

  3. 2. Nonparametric Statistical Inference for Entropy-type Functionals

    Författare :David Källberg; Oleg Seleznjev; Timo Koski; Umeå universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; entropy estimation; Rényi entropy; divergence estimation; quadratic density functional; U-statistics; consistency; asymptotic normality; Poisson convergence; stationary m-dependent sequence; inter-point distances; entropy maximizing distribution; two-sample problem; approximate matching; Mathematical Statistics; matematisk statistik;

    Sammanfattning : In this thesis, we study statistical inference for entropy, divergence, and related functionals of one or two probability distributions. Asymptotic properties of particular nonparametric estimators of such functionals are investigated. We consider estimation from both independent and dependent observations. LÄS MER

  4. 3. Analytical and Iterative Methods of Computing PageRank of Networks

    Författare :Pitos Seleka Biganda; Sergei Silvestrov; Christopher Engström; Dmitrii Silvestrov; Anatoliy Malyarenko; Milica Rancic; Oleg Seleznjev; Mälardalens högskola; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Mathematics Applied Mathematics; matematik tillämpad matematik;

    Sammanfattning : This thesis is about variants of PageRank, methods of PageRank computation and perturbation analysis of a PageRank vector as a stationary distribution of a kind of perturbed Markov chain model. Chapter 2 of this thesis gives closed form formulae for ordinary and lazy PageRanks for some specific simple line graphs. LÄS MER

  5. 4. Quantization of Random Processes and Related Statistical Problems

    Författare :Mykola Shykula; Oleg Seleznjev; Patrik Rydén; Igor Rychlik; Umeå universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; scalar quantization; random process; rate; distortion; additive noise model; run-length encoding; compression; sample estimate; asymptotical normality; Mathematical statistics; Matematisk statistik;

    Sammanfattning : In this thesis we study a scalar uniform and non-uniform quantization of random processes (or signals) in average case setting. Quantization (or discretization) of a signal is a standard task in all nalog/digital devices (e.g., digital recorders, remote sensors etc. LÄS MER