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Visar resultat 11 - 15 av 21 avhandlingar som matchar ovanstående sökkriterier.
11. A class of infinite dimensional stochastic processes with unbounded diffusion and its associated Dirichlet forms
Sammanfattning : This thesis consists of two papers which focuses on a particular diffusion type Dirichlet form where Here is the basis in the Cameron-Martin space, H, consisting of the Schauder functions, and ν denotes the Wiener measure.In Paper I, we let vary over the space of wiener trajectories in a way that the diffusion operator A is almost everywhere an unbounded operator on the Cameron–Martin space. LÄS MER
12. Uncertainty Estimation in Models of Multivariate Trait Evolution on Given Phylogenies
Sammanfattning : Phylogenetic comparative methods are a set of statistical methods that model the evolutionary history of species, especially in the context where one has data on certain traits of related extant species that have evolved over a phylogenetic tree in accordance to an underlying stochastic process. This thesis presents a Hessian-based closed-form asymptotic confidence region that covers a wide family of Gaussian continuous-trait evolution models; the result has been implemented in an R package. LÄS MER
13. Topics on fractional Brownian motion and regular variation for stochastic processes
Sammanfattning : The first part of this thesis studies tail probabilities forelliptical distributions and probabilities of extreme eventsfor multivariate stochastic processes. It is assumed that thetails of the probability distributions satisfy a regularvariation condition. LÄS MER
14. A Serendipitous Journey through Stochastic Processes
Sammanfattning : In this licentiate thesis I will present some new insights in different problems in the field of stochastic processes. A stochastic resonance system is studied using path integral techniques, originally developed in quantum field theory, to recover the optimal means through which noise self-organises before a rare transition from one potential well to the other. LÄS MER
15. Asymptotics of random matrices and matrix valued processes
Sammanfattning : This thesis contains three parts. In the first two papers we consider spectral properties of symmetric matrices with elements consisting of independent Ornstein Uhlenbeck processes. The eigenvalues behave as a particle system on the real line with singular interaction consisting of electrostatic repulsion and a linear restoring force. LÄS MER
