Sökning: "Scaling limit"

Visar resultat 1 - 5 av 65 avhandlingar innehållade orden Scaling limit.

1. 1. A Differentiable Approach to Stochastic Differential Equations : the Smoluchowski Limit Revisited

   Författare :Haidar Al-Talibi; Astrid Hilbert; Yaozhong Hu; Linnéuniversitetet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; α-stable Lévy noise; Fractional Brownian motion; Girsanov theorem; Mean-field model; Nonlinear stochastic oscillator; Ornstein-Uhlenbeck process; Scaling limit; Second order Itô equation; Time change.; Matematik; Mathematics;

   Sammanfattning : In this thesis we generalize results by Smoluchowski [43], Chandrasekhar[6], Kramers, and Nelson [30]. Their aim is to construct Brownian motion as a limit of stochastic processes with differentiable sample paths by exploiting a scaling limit which is a particular type of averaging studied by Papanicolao [35]. LÄS MER

3. 2. Limit theorems for generalizations of GUE random matrices

   Författare :Martin Bender; Kurt Johansson; Arno Kuijlaars; KTH; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Random matrices; Central limit theorem; Dyson s Brownian motion; Interacting diffusion; Point process; Non-Hermitian; Scaling limit; MATHEMATICS; MATEMATIK;

   Sammanfattning : This thesis consists of two papers devoted to the asymptotics of random matrix ensembles and measure valued stochastic processes which can be considered as generalizations of the Gaussian unitary ensemble (GUE) of Hermitian matrices H=A+A†, where the entries of A are independent identically distributed (iid) centered complex Gaussian random variables. In the first paper, a system of interacting diffusing particles on the real line is studied; special cases include the eigenvalue dynamics of matrix-valued Ornstein-Uhlenbeck processes (Dyson's Brownian motion). LÄS MER

4. 3. Sodium Salt Scaling in Black Liquor Evaporators

   Författare :Mathias Gourdon; Chalmers tekniska högskola; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; sodium carbonate; black liquor; falling film evaporation; fouling; scaling; heat transfer; sodium sulfate;

   Sammanfattning : Sodium salt scaling has long been recognized as a problem in the recovery cycle of kraft pulp mills, especially in black liquor evaporators. In the black liquor evaporation, as the black liquor becomes more concentrated, the sodium salts, particularly sodium carbonate and sodium sulfate, will saturate and precipitate from the solution. LÄS MER

5. 4. A Non-Gaussian Limit Process with Long-Range Dependence

   Författare :Raimundas Gaigalas; Ingemar Kaj; Esko Valkeila; Uppsala universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Mathematical statistics; long-range dependence; traffic modelling; arrival process; self-similarity; heavy tails; fractional Brownian motion; stable processes; renewal processes; independently scattered random measure; weak convergence; 60F17; 60G18; 90B18; 60K05 ; Matematisk statistik; Mathematical statistics; Matematisk statistik;

   Sammanfattning : This thesis, consisting of three papers and a summary, studies topics in the theory of stochastic processes related to long-range dependence. Much recent interest in such probabilistic models has its origin in measurements of Internet traffic data, where typical characteristics of long memory have been observed. LÄS MER

7. 5. Gaussian fluctuations in some determinantal processes

   Författare :Jonas Hägg; Kurt Johansson; Alexander Soshnikov; KTH; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Random matrices; limit theorems; MATHEMATICS; MATEMATIK;

   Sammanfattning : This thesis consists of two parts, Papers A and B, in which some stochastic processes, originating from random matrix theory (RMT), are studied. In the first paper we study the fluctuations of the kth largest eigenvalue, xk, of the Gaussian unitary ensemble (GUE). LÄS MER