Sökning: "Statistik actuarial mathematics operationsanalys aktuariematematik programming operations research M"

Hittade 4 avhandlingar innehållade orden Statistik actuarial mathematics operationsanalys aktuariematematik programming operations research M.

  1. 1. Statistical Analysis of Crests and Maxima in Gaussian Seas

    Författare :Jesper Rydén; Matematisk statistik; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Geophysics; physical oceanography; meteorology; Geofysik; programmering; aktuariematematik; fysisk oceanografi; meteorologi; Statistik; operationsanalys; actuarial mathematics; programming; Statistics; operations research; Mathematics; Matematik;

    Sammanfattning : An important problem in ocean engineering is to find distributions for characteristic wave parameters. For wind-generated water waves at deep water, a Gaussian distribution for the wave-surface elevation is considered a reasonable model. LÄS MER

  3. 2. Approximation of Infinitely Divisible Random Variables with Application to the Simulation of Stochastic Processes

    Författare :Magnus Wiktorsson; Matematisk statistik; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; operations research; Statistics; aktuariematematik; Stochastic differential equation; Infinitely divisible distribution; Type G distribution; Lévy process; Stochastic integral; Mathematical Statistics; Matematik; Mathematics; programming; actuarial mathematics; Statistik; operationsanalys; programmering;

    Sammanfattning : This thesis consists of four papers A, B, C and D. Paper A and B treats the simulation of stochastic differential equations (SDEs). The research presented therein was triggered by the fact that there were not any efficient implementations of the higher order methods for simulating SDEs. LÄS MER

  4. 3. Two-Barrier Problems in Applied Probability: Algorithms and Analysis

    Författare :Mats Pihlsgård; Matematisk statistik; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Statistics; operations research; programming; actuarial mathematics; Statistik; Matematik; Mathematics; Naturvetenskap; Natural science; Reflection; Stochastic processes; Applied probability; Queueing; operationsanalys; programmering; aktuariematematik;

    Sammanfattning : This thesis consists of five papers (A-E). In Paper A, we study transient properties of the queue length process in various queueing settings. We focus on computing the mean and the Laplace transform of the time required for the queue length starting at $x0. We define the loss rate due to the reflection. LÄS MER

  5. 4. Statistical modelling in chemistry - applications to nuclear magnetic resonance and polymerase chain reaction

    Författare :Halfdan Grage; Teknisk mikrobiologi; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Statistik; operationsanalys; programmering; aktuariematematik; programming; actuarial mathematics; Statistics; operations research; experimental design.; logistic regression; detection probability; region of operability; sampling. Diagnostic PCR; Cramér-Rao bounds; maximum likelihood estimation; NMR spectroscopy; Gaussian noise;

    Sammanfattning : This thesis consists of two parts with the common theme of statistical modelling in chemistry. The first part is concerned with applications in nuclear magnetic resonance (NMR) spectroscopy, while the second part deals with applications in polymerase chain reaction (PCR). LÄS MER