Sökning: "Superexponential distribution"

Hittade 1 avhandling innehållade orden Superexponential distribution.

  1. 1. Some Markov Processes in Finance and Kinetics Markov Processes

    Detta är en avhandling från Göteborg : Chalmers University of Technology

    Författare :Mattias Sundén; Göteborgs universitet.; Gothenburg University.; [2008]
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; CGMY process; Collision kernel; Direct simulation Monte Carlo; Diffusion approximation; Extreme value theory; Feller process; Generalized hyperbolic process; Generalized $z$-process; Infinitesimal generator; Laplace-Beltrami operator; L evy Processes; Long-tailed distribution; Kac equation; Kac model; Markov process; Semigroup; Semi-heavy tailed distirbution; Spectral gap; Subexponential distibrution; Superexponential distribution; Tauberian theorem; Thermostat.;

    Sammanfattning : This thesis consists of four papers. The first two papers treat extremes for L\'evy processes, while papers three and four treat the Kac model with unbounded collision kernel. LÄS MER