Sökning: "Svante Janson"
Visar resultat 1 - 5 av 18 avhandlingar innehållade orden Svante Janson.
1. The Symmetric Meixner-Pollaczek polynomials
Sammanfattning : The Symmetric Meixner-Pollaczek polynomials are considered. We denote these polynomials in this thesis by pn(λ)(x) instead of the standard notation pn(λ) (x/2, π/2), where λ > 0. LÄS MER
2. Building and Destroying Urns, Graphs, and Trees
Sammanfattning : In this thesis, consisting of an introduction and four papers, different models in the mathematical area of combinatorial probability are investigated.In Paper I, two operations for combining generalised Pólya urns, called disjoint union and product, are defined. LÄS MER
3. Selected Problems in Financial Mathematics
Sammanfattning : This thesis, consisting of six papers and a summary, studies the area of continuous time financial mathematics. A unifying theme for many of the problems studied is the implications of possible mis-specifications of models. Intimately connected with this question is, perhaps surprisingly, convexity properties of option prices. LÄS MER
4. On Directed Random Graphs and Greedy Walks on Point Processes
Sammanfattning : This thesis consists of an introduction and five papers, of which two contribute to the theory of directed random graphs and three to the theory of greedy walks on point processes. We consider a directed random graph on a partially ordered vertex set, with an edge between any two comparable vertices present with probability p, independently of all other edges, and each edge is directed from the vertex with smaller label to the vertex with larger label. LÄS MER
5. Analysis of Algorithms for Combinatorial Auctions and Related Problems
Sammanfattning : The thesis consists of four papers on combinatorial auctions and a summary. The first part is more of a practical nature and contains two papers. In the first paper, we study the performance of a caching technique in an optimal algorithm for a multi-unit combinatorial auction. LÄS MER