Sökning: "Weak Convergence"
Visar resultat 16 - 20 av 61 avhandlingar innehållade orden Weak Convergence.
16. Numerical Complexity Analysis of Weak Approximation of Stochastic Differential Equations
Sammanfattning : The thesis consists of four papers on numerical complexityanalysis of weak approximation of ordinary and partialstochastic differential equations, including illustrativenumerical examples. Here by numerical complexity we mean thecomputational work needed by a numerical method to solve aproblem with a given accuracy. LÄS MER
17. Testing for Rationality, Separability and Efficiency
Sammanfattning : This thesis aims to propose, evaluate and apply test procedures for rationality, weak separability and efficiency. In particular, it focuses on nonparametric revealed preference procedures. LÄS MER
18. A Non-Gaussian Limit Process with Long-Range Dependence
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
19. The Skorohod problem and weak approximation of stochastic differential equations in time-dependent domains
Sammanfattning : This thesis consists of a summary and four scientific articles. All four articles consider various aspects of stochastic differential equations and the purpose of the summary is to provide an introduction to this subject and to supply the notions required in order to fully understand the articles. LÄS MER
20. Weak Boundary and Interface Procedures for Wave and Flow Problems
Sammanfattning : In this thesis, we have analyzed the accuracy and stability aspects of weak boundary and interface conditions (WBCs) for high order finite difference methods on Summations-By-Parts (SBP) form. The numerical technique has been applied to wave propagation and flow problems. LÄS MER