Sökning: "approximation process"
Visar resultat 1 - 5 av 181 avhandlingar innehållade orden approximation process.
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
Sammanfattning : This thesis presents studies of semi-Markov models for insurance and option rewards. The thesis consists of the introduction and six papers. The introduction presents the results of the thesis in an informal way.In paper A, a general semi-Markov reward model is presented. LÄS MER
Sammanfattning : This thesis investigates ruin probabilities and first passage times for self-similar processes. We propose self-similar processes as a risk model with claims appearing in good and bad periods. Then, in particular, we get the fractional Brownian motion with drift as a limit risk process. LÄS MER
Sammanfattning : This thesis concerns various aspects of the Kac model. The Kac model is a Markov jump process for a particle system where the total kinetic energy of the system is conserved. This particle model is connected to a limiting equation, describing the evolution of a one-particle density, when the numbers of particles tends to infinity. LÄS MER
5. Pointwise and Genomewide Significance Calculations in Gene Mapping through Nonparametric Linkage Analysis: Theory, Algorithms and Applications
Sammanfattning : In linkage analysis or, in a wider sense, gene mapping one searches for disease loci along a genome. This is done by observing so called marker genotypes (alleles) and phenotypes (affecteds/unaffecteds) of a pedigree set, i.e. LÄS MER