Sökning: "asymptotic theory"

Visar resultat 1 - 5 av 196 avhandlingar innehållade orden asymptotic theory.

  1. 1. On the asymptotic spectral distribution of random matrices : closed form solutions using free independence

    Författare :Jolanta Maria Pielaszkiewicz; Dietrich von Rosen; Martin Singull; Maciej A. Nowak; Linköpings universitet; []
    Nyckelord :NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; Spectral distribution; R-transform; Stieltjes transform; Free probability; Freeness; Asymptotic freeness; spectral distribution; free probability; freeness; asymptotic freeness;

    Sammanfattning : The spectral distribution function of random matrices is an information-carrying object widely studied within Random matrix theory. In this thesis we combine the results of the theory together with the idea of free independence introduced by Voiculescu (1985). LÄS MER

  2. 2. Aspects of Yang-Mills Theory : Solitons, Dualities and Spin Chains

    Författare :Lisa Freyhult; Antti Niemi; Poul Damgaard; Uppsala universitet; []
    Nyckelord :NATURAL SCIENCES; NATURVETENSKAP; Theoretical physics; Theoretical Physics; Field theory; String theory; Yang-Mills; Effective models; Supersymmetry; Solitons; Fermion number; Duality; AdS CFT correspondence; Bethe ansatz; Teoretisk fysik; Physics; Fysik;

    Sammanfattning : One of the still big problems in the Standard Model of particle physics is the problem of confinement. Quarks or other coloured particles have never been observed in isolation. Quarks are only observed in colour neutral bound states. The strong interactions are described using a Yang-Mills theory. LÄS MER

  3. 3. Asymptotic Expansions for Perturbed Discrete Time Renewal Equations

    Författare :Mikael Petersson; Dmitrii Silvestrov; Ola Hössjer; Henrik Hult; Stockholms universitet; []
    Nyckelord :NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; Renewal equation; Perturbation; Asymptotic expansion; Regenerative process; Quasi-stationary distribution; Risk process; Ruin probability;

    Sammanfattning : In this thesis we study the asymptotic behaviour of the solution of a discrete time renewal equation depending on a small perturbation parameter. In particular, we construct asymptotic expansions for the solution of the renewal equation and related quantities. LÄS MER

  4. 4. Asymptotic Expansions of Crossing Rates of Stationary Random Processes

    Författare :Oskar Hagberg; Matematisk statistik; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; actuarial mathematics; Statistik; operationsanalys; aktuariematematik; programming; operations research; Matematik; Statistics; sea elevation; Mathematics; asymptotic expansions; wave crest hight distribution; Saddle point approximations; Crossing rate; programmering;

    Sammanfattning : The crossing rate of a stationary random process is a valuble tool when studying crest hight distributions and maxima of sea level elevation. This thesis considers two approximation techinques for cases when the crossing rate cannot be exactly computed. LÄS MER

  5. 5. Statistical Methods in Portfolio Theory

    Författare :Stanislas Muhinyuza; Stockholms universitet; []
    Nyckelord :NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES;

    Sammanfattning : In this thesis we develop new statistical theory and apply it to practical problems dealing with mean-variance optimal portfolio selection. More precisely, we derive an exact statistical test for the characterization of the location of the tangency portfolio (TP) on the efficient frontier. LÄS MER