Sökning: "brownian excursions"

Hittade 4 avhandlingar innehållade orden brownian excursions.

  1. 1. On properties of Brownian interlacements and Brownian excursions

    Författare :Olof Elias; Göteborgs universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

    Sammanfattning : .... LÄS MER

  3. 2. Geometrical and percolative properties of spatially correlated models

    Författare :Olof Elias; Göteborgs universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; continuum percolation; brownian excursions; brownian interlacements; poisson cylinder model; fractal percolation;

    Sammanfattning : This thesis consists of four papers dealing with phase transitions in various models of continuum percolation. These models exhibit complicated dependencies and are generated by different Poisson processes. For each such process there is a parameter, known as the intensity, governing its behavior. LÄS MER

  4. 3. Theoretical and Practical Applications of Probability : Excursions in Brownian Motion, Risk Capital Stress Testing, and Hedging of Power Derivatives

    Författare :Andreas Lindell; Håkan Andersson; Mogens Steffensen; Stockholms universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Mathematical statistics; Matematisk statistik; matematisk statistik; Mathematical Statistics;

    Sammanfattning : The thesis treats three different areas; (i) Ranked increments of stable processes and ranked excursions of Brownian motion, (ii) Sufficient capital levels for banks, and (iii) Trading strategies for reduction of the fluctuations of revenues for power plants.The first part is a theoretcial investigation involved with the calculation of distribution functions concerning special properties of stable processes. LÄS MER

  5. 4. Numerical investigations of the distributions of the longest excursions in tied down simple random walks and brownian bridges

    Författare :Andreas Lindell; KTH; []
    Nyckelord :;

    Sammanfattning : .... LÄS MER