Sökning: "convergence of empirical measures"

Visar resultat 1 - 5 av 11 avhandlingar innehållade orden convergence of empirical measures.

1. 1. Stochastic systems with locally defined dynamics

   Författare :Anton Muratov; Göteborgs universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; point process; sequential adsorption; stopping set; random measure; Polya urn; convergence of empirical measures; bit flipping; recurrence; renewal process; Poisson process; Dirichlet distribution; random matrices; random matrices;

   Sammanfattning : We study three different classes of models of stochastic systems with locally defined dynamics. Our main points of interest are the limiting properties and convergence in these models. The first class is the locally interactive sequential adsorption, or LISA, models. LÄS MER

3. 2. Stochastic systems with locally defined dynamics

   Författare :Anton Muratov; Göteborgs universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; point process; sequential adsorption; stopping set; random measure; Polya urn; convergence of empirical measures; bit flipping; recurrence; mixing times; sequential adsorption;

   Sammanfattning : This thesis considers two large classes of models related to the dynamical point processes. The first is the locally interactive sequential adsorption, or LISA, models. LÄS MER

4. 3. Large deviations for weighted empirical measures and processes arising in importance sampling

   Författare :Pierre Nyquist; Henrik Hult; Ingemar Kaj; KTH; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

   Sammanfattning : This thesis consists of two papers related to large deviation results associated with importance sampling algorithms. As the need for efficient computational methods increases, so does the need for theoretical analysis of simulation algorithms. This thesis is mainly concerned with algorithms using importance sampling. LÄS MER

5. 4. The economics of power generation and climate policy

   Författare :Fredrik Pettersson; Luleå tekniska universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Economics; Nationalekonomi;

   Sammanfattning : This thesis consists of an introduction and six self-contained papers addressing the economics of electric power generation and climate policy. Paper I explores systematically the use of spatial econometric techniques in testing for convergence of CO2 emissions per capita across countries. LÄS MER

7. 5. Essays on Time Series Analysis : With Applications to Financial Econometrics

   Författare :Daniel Preve; Rolf Larsson; Bent Nielsen; Uppsala universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; non-Gaussian time series; nonnegative autoregression; robust estimation; strong convergence; realized volatility; volatility forecast; forecast comparison; Diebold-Mariano test; Statistics; Statistik;

   Sammanfattning : This doctoral thesis is comprised of four papers that all relate to the subject of Time Series Analysis.The first paper of the thesis considers point estimation in a nonnegative, hence non-Gaussian, AR(1) model. The parameter estimation is carried out using a type of extreme value estimators (EVEs). LÄS MER