Sökning: "first-passage"

Visar resultat 1 - 5 av 20 avhandlingar innehållade ordet first-passage.

1. 1. My first-passage : target search in physics and biology

   Författare :Markus Nyberg; Ludvig Lizana; Martin Rosvall; Carlos Mejia-Monasterio; Umeå universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; first-passage; mean first-passage time; mean first-arrival time; random walk; diffusion; zero-crossing; persistence; survival probability; network; resetting; teoretisk fysik; Theoretical Physics;

   Sammanfattning : Random walks and diffusing particles have been a corner stone in modelling the random motion of a varying quantity with applications spanning over many research fields. And in most of the applications one can ask a question related to when something happened for the first time. That is, a first-passage problem. LÄS MER

3. 2. Accessibility percolation and first-passage percolation on the hypercube

   Författare :Anders Martinsson; Göteborgs universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; hypercube; percolation; accessible path; house of cards; rough mount Fuji; first-passage percolation; Richardson s model; branching translation process; hypercube;

   Sammanfattning : In this thesis, we consider two percolation models on the n-dimensional binary hypercube, known as accessibility percolation and first-passage percolation. First-passage percolation randomly assigns non-negative weights, called passage times, to the edges of a graph and considers the minimal total weight of a path between given end-points. LÄS MER

4. 3. Recursive Methods in Urn Models and First-Passage Percolation

   Författare :Henrik Renlund; Sven Erick Alm; Svante Janson; John Wierman; Uppsala universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; stochastic approximation algorithm; generalized Polya urn; limit theorem; first-passage percolation; rate of percolation; time constant; Mathematical statistics; Matematisk statistik; Mathematical Statistics; Matematisk statistik;

   Sammanfattning : This PhD thesis consists of a summary and four papers which deal with stochastic approximation algorithms and first-passage percolation. Paper I deals with the a.s. limiting properties of bounded stochastic approximation algorithms in relation to the equilibrium points of the drift function. LÄS MER

5. 4. Asymptotics and dynamics in first-passage and continuum percolation

   Författare :Daniel Ahlberg; Göteborgs universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; first-passage percolation; noise sensitivity; continuum percolation; Gilbert model; limit theorems; shape theorem; stopped random walks; large deviations; dynamical percolation; continuum percolation;

   Sammanfattning : This thesis combines the study of asymptotic properties of percolation processes with various dynamical concepts. First-passage percolation is a model for the spatial propagation of a fluid on a discrete structure; the Shape Theorem describes its almost sure convergence towards an asymptotic shape, when considered on the square (or cubic) lattice. LÄS MER

7. 5. Ruin probabilities and first passage times for self-similar processes

   Författare :Zbigniew Michna; Matematisk statistik; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Simulation of Ruin Probability; Monte Carlo Method; Skorokhod Topology; Weak Convergence; Rice s Formula; Fluid Model; Risk Model; Scaled Brownian Motion; Long Range Dependence; Fractional Brownian Motion; Renewal Process; Levy Motion; Stable Process; Self-Similar Process; Gaussian Process; Ruin Probability; First Passage Time; Exponential Bound; Picands Constant.; Mathematics; Matematik;

   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