Sökning: "free probability"

Visar resultat 1 - 5 av 130 avhandlingar innehållade orden free probability.

  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 :NATURVETENSKAP; NATURAL SCIENCES; Spectral distribution; R-transform; Stieltjes transform; 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

  3. 2. On the Impact of Phase Noise in Communication Systems –- Performance Analysis and Algorithms

    Författare :Rajet Krishnan; Chalmers tekniska högskola; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Oscillator; phase noise; sum-product algorithm SPA ; random matrix theory; variational Bayesian method; massive MIMO; symbol error probability; maximum a posteriori MAP detection; constellations; extended Kalman filter EKF ; maximum likelihood ML detection; mutual information; multiple-input multiple-output MIMO ; factor graph; free probability.;

    Sammanfattning : The mobile industry is preparing to scale up the network capacity by a factor of 1000x in order to cope with the staggering growth in mobile traffic. As a consequence, there is a tremendous pressure on the network infrastructure, where more cost-effective, flexible, high speed connectivity solutions are being sought for. LÄS MER

  4. 3. Free convolutions and the Pearcey process in random matrix theory

    Författare :Philippe Moreillon; Kevin Schnelli; Benoit Collins; KTH; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Matematik; Mathematics;

    Sammanfattning : The dissertation is in Random Matrix Theory, a field at the interface of probability theory, mathematical physics and operator algebras. First, we examine elementary questions that arise in Voiculescu’s Free Probability Theory of non-commutative random variables. LÄS MER

  5. 4. Statistical modeling and design in forestry : The case of single tree models

    Författare :Leakemariam Berhe; Göran Arnoldsson; Göran Broström; Dieter Rasch; Umeå universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Forest data; Covariance structures; Nonlinear mixed effects models; Tree taper models; Ds-optimal design; Replication-free design.; Statistics; Statistik;

    Sammanfattning : Forest quantification methods have evolved from a simple graphical approach to complex regression models with stochastic structural components. Currently, mixed effects models methodology is receiving attention in the forestry literature. LÄS MER

  7. 5. Optimal Stopping and Model Robustness in Mathematical Finance

    Författare :Henrik Wanntorp; Johan Tysk; Svante Janson; Boualem Djehiche; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Optimal stopping; model robustness; American options; free boundary problems; hedging; option pricing; Mathematical statistics; Matematisk statistik;

    Sammanfattning : Optimal stopping and mathematical finance are intimately connected since the value of an American option is given as the solution to an optimal stopping problem. Such a problem can be viewed as a game in which we are trying to maximize an expected reward. LÄS MER