Sökning: "heavy-tailed distributions"

Visar resultat 6 - 10 av 15 avhandlingar innehållade orden heavy-tailed distributions.

1. 6. Some Markov Processes in Finance and Kinetics : Markov Processes

   Författare :Mattias Sunden; Göteborgs universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; CGMY process; Collision kernel; Direct simulation Monte Carlo; Diffusion approximation; Extreme value theory; Feller process; Generalized hyperbolic process; Generalized $z$-process; Infinitesimal generator; Laplace-Beltrami operator; L evy Processes; Long-tailed distribution; Kac equation; Kac model; Markov process; Semigroup; Semi-heavy tailed distirbution; Spectral gap; Subexponential distibrution; Superexponential distribution; Tauberian theorem; Thermostat.; Diffusion approximation;

   Sammanfattning : This thesis consists of four papers. The first two papers treat extremes for L\'evy processes, while papers three and four treat the Kac model with unbounded collision kernel. LÄS MER

3. 7. Rare-event simulation with Markov chain Monte Carlo

   Författare :Thorbjörn Gudmundsson; Henrik Hult; Ad Ridder; KTH; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Tillämpad matematik och beräkningsmatematik; Applied and Computational Mathematics;

   Sammanfattning : Stochastic simulation is a popular method for computing probabilities or expecta- tions where analytical answers are difficult to derive. It is well known that standard methods of simulation are inefficient for computing rare-event probabilities and there- fore more advanced methods are needed to those problems. LÄS MER

4. 8. On Importance Sampling and Dependence Modeling

   Författare :Jens Svensson; Boualem Djehiche; Thomas Mikosch; KTH; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Mathematical statistics; Matematisk statistik;

   Sammanfattning : This thesis consists of four papers. In the first paper, Monte Carlo simulation for tail probabilities of heavy-tailed random walks is considered. Importance sampling algorithms are constructed by using mixtures of the original distribution with some other state-dependent distributions. LÄS MER

5. 9. Alternating Coding and its Decoder Architectures for Unary-Prefixed Codes

   Författare :Shang Xue; Bengt Oelmann; Jukka Teuhola; Mittuniversitetet; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Electronics; Elektronik;

   Sammanfattning : The entropy coding of high peak, heavy-tailed probability distributions such as the Laplacian, Cauchy, and generalized Gaussian have been a topic of interest because they are able to provide good models for data in many coding systems, especially in image and video coding systems. This thesis studies the entropy coding of such high peak, heavy-tailed probability distributions. LÄS MER

7. 10. Topological and Scaling Analysis of Geospatial Big Data

   Författare :Ding Ma; Bin Jiang; Shaowen Wang; Högskolan i Gävle; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Third definition of fractal; scaling; topology; power law; head tail breaks; ht-index; complex network; geospatial big data; natural cities; natural streets; Hållbar stadsutveckling; Sustainable Urban Development;

   Sammanfattning : Geographic information science and systems face challenges related to understanding the instinctive heterogeneity of geographic space, since conventional geospatial analysis is mainly founded on Euclidean geometry and Gaussian statistics. This thesis adopts a new paradigm, based on fractal geometry and Paretian statistics for geospatial analysis. LÄS MER