Sökning: "limit theorem"

Visar resultat 1 - 5 av 39 avhandlingar innehållade orden limit theorem.

1. 1. A Differentiable Approach to Stochastic Differential Equations : the Smoluchowski Limit Revisited

   Författare :Haidar Al-Talibi; Astrid Hilbert; Yaozhong Hu; Linnéuniversitetet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; α-stable Lévy noise; Fractional Brownian motion; Girsanov theorem; Mean-field model; Nonlinear stochastic oscillator; Ornstein-Uhlenbeck process; Scaling limit; Second order Itô equation; Time change.; Matematik; Mathematics;

   Sammanfattning : In this thesis we generalize results by Smoluchowski [43], Chandrasekhar[6], Kramers, and Nelson [30]. Their aim is to construct Brownian motion as a limit of stochastic processes with differentiable sample paths by exploiting a scaling limit which is a particular type of averaging studied by Papanicolao [35]. LÄS MER

3. 2. Generalizations of Szego Limit Theorem : Higher Order Terms and Discontinuous Symbols

   Författare :Dimitri Gioev; KTH; []
   Nyckelord :Regularized determinants; Toeplitz operators; Wiener-Hopf operators; pseudodifferential operators PsDO on manifolds; asymptotics; general theory of PsDO; combinatorial identities; random walks; combinatorial probability; symmetric functions;

   Sammanfattning : .... LÄS MER

4. 3. Limit theorems for generalizations of GUE random matrices

   Författare :Martin Bender; Kurt Johansson; Arno Kuijlaars; KTH; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Random matrices; Central limit theorem; Dyson s Brownian motion; Interacting diffusion; Point process; Non-Hermitian; Scaling limit; MATHEMATICS; MATEMATIK;

   Sammanfattning : This thesis consists of two papers devoted to the asymptotics of random matrix ensembles and measure valued stochastic processes which can be considered as generalizations of the Gaussian unitary ensemble (GUE) of Hermitian matrices H=A+A†, where the entries of A are independent identically distributed (iid) centered complex Gaussian random variables. In the first paper, a system of interacting diffusing particles on the real line is studied; special cases include the eigenvalue dynamics of matrix-valued Ornstein-Uhlenbeck processes (Dyson's Brownian motion). 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. 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