Sökning: "limit theorems"

Visar resultat 1 - 5 av 27 avhandlingar innehållade orden limit theorems.

  1. 1. 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

  2. 2. Limit Theorems for Lattices and L-functions

    Författare :Kristian Holm; Göteborgs universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Lattices; L-functions;

    Sammanfattning : This PhD thesis investigates distributional questions related to three types of objects: Unimodular lattices, symplectic lattices, and Hecke L-functions of imaginary quadratic number fields of class number 1. In Paper I, we follow Södergren and examine the asymptotic joint distribution of a collection of random variables arising as geometric attributes of the N = N(n) shortest non-zero lattice vectors (up to sign) in a random unimodular lattice in n-dimensional Euclidean space, as the dimension n tends to infinity: Normalizations of the lengths of these vectors, and normalizations of the angles between them. LÄS MER

  3. 3. Limit theorems for some stochastic epidemic models

    Författare :Håkan Andersson; Stockholms universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

    Sammanfattning : .... LÄS MER

  4. 4. Limit theorems for sums of random variables

    Författare :Bengt Rosén; Uppsala universitet; []
    Nyckelord :NATURAL SCIENCES; NATURVETENSKAP;

    Sammanfattning : .... LÄS MER

  5. 5. Distributional Limit Theorems on the Space of Lattices

    Författare :Kristian Holm; Göteborgs universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

    Sammanfattning : .... LÄS MER