Sökning: "markov-processes"

Visar resultat 1 - 5 av 20 avhandlingar innehållade ordet markov-processes.

  1. 1. 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. 2. Barycentric Markov processes and stability of stochastic integrators

    Författare :Philip Kennerberg; Matematisk statistik; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; geometric probability; dirichlet processes; Markov processes; stochastic integration; interacting particle systems;

    Sammanfattning : This thesis consists of four papers that broadly concerns two dierent topics. The rsttopic is so-called barycentric Markov processes. By a barycentric Markov process wemean a process that consists of a point/particle system evolving in (discrete) time,whose evolution depends in some way on the mean value of the current points in thesystem. LÄS MER

  4. 3. Some computational aspects of Markov processes

    Författare :Alexey Lindo; Göteborgs universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Galton-Watson process; embeddability; Gumbel distribution; Markov chain with a general state space; probability generating functional; infinitely divisible distribution; Levy process; gradient method; Chen-Stein s method; random matrix.; probability generating functional;

    Sammanfattning : .... LÄS MER

  5. 4. Weak Convergence of First-Rare-Event Times for Semi-Markov Processes

    Författare :Myroslav Drozdenko; Dmitrii Silvestrov; Raimondo Manca; Mälardalens högskola; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; weak convergence; first-rare-event times; semi-Markov processes; Mathematical statistics; Matematisk statistik; Matematik tillämpad matematik;

    Sammanfattning : I denna avhandling studerar vi nödvändiga och tillräckliga villkor för svag konvergens av första-sällan-händelsetider för semi-Markovska processer.I introduktionen ger vi nödvändiga grundläggande definitioner och beskrivningar av modeller som betraktas i avhandlingen, samt ger några exempel på situationer i vilka metoder av första-sällan-händelsetider kan vara lämpliga att använda. LÄS MER

  7. 5. Topics in applied mathematics -- error-correcting codes and homogenization of PDE

    Författare :Erik Alapää; Göteborgs universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; homogenization of partial differential equations; error-correcting codes; channel coding; convolutional codes; streaming media; MPEG4; wireless IP; discrete Markov processes; MPEG4;

    Sammanfattning : .... LÄS MER