Sökning: "martingale"

Visar resultat 1 - 5 av 18 avhandlingar innehållade ordet martingale.

  1. 1. Two-Sex Branching Populations

    Författare :Ali Falahati; Göteborgs universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; branching process; martingale; population dynamics; two-sex; bisexual; coupling method; martingale;

    Sammanfattning : We introduce a Two-Sex Galton-Watson Branching Process, to study the dynamics of two-sex populations. It allows individuals to interact with each other in order to form couples (or mating units), and each of these couples produces children for the new generation. LÄS MER

  3. 2. Estimation of the reliability of systems described by the Daniels Load-Sharing Model

    Författare :Patrik Rydén; Umeå universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Non-parametric and parametric estimation; Equal Load-sharing models; asymptotic distribution; martingale; resam-pling; life testing; reliability; Mathematical statistics; Matematisk statistik;

    Sammanfattning : We consider the problem of estimating the failure stresses of bundles (i.e. the tensile forces that destroy the bundles), constructed of several statisti-cally similar fibres, given a particular kind of censored data. LÄS MER

  4. 3. Statistical analysis and simulation methods related to load-sharing models

    Författare :Patrik Rydén; Yuri Belyaev; Uwe Jensen; Umeå universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Non-parametric and parametric estimation; load-sharing models; asymptotic distribution; martingale; resampling; life testing; reliability;

    Sammanfattning : We consider the problem of estimating the reliability of bundles constructed of several fibres, given a particular kind of censored data. The bundles consist of several fibres which have their own independent identically dis-tributed failure stresses (i.e.the forces that destroy the fibres). LÄS MER

  5. 4. Aspects of cash-flow valuation

    Författare :Fredrik Armerin; Boualem Djehiche; Bjarne Astrup Jensen; KTH; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Mathematical statistics; arbitrage; coherent and convex measures of risk; immunization; insurance; martingale methods; Matematisk statistik; Mathematical statistics; Matematisk statistik;

    Sammanfattning : This thesis consists of five papers. In the first two papers we consider a general approach to cash flow valuation, focusing on dynamic properties of the value of a stream of cash flows. The third paper discusses immunization theory, where old results are shown to hold in general deterministic models, but often fail to be true in stochastic models. LÄS MER

  7. 5. Sharp Bounds for Calderón-Zygmund Operators in a Vector-Valued Setting

    Författare :Andrei Stoica; Matematik (naturvetenskapliga fakulteten); []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Calderón-Zygmund operator; martingale transform; Bellman function; dyadic Haar shift; UMD space; matrix A2 weight; weighted L2-space; Carleson embedding theorem;

    Sammanfattning : In this thesis we extend several classical results about Calderón-Zygmund operators to spaces of vector-valued functions. We first obtain bounds for the norm of dyadic Haar shift operators using a Bellman function technique, and then apply the representation theorem to obtain corresponding results for general Calderón-Zygmund operators. LÄS MER