Sökning: "models of stochastic processes"

Visar resultat 1 - 5 av 155 avhandlingar innehållade orden models of stochastic processes.

1. 1. Four applications of stochastic processes : Contagious disease, credit risk, gambling and bond portfolios

   Författare :Patrik Andersson; Andreas Nordvall Lagerås; Håkan Andersson; Stewart N. Ethier; Stockholms universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Stochastic processes; Mathematical statistics; Matematisk statistik; Mathematical Statistics; matematisk statistik;

   Sammanfattning : This thesis consists of four papers on applications of stochastic processes. In Paper I we study an open population SIS (Susceptible - Infective - Susceptible) stochastic epidemic model from the time of introduction of the disease, through a possible outbreak and to extinction. The analysis uses coupling arguments and diffusion approximations. LÄS MER

3. 2. Linear Models of Nonlinear Systems

   Författare :Martin Enqvist; Lennart Ljung; Rik Pintelon; Linköpings universitet; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; linear models; nonlinear systems; system identification; stochastic processes; linearization; mean-square error; Automatic control; Reglerteknik;

   Sammanfattning : Linear time-invariant approximations of nonlinear systems are used in many applications and can be obtained in several ways. For example, using system identification and the prediction-error method, it is always possible to estimate a linear model without considering the fact that the input and output measurements in many cases come from a nonlinear system. LÄS MER

4. 3. Probabilistic Sequence Models with Speech and Language Applications

   Författare :Gustav Eje Henter; W. Bastiaan Kleijn; Arne Leijon; Gernot Kubin; KTH; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Time series; acoustic modelling; speech synthesis; stochastic processes; causal-state splitting reconstruction; robust causal states; pattern discovery; Markov models; HMMs; nonparametric models; Gaussian processes; Gaussian process dynamical models; nonlinear Kalman filters; information theory; minimum entropy rate simplification; kernel density estimation; time-series bootstrap;

   Sammanfattning : Series data, sequences of measured values, are ubiquitous. Whenever observations are made along a path in space or time, a data sequence results. To comprehend nature and shape it to our will, or to make informed decisions based on what we know, we need methods to make sense of such data. LÄS MER

5. 4. Stochastic Simulation of Reaction-Diffusion Processes

   Författare :Stefan Hellander; Per Lötstedt; Johan Elf; Koichi Takahashi; Uppsala universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; stochastic simulation; microscale; mesoscale; Smoluchowski s equation; hybrid methods; Beräkningsvetenskap med inriktning mot numerisk analys; Scientific Computing with specialization in Numerical Analysis;

   Sammanfattning : Numerical simulation methods have become an important tool in the study of chemical reaction networks in living cells. Many systems can, with high accuracy, be modeled by deterministic ordinary differential equations, but other systems require a more detailed level of modeling. LÄS MER

7. 5. Multiscale Stochastic Simulation of Reaction-Transport Processes : Applications in Molecular Systems Biology

   Författare :Andreas Hellander; Per Lötstedt; Sverker Holmgren; Samuel Isaacson; Uppsala universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; stochastic simulation; chemical master equation; reaction-diffusion master equation; unstructured mesh; active transport; hybrid methods; URDME; Scientific Computing; Beräkningsvetenskap;

   Sammanfattning : Quantitative descriptions of reaction kinetics formulated at the stochastic mesoscopic level are frequently used to study various aspects of regulation and control in models of cellular control systems. For this type of systems, numerical simulation offers a variety of challenges caused by the high dimensionality of the problem and the multiscale properties often displayed by the biochemical model. LÄS MER