Sökning: "random matrix"

Visar resultat 1 - 5 av 123 avhandlingar innehållade orden random matrix.

  1. 1. Asymptotics of random matrices and matrix valued processes

    Författare :Stefan Israelsson; Kurt Johansson; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Mathematics; Random matrices; singular interaction; spectral distribution; fluctuation limit; distribution valued processes; MATEMATIK; MATHEMATICS; MATEMATIK; matematisk statistik; Mathematical Statistics;

    Sammanfattning : This thesis contains three parts. In the first two papers we consider spectral properties of symmetric matrices with elements consisting of independent Ornstein Uhlenbeck processes. The eigenvalues behave as a particle system on the real line with singular interaction consisting of electrostatic repulsion and a linear restoring force. LÄS MER

  3. 2. Roughening in dimer models : Random matrix statistics and surface fluctuations

    Författare :Scott Mason; Kurt Johansson; Alexey Bufetov; KTH; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Matematik; Mathematics;

    Sammanfattning : The field of mathematical statistical mechanics sits at the intersection of probability theory and mathematical physics. It consists of the rigorous analysis of models in statistical mechanics, such as dimer and lattice models - of which the Ising model is a classical example. LÄS MER

  4. 3. Modeling the covariance matrix of financial asset returns

    Författare :Gustav Alfelt; Joanna Tyrcha; Taras Bodnar; Vasyl Golosnoy; Stockholms universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Realized covariance; Autoregressive time-series; Goodness-of-fit test; Matrix singularity; Portfolio theory; Wishart distribution; Matrix-variate gamma distribution; Parameter estimation; High-dimensional data; Moore-Penrose inverse; matematisk statistik; Mathematical Statistics;

    Sammanfattning : The covariance matrix of asset returns, which describes the fluctuation of asset prices, plays a crucial role in understanding and predicting financial markets and economic systems. In recent years, the concept of realized covariance measures has become a popular way to accurately estimate return covariance matrices using high-frequency data. LÄS MER

  5. 4. Topics on Game Theory

    Författare :Emilio Bergroth; Göteborgs universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; zero-sum game; optimal strategy; random matrix; iterated prisoner s dilemma; spatial game; cooperation; deterministic graph; binomial random graph; optimal strategy;

    Sammanfattning : .... LÄS MER

  7. 5. Correlated random effects models for clustered survival data

    Författare :Frank Eriksson; Göteborgs universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; competing risks; case-cohort; semiparametric; Survival analysis; random effects; routine register; frailty model; Survival analysis; frailty model; competing risks; random effects; case-cohort; routine register; semiparametric;

    Sammanfattning : Frailty models are frequently used to analyse clustered survival data in medical contexts. The frailties, or random effects, are used to model the association between individual survival times within clusters. LÄS MER