Sökning: "random measure"

Visar resultat 6 - 10 av 157 avhandlingar innehållade orden random measure.

1. 6. 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. 7. 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

4. 8. Harmonic measures

   Författare :Jonatan Vasilis; Göteborgs universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; harmonic measure; square root of the Poisson kernel; Hardy space; p-Laplace operator; random walk; regular tree; discrete minimal thinness; Hardy space;

   Sammanfattning : This thesis uses both analytic and probabilistic methods to study continuous and discrete problems. The main areas of study are the asymptotic properties of p-harmonic measure, and various aspects of the square root of the Poisson kernel. Fix a domain and a boundary point, subject to certain regularity conditions. LÄS MER

5. 9. Stochastic systems with locally defined dynamics

   Författare :Anton Muratov; Göteborgs universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; point process; sequential adsorption; stopping set; random measure; Polya urn; convergence of empirical measures; bit flipping; recurrence; mixing times; sequential adsorption;

   Sammanfattning : This thesis considers two large classes of models related to the dynamical point processes. The first is the locally interactive sequential adsorption, or LISA, models. LÄS MER

7. 10. On Directed Random Graphs and Greedy Walks on Point Processes

   Författare :Katja Gabrysch; Svante Janson; Takis Konstantopoulos; Thomas Mountford; Uppsala universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Directed random graphs; Tracy-Widom distribution; Poisson-weighted infinite tree; Greedy walk; Point processes;

   Sammanfattning : This thesis consists of an introduction and five papers, of which two contribute to the theory of directed random graphs and three to the theory of greedy walks on point processes.          We consider a directed random graph on a partially ordered vertex set, with an edge between any two comparable vertices present with probability p, independently of all other edges, and each edge is directed from the vertex with smaller label to the vertex with larger label. LÄS MER