Sökning: "self-similar process"

Hittade 5 avhandlingar innehållade orden self-similar process.

1. 1. Ruin probabilities and first passage times for self-similar processes

   Författare :Zbigniew Michna; Matematisk statistik; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Simulation of Ruin Probability; Monte Carlo Method; Skorokhod Topology; Weak Convergence; Rice s Formula; Fluid Model; Risk Model; Scaled Brownian Motion; Long Range Dependence; Fractional Brownian Motion; Renewal Process; Levy Motion; Stable Process; Self-Similar Process; Gaussian Process; Ruin Probability; First Passage Time; Exponential Bound; Picands Constant.; Mathematics; Matematik;

   Sammanfattning : This thesis investigates ruin probabilities and first passage times for self-similar processes. We propose self-similar processes as a risk model with claims appearing in good and bad periods. Then, in particular, we get the fractional Brownian motion with drift as a limit risk process. LÄS MER

3. 2. On the wood chipping process : a study on basic mechanisms in order to optimize chip properties for pulping

   Författare :Lisbeth Hellström; Torbjörn Carlberg; Per Engstrand; Sören Östlund; Mittuniversitetet; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Wood chipping; Chip formation; Digital Speckle Photography; Friction; Fracture Processes; Analytical model; Laboratory Wood Chipper; Force Measurement; Vibration Synthesis; Energy Efficiency; Chip Damage; TMP; CTMP; Cellulose and paper engineering; Cellulosa- och pappersteknik;

   Sammanfattning : In both the chemical and mechanical pulping process, the logs are cut into wood chips by a disc chipper before fibre separation. To make the wood chipping process more efficient, one have to investigate in detail the coupling between process parameters and the quality of the chips. LÄS MER

4. 3. Measurements and Models of One-Way Transit Time in IP Routers

   Författare :Doru Constantinescu; Blekinge Tekniska Högskola; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; NATURVETENSKAP; NATURAL SCIENCES; Traffic measurements; Traffic modeling; Delay performance;

   Sammanfattning : The main goals of this thesis are towards an understanding of the delay process in best-effort Internet for both non-congested and congested networks. A novel measurement system is reported for delay measurements in IP routers, which follows specifications of the IETF RFC 2679. LÄS MER

5. 4. Numerical studies of transtion in wall-bounded flows

   Författare :Ori Levin; Dan Henningson; Nikolaus Adams; KTH; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; boundary layer; suction; wall jet; streaks; waves; periodic disturbance; localized disturbance; turbulent spot; algebraic growth; exponential growth; stability; transition thresholds; transition prediction; PSE; DNS; Fluid mechanics; Strömningsmekanik;

   Sammanfattning : Disturbances introduced in wall-bounded flows can grow and lead to transition from laminar to turbulent flow. In order to reduce losses or enhance mixing in energy systems, a fundamental understanding of the flow stability and transition mechanism is important. LÄS MER

7. 5. Turbulent and Transitional Flow in Porous Media An Experimental Investigation

   Författare :Shervin Khayamyan; Wook Ryol Hwang; Luleå tekniska universitet; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Strömningslära; Fluid Mechanics;

   Sammanfattning : Fluid flow through porous media takes place in many natural processes such as ground water flows, capillary flows in plants and flow in human organs and muscles. It is also of outmost importance to have knowledge of this flow in a number of industrial processes such as paper making, making of fiber boards, composites manufacturing, filtering, forming and sintering of iron ore pellets and drying and impregnation of wood. LÄS MER