Sökning: "stochastic domination"

Hittade 4 avhandlingar innehållade orden stochastic domination.

1. 1. Interacting Particle Systems: Percolation, Stochastic Domination and Randomly Evolving Environments

   Författare :Erik Broman; Göteborgs universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Determinantal processes; k-dependence; k-block-factors; percolation; stochastic Ising models; contact process; $ epsilon-$movability; hidden Markov chain; stochastic domination; k-block-factors;

   Sammanfattning : In this thesis we first analyze the class of one-dependent trigonometric determinantal processes and show that they are all two-block-factors. We do this by constructing the two-block-factors explicitly. Second we investigate the dynamic stability of percolation for the stochastic Ising model and the contact process. LÄS MER

3. 2. A Class of Renewal Processes in Random Environments

   Författare :David Svensson; Göteborgs universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; point process; renewal process; random environment; coupling; regeneration; failure rate; Poisson embedding; asymptotics; stochastic domination; stochastic monotonicity; renewal process;

   Sammanfattning : This paper deals with a generalization of the class of renewal processes with absolutely continuous life length distribution, obtained by allowing a random environment to modulate the stochastic intensity of the renewal process. The random environment is a birth and death process with a finite state space. LÄS MER

4. 3. Interacting particle systems in varying environment, stochastic domination in statistical mechanics and optimal pairs trading in finance

   Författare :Marcus M J Warfheimer; Göteborgs universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Interacting particle systems; contact process; randomly evolving environment; spin systems; Ising model; fuzzy Potts model; pairs trading; optimal stopping; contact process;

   Sammanfattning : In this thesis we first consider the contact process in a randomly evolving environment, introduced by Erik Broman. This process is a generalization of the contact process where the recovery rate can vary between two values. The rate which it chooses is determined by a background process, which evolves independently at different sites. LÄS MER

5. 4. Birth and Death Processes in Random Environments

   Författare :Henrik Nyberg; Göteborgs universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

   Sammanfattning : This thesis treats birth and death processes in random environments. They are modelled by Markov processes in Z+2, where the first component represents the object of interest, the "birth and death process", and the second component represents the random environment which is assumed to be a time homogeneous Markov process in its own right. LÄS MER