Sökning: "stochastic times"

Visar resultat 1 - 5 av 97 avhandlingar innehållade orden stochastic times.

1. 1. Analysis of real-time systems using processes with stochastic execution times

   Författare :Lars Strandén; Chalmers tekniska högskola; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; probability of missing deadlines; utilization; application model; real-time systems; stochastic times; schedulability analysis;

   Sammanfattning : .... LÄS MER

3. 2. Stochastic Simulation of Multiscale Reaction-Diffusion Models via First Exit Times

   Författare :Lina Meinecke; Per Lötstedt; Stefan Engblom; Ramon Grima; Uppsala universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; computational systems biology; diffusion; first exit times; unstructured meshes; reaction-diffusion master equation; macromolecular crowding; excluded volume effects; finite element method; backward analysis; stochastic simulation; Beräkningsvetenskap med inriktning mot numerisk analys; Scientific Computing with specialization in Numerical Analysis;

   Sammanfattning : Mathematical models are important tools in systems biology, since the regulatory networks in biological cells are too complicated to understand by biological experiments alone. Analytical solutions can be derived only for the simplest models and numerical simulations are necessary in most cases to evaluate the models and their properties and to compare them with measured data. LÄS MER

4. 3. Portfolio Optimization and Statistics in Stochastic Volatility Markets

   Författare :Carl Lindberg; Göteborgs universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Stochastic control; portfolio optimization; verification theorem; Feynman-Kac formula; stochastic volatility; non-Gaussian Ornstein-Uhlenbeck process; estimation; number of trades; stochastic volatility;

   Sammanfattning : Large financial portfolios often contain hundreds of stocks. The aim of this thesis is to find explicit optimal trading strategies that can be applied to portfolios of that size for different n-stock extensions of the model by Barndorff-Nielsen and Shephard [3]. LÄS MER

5. 4. Schedulability analysis of real-time systems with stochastic task execution times

   Författare :Sorin Manolache; Petru Eles; Zebo Peng; Linköpings universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Datorsystem; Embedded systems; Real-time systems; Stochastic execution times; Performance analysis; Datorsystem; Computer science; Datavetenskap;

   Sammanfattning : Systems controlled by embedded computers become indispensable in our lives and can be found in avionics, automotive industry, home appliances, medicine, telecommunication industry, mecatronics, space industry, etc. Fast, accurate and flexible performance estimation tools giving feedback to the designer in every design phase are a vital part of a design process capable to produce high quality designs of such embedded systems. LÄS MER

7. 5. 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