Search for dissertations about: "Jensen measures"

Showing result 1 - 5 of 9 swedish dissertations containing the words Jensen measures.

2. 1. Aspects of cash-flow valuation

   Author : Fredrik Armerin; Boualem Djehiche; Bjarne Astrup Jensen; KTH; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; Mathematical statistics; arbitrage; coherent and convex measures of risk; immunization; insurance; martingale methods; Matematisk statistik; Mathematical statistics; Matematisk statistik;

   Abstract : This thesis consists of five papers. In the first two papers we consider a general approach to cash flow valuation, focusing on dynamic properties of the value of a stream of cash flows. The third paper discusses immunization theory, where old results are shown to hold in general deterministic models, but often fail to be true in stochastic models. READ MORE

4. 2. On practical machine learning and data analysis

   Author : Daniel Gillblad; Anders Lansner; Finn Jensen; KTH; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Computer science; Datalogi;

   Abstract : This thesis discusses and addresses some of the difficulties associated with practical machine learning and data analysis. Introducing data driven meth- ods in e. g. industrial and business applications can lead to large gains in productivity and efficiency, but the cost and complexity are often overwhelm- ing. READ MORE

5. 3. Entropy and Speech

   Author : Mattias Nilsson; Bastian Kleijn; Sören Holdt Jensen; KTH; []
   Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; speech representation; energy concentration; entropy estimation; manifolds; Acoustics; Akustik;

   Abstract : In this thesis, we study the representation of speech signals and the estimation of information-theoretical measures from observations containing features of the speech signal. The main body of the thesis consists of four research papers. Paper A presents a compact representation of the speech signal that facilitates perfect reconstruction. READ MORE

6. 4. Some New Contributions in the Theory of Hardy Type Inequalities

   Author : Markos Fisseha Yimer; Sorina Barza; Lars-Erik Persson; Martin Lind; Liviu-Gabriel Marcoci; Lubos Pick; Karlstads universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; integral inequalities; Hardy-type inequalities; Pólya-Knopp’s inequality; Jensen’s inequality; Minkowski’s inequality; Beckenbach-Dresher’s inequality; sharp constants; measures; superquadratic functions; refinements; Banach function spaces; Matematik; Mathematics;

   Abstract : In this thesis we derive various generalizations and refinements of some classical inequalities in different function spaces. We consider some of the most important inequalities namely the Hardy, Pólya-Knopp, Jensen, Minkowski and Beckenbach-Dresher inequalities. The main focus is put on the Hardy and their limit Pólya-Knopp inequalities. READ MORE

7. 5. Boundary singularities of plurisubharmonic functions

   Author : Mårten Nilsson; Matematik LTH; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; pluripotential theory; envelope of plurisubharmonic functions; complex Monge-Ampère equation; Jensen measures;

   Abstract : We study the Perron–Bremermann envelope P(μ, φ):=sup{u(z) ; u ∈ PSH(Ω), (ddcu)n≥ μ, u^* ≤ φ} on a B-regular domain Ω. Such envelopes occupy a central position within pluripotential theory as they, for suitable μ and φ harmonic and continuous on the closure of Ω, constitute unique solutions to the Dirichlet problem for the complex Monge–Ampère operator. READ MORE