Search for dissertations about: "Kolmogorov"

Showing result 1 - 5 of 26 swedish dissertations containing the word Kolmogorov.

2. 1. On parabolic equations of Kolmogorov-Fokker-Planck type

   Author : Malte Litsgård; Kaj Nyström; Ugo Gianazza; Uppsala universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; Kolmogorov equation; degenerate parabolic; ultraparabolic; Lipschitz domain; Dirichlet problem; boundary behaviour; parabolic measure.; Mathematics; Matematik;

   Abstract : In this thesis solutions to Kolmogorov-Fokker-Planck type equations are studied. It consists of a comprehensive summary and four scientific articles.In the first article a potential theory for certain strongly degenerate parabolic operators in unbounded domains of Lipschitz type is developed. READ MORE

4. 2. Contributions to High–Dimensional Analysis under Kolmogorov Condition

   Author : Jolanta Maria Pielaszkiewicz; Dietrich von Rosen; Martin Singul; Thomas Holgersson; Linköpings universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; Eigenvalue distribution; free moments; free Poisson law; Marchenko-Pastur law; random matrices; spectral distribution; Wishart matrix; Mathematics; Matematik;

   Abstract : This thesis is about high–dimensional problems considered under the so{called Kolmogorov condition. Hence, we consider research questions related to random matrices with p rows (corresponding to the parameters) and n columns (corresponding to the sample size), where p > n, assuming that the ratio  converges when the number of parameters and the sample size increase. READ MORE

5. 3. On weak convergence, Malliavin calculus and Kolmogorov equations in infinite dimensions

   Author : Adam Andersson; Göteborgs universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; Stochastic evolution equations; stochastic Volterra equations; weak approximation; Kolmogorov equations in infinite dimensions; Malliavin calculus; finite element method; backward Euler method; Kolmogorov equations in infinite dimensions;

   Abstract : This thesis is focused around weak convergence analysis of approximations of stochastic evolution equations in Hilbert space. This is a class of problems, which is sufficiently challenging to motivate new theoretical developments in stochastic analysis. READ MORE

6. 4. Aspects of Moment Testing when p>n

   Author : Zhizheng Wang; Thomas Holgersson; Miguel Fonseca; Linnéuniversitetet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; High-dimensional data; Asymptotic distribution; Kolmogorov condition; Monte Carlo simulation; Hypothesis testing; Skewness and kurtosis; Statistics Econometrics; Statistik;

   Abstract : This thesis concerns the problem of statistical hypothesis testing for mean vector as well as testing for non-normality in a high-dimensional setting which is called the Kolmogorov condition. Since we consider mainly the first and the second moment in testing for mean vector and we utilize the third and the fourth moment in testing for non-normality, this thesis concerns a more general moment testing problem. READ MORE

7. 5. Complexity-aware Decision-making with Applications to Large-scale and Human-in-the-loop Systems

   Author : Elis Stefansson; Karl H. Johansson; Henrik Sandberg; Iman Shames; KTH; []
   Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Complexity-aware Decision-making; Automata Theory; Automatic Control; Optimal Control; Kolmogorov Complexity; Hierarchical Finite State Machines; Large-scale Systems; Human-in-the-loop; Game Theory; Human Decision-making; Autonomous vehicles; Electrical Engineering; Elektro- och systemteknik;

   Abstract : This thesis considers control systems governed by autonomous decision-makers and humans. We formalise and compute low-complex control policies with applications to large-scale systems, and propose human interaction models for controllers to compute interaction-aware decisions. READ MORE