Search for dissertations about: "Mathematics statistics dissertations"
Showing result 1 - 5 of 86 swedish dissertations containing the words Mathematics statistics dissertations.
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1. Prostate cancer incidence, treatment and mortality : Empirical longitudinal register-based studies and methods for handling missing data
Abstract : The diagnostic activity for prostate cancer has increased substantially in Sweden, primarily due to increased use of prostate-specific antigen (PSA) testing in asymptomatic men, and this has led to a large increase in diagnoses. There have also been changes in the diagnostic workup, guidelines, treatment strategies, and more effective treatments have been introduced in different phases of the disease. READ MORE
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2. Asymptotics of random matrices and matrix valued processes
Abstract : This thesis contains three parts. In the first two papers we consider spectral properties of symmetric matrices with elements consisting of independent Ornstein Uhlenbeck processes. The eigenvalues behave as a particle system on the real line with singular interaction consisting of electrostatic repulsion and a linear restoring force. READ MORE
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3. Semi Markov chain Monte Carlo
Abstract : The first paper introduces a new simulation technique, called semi Markov chain Monte Carlo, suitable for estimating the expectation of a fixed function over a distribution π, Eπf(χ). Given a Markov chain with stationary distribution p, for example a Markov chain corresponding to a Markov chain Monte Carlo algorithm, an embedded Markov renewal process is used to divide the trajectory into different parts. READ MORE
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4. Symmetry in Randomness : Additive Functionals and Symmetries of Random Trees and Tree-Like Graphs
Abstract : Properties of symmetries in random trees and tree-like graphs are explored. The primary structures studied are Galton-Watson trees, unlabeled unordered trees as well as labeled subcritical graphs. READ MORE
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5. A Differentiable Approach to Stochastic Differential Equations : the Smoluchowski Limit Revisited
Abstract : In this thesis we generalize results by Smoluchowski [43], Chandrasekhar[6], Kramers, and Nelson [30]. Their aim is to construct Brownian motion as a limit of stochastic processes with differentiable sample paths by exploiting a scaling limit which is a particular type of averaging studied by Papanicolao [35]. READ MORE