Search for dissertations about: "first passage time"

Showing result 1 - 5 of 69 swedish dissertations containing the words first passage time.

  2. 1. My first-passage : target search in physics and biology

    Author : Markus Nyberg; Ludvig Lizana; Martin Rosvall; Carlos Mejia-Monasterio; Umeå universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; first-passage; mean first-passage time; mean first-arrival time; random walk; diffusion; zero-crossing; persistence; survival probability; network; resetting; teoretisk fysik; Theoretical Physics;

    Abstract : Random walks and diffusing particles have been a corner stone in modelling the random motion of a varying quantity with applications spanning over many research fields. And in most of the applications one can ask a question related to when something happened for the first time. That is, a first-passage problem. READ MORE

  4. 2. Recursive Methods in Urn Models and First-Passage Percolation

    Author : Henrik Renlund; Sven Erick Alm; Svante Janson; John Wierman; Uppsala universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; stochastic approximation algorithm; generalized Polya urn; limit theorem; first-passage percolation; rate of percolation; time constant; Mathematical statistics; Matematisk statistik; Mathematical Statistics; Matematisk statistik;

    Abstract : This PhD thesis consists of a summary and four papers which deal with stochastic approximation algorithms and first-passage percolation. Paper I deals with the a.s. limiting properties of bounded stochastic approximation algorithms in relation to the equilibrium points of the drift function. READ MORE

  5. 3. Ruin probabilities and first passage times for self-similar processes

    Author : Zbigniew Michna; Matematisk statistik; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Simulation of Ruin Probability; Monte Carlo Method; Skorokhod Topology; Weak Convergence; Rice s Formula; Fluid Model; Risk Model; Scaled Brownian Motion; Long Range Dependence; Fractional Brownian Motion; Renewal Process; Levy Motion; Stable Process; Self-Similar Process; Gaussian Process; Ruin Probability; First Passage Time; Exponential Bound; Picands Constant.; Mathematics; Matematik;

    Abstract : This thesis investigates ruin probabilities and first passage times for self-similar processes. We propose self-similar processes as a risk model with claims appearing in good and bad periods. Then, in particular, we get the fractional Brownian motion with drift as a limit risk process. READ MORE

  6. 4. Accessibility percolation and first-passage percolation on the hypercube

    Author : Anders Martinsson; Göteborgs universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; hypercube; percolation; accessible path; house of cards; rough mount Fuji; first-passage percolation; Richardson s model; branching translation process; hypercube;

    Abstract : In this thesis, we consider two percolation models on the n-dimensional binary hypercube, known as accessibility percolation and first-passage percolation. First-passage percolation randomly assigns non-negative weights, called passage times, to the edges of a graph and considers the minimal total weight of a path between given end-points. READ MORE

  7. 5. Bridges with Random Length and Pinning Point for Modelling the Financial Information

    Author : Mohammed Louriki; Astrid Hilbert; Dorje C. Brody; Linnéuniversitetet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Brownian motion; Brownian bridge; Gaussian process; Gaussian bridge; Gamma process; Gamma bridge; Lévy process; pinned Lévy process; Markov process; Bayes theorem; stopping time; default time; semi-martingale decomposition; credit risk; defaultable bond; last passage time; enlargement of filtration; stochastic filtering theory; information-based asset pricing; market filtration.; Mathematics; Matematik;

    Abstract : The impact of the information concerning an event of interest occurring at a future random time is the main topic of this work. The event can massively influence financial markets and the problem of modelling the information on the time at which it occurs is of crucial importance in financial modelling. READ MORE