Search for dissertations about: "Gaussian process"

Showing result 1 - 5 of 115 swedish dissertations containing the words Gaussian process.

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

    Author : Zbigniew Michna; Matematisk statistik; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; 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

  2. 2. Noise sensitivity and FK-type representations for Gaussian and stable processes

    Author : Malin Palö Forsström; Chalmers University of Technology; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; color representation; exclusion process; color process; Noise sensitivity; threshold stable vector; volatility; noise stability; interchange process; threshold Gaussian vector; multivariate stable distribution; Bernoulli random vector; mixing time;

    Abstract : This thesis contains four papers on probability theory. Paper A concerns the question of whether the exclusion sensitivity and exclusion stability of a sequence of Boolean functions are monotone with respect to adding edges to the underlying sequence of graphs. READ MORE

  3. 3. Some Markov Processes in Finance and Kinetics : Markov Processes

    Author : Mattias Sundén; Mattias Sunden; Göteborgs universitet; Göteborgs universitet; Gothenburg University; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; CGMY process; Collision kernel; Direct simulation Monte Carlo; Diffusion approximation; Extreme value theory; Feller process; Generalized hyperbolic process; Generalized $z$-process; Infinitesimal generator; Laplace-Beltrami operator; L evy Processes; Long-tailed distribution; Kac equation; Kac model; Markov process; Semigroup; Semi-heavy tailed distirbution; Spectral gap; Subexponential distibrution; Superexponential distribution; Tauberian theorem; Thermostat.; Diffusion approximation;

    Abstract : This thesis consists of four papers. The first two papers treat extremes for L\'evy processes, while papers three and four treat the Kac model with unbounded collision kernel. READ MORE

  4. 4. Gaussian process models of social change

    Author : Björn Rune Helmer Blomqvist; David J. T. Sumpter; Ranjula Bali Swain; Ian Vernon; Uppsala universitet; []
    Keywords : NATURAL SCIENCES; NATURVETENSKAP; Gaussian processes; Bayesian statistics; Dynamical systems; Social sciences; Tillämpad matematik och statistik; Applied Mathematics and Statistics;

    Abstract : Social systems produce complex and nonlinear relationships in the indicator variables that describe them. Traditional statistical regression techniques are commonly used in the social sciences to study such systems. READ MORE

  5. 5. Shared Gaussian Process Latent Variable Models

    Author : Carl Henrik Ek; Oxford Brookes University; []

    Abstract : A fundamental task in machine learning is modeling the relationship between different observation spaces. Dimensionality reduction is the task of reducing thenumber of dimensions in a parameterization of a data-set. In this thesis we areinterested in the cross-road between these two tasks: shared dimensionality reduction. READ MORE