Search for dissertations about: "Henrik Hult"

Showing result 1 - 5 of 13 swedish dissertations containing the words Henrik Hult.

  1. 1. Approximating some volterra type stochastic integrals with applications to parameter estimation

    Author : Henrik Hult; KTH; []
    Keywords : ;

    Abstract : .... READ MORE

  2. 2. Topics on fractional Brownian motion and regular variation for stochastic processes

    Author : Henrik Hult; KTH; []
    Keywords : stochastic processes; regular variation; extreme value theory; fractional Brownian motion; parameter estimation;

    Abstract : The first part of this thesis studies tail probabilities forelliptical distributions and probabilities of extreme eventsfor multivariate stochastic processes. It is assumed that thetails of the probability distributions satisfy a regularvariation condition. READ MORE

  3. 3. Asymptotics, weak convergence and duality in population genetics

    Author : Martina Favero; Henrik Hult; Alison Etheridge; KTH; []
    Keywords : NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES;

    Abstract : This thesis consists of four papers on asymptotic results and stochastic duality for some processes in mathematical population genetics. The focus is on Wright-Fisher diffusions and coalescent processes, which model, respectively, the evolution of frequencies of genetic types and genealogies in a population,and play a key role in inference on genetic data sets. READ MORE

  4. 4. Markov chain Monte Carlo for rare-event simulation in heavy-tailed settings

    Author : Thorbjörn Gudmundsson; Henrik Hult; Ola Hössjer; KTH; []
    Keywords : NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES;

    Abstract : .... READ MORE

  5. 5. Rare-event simulation with Markov chain Monte Carlo

    Author : Thorbjörn Gudmundsson; Henrik Hult; Ad Ridder; KTH; []
    Keywords : NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; Tillämpad matematik och beräkningsmatematik; Applied and Computational Mathematics;

    Abstract : Stochastic simulation is a popular method for computing probabilities or expecta- tions where analytical answers are difficult to derive. It is well known that standard methods of simulation are inefficient for computing rare-event probabilities and there- fore more advanced methods are needed to those problems. READ MORE