Search for dissertations about: "Henrik Hult"
Showing result 1 - 5 of 13 swedish dissertations containing the words Henrik Hult.
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1. Approximating some volterra type stochastic integrals with applications to parameter estimation
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2. Topics on fractional Brownian motion and regular variation for stochastic processes
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
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3. Asymptotics, weak convergence and duality in population genetics
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
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4. Markov chain Monte Carlo for rare-event simulation in heavy-tailed settings
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5. Rare-event simulation with Markov chain Monte Carlo
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
