Search for dissertations about: "Ingemar Kaj"
Showing result 1 - 5 of 7 swedish dissertations containing the words Ingemar Kaj.
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1. A Non-Gaussian Limit Process with Long-Range Dependence
Abstract : This thesis, consisting of three papers and a summary, studies topics in the theory of stochastic processes related to long-range dependence. Much recent interest in such probabilistic models has its origin in measurements of Internet traffic data, where typical characteristics of long memory have been observed. READ MORE
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2. Gaussian Bridges : Modeling and Inference
Abstract : This thesis consists of a summary and five papers, dealing with the modeling of Gaussian bridges and membranes and inference for the α-Brownian bridge.In Paper I we study continuous Gaussian processes conditioned that certain functionals of their sample paths vanish. We deduce anticipative and non-anticipative representations for them. READ MORE
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3. Common Ancestors in a Generalized Moran model
Abstract : .... READ MORE
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4. Markov Chains, Renewal, Branching and Coalescent Processes : Four Topics in Probability Theory
Abstract : This thesis consists of four papers.In paper 1, we prove central limit theorems for Markov chains under (local) contraction conditions. As a corollary we obtain a central limit theorem for Markov chains associated with iterated function systems with contractive maps and place-dependent Dini-continuous probabilities. READ MORE
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5. Large deviations for weighted empirical measures and processes arising in importance sampling
Abstract : This thesis consists of two papers related to large deviation results associated with importance sampling algorithms. As the need for efficient computational methods increases, so does the need for theoretical analysis of simulation algorithms. This thesis is mainly concerned with algorithms using importance sampling. READ MORE
