Search for dissertations about: "Polya urn model"

Found 4 swedish dissertations containing the words Polya urn model.

  2. 1. Modifying the Cutting Model and Combining Pólya Urns

    Author : Fabian Burghart; Cecilia Holmgren; Uppsala universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Mathematics; Matematik;

    Abstract : .... READ MORE

  4. 2. Option Pricing and Bayesian Learning

    Author : Ola Jönsson; Nationalekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; ekonomisk politik; ekonomiska system; ekonomisk teori; ekonometri; Bayesian learning; Volatility smile; Economics; Polya urn model; economic theory; econometrics; economic systems; Nationalekonomi; economic policy; Finansiering; Financial science;

    Abstract : This thesis consists of three chapters devoted to both empirical and theoretical aspects of option pricing. The first chapter investigates the market for European options on the Swedish OMX index using daily data for the period 1993-2000. READ MORE

  5. 3. Stochastic systems with locally defined dynamics

    Author : Anton Muratov; Göteborgs universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; point process; sequential adsorption; stopping set; random measure; Polya urn; convergence of empirical measures; bit flipping; recurrence; mixing times; sequential adsorption;

    Abstract : This thesis considers two large classes of models related to the dynamical point processes. The first is the locally interactive sequential adsorption, or LISA, models. READ MORE

  6. 4. Building and Destroying Urns, Graphs, and Trees

    Author : Fabian Burghart; Cecilia Holmgren; Svante Janson; Klas Markström; Uppsala universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES;

    Abstract : In this thesis, consisting of an introduction and four papers, different models in the mathematical area of combinatorial probability are investigated.In Paper I, two operations for combining generalised Pólya urns, called disjoint union and product, are defined. READ MORE