Search for dissertations about: "Probability distribution theory"

Showing result 1 - 5 of 255 swedish dissertations containing the words Probability distribution theory.

2. 1. Game theory and applications

   Author : Carl-Joar Karlsson; Chalmers tekniska högskola; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; non-cooperative game theory; prisoner s dilemma; disease; distribution; compartmental model; epidemiological model; game theory; equilibrium strategy;

   Abstract : Individual-level interactions and decisions spread though populations and change the collective-level dynamics in an intricate way. Nevertheless, game theory is well suited for the unification of these viewpoints. READ MORE

4. 2. Markov Chains, Renewal, Branching and Coalescent Processes : Four Topics in Probability Theory

   Author : Andreas Nordvall Lagerås; Thomas Höglund; Ingemar Kaj; Stockholms universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; Mathematical statistics; Matematisk statistik; matematisk statistik; Mathematical Statistics;

   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

5. 3. On the asymptotic spectral distribution of random matrices : closed form solutions using free independence

   Author : Jolanta Maria Pielaszkiewicz; Dietrich von Rosen; Martin Singull; Maciej A. Nowak; Linköpings universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; Spectral distribution; R-transform; Stieltjes transform; Free probability; Freeness; Asymptotic freeness;

   Abstract : The spectral distribution function of random matrices is an information-carrying object widely studied within Random matrix theory. In this thesis we combine the results of the theory together with the idea of free independence introduced by Voiculescu (1985). READ MORE

6. 4. Some Contributions to Description and Validation of the Extreme Value Distribution

   Author : MirNabi PirouziFard; Statistiska institutionen; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; weighted least squares estimator.; probability plot; power of tests; extreme value distribution; variances and covariances; goodness-of-fit tests; order statistics; Approximations of means;

   Abstract : This thesis focuses on the validation and description of the Gumbel distribution. Since this is a scale and location parameter distribution, the generalized least squares regression of the order statistics on the expected values can be used, without the necessity of iteration, to obtain the best linear unbiased estimates of the parameters. READ MORE

7. 5. Modeling the covariance matrix of financial asset returns

   Author : Gustav Alfelt; Joanna Tyrcha; Taras Bodnar; Vasyl Golosnoy; Stockholms universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; Realized covariance; Autoregressive time-series; Goodness-of-fit test; Matrix singularity; Portfolio theory; Wishart distribution; Matrix-variate gamma distribution; Parameter estimation; High-dimensional data; Moore-Penrose inverse; matematisk statistik; Mathematical Statistics;

   Abstract : The covariance matrix of asset returns, which describes the fluctuation of asset prices, plays a crucial role in understanding and predicting financial markets and economic systems. In recent years, the concept of realized covariance measures has become a popular way to accurately estimate return covariance matrices using high-frequency data. READ MORE