Search for dissertations about: "Random Matrix"
Showing result 1 - 5 of 123 swedish dissertations containing the words Random Matrix.
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1. Asymptotics of random matrices and matrix valued processes
Abstract : This thesis contains three parts. In the first two papers we consider spectral properties of symmetric matrices with elements consisting of independent Ornstein Uhlenbeck processes. The eigenvalues behave as a particle system on the real line with singular interaction consisting of electrostatic repulsion and a linear restoring force. READ MORE
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2. Roughening in dimer models : Random matrix statistics and surface fluctuations
Abstract : The field of mathematical statistical mechanics sits at the intersection of probability theory and mathematical physics. It consists of the rigorous analysis of models in statistical mechanics, such as dimer and lattice models - of which the Ising model is a classical example. READ MORE
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3. Modeling the covariance matrix of financial asset returns
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
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4. Topics on Game Theory
Abstract : .... READ MORE
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5. Correlated random effects models for clustered survival data
Abstract : Frailty models are frequently used to analyse clustered survival data in medical contexts. The frailties, or random effects, are used to model the association between individual survival times within clusters. READ MORE