Search for dissertations about: "Wiener process"

Showing result 1 - 5 of 33 swedish dissertations containing the words Wiener process.

  1. 1. Approximating Stochastic Partial Differential Equations with Finite Elements: Computation and Analysis

    Author : Andreas Petersson; Chalmers University of Technology; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Lévy process; Lyapunov equation; white noise; finite element method; multilevel Monte Carlo; Monte Carlo; multiplicative noise; asymptotic mean square stability; stochastic heat equation; covariance operator; weak convergence; generalized Wiener process; numerical approximation; stochastic wave equation; Stochastic partial differential equations;

    Abstract : Stochastic partial differential equations (SPDE) must be approximated in space and time to allow for the simulation of their solutions. In this thesis fully discrete approximations of such equations are considered, with an emphasis on finite element methods combined with rational semigroup approximations. READ MORE

  2. 2. Finite element approximation of the deterministic and the stochastic Cahn-Hilliard equation

    Author : Ali Mesforush; Göteborgs universitet; Göteborgs universitet; Gothenburg University; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; finite element; a priori error estimate; stochastic integral; mild solution; dual weighted residuals; a posteriori error estimate; additive noise; Wiener process; Cahn-Hilliard equation; existence; regularity; Lya- punov functional; stochastic convolution; Lya- punov functional;

    Abstract : This thesis consists of three papers on numerical approximation of the Cahn-Hilliard equation. The main part of the work is concerned with the Cahn-Hilliard equation perturbed by noise, also known as the Cahn-Hilliard-Cook equation. READ MORE

  3. 3. Extreme Value Analysis of Huge Datasets: Tail Estimation Methods in High-Throughput Screening and Bioinformatics

    Author : Dmitrii Zholud; Göteborgs universitet; Göteborgs universitet; Gothenburg University; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Extreme Value Statistics; High-Throughput Screening; HTS; Bioinformatics; analysis of huge datasets; quality control; correction of theoretical p-values; comparison of pre-processing methods; SmartTail; estimation of False Discovery Rates; test power; distribution tail; high level excursions; quantile estimation; multiple testing; Student t−test; Welch statistic; small sample sizes; F−test; Wiener process; Gaussian random walk; Shepp statistic; limit theorems; exotic options.; estimation of False Discovery Rates;

    Abstract : This thesis presents results in Extreme Value Theory with applications to High-Throughput Screening and Bioinformatics. The methods described here, however, are applicable to statistical analysis of huge datasets in general. The main results are covered in four papers. READ MORE

  4. 4. Seasonal Adjustment and Dynamic Linear Models

    Author : Can Tongur; Daniel Thorburn; Sune Karlsson; Stockholms universitet; []
    Keywords : NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; Dynamic linear models; DLM; direct and indirect seasonal adjustment; relative efficiency; Huber loss function; Polls of polls; Wiener process; Swedish elections; statistik; Statistics;

    Abstract : Dynamic Linear Models are a state space model framework based on the Kalman filter. We use this framework to do seasonal adjustments of empirical and artificial data. A simple model and an extended model based on Gibbs sampling are used and the results are compared with the results of a standard seasonal adjustment method. READ MORE

  5. 5. On Receiver Algorithms for OFDM Systems

    Author : Florent Munier; Chalmers University of Technology; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; quantisation; multicarrier modulation; Intercarrier Interference ICI ; Phase noise; Wiener process; orthogonal frequency division multiplexing OFDM ; estimation; fading channels; channel estimation; iterative decoding.;

    Abstract : This thesis addresses the problem of designing a receiver for an Orthogonal FrequencyDivisionMultiplexing (OFDM)communication system operating over fading channels, taking into account the effects of hardware imperfections. We discuss solutions for efficiently estimating the parameters of a channel model and for compensating oscillator phase noise and analog to digital converter (ADC) quantisation errors at the receiver. READ MORE