Search for dissertations about: "convergence of point processes"

Showing result 1 - 5 of 20 swedish dissertations containing the words convergence of point processes.

  1. 1. Barycentric Markov processes and stability of stochastic integrators

    Author : Philip Kennerberg; Matematisk statistik; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; geometric probability; dirichlet processes; Markov processes; stochastic integration; interacting particle systems;

    Abstract : This thesis consists of four papers that broadly concerns two dierent topics. The rsttopic is so-called barycentric Markov processes. By a barycentric Markov process wemean a process that consists of a point/particle system evolving in (discrete) time,whose evolution depends in some way on the mean value of the current points in thesystem. READ MORE

  2. 2. Evolution of Techno-Economic Systems - An Investigation of the History of Mobile Communications

    Author : Sven Lindmark; Chalmers tekniska högskola; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; mobile data communications; application diversification; mobile telephony; standards; complementarities; diffusion; techno-economic systems; convergence; competition; technological change;

    Abstract : The purpose of this thesis is to contribute to the understanding of how techno-economic systems emerge and evolve and how such processes can be analyzed. To these ends, the history of mobile communications is investigated, seen as a complex techno-economic system with two rapidly evolving and interacting subsystems - mobile telephony and mobile data communications - which are described, dissected and compared in case studies. READ MORE

  3. 3. Contributions to Numerical Solution of Stochastic Differential Equations

    Author : Anders Muszta; Göteborgs universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; adaptive method; change of time; CIR model; CKLS model; convergence order; Euler method; heavy-tailed SDE; hyperbolic SDE; geometric integration; global Lipschitz condition; Levy process; Lie group method; local Lipschitz condition; local martingales; mean reversion; Milstein method; numerical method; semimartingale; stochastic differential equation; stochastic Taylor expansion; strong approximation; symplectic integration; volatility induced stationarity; waveform relaxation; volatility induced stationarity;

    Abstract : This thesis consists of four papers: Paper I is an overview of recent techniques in strong numerical solutions of stochastic differential equations, driven by Wiener processes, that have appeared the last then 10 years, or so. Paper II studies theoretical and numerical aspects of stochastic differential equations with so called volatility induced stationarity. READ MORE

  4. 4. On Clustering of Random Points in the Plane and in Space

    Author : Marianne Månsson; Göteborgs universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; geometric probability; integral geometry; convex sets; random intersections; mixed volumes; scan statistics; Poisson approximation; Stein-Chen method; convergence of point processes; scan statistics;

    Abstract : If n points are independently and uniformly distributed in a large rectangular parallelepiped, A in Rd, d =2,3, they may possibly aggregate in such a way that they are contained in some translate of a given convex set C in A. If the points are replaced by copies of C, these translated sets may have a non-empty intersection. READ MORE

  5. 5. Approximation of Infinitely Divisible Random Variables with Application to the Simulation of Stochastic Processes

    Author : Magnus Wiktorsson; Matematisk statistik; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; operations research; Statistics; aktuariematematik; Stochastic differential equation; Infinitely divisible distribution; Type G distribution; Lévy process; Stochastic integral; Mathematical Statistics; Matematik; Mathematics; programming; actuarial mathematics; Statistik; operationsanalys; programmering;

    Abstract : This thesis consists of four papers A, B, C and D. Paper A and B treats the simulation of stochastic differential equations (SDEs). The research presented therein was triggered by the fact that there were not any efficient implementations of the higher order methods for simulating SDEs. READ MORE