Search for dissertations about: "distribution valued processes"
Showing result 1 - 5 of 8 swedish dissertations containing the words distribution valued processes.
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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. On time-frequency analysis and pseudo-differential operators for vector-valued functions
Abstract : This thesis treats different aspects of time-frequency analysis and pseudodifferential operators, with particular emphasis on techniques involving vector-valued functions and operator-valued symbols. The vector (Banach) space is either motivated by an application as in Paper I, where it is a space of stochastic variables, or is part of a general problem as in Paper II, or arises naturally from problems for scalar-valued operators and function spaces, as in Paper V. READ MORE
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3. Large deviations for weighted empirical measures and processes arising in importance sampling
Abstract : This thesis consists of two papers related to large deviation results associated with importance sampling algorithms. As the need for efficient computational methods increases, so does the need for theoretical analysis of simulation algorithms. This thesis is mainly concerned with algorithms using importance sampling. READ MORE
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4. A class of infinite dimensional stochastic processes with unbounded diffusion and its associated Dirichlet forms
Abstract : This thesis consists of two papers which focuses on a particular diffusion type Dirichlet form where Here is the basis in the Cameron-Martin space, H, consisting of the Schauder functions, and ν denotes the Wiener measure.In Paper I, we let vary over the space of wiener trajectories in a way that the diffusion operator A is almost everywhere an unbounded operator on the Cameron–Martin space. READ MORE
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5. Limit theorems for generalizations of GUE random matrices
Abstract : This thesis consists of two papers devoted to the asymptotics of random matrix ensembles and measure valued stochastic processes which can be considered as generalizations of the Gaussian unitary ensemble (GUE) of Hermitian matrices H=A+A†, where the entries of A are independent identically distributed (iid) centered complex Gaussian random variables. In the first paper, a system of interacting diffusing particles on the real line is studied; special cases include the eigenvalue dynamics of matrix-valued Ornstein-Uhlenbeck processes (Dyson's Brownian motion). READ MORE
