Search for dissertations about: "exponential bound"

Showing result 1 - 5 of 26 swedish dissertations containing the words exponential bound.

  2. 1. Ruin probabilities and first passage times for self-similar processes

    Author : Zbigniew Michna; Matematisk statistik; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Simulation of Ruin Probability; Monte Carlo Method; Skorokhod Topology; Weak Convergence; Rice s Formula; Fluid Model; Risk Model; Scaled Brownian Motion; Long Range Dependence; Fractional Brownian Motion; Renewal Process; Levy Motion; Stable Process; Self-Similar Process; Gaussian Process; Ruin Probability; First Passage Time; Exponential Bound; Picands Constant.; Mathematics; Matematik;

    Abstract : This thesis investigates ruin probabilities and first passage times for self-similar processes. We propose self-similar processes as a risk model with claims appearing in good and bad periods. Then, in particular, we get the fractional Brownian motion with drift as a limit risk process. READ MORE

  4. 2. Efficient Use of Exponential Size Linear Programs

    Author : Lukas Polacek; Johan Håstad; Nikhil Bansal; KTH; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; approximation algorithms; linear programming; allocation problems; Computer Science; Datalogi;

    Abstract : In the past decades, linear programming (LP) has been successfully used to develop approximation algorithms for various optimization problems. In particular, the so-called assignment LP has lead to substantial progress for various allocation problems, including scheduling unrelated parallel machines. READ MORE

  5. 3. Short Proofs May Be Spacious : Understanding Space in Resolution

    Author : Jakob Nordström; Johan Håstad; Albert Atserias; KTH; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Proof complexity; resolution; space; length; width; separation; lower bound; pebble game; pebbling formula; Beviskomplexitet; resolution; minne; längd; bredd; separation; undre gräns; pebblingspel; pebblingformel; Theoretical computer science; Teoretisk datalogi;

    Abstract : Om man ser på de bästa nu kända algoritmerna för att avgöra satisfierbarhet hos logiska formler så är de allra flesta baserade på den så kallade DPLL-metoden utökad med klausulinlärning. De två viktigaste gränssättande faktorerna för sådana algoritmer är hur mycket tid och minne de använder, och att förstå sig på detta är därför en fråga som har stor praktisk betydelse. READ MORE

  6. 4. Applications of Integer Quadratic Programming in Control and Communication

    Author : Daniel Axehill; Anders Hansson; Anders Rantzer; Linköpings universitet; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Optimization; Model Predictive Control; CDMA; Quadratic Programming; Mixed Integer Quadratic Programming; Dual active set methods; Riccati recursion; Branch and bound; Automatic control; Reglerteknik;

    Abstract : The main topic of this thesis is integer quadratic programming with applications to problems arising in the areas of automatic control and communication. One of the most widespread modern control principles is the discrete-time method Model Predictive Control (MPC). READ MORE

  7. 5. Pharmacokinetics of 2-mercaptopropionylglycine (Tiopronin) in man

    Author : Margaretha S. Carlsson; Per Sjöström; Linköpings universitet; []
    Keywords : MEDICINE; MEDICIN;

    Abstract : 2-Mercaptopropionylglycine (2-MPG, tiopronin) has been used successfully in the treatment of cystinuria despite the lack of knowledge of its pharmacokinetics. Therefore methods based on high-performance liquid chromatography and fluorometric detection were developed for quantitative analysis. READ MORE