Search for dissertations about: "gaussian"

Showing result 11 - 15 of 480 swedish dissertations containing the word gaussian.

  2. 11. CO2 storage in deep saline aquifers : Models for geological heterogeneity and large domains

    Author : Liang Tian; Auli Niemi; Fritjof Fagerlund; Simon Mathias; Uppsala universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; CO2; Carbon Capture Storage; Storage Capacity; Injectivity; Monte Carlo; Gaussian; Permeability; Upscaling; 二氧化碳; 地質封存; 高斯仿真; 滲透係數; 非均質性; 升尺度; 存儲效能; 場地模擬; 不確定性; 壓力累積;

    Abstract : This work presents model development and model analyses of CO2 storage in deep saline aquifers. The goal has been two-fold, firstly to develop models and address the system behaviour under geological heterogeneity, second to tackle the issues related to problem scale as modelling of the CO2 storage systems can become prohibitively complex when large systems are considered. READ MORE

  4. 12. Bayesian Cluster Analysis : Some Extensions to Non-standard Situations

    Author : Jessica Franzén; Daniel Thorburn; Jukka Corander; Stockholms universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Cluster analysis; Clustering; Classification; Mixture model; Gaussian; Bayesian inference; MCMC; Gibbs sampler; Deviant group; Longitudinal; Missing data; Multiple imputation; Statistics; Statistik; Statistics; statistik;

    Abstract : The Bayesian approach to cluster analysis is presented. We assume that all data stem from a finite mixture model, where each component corresponds to one cluster and is given by a multivariate normal distribution with unknown mean and variance. READ MORE

  5. 13. Gaussian structures and orthogonal polynomials

    Author : Lars Larsson-Cohn; Kurt Johansson; Uppsala universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Mathematics; Meyer inequality; orthogonal polynomials; Lp-norms; information entropy; finite difference equations; central limit theorem; interpolation theory; Besov spaces; MATEMATIK; MATHEMATICS; MATEMATIK; Mathematics; Matematik;

    Abstract : This thesis consists of four papers on the following topics in analysis and probability: analysis on Wiener space, asymptotic properties of orthogonal polynomials, and convergence rates in the central limit theorem. The first paper gives lower bounds on the constants in the Meyer inequality from the Malliavin calculus. READ MORE

  6. 14. Bridges with Random Length and Pinning Point for Modelling the Financial Information

    Author : Mohammed Louriki; Astrid Hilbert; Dorje C. Brody; Linnéuniversitetet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Brownian motion; Brownian bridge; Gaussian process; Gaussian bridge; Gamma process; Gamma bridge; Lévy process; pinned Lévy process; Markov process; Bayes theorem; stopping time; default time; semi-martingale decomposition; credit risk; defaultable bond; last passage time; enlargement of filtration; stochastic filtering theory; information-based asset pricing; market filtration.; Mathematics; Matematik;

    Abstract : The impact of the information concerning an event of interest occurring at a future random time is the main topic of this work. The event can massively influence financial markets and the problem of modelling the information on the time at which it occurs is of crucial importance in financial modelling. READ MORE

  7. 15. Crossings and maxima in Gaussian fields and seas

    Author : Eva Sjö; Matematisk statistik; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; operations research; Statistics; random waves; extremes; generalised Rice s formula; level-crossings; Gaussian random fields; programming; actuarial mathematics; Statistik; operationsanalys; programmering; aktuariematematik;

    Abstract : In this thesis the focus is on crossing points in random fields and the probability distributions of various crossing variables in different applications. The crossing points are generalisations to random fields of points of level crossings by stochastic processes. READ MORE