Search for dissertations about: "generalized Laplace"

Showing result 1 - 5 of 13 swedish dissertations containing the words generalized Laplace.

  2. 1. Some Markov Processes in Finance and Kinetics : Markov Processes

    Author : Mattias Sunden; Göteborgs universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; CGMY process; Collision kernel; Direct simulation Monte Carlo; Diffusion approximation; Extreme value theory; Feller process; Generalized hyperbolic process; Generalized $z$-process; Infinitesimal generator; Laplace-Beltrami operator; L evy Processes; Long-tailed distribution; Kac equation; Kac model; Markov process; Semigroup; Semi-heavy tailed distirbution; Spectral gap; Subexponential distibrution; Superexponential distribution; Tauberian theorem; Thermostat.; Diffusion approximation;

    Abstract : This thesis consists of four papers. The first two papers treat extremes for L\'evy processes, while papers three and four treat the Kac model with unbounded collision kernel. READ MORE

  4. 2. Noise Convolution Models: Fluids in Stochastic Motion, Non-Gaussian Tempo-Spatial Fields, and a Notion of Tilting

    Author : Jörg Wegener; Matematisk statistik; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; generalized Laplace; shallow water equations; asymmetry; noise convolution models; tempo-spatial fields; non-Gaussian model;

    Abstract : The primary topic of this thesis is a class of tempo-spatial models which are rather flexible in a distributional sense. They prove quite successful in modeling (temporal) dependence structures and go beyond the limitation of Gaussian models, thus allowing for heavy tails and skewness. READ MORE

  5. 3. Directional Decomposition in Anisotropic Heterogeneous Media for Acoustic and Electromagnetic Fields

    Author : B. Lars G. Jonsson; KTH; []
    Keywords : directional wave-field decomposition; wave splitting; spectral reduction; aourstic anisotropy; electromagnetic anisotropy; generalized eigenvalue problem;

    Abstract : Directional wave-field decomposition for heterogeneousanisotropic media with in-stantaneous response is establishedfor both the acoustic and the electromagnetic equations.We derive a sufficient condition for ellipticity of thesystem's matrix in the Laplace domain and show that theconstruction of the splitting matrix via a Dunford-Taylorintegral over the resolvent of the non-compact, non-normalsystem's matrix is well de ned. READ MORE

  6. 4. Properties of wave-front sets and non-tangential convergence

    Author : Karoline Johansson; Joachim Toft; Luigi Rodino; Linnéuniversitetet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Fourier Banach spaces; Generalized free time-dependent Schrödinger equation; Micro-local; Modulation spaces; Non-tangential convergence; Pseudo-differential operators; Regularity; Wave-front sets.; Mathematical analysis; Analys; Matematik; Mathematics;

    Abstract : In this thesis we consider regularity properties for solutions to partial differential equations and pseudo-differential equations. The thesis mainly concerns wave-front sets and micro-local properties. READ MORE

  7. 5. Random Models in Time and Space with Financial, Economics and Engineering Applications : Structural Covariance in Space and Stochastic Variability in Time

    Author : Nima Shariati; Statistiska institutionen; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Cross-border spillover; Inter- and intralocation effects; Multivariate spatial regression models; Panel data; Spatial econometric models; Gamma distributed variances; Generalized Laplace distribution; Modulated volatility; Non-Gaussian time series; Road profile; Spatial vector autoregressive model; Outlier; Robust control chart; Robust estimation;

    Abstract : In this thesis, we model stochastic processes in time and space. We focus on the processes whose covariance structure is either changing over the time span, or depends on the location in space. We develop models that appropriately describe and analyze such data behaviors in various different fields including finance, economics and engineering. READ MORE