Search for dissertations about: "heavy tails"

Showing result 1 - 5 of 7 swedish dissertations containing the words heavy tails.

  2. 1. A Non-Gaussian Limit Process with Long-Range Dependence

    Author : Raimundas Gaigalas; Ingemar Kaj; Esko Valkeila; Uppsala universitet; []
    Keywords : NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; Mathematical statistics; long-range dependence; traffic modelling; arrival process; self-similarity; heavy tails; fractional Brownian motion; stable processes; renewal processes; independently scattered random measure; weak convergence; 60F17; 60G18; 90B18; 60K05 ; Matematisk statistik; Mathematical statistics; Matematisk statistik;

    Abstract : This thesis, consisting of three papers and a summary, studies topics in the theory of stochastic processes related to long-range dependence. Much recent interest in such probabilistic models has its origin in measurements of Internet traffic data, where typical characteristics of long memory have been observed. READ MORE

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

    Author : Mattias Sunden; Göteborgs universitet; Göteborgs universitet; Gothenburg University; []
    Keywords : 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

  5. 3. Rare-event simulation with Markov chain Monte Carlo

    Author : Thorbjörn Gudmundsson; Henrik Hult; Ad Ridder; KTH; []
    Keywords : NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; Tillämpad matematik och beräkningsmatematik; Applied and Computational Mathematics;

    Abstract : Stochastic simulation is a popular method for computing probabilities or expecta- tions where analytical answers are difficult to derive. It is well known that standard methods of simulation are inefficient for computing rare-event probabilities and there- fore more advanced methods are needed to those problems. READ MORE

  6. 4. 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; 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

  7. 5. Genetically Engineered Plants: Improved stress tolerance, growth and facilitated protein purification

    Author : Gösta Lilius; Tillämpad biokemi; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; glycine betaine; gene; freezing; flooding; drought; dicoteledones; desiccation; compatible solutes; cold; choline dehydrogenase; chill; CDH; betaine; betA; alkaloids anoxia; affinity purification; affinity tags; handles; hemoglobin; hypoxia; low temperatu; Biotechnology; Bioteknik;

    Abstract : Heterologous genes were expressed in plants in which the overall goal was to increase the value of the final crop. Various aspects were explored and evaluated, such as improving the stress tolerance, enhancing the availability of oxygen in growing cells and producing rare proteins with increased degrees of purity. READ MORE