Search for dissertations about: "heavy tails"

Showing result 6 - 7 of 7 swedish dissertations containing the words heavy tails.

2. 6. Two-Barrier Problems in Applied Probability: Algorithms and Analysis

   Author : Mats Pihlsgård; Matematisk statistik; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; Statistics; operations research; programming; actuarial mathematics; Statistik; Matematik; Mathematics; Naturvetenskap; Natural science; Reflection; Stochastic processes; Applied probability; Queueing; operationsanalys; programmering; aktuariematematik;

   Abstract : This thesis consists of five papers (A-E). In Paper A, we study transient properties of the queue length process in various queueing settings. We focus on computing the mean and the Laplace transform of the time required for the queue length starting at $x0. We define the loss rate due to the reflection. READ MORE

4. 7. Improved Methods for Pharmacometric Model-Based Decision-Making in Clinical Drug Development

   Author : Anne-Gaëlle Dosne; Mats O. Karlsson; Rik Schoemaker; Uppsala universitet; []
   Keywords : MEDICIN OCH HÄLSOVETENSKAP; MEDICAL AND HEALTH SCIENCES; pharmacometrics; nonlinear mixed-effects models; confirmatory trials; residual error modeling; parameter uncertainty; sampling importance resampling; model-averaging; Farmaceutisk vetenskap; Pharmaceutical Science;

   Abstract : Pharmacometric model-based analysis using nonlinear mixed-effects models (NLMEM) has to date mainly been applied to learning activities in drug development. However, such analyses can also serve as the primary analysis in confirmatory studies, which is expected to bring higher power than traditional analysis methods, among other advantages. READ MORE