Search for dissertations about: "mean first-passage time"

Found 2 swedish dissertations containing the words mean first-passage time.

  2. 1. My first-passage : target search in physics and biology

    Author : Markus Nyberg; Ludvig Lizana; Martin Rosvall; Carlos Mejia-Monasterio; Umeå universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; first-passage; mean first-passage time; mean first-arrival time; random walk; diffusion; zero-crossing; persistence; survival probability; network; resetting; teoretisk fysik; Theoretical Physics;

    Abstract : Random walks and diffusing particles have been a corner stone in modelling the random motion of a varying quantity with applications spanning over many research fields. And in most of the applications one can ask a question related to when something happened for the first time. That is, a first-passage problem. READ MORE

  4. 2. Optimal Sequential Decisions in Hidden-State Models

    Author : Juozas Vaicenavicius; Erik Ekström; Huyên Pham; Uppsala universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; sequential analysis; optimal stopping; optimal liquidation; drift uncertainty; incomplete information; stochastic filtering;

    Abstract : This doctoral thesis consists of five research articles on the general topic of optimal decision making under uncertainty in a Bayesian framework. The papers are preceded by three introductory chapters.Papers I and II are dedicated to the problem of finding an optimal stopping strategy to liquidate an asset with unknown drift. READ MORE