Search for dissertations about: "probability generating functional"

Found 4 swedish dissertations containing the words probability generating functional.

  2. 1. Non-parametric methods for functional data

    Author : Johan Strandberg; Sara Sjöstedt de Luna; Konrad Abramowicz; Lina Schelin; Charlotte Häger; Pedro Delicado; Umeå universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; functional data analysis; testing; clustering; prediction; inference; bagging Voronoi strategy; kriging; dependency; matematisk statistik; Mathematical Statistics;

    Abstract : In this thesis we develop and study non-parametric methods within three major areas of functional data analysis: testing, clustering and prediction. The thesis consists of an introduction to the field, a presentation and discussion of the three areas, and six papers. READ MORE

  4. 2. Some computational aspects of Markov processes

    Author : Alexey Lindo; Göteborgs universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Galton-Watson process; embeddability; Gumbel distribution; Markov chain with a general state space; probability generating functional; infinitely divisible distribution; Levy process; gradient method; Chen-Stein s method; random matrix.; probability generating functional;

    Abstract : .... READ MORE

  5. 3. Approximating Stochastic Partial Differential Equations with Finite Elements: Computation and Analysis

    Author : Andreas Petersson; Chalmers tekniska högskola; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Lévy process; Lyapunov equation; white noise; finite element method; multilevel Monte Carlo; Monte Carlo; multiplicative noise; asymptotic mean square stability; stochastic heat equation; covariance operator; weak convergence; generalized Wiener process; numerical approximation; stochastic wave equation; Stochastic partial differential equations;

    Abstract : Stochastic partial differential equations (SPDE) must be approximated in space and time to allow for the simulation of their solutions. In this thesis fully discrete approximations of such equations are considered, with an emphasis on finite element methods combined with rational semigroup approximations. READ MORE

  6. 4. Computational Aspects of Lévy-Driven SPDE Approximations

    Author : Andreas Petersson; Göteborgs universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; multilevel Monte Carlo; numerical approximation of stochastic differential equations; multiplicative noise; Lévy processes; finite element method; variance redons; Monte Carlo; weak convergence; Lévy processes;

    Abstract : In order to simulate solutions to stochastic partial differential equations (SPDE) they must be approximated in space and time. In this thesis such fully discrete approximations are considered, with an emphasis on finite element methods combined with rational semigroup approximations. There are several notions of the error resulting from this. READ MORE