Search for dissertations about: "random matrix."

Showing result 11 - 15 of 123 swedish dissertations containing the words random matrix..

  2. 11. Riemann-Hilbert methods in general relativity and random matrix theory

    Author : Julian Mauersberger; Jonatan Lenells; Tom Claeys; KTH; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES;

    Abstract : This thesis focuses on problems in general relativity and random matrix theory that can be solved by means of Riemann-Hilbert techniques. The first part of the thesis is dedicated to solving boundary value problems related to colliding plane waves in vacuum in general relativity. READ MORE

  4. 12. Distributed Detection in Cognitive Radio Networks

    Author : Ahti Ainomäe; Mats Bengtsson; Tõnu Trump; Olav Tirkkonen; KTH; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Cognitive Radio; distributed estimation; distributed detection; Diffusion LMS; Diffusion Networks; Adaptive Networks; Spectrum Sensing; Energy Detection; Random Matrix; Largest Eigenvalue Detection.; Electrical Engineering; Elektro- och systemteknik;

    Abstract : One of the problems with the modern radio communication is the lack of availableradio frequencies. Recent studies have shown that, while the available licensed radiospectrum becomes more occupied, the assigned spectrum is significantly underutilized. READ MORE

  5. 13. 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

  6. 14. Optimal portfolios in the high-dimensional setting : Estimation and assessment of uncertainty

    Author : Erik Thorsén; Taras Bodnar; Joanna Tyrcha; Mark Podolski; Stockholms universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Shrinkage estimator; high-dimensional covariance matrix; random matrix theory; optimal portfolios; parameter uncertainty; ridge regularization; dynamic decision making; matematisk statistik; Mathematical Statistics;

    Abstract : Financial portfolios and diversification go hand in hand. Diversification is one of, if not, the best risk mitigation strategy there is. If an investment performs poorly, then it will not impact the performance of the portfolio much due to diversification. Modern Portfolio Theory (MPT) is a framework for constructing diversified portfolios. READ MORE

  7. 15. Assessing precision and accuracy in acoustic scattering matrix measurements

    Author : Luck Peerlings; Hans Bodén; Susann Boij; Avraham Hirschberg; KTH; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; aero-acoustics; sudden area expansion; in-duct acoustics; acoustic scattering matrix; impedance tube; uncertainty analysis; systematic errors; Vehicle and Maritime Engineering; Farkostteknik;

    Abstract : Acoustic scattering matrices are used to characterize the influence of inline duct elements on the acoustic wave propagation in wave guides.When measuring the properties of these matrices, errors are always present in the results and need to be characterized to make valid statements on the correspondence between model predictions and measurements. READ MORE