Search for dissertations about: "random processes"

Showing result 1 - 5 of 245 swedish dissertations containing the words random processes.

2. 1. Random Geometry and Reinforced Jump Processes

   Author : Tuan-Minh Nguyen; Probability and Inference Theory Group; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; random polygons; products of random matrices; vertex-reinforced jump processes; pseudotrajectories; random walks in simplexes; Markov chains in a general state space;

   Abstract : This thesis comprises three papers studying several mathematical models related to geometric Markov processes and random processes with reinforcements. The main goal of these works is to investigate the dynamics as well as the limiting behaviour of the models as time goes to infinity, the existence of invariant measures and limiting distributions, the speed of convergence and other interesting relevant properties. READ MORE

4. 2. Asymptotics of random matrices and matrix valued processes

   Author : Stefan Israelsson; Kurt Johansson; Uppsala universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; Mathematics; Random matrices; singular interaction; spectral distribution; fluctuation limit; distribution valued processes; MATEMATIK; MATHEMATICS; MATEMATIK; matematisk statistik; Mathematical Statistics;

   Abstract : This thesis contains three parts. In the first two papers we consider spectral properties of symmetric matrices with elements consisting of independent Ornstein Uhlenbeck processes. The eigenvalues behave as a particle system on the real line with singular interaction consisting of electrostatic repulsion and a linear restoring force. READ MORE

5. 3. Aspects of Spatial Random Processes

   Author : Olle Häggström; Göteborgs universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; subshift of finite type; measure of maximal entropy; Ising model; Gibbs measure; uniform spanning tree; first passage percolation; asymptotic shape; first passage percolation;

   Abstract : This thesis consists of five papers dealing with various aspects of spatial random processes. In the first three papers the main focus is on a special class of such processes, namely measures of maximal entropy for subshifts of finite type. READ MORE

6. 4. Inertial collisions in random flows

   Author : Kristian Gustafsson; Göteborgs universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; Collisions; nonlinear dynamical systems; particles and aerosols; random processes; suspensions; turbulent diffusion; turbulent flows;

   Abstract : In nature, suspensions of small particles in fluids are common. An important example are rain droplets suspended in turbulent clouds. Such clouds can start to rain very quickly and the reason for this is still not fully explained, but it is believed that the turbulent motion in the cloud plays an important role. READ MORE

7. 5. Numerical analysis for random processes and fields and related design problems

   Author : Konrad Abramowicz; Oleg Seleznjev; Krzysztof Podgórski; Umeå universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; stochastic processes; random fields; approximation; numerical integration; Hermite splines; piecewise linear interpolator; local stationarity; point singularity; stratified Monte Carlo quadrature; Asian option; Monte Carlo pricing method; Lévy market models; Mathematical statistics; Matematisk statistik; Mathematical Statistics; matematisk statistik;

   Abstract : In this thesis, we study numerical analysis for random processes and fields. We investigate the behavior of the approximation accuracy for specific linear methods based on a finite number of observations. Furthermore, we propose techniques for optimizing performance of the methods for particular classes of random functions. READ MORE