Search for dissertations about: "renewal process"

Showing result 1 - 5 of 93 swedish dissertations containing the words renewal process.

2. 1. Renewal and Heritage : The Quest for Authenticity in Hasan Hanafi's Islamic Ideology

   Author : Susanne Olsson; David Westerlund; Eva Evers Rosander; Leif Stenberg; Uppsala universitet; []
   Keywords : HUMANIORA; HUMANITIES; Islamologi; authenticity; continuity; Establishment Islam; globalisation; heritage; Islamism; Occidentalism; renewal; sacred authority; asalah; ijtihad; tawhid; turath; Islamologi; Islamology; Islamologi; History Of Religions; religionshistoria;

   Abstract : This study presents and analyses a contemporary interpretation of Islam by the Egyptian thinker Hasan Hanafi. His ideas are analysed in a perspective of the history of ideas where both Islamic and Western influences are taken into consideration. READ MORE

4. 2. Nonlinearly Perturbed Renewal Equations : asymptotic Results and Applications

   Author : Ying Ni; Dmitrii Silvestrov; Anatoliy Malyarenko; Mats Gyllenberg; Mälardalens högskola; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; Nonlinearly perturbed renewal equation; perturbed renewal equation; nonlinear perturbation; non-polynomial perturbation; perturbed risk process; perturbed storage process; Mathematical statistics; Matematisk statistik; Mathematics Applied Mathematics; matematik tillämpad matematik;

   Abstract : In this thesis we investigate a model of nonlinearly perturbed continuous-time renewal equation. Some characteristics of the renewal equation are assumed to have non-polynomial perturbations, more specifically they can be expanded with respect to a non-polynomial asymptotic scale. READ MORE

5. 3. Ruin probabilities and first passage times for self-similar processes

   Author : Zbigniew Michna; Matematisk statistik; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; Simulation of Ruin Probability; Monte Carlo Method; Skorokhod Topology; Weak Convergence; Rice s Formula; Fluid Model; Risk Model; Scaled Brownian Motion; Long Range Dependence; Fractional Brownian Motion; Renewal Process; Levy Motion; Stable Process; Self-Similar Process; Gaussian Process; Ruin Probability; First Passage Time; Exponential Bound; Picands Constant.; Mathematics; Matematik;

   Abstract : This thesis investigates ruin probabilities and first passage times for self-similar processes. We propose self-similar processes as a risk model with claims appearing in good and bad periods. Then, in particular, we get the fractional Brownian motion with drift as a limit risk process. READ MORE

6. 4. Perturbed Renewal Equations with Non-Polynomial Perturbations

   Author : Ying Ni; Dmitrii Silvestrov; Anatoliy Malyarenko; Yuri Belyaev; Mälardalens högskola; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; Renewal equation; perturbed renewal equation; non-polynomial perturbation; exponential asymptotic expansion; risk process; ruin probability; Mathematical statistics; Matematisk statistik; Mathematics Applied Mathematics; matematik tillämpad matematik;

   Abstract : This thesis deals with a model of nonlinearly perturbed continuous-time renewal equation with nonpolynomial perturbations. The characteristics, namely the defect and moments, of the distribution function generating the renewal equation are assumed to have expansions with respect to a non-polynomial asymptotic scale: $\{\varphi_{\nn} (\varepsilon) =\varepsilon^{\nn \cdot \w}, \nn \in \mathbf{N}_0^k\}$  as $\varepsilon \to 0$, where $\mathbf{N}_0$ is the set of non-negative integers, $\mathbf{N}_0^k \equiv \mathbf{N}_0 \times \cdots \times \mathbf{N}_0, 1\leq k . READ MORE

7. 5. A Class of Renewal Processes in Random Environments

   Author : David Svensson; Göteborgs universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; point process; renewal process; random environment; coupling; regeneration; failure rate; Poisson embedding; asymptotics; stochastic domination; stochastic monotonicity; renewal process;

   Abstract : This paper deals with a generalization of the class of renewal processes with absolutely continuous life length distribution, obtained by allowing a random environment to modulate the stochastic intensity of the renewal process. The random environment is a birth and death process with a finite state space. READ MORE