Search for dissertations about: "renewal processes"

Showing result 1 - 5 of 64 swedish dissertations containing the words renewal processes.

  1. 1. Nonlinearly Perturbed Renewal Equations asymptotic Results and Applications

    University dissertation from Västerås : Mälardalen University

    Author : Ying Ni; Mälardalens högskola.; [2011]
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Nonlinearly perturbed renewal equation; perturbed renewal equation; nonlinear perturbation; non-polynomial perturbation; perturbed risk process; perturbed storage process; MATHEMATICS Applied mathematics Mathematical statistics; MATEMATIK Tillämpad matematik 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

  2. 2. A Class of Renewal Processes in Random Environments

    University dissertation from Göteborg : Chalmers University of Technology

    Author : David Svensson; Göteborgs universitet.; Gothenburg University.; [2000]
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; point process; renewal process; random environment; coupling; regeneration; failure rate; Poisson embedding; asymptotics; stochastic domination; stochastic monotonicity;

    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

  3. 3. Understanding regional renewal and industry cluster emergence processes within the Swedish periphery

    University dissertation from Umeå : Handelshögskolan vid Umeå universitet

    Author : Andrew Arbuthnott; Umeå universitet.; [2010]
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; industry emergence processes; regional renewal; industry clusters; periherial regions; SOCIAL SCIENCES Business and economics Business studies; SAMHÄLLSVETENSKAP Ekonomi Företagsekonomi;

    Abstract : There are many insightful writings revealing that regions within industrialised nations are able to renew their local business environments through building and supporting industry clusters. Such knowledge stems from research based on how to maintain and develop successful industry clusters located within central regions. READ MORE

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

    University dissertation from Västerås : Mälardalen University

    Author : Ying Ni; Mälardalens högskola.; [2010]
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Renewal equation; perturbed renewal equation; non-polynomial perturbation; exponential asymptotic expansion; risk process; ruin probability; MATHEMATICS Applied mathematics Mathematical statistics; MATEMATIK Tillämpad matematik 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, $\mathbf{N}_0^k \equiv \mathbf{N}_0 \times \cdots \times \mathbf{N}_0, 1\leq k <\infty$ with the product being taken $k$ times and $\w$ is a $k$ dimensional parameter vector that satisfies certain properties. READ MORE

  5. 5. A Non-Gaussian Limit Process with Long-Range Dependence

    University dissertation from Uppsala : Matematiska institutionen

    Author : Raimundas Gaigalas; Uppsala universitet.; [2004]
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Mathematical statistics; long-range dependence; traffic modelling; arrival process; self-similarity; heavy tails; fractional Brownian motion; stable processes; renewal processes; independently scattered random measure; weak convergence; 60F17; 60G18; 90B18; 60K05 ; Matematisk statistik; MATHEMATICS Applied mathematics Mathematical statistics; MATEMATIK Tillämpad matematik Matematisk statistik;

    Abstract : This thesis, consisting of three papers and a summary, studies topics in the theory of stochastic processes related to long-range dependence. Much recent interest in such probabilistic models has its origin in measurements of Internet traffic data, where typical characteristics of long memory have been observed. READ MORE