Search for dissertations about: "stochastic processes"

Showing result 16 - 20 of 284 swedish dissertations containing the words stochastic processes.

  2. 16. Approximation of Infinitely Divisible Random Variables with Application to the Simulation of Stochastic Processes

    Author : Magnus Wiktorsson; Matematisk statistik; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; operations research; Statistics; aktuariematematik; Stochastic differential equation; Infinitely divisible distribution; Type G distribution; Lévy process; Stochastic integral; Mathematical Statistics; Matematik; Mathematics; programming; actuarial mathematics; Statistik; operationsanalys; programmering;

    Abstract : This thesis consists of four papers A, B, C and D. Paper A and B treats the simulation of stochastic differential equations (SDEs). The research presented therein was triggered by the fact that there were not any efficient implementations of the higher order methods for simulating SDEs. READ MORE

  4. 17. Large-scale simulation-based experiments with stochastic models using machine learning-assisted approaches : Applications in systems biology using Markov jump processes

    Author : Fredrik Wrede; Andreas Hellander; Ramon Grima; Uppsala universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; bioinformatics; systems biology; stochastic simulation; model exploration; approximate parameter inference; machine learning; distributed computing; Beräkningsvetenskap; Scientific Computing;

    Abstract : Discrete and stochastic models in systems biology, such as biochemical reaction networks, can be modeled as Markov jump processes. The chemical master equation describes how the probability distribution of a biochemical system's states evolves. Unfortunately, solutions to the chemical master equation only exist for trivial problems. READ MORE

  5. 18. Topics in Simulation and Stochastic Analysis

    Author : Mikael Signahl; Matematisk statistik; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Mathematics; Matematik; stochastic heat equation; stochastic wave equation; error rates; truncated Levy process; discontinuities; optimal decay rate; digital communication system;

    Abstract : Paper A investigates how to simulate a differentiated mean in cases where interchanging differentiation and expectation is not allowed. Three approaches are available, finite differences (FD's), infinitesimal perturbation analysis (IPA) and the likelihood ratio score function (LRSF) method. READ MORE

  6. 19. Probabilistic Sequence Models with Speech and Language Applications

    Author : Gustav Eje Henter; W. Bastiaan Kleijn; Arne Leijon; Gernot Kubin; KTH; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Time series; acoustic modelling; speech synthesis; stochastic processes; causal-state splitting reconstruction; robust causal states; pattern discovery; Markov models; HMMs; nonparametric models; Gaussian processes; Gaussian process dynamical models; nonlinear Kalman filters; information theory; minimum entropy rate simplification; kernel density estimation; time-series bootstrap;

    Abstract : Series data, sequences of measured values, are ubiquitous. Whenever observations are made along a path in space or time, a data sequence results. To comprehend nature and shape it to our will, or to make informed decisions based on what we know, we need methods to make sense of such data. READ MORE

  7. 20. 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