Search for dissertations about: "weak*-convergence"

Showing result 1 - 5 of 16 swedish dissertations containing the word weak*-convergence.

  2. 1. Weak Convergence of First-Rare-Event Times for Semi-Markov Processes

    Author : Myroslav Drozdenko; Dmitrii Silvestrov; Raimondo Manca; Mälardalens högskola; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; weak convergence; first-rare-event times; semi-Markov processes; Mathematical statistics; Matematisk statistik; Matematik tillämpad matematik;

    Abstract : I denna avhandling studerar vi nödvändiga och tillräckliga villkor för svag konvergens av första-sällan-händelsetider för semi-Markovska processer.I introduktionen ger vi nödvändiga grundläggande definitioner och beskrivningar av modeller som betraktas i avhandlingen, samt ger några exempel på situationer i vilka metoder av första-sällan-händelsetider kan vara lämpliga att använda. READ MORE

  4. 2. Asymptotics, weak convergence and duality in population genetics

    Author : Martina Favero; Henrik Hult; Alison Etheridge; KTH; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES;

    Abstract : This thesis consists of four papers on asymptotic results and stochastic duality for some processes in mathematical population genetics. The focus is on Wright-Fisher diffusions and coalescent processes, which model, respectively, the evolution of frequencies of genetic types and genealogies in a population,and play a key role in inference on genetic data sets. 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. On weak and strong convergence of numerical approximations of stochastic partial differential equations

    Author : Fredrik Lindgren; Göteborgs universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Additive noise; Cahn-Hilliard-Cook equation; Error estimate; Finite element; Hyperbolic equation; Parabolic equation; Rational approximation; Stochastic partial differential equation; Strong convergence; Truncation; Wiener process; Weak convergence; Weak convergence;

    Abstract : This thesis is concerned with numerical approximation of linear stochastic partial differential equations driven by additive noise. In the first part, we develop a framework for the analysis of weak convergence and within this framework we analyze the stochastic heat equation, the stochastic wave equation, and the linearized stochastic Cahn-Hilliard, or the linearized Cahn-Hilliard-Cook equation. READ MORE

  7. 5. The Final Size of Multitype Chain-Binomial Epidemic Processes

    Author : Mikael Andersson; Göteborgs universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; multitype epidemic process; counting process; Markov process; weak convergence; counting process;

    Abstract : A multitype chain-binomial epidemic process is defined for a closed finite population by sampling a simple multidimensional counting process at certain points. The final size of the epidemic is then characterised, given the counting process, as the smallest root of a non-linear system of equations. READ MORE