Tesi sul tema "Random variables"
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Yan, Xiaosong. "Quantifications of random variables". Thesis, National Library of Canada = Bibliothèque nationale du Canada, 1996. http://www.collectionscanada.ca/obj/s4/f2/dsk3/ftp04/NQ36218.pdf.
Testo completoWanntorp, Henrik. "Summability Methods and Random Variables". Thesis, Uppsala University, Department of Mathematics, 2003. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-122047.
Testo completoSpencer, Steven Robert. "Renewal theory for uniform random variables". CSUSB ScholarWorks, 2002. https://scholarworks.lib.csusb.edu/etd-project/2248.
Testo completoZarepour, Mahmoud. "Some topics on infinite variance random variables". Thesis, National Library of Canada = Bibliothèque nationale du Canada, 1997. http://www.collectionscanada.ca/obj/s4/f2/dsk2/ftp02/NQ28099.pdf.
Testo completoJairu, Desiderio N. "Distributions of some random volumes of uniform and beta type-1 random variables". Thesis, City University London, 1995. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.283156.
Testo completoVenigella, Pavan Kumar. "Robust Mechanism synthesis with random and interval variables". Diss., Rolla, Mo. : University of Missouri-Rolla, 2007. http://scholarsmine.mst.edu/thesis/pdf/Venigella_09007dcc8046c1ff.pdf.
Testo completoVita. The entire thesis text is included in file. Title from title screen of thesis/dissertation PDF file (viewed March 27, 2008) Includes bibliographical references (p. 86-89).
Kharoufeh, Jeffrey P. "Density estimation for functions of correlated random variables". Ohio : Ohio University, 1997. http://www.ohiolink.edu/etd/view.cgi?ohiou1177097417.
Testo completoNjoroge, Moses M. "On jacobians connected with matrix variate random variables". Thesis, McGill University, 1988. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=61966.
Testo completoNešlehová, Johana [Verfasser]. "Dependence of Non-Continuous Random Variables / Johana Nešlehová". Aachen : Shaker, 2004. http://d-nb.info/1181604567/34.
Testo completoPapathomas, Michail. "Non-parametric Bayesian procedures for binary random variables". Thesis, University of Sheffield, 2001. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.369897.
Testo completoChen, Chu-ka. "Mosaics of dividing cells /". Hong Kong : University of Hong Kong, 1998. http://sunzi.lib.hku.hk/hkuto/record.jsp?B19235471.
Testo completoHörmann, Wolfgang. "The transformed rejection method for generating Poisson random variables". Institut für Statistik und Mathematik, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, 1992. http://epub.wu.ac.at/352/1/document.pdf.
Testo completoSeries: Preprint Series / Department of Applied Statistics and Data Processing
Horn, Wayne. "Laplace transforms of order statistics of Erlang random variables". Thesis, National Library of Canada = Bibliothèque nationale du Canada, 1999. http://www.collectionscanada.ca/obj/s4/f2/dsk1/tape10/PQDD_0014/MQ52571.pdf.
Testo completoMutombo, Pierre Abraham Mulamba. "Two-phase behaviour in a sequence of random variables". Thesis, Stellenbosch : Stellenbosch University, 2007. http://hdl.handle.net/10019.1/19645.
Testo completoENGLISH ABSTRACT: Buying and selling in financial markets are driven by demand. The demand can be quantified by the imbalance in the number of shares QB and QS transacted by buyers and sellers respectively over a given time interval t. The demand in an interval t is given by (t) = QB − QS. The local noise intensity is given by = h|aiqi − haiqii|i where i = 1, . . . ,N labels the transactions in t, qi is the number of shares traded in transaction i, ai = ±1 denotes buyer- initiated and seller- initiated trades respectively and h· · · i is the local expectation value computed from all the transactions during the interval t. In a paper [1] based on data from the New York Stock Exchange Trade and Quote database during the period 1995-1996, Plerou, Gopikrishnan and Stanley [1] reported that the analysis of the probability distribution P( | ) of demand conditioned on the local noise intensity revealed the surprising existence of a critical threshold c. For < c, the most probable value of demand is roughly zero; they interpreted this as an equilibrium phase in which neither buying nor selling predominates. For > c two most probable values emerge that are symmetrical around zero demand, corresponding to excess demand and excess supply; they interpreted this as an out-of-equilibrium phase in which the market behaviour is buying for half of the time, and selling for the other half. It was suggested [1] that the two-phase behaviour indicates a link between the dynamics of a financial market with many interacting participants and the phenomenon of phase transitions that occurs in physical systems with many interacting units. This thesis reproduces the two-phase behaviour by means of experiments using sequences of random variables. We reproduce the two-phase behaviour based on correlated and uncorrelatd data. We use a Markov modulated Bernoulli process to model the transactions and investigate a simple interpretation of the two-phase behaviour. We sample data from heavy-tailed distributions and reproduce the two-phase behaviour. Our experiments show that the results presented in [1] do not provide evidence for the presence of complex phenomena in a trading market; the results are a consequence of the sampling method employed.
AFRIKAANSE OPSOMMING: Aankope en verkope in finansi¨ele markte word deur aanvraag gedryf. Aanvraag kan gekwantifiseer word in terme van die ongebalanseerdheid in die getal aandele QB en QB soos onderskeidelik verhandel deur kopers en verkopers in ’n gegewe tyd-interval t. Die aanvraag in ’n interval t word gegee deur (t) = QB −QS. Die lokale geraasintensiteit word gegee deur = h|aiqi − haiqii|i waar i = 1, . . . ,N die transaksies in t benoem, qi die getal aandele verhandel in transaksies verwys, en h· · · i op die lokale verwagte waarde dui, bereken van al die tansaksies tydens die interval t. In ’n referaat [1] wat op data van die New York Effektebeurs se Trade and Quote databasis in die periode tussen 1995 en 1996 geskoei was, het Plerou, Gopikrishnan en Stanley [1] gerapporteer dat ’n analise van die waarskynlikheidsverspreiding P( | ) van aanvraag gekondisioneer op die lokale geraasintensiteit , die verrassende bestaan van ’n kritieke drempelwaarde c na vore bring. Vir < c is die mees waarskynlike aanvraagwaarde nagenoeg nul; hulle het dit ge¨ınterpreteer as ’n ekwilibriumfase waartydens n`og aankope n`og verkope die oormag het. Vir > c is die twee mees waarskynlike aanvraagwaardes wat te voorskyn kom simmetries rondom nul aanvraag, wat oorenstem met ’n oormaat aanvraag en ’n oormaat aanbod; hulle het dit geinterpreteer as ’n buite-ewewigfase waartydens die markgedrag die helfte van die tyd koop en die anderhelfte verkoop. Daar is voorgestel [1] dat die tweefase gedrag op ’n verband tussen die dinamiek van ’n finansiele mark met baie deelnemende partye, en die verskynsel van fase-oorgange wat in fisieke sisteme met baie wisselwerkende eenhede voorkom, dui. Hierdie tesis reproduseer die tweefase gedrag deur middel van eksperimente wat gebruik maak van reekse van lukrake veranderlikes. Ons reproduseer die tweefase gedrag gebaseer op gekorreleerde en ongekorreleerde data. Ons gebruik ’n Markov-gemoduleerde Bernoulli proses om die transaksies te moduleer en ondersoek ’n eenvoudige interpretasie van die tweefase gedrag. Ons seem steekproefdata van “heavy-tailed” verspreidings en reproduseer die tweefase gedrag. Ons ekperimente wys dat die resultate in [1] voorgested is nie bewys lewer vir die teenwoordigheid van komplekse verskynsel in’n handelsmark nie; die resultate is as gevolg van die metode wat gebruik is vir die generering van die steekproefdata.
Kasparavičiūtė, Aurelija. "Theorems of large deviations for the sums of a random number of independent random variables". Doctoral thesis, Lithuanian Academic Libraries Network (LABT), 2014. http://vddb.library.lt/obj/LT-eLABa-0001:E.02~2014~D_20140121_101308-41106.
Testo completoDisertacinio darbo tyrimo objektas yra atsitiktinio dėmenų skaičiaus nepriklausomų vienodai pasiskirsčiusių atsitiktinių dydžių su teigiamais svoriniais koeficientais sumos, kurios kaip modelis sutinkamos, pavyzdžiui, finansų, draudos matematikose. Daromos prielaidos, kad atsitiktinis dėmenų skaičius yra nepriklausomas nuo sumos dėmenų, atsitiktiniai dėmenys tenkina apibendrintą S. N. Bernšteino sąlygą, o atsitiktinis dėmenų skaičius kartu su svoriais tenkina tam tikras suderinamumo sąlygas. Disertacijos tikslas yra standartizuotos (centruotos ir normuotos) minėtos atsitiktinės sumos skirstinio aproksimacija standartiniu normaliuoju dėsniu didžiųjų nuokrypių tiek Kramero, tiek ir laipsninėse Liniko zonose.
Yu, Jihnhee. "Approaches to the multivariate random variables associated with stochastic processes". Texas A&M University, 2003. http://hdl.handle.net/1969.1/1209.
Testo completoBedbur, Stefan [Verfasser]. "Models of ordered random variables and exponential families / Stefan Bedbur". Aachen : Hochschulbibliothek der Rheinisch-Westfälischen Technischen Hochschule Aachen, 2012. http://d-nb.info/1021568015/34.
Testo completoBelu, Alexandru C. "Multivariate Measures of Dependence for Random Variables and Levy Processes". Case Western Reserve University School of Graduate Studies / OhioLINK, 2012. http://rave.ohiolink.edu/etdc/view?acc_num=case1333396376.
Testo completoLi, Xue. "A Novel Accurate Approximation Method of Lognormal Sum Random Variables". Wright State University / OhioLINK, 2008. http://rave.ohiolink.edu/etdc/view?acc_num=wright1229358144.
Testo completoPhadke, Vidyadhar S. "Non-classical convergence results for sums of dependent random variables". Bowling Green, Ohio : Bowling Green State University, 2008. http://rave.ohiolink.edu/etdc/view?acc%5Fnum=bgsu1224514478.
Testo completoQeadan, Fares. "Bivariate distribution of n iid exponential random variables KPQ-EXP /". abstract and full text PDF (UNR users only), 2008. http://0-gateway.proquest.com.innopac.library.unr.edu/openurl?url_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:dissertation&res_dat=xri:pqdiss&rft_dat=xri:pqdiss:1456407.
Testo completoFresen, Jill Winifred. "Random variables a CAI tutorial in statistics for distance education /". Thesis, Pretoria : [s.n.], 1996. http://upetd.up.ac.za/thesis/available/etd-10192001-124625.
Testo completoBrophy, Edmond M. "Prophet Inequalities for Multivariate Random Variables with Cost for Observations". Thesis, University of North Texas, 2019. https://digital.library.unt.edu/ark:/67531/metadc1538720/.
Testo completoLo, Ambrose, e 羅彥博. "On some negative dependence structures and their applications". Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2014. http://hdl.handle.net/10722/206695.
Testo completopublished_or_final_version
Statistics and Actuarial Science
Doctoral
Doctor of Philosophy
Kolesar, Michal. "Essays on Instrumental Variables". Thesis, Harvard University, 2013. http://dissertations.umi.com/gsas.harvard:10796.
Testo completoSambale, Holger [Verfasser]. "Second order concentration for functions of independent random variables / Holger Sambale". Bielefeld : Universitätsbibliothek Bielefeld, 2016. http://d-nb.info/1084888173/34.
Testo completoTilahun, Gelila. "Laws of large numbers for sequences and arrays of random variables". Thesis, National Library of Canada = Bibliothèque nationale du Canada, 1997. http://www.collectionscanada.ca/obj/s4/f2/dsk2/ftp01/MQ29799.pdf.
Testo completoTilahun, Gelila. "Laws of large numbers for sequences and arrays of random variables". Thesis, McGill University, 1996. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=27424.
Testo completoIvanchuk, M. A. "Separating of two normal distributed random variables by using their strewnfield". Thesis, БДМУ, 2020. http://dspace.bsmu.edu.ua:8080/xmlui/handle/123456789/18321.
Testo completoLi, Jia. "Investigation of empirical modeling of random vectors and its applications to hydrosystem problems /". View abstract or full-text, 2007. http://library.ust.hk/cgi/db/thesis.pl?CIVL%202007%20LI.
Testo completoWu, Hao-cun. "Independent component analysis and its applications in finance". Click to view the E-thesis via HKUTO, 2007. http://sunzi.lib.hku.hk/HKUTO/record/B39559099.
Testo completo陳楚嘉 e Chu-ka Chen. "Mosaics of dividing cells". Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1998. http://hub.hku.hk/bib/B31215038.
Testo completoJIMENEZ, MARCELO ROBERTO BAPTISTA PEREIRA LUIS. "CYCLIC RANDOM VARIABLES AND THEIR APPLICATION IN THE STUDY OF INTERFEROMETRIC NOISE". PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 2001. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=1981@1.
Testo completoO ruído interferométrico é um fator limitante cada vez mais importante nos sistemas óticos, principalmente nas ligações de longa distância em redes óticas transparentes. O presente trabalho analisa modelos para este tipo de ruído, dando um tratamento matemático novo para o modelo não-gaussiano. A teoria matemática é desenvolvida em detalhes e comrigor. O modelo gaussiano foi usado a fim de fazer previsões quanto aos valores de chão da taxa de erro de bits. Os dois modelos foram simulados em computador e comparados com os testes realizados em laboratório e os resultados são apresentados.
The interferometric noise is becoming a serious limiting factor in optical systems,notably on long distance connections in transparent optical networks. The present work analyzes models for this kind of noise, giving a new mathematical treatment to the non-gaussian model. The mathematical theory is developed in detail and rigorously. The gaussian model was used in order to make predictions relative to bit error rate floors. Both models were simulated in computer and compared with the tests made in laboratory and the results are presented.
EL ruido interferométrico es un factor limitante cada vez más importante en los sistemas ópticos, principalmente en las llamadas a larga distancia en redes ópticas transparentes. EL presente trabajo analiza modelos para este tipo de ruido, dando un nuevo tratamiento matemático para el modelo no gausiano. La teoría matemática es desarrollada en detalles y con rigor. EL modelo gausiano fue usado para efectuar previsiones de las cotas inferiores de la tasa de error de bits. Los dos modelos fueron simulados en computador y comparados con las priuebas de laboratorio y se presentan los resultados.
Stewart, Jaimee E. "A Comparison of Methods for Generating Bivariate Non-normally Distributed Random Variables". UNF Digital Commons, 2009. http://digitalcommons.unf.edu/etd/235.
Testo completoMoldovan, Max. "Stochastic modelling of random variables with an application in financial risk management". Thesis, Queensland University of Technology, 2003. https://eprints.qut.edu.au/15796/1/Max_Moldovan_Thesis.pdf.
Testo completoMoldovan, Max. "Stochastic Modelling of Random Variables with an Application in Financial Risk Management". Queensland University of Technology, 2003. http://eprints.qut.edu.au/15796/.
Testo completoKondapaneni, Rajesh. "A Study of the Delta-Normal Method of Measuring VaR". Link to electronic thesis, 2005. http://www.wpi.edu/Pubs/ETD/Available/etd-050905-104553/.
Testo completoFielden, Thomas Robert. "Modeling Market and Regulatory Mechanisms for Pollution Abatement with Sharp and Random Variables". PDXScholar, 2011. https://pdxscholar.library.pdx.edu/open_access_etds/282.
Testo completo吳浩存 e Hao-cun Wu. "Independent component analysis and its applications in finance". Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2007. http://hub.hku.hk/bib/B39559099.
Testo completoPeng, Xiaoling. "Methods of variable selection and their applications in quantitative structure-property relationship (QSPR)". HKBU Institutional Repository, 2005. http://repository.hkbu.edu.hk/etd_ra/594.
Testo completoKarniychuk, Maryna. "Comparing Approximations for Risk Measures Related to Sums of Correlated Lognormal Random Variables". Master's thesis, Universitätsbibliothek Chemnitz, 2007. http://nbn-resolving.de/urn:nbn:de:swb:ch1-200700024.
Testo completoSpencer, Neil. "DrSMC : a sequential Monte Carlo sampler for deterministic relationships on continuous random variables". Thesis, University of British Columbia, 2015. http://hdl.handle.net/2429/54647.
Testo completoScience, Faculty of
Statistics, Department of
Graduate
Nguyen, Quang Huy. "Tail distribution of the sums of regularly varying random variables, computations and simulations". Thesis, Lyon 1, 2014. http://www.theses.fr/2014LYO10224.
Testo completoThis thesis aims to study computation and simulation methods to approximate tail distribution of the sums of regularly varying random variables. The paper proceeds as follows: The first chapter provides the general introduction of the thesis. The second chapter is essentially constituted by the article ”Series expansions for the sum of the independent Pareto random variables” which was co-written with Professor Christian ROBERT, actually submitted for publication. It deals with the problem of estimating tail distribution of the sum of independent Pareto variables. This problem has been studied for a long time but a complete solution has not yet been found. In this section, we acquire an exact formula, a series expansions, for the distribution of the sum of independent Pareto of non-integer tail indices. Not only is this formula simple and easy to apply but it also gives better numerical results than most of existing methods.The third chapter rests on the article ”New efficient estimators in rare event simulation with heavy tails”, co-written with Professor Christian ROBERT, currently published on ”Journal of Computational and Applied Mathematics 261, 39-47” in 2013. Practically, efficient estimation for tail distribution of the sum of i.i.d. regularly varying random variables is one of widely researched problems in rare event simulation. In this context, Asmussen and Kroese’s estimator has performed better than other works. This part will introduce a new way to approach the sum. Our obtained estimator is more efficient than Asmussen and Kroese’s estimator in the case of regularly varying tail. In other cases, combined with techniques of conditional Monte Carlo and importance sampling, our estimator is still better. In the fourth chapter, we continue to study the tail behavior of the sum of regularly varying variables, with additional assumption that the dependence follows an Archimedean copula or an Archimedean survival copula. This section hinges on the article ”Efficient simulation of tail probabilities of sums with heavy tailed random variables and Archimedean copulas” which is under consideration for being published. Almost all previous studies on this problem used asymptotic approaches which are hard to control the errors. Therefore, techniques of simulation to calculate the tail probability of the sum are presented. Though some of our estimators have bounded relative errors while the others do not, all of them give favorable numerical performances for such a challenging problem
Jiang, Xinxin. "Central limit theorems for exchangeable random variables when limits are mixtures of normals /". Thesis, Connect to Dissertations & Theses @ Tufts University, 2001.
Cerca il testo completoAdviser: Marjorie G. Hahn. Submitted to the Dept. of Mathematics. Includes bibliographical references (leaves44-46). Access restricted to members of the Tufts University community. Also available via the World Wide Web;
黃彥青. "PAIRWISE INDEPENDENT RANDOM VARIABLES". Thesis, 2001. http://ndltd.ncl.edu.tw/handle/47864460351789081997.
Testo completo國立中央大學
數學研究所
89
Abstract Pairwise independence is not enough for the central limit theorem to hold. In my thesis, some related results are mentioned. I also give some new version of conditions such that the central limit theorem would hold for pairwise independent sequences. Finally, I give an example to illustrate the results.
Huang, Shih-Feng, e 黃士峯. "On the integrability of random variables and uniformly integrability of sequence of random variables". Thesis, 2014. http://ndltd.ncl.edu.tw/handle/wtc9e7.
Testo completoPincus, Bianca. "Combinatorics of geometrically distributed random variables". Thesis, 2012. http://hdl.handle.net/10539/11545.
Testo completoÇagin, Tonguç. "Weighted sums of associated random variables". Doctoral thesis, 2015. http://hdl.handle.net/10316/26927.
Testo completoMoharana, Rajesh. "Information Measures for Truncated Random Variables". Thesis, 2019. http://ethesis.nitrkl.ac.in/10089/1/2019_PhD_RMoharana_514MA3001_Information.pdf.
Testo completoLien, Meng-Ming, e 連萌敏. "UNUSUAL LAWS OF LARGE NUMBERS FOR RANDOM VARIABLES AND RANDOM ELEMENTS". Thesis, 1997. http://ndltd.ncl.edu.tw/handle/96013693244578260839.
Testo completo