Дисертації з теми "Limit models"
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Calhoun, Grayson Ford. "Limit theory for overfit models." Diss., [La Jolla] : University of California, San Diego, 2009. http://wwwlib.umi.com/cr/ucsd/fullcit?p3359804.
Повний текст джерелаTitle from first page of PDF file (viewed July 23, 2009). Available via ProQuest Digital Dissertations. Vita. Includes bibliographical references (p. 104-109).
Andersson, Håkan. "Limit theorems for some stochastic epidemic models." Stockholm : Stockholm University, 1994. http://catalog.hathitrust.org/api/volumes/oclc/40258819.html.
Повний текст джерелаOdero, Geophrey Otieno Mr. "Limit Cycles and Dynamics of Rumor Models." Digital Commons @ East Tennessee State University, 2013. https://dc.etsu.edu/etd/1236.
Повний текст джерелаPersson, Jonas. "Strings as Sigma Models and in the Tensionless Limit." Doctoral thesis, Uppsala : Acta Universitatis Upsaliensis, 2007. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-7783.
Повний текст джерелаGao, Xuefeng. "Stochastic models for service systems and limit order books." Diss., Georgia Institute of Technology, 2013. http://hdl.handle.net/1853/50238.
Повний текст джерелаMeurer, Anne [Verfasser]. "Interacting Particle Models with their Limit Equations / Anne Meurer." München : Verlag Dr. Hut, 2016. http://d-nb.info/1120763983/34.
Повний текст джерелаVisram, Abeed. "Asymptotic limit analysis for numerical models of atmospheric frontogenesis." Thesis, Imperial College London, 2014. http://hdl.handle.net/10044/1/23219.
Повний текст джерелаSo, Mee Chi. "Optimizing credit limit policy by Markov decision process models." Thesis, University of Southampton, 2009. https://eprints.soton.ac.uk/68761/.
Повний текст джерелаLiu, Ying, and 劉影. "Limit equilibrium methods for slope stability analysis." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2002. http://hub.hku.hk/bib/B42576684.
Повний текст джерелаPilipauskaité, Vytauté. "Limit theorems for spatio-temporal models with long-range dependence." Thesis, Nantes, 2017. http://www.theses.fr/2017NANT4057/document.
Повний текст джерелаThe thesis is devoted to limit theorems for stochastic models with long-range dependence. We first consider a random-coefficient AR(1) process, which can have long memory provided the distribution of autoregressive coefficient concentrates near the unit root. We identify three different limit regimes in the scheme of joint temporal-contemporaneous aggregation for independent copies of random-coefficient AR(1) process and for its copies driven by common innovations. Next, we discuss nonparametric estimation of the distribution of the autoregressive coefficient given multiple random-coefficient AR(1) series. We prove the weak convergence of the empirical process based on estimates of unobservable autoregressive coefficients to a generalized Brownian bridge and apply this result to draw statistical inference from panel AR(1) data. In the second part of the thesis we focus on spatial models in dimension 2. We define a nonlinear random field as the Appell polynomial of a linear random field with long-range dependence. For the nonlinear random field, we investigate the limit of its normalized partial sums over rectangles and prove the existence of scaling transition. Finally, we study such like scaling of the random grain model and obtain two-change points in its limits
Baaqeel, Hanan. "Central limit theorems and statistical inference for some random graph models." Thesis, University of Nottingham, 2015. http://eprints.nottingham.ac.uk/29294/.
Повний текст джерелаGranelli, Andrea. "Limit theorems and stochastic models for dependence and contagion in financial markets." Thesis, Imperial College London, 2016. http://hdl.handle.net/10044/1/56943.
Повний текст джерелаRabino, Bruno António Santos. "Efeito Combinado das Estratégias e do Limit Order Book num Mercado Artificial." Master's thesis, Instituto Superior de Economia e Gestão, 2011. http://hdl.handle.net/10400.5/4489.
Повний текст джерелаO desenvolvimento de modelos de sociedades artificiais tem tido um papel importante no estudo do comportamento dos mercados financeiros. Ainda que o recurso aos dados empíricos seja a prática mais comum das abordagens computacionais aplicadas àqueles mercados, tem-se assistido uma cada vez mais frequente utilização de ambientes artificiais, quer em complemento, quer em alternativa às abordagens empíricas. Ao longo dos últimos anos, a generalidade dos ambientes artificiais tem recorrido ao desenvolvimento de Modelos Baseado em Agentes (Agent-based models - ABM), o qual consiste num sistema computacional onde é possível reproduzir o comportamento das entidades intervenientes no fenómeno a estudar, e as interacções dessas entidades entre si e com o ambiente em que se encontram. A reprodução dos referidos comportamentos tem em vista a confirmação de hipóteses teóricas e experimentais que contribuam para explicar o fenómeno estudado. Em linhas gerais, o tema proposto para este Trabalho de Fim de Mestrado é a criação de um ABM com o objectivo de avaliar o efeito da participação conjunta de dois diferentes tipos de comportamento. O primeiro consiste na existência de um conjunto de estratégias dos agentes individuais. O segundo restringe-se a existência de um Limit Order Book, ou seja, de um mecanismo de registo de pedidos de compra e de venda de acções disponíveis no mercado. Sabe-se que em Economia, a validação dos resultados conseguidos em ambientes artificiais é com frequência efectuada através da comparação dos referidos resultados com um conjunto de factos estilizados. Assim sendo, esta dissertação tem início com a apresentação dos principais factos estilizados dos mercados financeiros. De seguida passar-se-á ao enquadramento da simulação computacional de sociedades artificiais e à identificação dos aspectos fundamentais e específicos dos Modelos Baseados em Agentes. O terceiro capítulo apresenta as ideias fundamentais do Limit Order Book e dos comportamentos baseados em estratégias. A apresentação e a análise dos resultados incide prioritariamente sobre a avaliação de três diferentes cenários, onde: 1) Considera-se a existência de um mecanismos onde actuam estratégias individuais responsáveis pelas opções de compra e de venda de acções constituintes do mercado; 2) Considera-se apenas a existência de um mecanismo designado Limit Order Book (LOB) e 3)É considerado o efeito da participação conjunta dos dois diferentes mecanismos (estratégia e LOB). Em termos gerais, conclui-se que num mercado artificial com agentes inteligentes, a existência de um Limit Order Book tem um papel preponderante sobre a existência de um conjunto de estratégias, ou seja, sobre a inteligência dos agentes do mercado. Por fim, são indicadas as várias possíveis melhorias e ampliações do modelo apresentado, no sentido de o tornar mais completo, tanto sobre o ponto de vista das funcionalidades contempladas como do ponto de vista da sua versatilidade.
Agent-based models are increasingly being used to model artificial societies of financial markets. Though the usage of empirical data is the most common practice of computational approaches applied to those markets, there has been an increasingly frequent use of artificial environments, either in addition or as an alternative to empirical approaches. Over the past years, the generality of artificial environments is being supported by Agent-Based Models - ABM, which are able to reproduce the behavior of the entities involved in a given phenomenon. Interactions take place among the model entities and between the entities and the environment. In so doing, ABM models allows to confirm some research questions and help explaining the phenomenon at hand. The topic of this work is the creation of an ABM in order to evaluate the effect of joint participation of two different types of behavior. The first is the existence of a set of strategies of individual agents. The second is restricted to the presence of a Limit Order Book - LOB. It is known that in economics, the validation of the results obtained in artificial environments is often carried out by comparing these results with a set of stylized facts. Therefore, this dissertation begins with the presentation of the main stylized facts of financial markets, followed by the framing of computer simulation of artificial societies and the identification of fundamental and specific aspects of ABM. The third chapter presents the basic ideas of the Limit Order Book and some behavior-based strategies. The presentation and analysis of results focuses primarily on the evaluation of three different scenarios: 1) We consider the existence of a mechanism where agent's individual strategies are used in deciding to buy, to sell or just to do nothing; 2) We consider only the existence of a simplified Limit Order Book, where the investor decisions are taken at random and the price dynamics is only carried out by the Limit Order Book, and 3) We consider the combined effect of the above (strategies and LOB), were the price dynamics continues being handled by the LOB but the buying/selling decisions are now defined by the agent strategies. Overall, we conclude that in an artificial market with intelligent agents, the presence of a Limit Order Book plays the leading role over the existence of a set of strategies, i.e., on the intelligence of the players. Finally, some possible enhancements and extensions to the model in order to make it more complete are presented.
Sindel, Michael. "Numerical Renormalization Group studies of Quantum Impurity Models in the Strong Coupling Limit." Diss., lmu, 2005. http://nbn-resolving.de/urn:nbn:de:bvb:19-31150.
Повний текст джерелаHöschler, Marcel [Verfasser], and Peter [Akademischer Betreuer] Bank. "Limit order book models and optimal trading strategies / Marcel Höschler. Betreuer: Peter Bank." Berlin : Universitätsbibliothek der Technischen Universität Berlin, 2011. http://d-nb.info/101494676X/34.
Повний текст джерелаOsterrieder, Jörg Robert. "Arbitrage, the limit order book and market microstructure aspects in financial market models." kostenfrei, 2007. http://e-collection.ethbib.ethz.ch/view/eth:29478.
Повний текст джерелаNewbury, James. "Limit order books, diffusion approximations and reflected SPDEs : from microscopic to macroscopic models." Thesis, University of Oxford, 2016. https://ora.ox.ac.uk/objects/uuid:825d9465-842b-424b-99d0-ff4dfa9ebfc5.
Повний текст джерелаMüller, Noela [Verfasser], Ralph [Gutachter] Neininger, and Rudolf [Gutachter] Grübel. "Central limit theorems for multicolour urn models / Noela Müller ; Gutachter: Ralph Neininger, Rudolf Grübel." Frankfurt am Main : Universitätsbibliothek Johann Christian Senckenberg, 2018. http://d-nb.info/1151572322/34.
Повний текст джерелаMihoci, Andrija. "Structural adaptive models in financial econometrics." Doctoral thesis, Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät, 2012. http://dx.doi.org/10.18452/16597.
Повний текст джерелаModern methods in statistics and econometrics successfully deal with stylized facts observed on financial markets. The presented techniques aim to understand the dynamics of financial market data more accurate than traditional approaches. Economic and financial benefits are achievable. The results are here evaluated in practical examples that mainly focus on forecasting of financial data. Our applications include: (i) modelling and forecasting of liquidity supply, (ii) localizing multiplicative error models and (iii) providing evidence for the empirical pricing kernel paradox across countries.
Fournier, Mathew. "Investigations into the Shear Strength Reduction method using distinct element models." Thesis, University of British Columbia, 2008. http://hdl.handle.net/2429/2492.
Повний текст джерелаMerino, Aceituno Sara. "Contributions in fractional diffusive limit and wave turbulence in kinetic theory." Thesis, University of Cambridge, 2015. https://www.repository.cam.ac.uk/handle/1810/256994.
Повний текст джерелаHuang, Xinming. "Development of Reduced-Order Flame Models for Prediction of Combustion Instability." Diss., Virginia Tech, 2001. http://hdl.handle.net/10919/29763.
Повний текст джерелаPh. D.
Söhl, Jakob. "Central limit theorems and confidence sets in the calibration of Lévy models and in deconvolution." Doctoral thesis, Humboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, 2013. http://dx.doi.org/10.18452/16732.
Повний текст джерелаCentral limit theorems and confidence sets are studied in two different but related nonparametric inverse problems, namely in the calibration of an exponential Lévy model and in the deconvolution model. In the first set-up, an asset is modeled by an exponential of a Lévy process, option prices are observed and the characteristic triplet of the Lévy process is estimated. We show that the estimators are almost surely well-defined. To this end, we prove an upper bound for hitting probabilities of Gaussian random fields and apply this to a Gaussian process related to the estimation method for Lévy models. We prove joint asymptotic normality for estimators of the volatility, the drift, the intensity and for pointwise estimators of the jump density. Based on these results, we construct confidence intervals and sets for the estimators. We show that the confidence intervals perform well in simulations and apply them to option data of the German DAX index. In the deconvolution model, we observe independent, identically distributed random variables with additive errors and we estimate linear functionals of the density of the random variables. We consider deconvolution models with ordinary smooth errors. Then the ill-posedness of the problem is given by the polynomial decay rate with which the characteristic function of the errors decays. We prove a uniform central limit theorem for the estimators of translation classes of linear functionals, which includes the estimation of the distribution function as a special case. Our results hold in situations, for which a square-root-n-rate can be obtained, more precisely, if the Sobolev smoothness of the functionals is larger than the ill-posedness of the problem.
Corner, Sebastien Marc William. "Screw-Fastened Cold-Formed Steel-to-Steel Shear Connection Behavior and Models." Thesis, Virginia Tech, 2014. http://hdl.handle.net/10919/78073.
Повний текст джерелаMaster of Science
Predoiu, Silviu Nicolae. "Optimal Execution in a General One-Sided Limit-Order Book and Endogenous Dynamic Completeness of Financial Models." Research Showcase @ CMU, 2011. http://repository.cmu.edu/dissertations/115.
Повний текст джерелаBuschi, Daniele. "Zero-intelligence Models e crisi di liquidità endogene nei mercati finanziari." Bachelor's thesis, Alma Mater Studiorum - Università di Bologna, 2020. http://amslaurea.unibo.it/21933/.
Повний текст джерелаYsusi, Mendoza Carla Mariana. "Estimation of the variation of prices using high-frequency financial data." Thesis, University of Oxford, 2005. http://ora.ox.ac.uk/objects/uuid:1b520271-2a63-428d-b5a0-e7e9c4afdc66.
Повний текст джерелаBayly, Matthew. "Translocations of Mimulus cardinalis beyond the northern range limit show that dispersal limitation can invalidate ecological niche models." Thesis, University of British Columbia, 2015. http://hdl.handle.net/2429/56267.
Повний текст джерелаScience, Faculty of
Botany, Department of
Graduate
Subramaniam, Balaji. "Metrics, Models and Methodologies for Energy-Proportional Computing." Diss., Virginia Tech, 2015. http://hdl.handle.net/10919/56492.
Повний текст джерелаPh. D.
Du, Preez Franco B. "Comparative cross-species analysis of detailed kinetic models of glycolysis." Thesis, Stellenbosch : University of Stellenbosch, 2009. http://hdl.handle.net/10019.1/1208.
Повний текст джерелаENGLISH ABSTRACT: With the recent advances in the field of molecular biology, there is an increased need to integrate data on the various constituents of the cell in kinetic models that can predict and describe cellular behavior. When working towards a description of the entire cell using such kinetic models, the question arises: How do we compare different models for a given biological network? This is the central question addressed in my thesis and I developed and applied mathematical and computational methods for comparing dozens of existing models of erythrocyte and yeast glycolysis. To compare the steady-state behavior in models of erythrocyte glycolysis, I focussed on the function of the pathway, which is to supply the cell with Gibbs-free energy (γ- phosphate of ATP). I used supply-demand analysis in the framework of metabolic control analysis to make this comparison, which revealed that the ATP concentrations were homeostatically buffered at varying supply rates. I also applied this approach to compare steady-state behavior in models of yeast glycolysis, finding that they were not necessarily optimized for homeostatic maintenance of the ATP concentration and that in models for this organism the rate of ATP production is often determined by the supply reactions of glycolysis. In addition, I tested whether a kinetic model can describe novel behavior if it is adjusted to conditions different from those for which the model was originally constructed. More specifically, using a model of steady-state yeast glycolysis, I showed that small adjustments to the original enzyme concentrations are enough to obtain an oscillating model, which shows a remarkable resemblance to the experimentally observed oscillations. Importantly, some of these enzyme concentrations changes are known to occur during the pre-treatment of the cells which is necessary to obtain oscillatory behavior. To the best of my knowledge, the resulting model is the first detailed kinetic model that describes the experimentally observed strong synchronization of glycolytic oscillations in yeast populations. To analyze the dynamic behavior of yeast glycolytic models and to compare different models in terms of dynamics, I introduced a framework used in physics and engineering to create a vector based, two dimensional graphical representation of the oscillating metabolites and reactions of glycolysis. Not only was it possible to make a concise comparison of the set of models, but with the method I could also quantify the contribution of the interactions in the network to the transduction of the oscillations. Furthermore I could distinguish between different mechanisms of oscillation for each of the models, and demonstrated how the framework can be used to create such representations for experimental data sets.
AFRIKAANSE OPSOMMING: Met die onlangse vooruitgang in die veld van molekulere biologie, is daar ?n toenemende behoefte om data rakende die verskeie komponente van die sel in kinetiese modelle te integreer, om sodanig selgedrag te voorspel en te beskryf. As daar gepoog word om ’n beskrywing van die sel as geheel te verkry d.m.v. sulke kinetiese modelle, onstaan die vraag: Hoe vergelyk ons verskillende modelle van ’n gegewe biologiese netwerk? Dit is die sentrale vraag wat my tesis aanspreek en ek het wiskundige en numeriese metodes ontwikkel en toegepas om talle bestaande modelle van gis- en eritrosietglikolise te vergelyk. Om die bestendige-toestand gedrag in modelle van eritrosietglikolise te vergelyk, het ek gefokus op die funksie van die padweg, naamlik om die sel met Gibbs-vrye energie (γ-fosfaat van ATP) te voorsien. Ek het vraag-aanbod analiese in die raamwerk van metaboliese kontrole analiese gebruik om hierdie vergelyking te maak, wat getoon het dat die ATP konsentrasies homeostaties gebuffer was by verskillende aanbod tempos. Ek het ook hierdie aanpak gebruik om die bestendige-toestand gedrag in modelle van gisglikolise te vergelyk, en het bevind dat hulle nie noodwendig geoptimiseer is om ?n homeostatiese balans in die ATP konsentrasie te handhaaf nie, en dat in modelle vir hierdie organisme, die tempo van ATP produksie dikwels bepaal word deur die aanbod reaksies van glikoliese. Ek het verder ook bepaal of so ?n kinetiese model nuwe soorte gedrag kan beskryf, as dit aangepas word aan omstandighede wat verskil van dié waarvoor die model oorspronklik gekonstrueer was. Meer spesifiek, deur ?n model van bestendige-toestand gisglikolise te gebruik, kon ek wys dat klein veranderinge aan die oorspronkline ensiem konsentrasies genoeg was om ?n ossilerende model te verkry, wat opmerklik ooreenstem met die eksperimenteel waargenome ossilasies. Let ook daarop dat sommige van hierdie ensiem konsentrasie veranderinge plaasvind tydens die voorafbehandeling van die selle, wat essensieel is om die ossilasies waar te neem. Tot die beste van my kennis is die model wat ek met hierdie prosedures verkry het, die eerste gedetaileerde kinetiese model wat die eksperimenteel waargenome sterk sinkronisasie in ossilerende gis populasies voorspel. Om gis glikolitiese modelle te vergelyk in terme van hul dinamiese gedrag, het ek ?n raamwerk wat in fisika en ingeneurswese gebruik word, ingespan om ?n vektor-gebasseerde, twee dimensionele grafiese voorstelling van die ossilerende metaboliete en reaksies te maak. Hierdie raamwerk het dit nie net moontlik gemaak om ?n kompakte vergelyking van ?n stel modelle te maak nie, maar ek kon ook die bydrae van interaksies in die netwerk tot transduksie van die ossilasies kwantifiseer. Ek kon verder onderskeid tref tussen die verskillende ossilasiemeganismes vir elk van die modelle, en het ook gedemonstreer hoe die raamwerk gebruik kan word om sulke voorstellings vir eksperimentele datastelle te skep.
Jeunesse, Paulien. "Estimation non paramétrique du taux de mort dans un modèle de population générale : Théorie et applications. A new inference strategy for general population mortality tables Nonparametric adaptive inference of birth and death models in a large population limit Nonparametric inference of age-structured models in a large population limit with interactions, immigration and characteristics Nonparametric test of time dependance of age-structured models in a large population limit." Thesis, Paris Sciences et Lettres (ComUE), 2019. http://www.theses.fr/2019PSLED013.
Повний текст джерелаIn this thesis, we study the mortality rate in different population models to apply our results to demography or biology. The mathematical framework includes statistics of process, nonparametric estimations and analysis.In a first part, an algorithm is proposed to estimate the mortality tables. This problematic comes from actuarial science and the aim is to apply our results in the insurance field. This algorithm is founded on a deterministic population model. The new estimates we gets improve the actual results. Its advantage is to take into account the global population dynamics. Thanks to that, births are used in our model to compute the mortality rate. Finally these estimations are linked with the precedent works. This is a point of great importance in the field of actuarial science.In a second part, we are interested in the estimation of the mortality rate in a stochastic population model. We need to use the tools coming from nonparametric estimations and statistics of process to do so. Indeed, the mortality rate is a function of two parameters, the time and the age. We propose minimax optimal and adaptive estimators for the mortality and the population density. We also demonstrate some non asymptotics concentration inequalities. These inequalities quantifiy the deviation between the stochastic process and its deterministic limit we used in the first part. We prove that our estimators are still optimal in a model where the mortality is influenced by interactions. This is for example the case for the logistic population.In a third part, we consider the testing problem to detect the existence of interactions. This test is in fact designed to detect the time dependance of the mortality rate. Under the assumption the time dependance in the mortality rate comes only from the interactions, we can detect the presence of interactions. Finally we propose an algorithm to do this test
Renlund, Henrik. "Recursive Methods in Urn Models and First-Passage Percolation." Doctoral thesis, Uppsala universitet, Matematisk statistik, 2011. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-145430.
Повний текст джерелаFredes, Carrasco Luis. "Some models on the interface of probability and combinatorics : particle systems and maps." Thesis, Bordeaux, 2019. http://www.theses.fr/2019BORD0142/document.
Повний текст джерелаThis thesis consists in several works exploring some models belonging to two branches of probability theory: interacting particle systems and random planar maps. A first work concerns algebraic aspects of interacting particle systems invariant measures. We obtain some necessary and sufficient conditions for some continuous time particle systems with discrete local state space, to have a simple invariant measure. In a second work we investigate the effect on survival and coexistence of introducing forest fire epidemics to a certain two-species spatial competition model. Our main results show that, for the two-type model, there are explicit parameter regions where either one species dominates or there is coexistence; contrary to the same model without forest fires, for which the fittest species alwaysdominates. The third and fourth works are related to tree-decorated planar maps. In the third work we present a bijection between the set of tree-decorated maps and the Cartesian product between the set of trees and the set of maps with a simple boundary. We obtain some counting results and some tools to study random decorated map models. In the fourth work we prove that uniform tree-decorated triangulations and quadrangulations with f faces, boundary of length p and decorated by a tree of size a converge weakly for the local topology to different limits, depending on the finite or infinite behavior of f, p and a
Jeong, Minsoo. "Asymptotics for the maximum likelihood estimators of diffusion models." [College Station, Tex. : Texas A&M University, 2008. http://hdl.handle.net/1969.1/ETD-TAMU-2335.
Повний текст джерелаO'Leary, Brendon R. "In search of the electron's electric dipole moment in thorium monoxide| An improved upper limit, systematic error models, and apparatus upgrades." Thesis, Yale University, 2017. http://pqdtopen.proquest.com/#viewpdf?dispub=10633259.
Повний текст джерелаSearches for violations of discrete symmetries can be sensitive probes of physics beyond the Standard Model. Many models, such as supersymmetric theories, introduce new particles at higher masses that include new CP-violating phases which are thought to be of order unity. Such phases could generate measurable permanant electric dipole moments (EDMs) of particles. The ACME collaboration has measured the electron's EDM to be consistent with zero with an order of magnitude improvement in precision compared to the previous best precision (J. Baron et al., ACME collaboration, Science 343 (2014), 269-272) with a spin precession measurement performed in the H state of a beam of thorium monoxide (ThO). This limit constrains time-reversal violating physics for particles with masses well into the TeV scale. In this thesis I discuss the details of this measurement with an emphasis on the data analysis, search for systematic errors, and systematic error models that contributed to this result. I also discuss implemented and planned upgrades to the experimental apparatus intended to both improve the statistical sensitivity and reduce its susceptibility to systematic errors. At this time, the upgraded apparatus has been demonstrated to have a statistical sensitivity to the electron EDM that is more than a factor of 10x more precise than our previous measurement.
Janssen, Arend. "Order book models, signatures and numerical approximations of rough differential equations." Thesis, University of Oxford, 2012. http://ora.ox.ac.uk/objects/uuid:264e96b3-f449-401b-8768-337acab59cab.
Повний текст джерелаBorghi, Giacomo. "Consensus-Based Optimization on Hypersurfaces." Master's thesis, Alma Mater Studiorum - Università di Bologna, 2020. http://amslaurea.unibo.it/21783/.
Повний текст джерелаSantos, Lucas Araújo. "Limites de escala em modelos de armadilhas." Universidade Federal da Paraíba, 2015. http://tede.biblioteca.ufpb.br:8080/handle/tede/8043.
Повний текст джерелаMade available in DSpace on 2016-03-28T13:00:07Z (GMT). No. of bitstreams: 1 arquivo total.pdf: 809257 bytes, checksum: 7406ef37d18bbaf1d9cdd5649f5cff19 (MD5) Previous issue date: 2015-12-11
Let X = fX 0;X0 = 0g be a mean zero -stable random walk on Z with inhomogeneous jump rates f 1 i ; i 2 Zg, with 2 (1; 2] and f i : i 2 Zg is a family of independent random walk variables with common marginal distribution in the basis of attraction of an -stable law with 2 (0; 2]. In this paper we derive results about the long time behavior of this process, we obtain the scaling limit. To this end, rst we will approach probability on metric spaces, speci cally treat the D space of the functions that are right-continuous and have left-hand limits. We will also expose some results dealing with stable laws that are directly related to the above problem.
Seja X = fX 0;X0 = 0g um passeio aleat orio de m edia zero -est avel sobre Z com taxas de saltos n~ao homog^eneas f 1 i ; i 2 Zg, com 2 (1; 2] e f i : i 2 Zg uma fam lia de vari aveis aleat orias independentes com distribui c~ao marginal comum na bacia de atra c~ao de uma lei -est avel com 2 (0; 2]. Neste trabalho, obtemos resultados sobre o comportamento a longo prazo deste processo obtendo seu limite de escala. Para isso, faremos previamente um estudo sobre probabilidade em espa cos m etricos, mais especi camente sobre o espa co D das fun coes cont nuas a direita com limite a esquerda. Tamb em iremos expor alguns resultados que tratam de leis est aveis que est~ao relacionadas diretamente ao problema supracitado.
Kirby, Nicholas O. "Modeling, Analysis, and Simulation of Discrete-Continuum Models of Step-Flow Epitaxy: Bunching Instabilities and Continuum Limits." UKnowledge, 2011. http://uknowledge.uky.edu/gradschool_diss/187.
Повний текст джерелаSöhl, Jakob [Verfasser], Markus [Akademischer Betreuer] Reiß, Vladimir [Akademischer Betreuer] Spokoiny, and Richard [Akademischer Betreuer] Nickl. "Central limit theorems and confidence sets in the calibration of Lévy models and in deconvolution / Jakob Söhl. Gutachter: Markus Reiß ; Vladimir Spokoiny ; Richard Nickl." Berlin : Humboldt Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, 2013. http://d-nb.info/103457258X/34.
Повний текст джерелаMorel, Guillaume. "Asymptotic-preserving and well-balanced schemes for transport models using Trefftz discontinuous Galerkin method." Thesis, Sorbonne université, 2018. http://www.theses.fr/2018SORUS556.
Повний текст джерелаSome solutions to the transport equation admit a diffusion limit and boundary layers which may be very costly to approximate with naive numerical methods. To address these issues, a possible approach is to consider well-balanced (WB) and asymptotic-preserving (AP) schemes. Such schemes are known, in some cases, to greatly improve the numerical solution on coarse meshes. This thesis deals with the study and analysis of a Trefftz Discontinuous Galerkin (TDG) scheme for a model problem of transport with linear relaxation. We show that natural well-balanced and asymptotic-preserving discretization are provided by the TDG method since exact solutions, possibly non-polynomials, are used locally in the basis functions. In particular, the formulation of the TDG method for the general case of Friedrichs systems is given. For the practical examples, a special attention is devoted to the PN approximation of the transport equation. For this two dimensional model, polynomial and exponential basis functions are constructed and the convergence of the scheme is studied. Numerical examples on the P1 and P3 models show that the TDG method outperforms the standard discontinuous Galerkin method when considering stiff coefficients. In particular, the TDG method leads to efficient schemes to capture boundary layers and the diffusion limit of the transport equation
Navarrete, Hurtado Hugo Ariel. "Electromagnetic models for ultrasound image processing." Doctoral thesis, Universitat Politècnica de Catalunya, 2016. http://hdl.handle.net/10803/398235.
Повний текст джерелаEl ruido Speckle aparece cuando se utilizan sistemas de iluminación coherente, como por ejemplo Láser, Radar de Apertura Sintética (SAR), Sonar, Resonancia Magnética, rayos X y ultrasonidos. Los ecos dispersados por los centros dispersores distribuidos al azar en la estructura microscópica del medio son el origen de este fenómeno, que caracteriza las imágenes coherentes con un aspecto granular. Se puede demostrar que el ruido Speckle es de carácter multiplicativo, fuertemente correlacionados y lo más importante, con estadística no Gaussiana. Estas características son muy diferentes de la suposición tradicional de ruido aditivo gaussiano blanco, a menudo asumida en la segmentación de imágenes, filtrado, y en general, en el procesamiento de imágenes; lo cual se traduce en la reducción de la eficacia de los métodos para la extracción de información de la imagen final. La modelización estadística es de particular relevancia cuando se trata con datos Speckle, a fin de obtener algoritmos de procesamiento de imágenes eficientes. Además, el procesamiento no lineal de señales empleado en sistemas clínicos de imágenes por ultrasonido para reducir el rango dinámico de la señal de eco de entrada de manera que coincida con el rango dinámico más pequeño del dispositivo de visualización y resaltar así los objetos con dispersión más débil, modifica radicalmente la estadística de los datos. Esta reducción en el rango dinámico se logra normalmente a través de un amplificador logarítmico es decir, la compresión logarítmica, que comprime selectivamente las señales de entrada y una forma analítica para la expresión de la función de densidad de los datos transformados logarítmicamente es por lo general difícil de derivar. Esta tesis se centra en las distribuciones estadísticas de la amplitud de la señal comprimida logarítmicamente en las imágenes coherentes, y su principal objetivo es el desarrollo de un modelo estadístico general para las imágenes por ultrasonido comprimidas logarítmicamente en modo-B. El modelo desarrollado se adaptó, realizando las analogías físicas relevantes, del modelo multiplicativo en radares de apertura sintética (SAR). El Modelo propuesto puede describir correctamente los datos comprimidos logarítmicamente a partir datos generados con los diferentes modelos propuestos en la literatura especializada en procesamiento de imágenes por ultrasonido. Además, el modelo se aplica con éxito para modelar ecocardiografías en vivo. Se enuncian y demuestran los teoremas necesarios para dar cuenta de una demostración matemática rigurosa de la validez y generalidad del modelo. Además, se da una interpretación física de los parámetros y se establecen las conexiones entre el teorema central del límite generalizado, el modelo multiplicativo y la composición de distribuciones para los diferentes modelos propuestos hasta a la fecha. Se demuestra además que los parámetros del amplificador logarítmico se incluyen dentro de los parámetros del modelo y se estiman usando los métodos estándar de momentos y máxima verosimilitud. Por último, tres aplicaciones se desarrollan: filtrado de ruido Speckle, segmentación de ecocardiografías y un nuevo enfoque para la evaluación de la fracción de eyección cardiaca.
Yang, Wenzhe. "The arithmetic geometry of mirror symmetry and the conifold transition." Thesis, University of Oxford, 2018. http://ora.ox.ac.uk/objects/uuid:e55a7b22-a268-4c57-9d98-c0547ecdcef9.
Повний текст джерелаOzan, Cem. "Estimation Of Grain Characteristics Of Soils By Using Cone Penetration Test (cpt) Data." Master's thesis, METU, 2003. http://etd.lib.metu.edu.tr/upload/1088988/index.pdf.
Повний текст джерелаPiltz, Sofia Helena. "Models for adaptive feeding and population dynamics in plankton." Thesis, University of Oxford, 2014. http://ora.ox.ac.uk/objects/uuid:811fd94d-d58e-48fa-8848-ad7dc37a099f.
Повний текст джерелаCorker, Lloyd A. "A test for Non-Gaussian distributions on the Johannesburg stock exchange and its implications on forecasting models based on historical growth rates." University of Western Cape, 2002. http://hdl.handle.net/11394/7447.
Повний текст джерелаIf share price fluctuations follow a simple random walk then it implies that forecasting models based on historical growth rates have little ability to forecast acceptable share price movements over a certain period. The simple random walk description of share price dynamics is obtained when a large number of investors have equal probability to buy or sell based on their own opinion. This simple random walk description of the stock market is in essence the Efficient Market Hypothesis, EMT. EMT is the central concept around which financial modelling is based which includes the Black-Scholes model and other important theoretical underpinnings of capital market theory like mean-variance portfolio selection, arbitrage pricing theory (APT), security market line and capital asset pricing model (CAPM). These theories, which postulates that risk can be reduced to zero sets the foundation for option pricing and is a key component in financial software packages used for pricing and forecasting in the financial industry. The model used by Black and Scholes and other models mentioned above are Gaussian, i.e. they exhibit a random nature. This Gaussian property and the existence of expected returns and continuous time paths (also Gaussian properties) allow the use of stochastic calculus to solve complex Black- Scholes models. However, if the markets are not Gaussian then the idea that risk can be. (educed to zero can lead to a misleading and potentially disastrous sense of security on the financial markets. This study project test the null hypothesis - share prices on the JSE follow a random walk - by means of graphical techniques such as symmetry plots and Quantile-Quantile plots to analyse the test distributions. In both graphical techniques evidence for the rejection of normality was found. Evidenceleading to the rejection of the hypothesis was also found through nonparametric or distribution free methods at a 1% level of significance for Anderson-Darling and Runs test.
Zhang, Liming. "Limit Values and Factors influencing Limit Values of Spruce." Thesis, Uppsala universitet, Statistiska institutionen, 2011. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-155062.
Повний текст джерелаVaccheri, Matteo. "Stochastic particle systems and their application in finacial modelling." Master's thesis, Alma Mater Studiorum - Università di Bologna, 2021.
Знайти повний текст джерелаGava, Renato Jacob. "Limite de escala do modelo de armadilhas numa árvore." Universidade de São Paulo, 2011. http://www.teses.usp.br/teses/disponiveis/45/45133/tde-24092014-224507/.
Повний текст джерелаWe present the K process on a tree, which is a Markov process with instantaneous states and generalises the K process on the complete graph, as a limit of the trap model on a tree, and apply this result to derive a scaling limit to the GREM-like trap model.
Geng, Xin. "Limit order book resilience and cross impact limit order book model." Thesis, University of Warwick, 2015. http://wrap.warwick.ac.uk/67146/.
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