Дисертації з теми "Processi random"
Оформте джерело за APA, MLA, Chicago, Harvard та іншими стилями
Ознайомтеся з топ-50 дисертацій для дослідження на тему "Processi random".
Біля кожної праці в переліку літератури доступна кнопка «Додати до бібліографії». Скористайтеся нею – і ми автоматично оформимо бібліографічне посилання на обрану працю в потрібному вам стилі цитування: APA, MLA, «Гарвард», «Чикаго», «Ванкувер» тощо.
Також ви можете завантажити повний текст наукової публікації у форматі «.pdf» та прочитати онлайн анотацію до роботи, якщо відповідні параметри наявні в метаданих.
Переглядайте дисертації для різних дисциплін та оформлюйте правильно вашу бібліографію.
Dionigi, Pierfrancesco. "A random matrix theory approach to complex networks." Master's thesis, Alma Mater Studiorum - Università di Bologna, 2019. http://amslaurea.unibo.it/18513/.
Повний текст джерелаSiena, Martina. "Caratterizzazione della permeabilità in mezzi porosi sintetici e naturali." Doctoral thesis, Università degli studi di Trieste, 2013. http://hdl.handle.net/10077/8661.
Повний текст джерелаLa presente tesi ha come principale obiettivo lo studio della variabilità di proprietà idrologiche in mezzi porosi, con particolare attenzione alla permeabilità. A tal fine, ci si avvale di un approccio che combina l'analisi di proprietà statistiche e di scaling applicata a dataset di permeabilità, con lo studio di risultati numerici di simulazioni di flusso alla microscala in mezzi porosi. Con la prima analisi è possibile caratterizzare variazioni di permeabilità alla scala di misura (tipicamente dell'ordine del centimetro), mentre la seconda analisi dà una descrizione dell'eterogeneità di permeabilità ad una scala inferiore (nell'ordine del millimetro), ottenuta risolvendo processi fisici alla scala dei pori e derivando le quantità integrali di interesse. L'analisi statistica e di scaling, effettuata sia su distribuzioni di permeabilità sintetiche, sia su dataset raccolti su campioni reali, avvalora la validità dei modelli truncated fractional Brownian motion (tfBm) e truncated fractional Gaussian noise (tfGn), o di processi random sub-Gaussiani ad essi subordinati, per l'interpretazione della variabilità di proprietà idrologiche. Soluzioni numeriche di campi di flusso (i.e. velocità e pressione) alla scala dei pori sono ottenute sia per campioni sintetici, sia per campioni reali, la cui geometria è ricostruita mediante micro-tomografia a raggi X. Diverse metodologie di applicazione delle condizioni al contorno in corrispondenza dell'interfaccia liquido-solido forniscono risultati qualitativamente simili sia in termini di quantità microscopiche, sia in termini di quantità medie.
The work is aimed at providing some insights on the variability of hydrological properties in porous media, focusing in particular on permeability. We consider an approach which combines scaling and statistical analyses of air-permeability datasets with pore-scale numerical simulations of flow through porous media. The former investigation allows to characterize permeability heterogeneity at the centimeter observation scale; the latter provides a description of heterogeneity on a millimeter scale by resolving physical processes occurring at the microscopic scale and deriving up-scaled quantities. Scaling and statistical analyses performed on synthetic permeability distributions as well as on datasets collected on real media support the identification of truncated fractional Brownian motion (tfBm) or truncated fractional Gaussian noise (tfGn) and of sub-Gaussian random processes subordinated to tfBm (or tfGn) as viable models for the interpretation of hydrological properties variability. Pore-scale numerical solutions of flow (i.e., in terms of velocity and pressure distributions) are performed on both randomly generated samples and real porous media reconstructed via X-ray Micro-Tomography. Different approaches for the enforcement of boundary conditions at the fluid-solid interface provide qualitatively similar results in terms of both microscopic and averaged quantities.
XXV Ciclo
1984
Hannigan, Patrick. "Random polynomials." Thesis, University of Ulster, 1998. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.263248.
Повний текст джерелаLi, Zheng. "Approximation to random process by wavelet basis." View abstract/electronic edition; access limited to Brown University users, 2008. http://gateway.proquest.com/openurl?url_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:dissertation&res_dat=xri:pqdiss&rft_dat=xri:pqdiss:3318378.
Повний текст джерелаBuckley, Stephen Philip. "Problems in random walks in random environments." Thesis, University of Oxford, 2011. http://ora.ox.ac.uk/objects/uuid:06a12be2-b831-4c2a-87b1-f0abccfb9b8b.
Повний текст джерелаAuret, Lidia. "Process monitoring and fault diagnosis using random forests." Thesis, Stellenbosch : University of Stellenbosch, 2010. http://hdl.handle.net/10019.1/5360.
Повний текст джерелаDissertation presented for the Degree of DOCTOR OF PHILOSOPHY (Extractive Metallurgical Engineering) in the Department of Process Engineering at the University of Stellenbosch
ENGLISH ABSTRACT: Fault diagnosis is an important component of process monitoring, relevant in the greater context of developing safer, cleaner and more cost efficient processes. Data-driven unsupervised (or feature extractive) approaches to fault diagnosis exploit the many measurements available on modern plants. Certain current unsupervised approaches are hampered by their linearity assumptions, motivating the investigation of nonlinear methods. The diversity of data structures also motivates the investigation of novel feature extraction methodologies in process monitoring. Random forests are recently proposed statistical inference tools, deriving their predictive accuracy from the nonlinear nature of their constituent decision tree members and the power of ensembles. Random forest committees provide more than just predictions; model information on data proximities can be exploited to provide random forest features. Variable importance measures show which variables are closely associated with a chosen response variable, while partial dependencies indicate the relation of important variables to said response variable. The purpose of this study was therefore to investigate the feasibility of a new unsupervised method based on random forests as a potentially viable contender in the process monitoring statistical tool family. The hypothesis investigated was that unsupervised process monitoring and fault diagnosis can be improved by using features extracted from data with random forests, with further interpretation of fault conditions aided by random forest tools. The experimental results presented in this work support this hypothesis. An initial study was performed to assess the quality of random forest features. Random forest features were shown to be generally difficult to interpret in terms of geometry present in the original variable space. Random forest mapping and demapping models were shown to be very accurate on training data, and to extrapolate weakly to unseen data that do not fall within regions populated by training data. Random forest feature extraction was applied to unsupervised fault diagnosis for process data, and compared to linear and nonlinear methods. Random forest results were comparable to existing techniques, with the majority of random forest detections due to variable reconstruction errors. Further investigation revealed that the residual detection success of random forests originates from the constrained responses and poor generalization artifacts of decision trees. Random forest variable importance measures and partial dependencies were incorporated in a visualization tool to allow for the interpretation of fault conditions. A dynamic change point detection application with random forests proved more successful than an existing principal component analysis-based approach, with the success of the random forest method again residing in reconstruction errors. The addition of random forest fault diagnosis and change point detection algorithms to a suite of abnormal event detection techniques is recommended. The distance-to-model diagnostic based on random forest mapping and demapping proved successful in this work, and the theoretical understanding gained supports the application of this method to further data sets.
AFRIKAANSE OPSOMMING: Foutdiagnose is ’n belangrike komponent van prosesmonitering, en is relevant binne die groter konteks van die ontwikkeling van veiliger, skoner en meer koste-effektiewe prosesse. Data-gedrewe toesigvrye of kenmerkekstraksie-benaderings tot foutdiagnose benut die vele metings wat op moderne prosesaanlegte beskikbaar is. Party van die huidige toesigvrye benaderings word deur aannames rakende liniariteit belemmer, wat as motivering dien om nie-liniêre metodes te ondersoek. Die diversiteit van datastrukture is ook verdere motivering vir ondersoek na nuwe kenmerkekstraksiemetodes in prosesmonitering. Lukrake-woude is ’n nuwe statistiese inferensie-tegniek, waarvan die akkuraatheid toegeskryf kan word aan die nie-liniêre aard van besluitnemingsboomlede en die bekwaamheid van ensembles. Lukrake-woudkomitees verskaf meer as net voorspellings; modelinligting oor datapuntnabyheid kan benut word om lukrakewoudkenmerke te verskaf. Metingbelangrikheidsaanduiers wys watter metings in ’n noue verhouding met ’n gekose uitsetveranderlike verkeer, terwyl parsiële afhanklikhede aandui wat die verhouding van ’n belangrike meting tot die gekose uitsetveranderlike is. Die doel van hierdie studie was dus om die uitvoerbaarheid van ’n nuwe toesigvrye metode vir prosesmonitering gebaseer op lukrake-woude te ondersoek. Die ondersoekte hipotese lui: toesigvrye prosesmonitering en foutdiagnose kan verbeter word deur kenmerke te gebruik wat met lukrake-woude geëkstraheer is, waar die verdere interpretasie van foutkondisies deur addisionele lukrake-woude-tegnieke bygestaan word. Eksperimentele resultate wat in hierdie werkstuk voorgelê is, ondersteun hierdie hipotese. ’n Intreestudie is gedoen om die gehalte van lukrake-woudkenmerke te assesseer. Daar is bevind dat dit moeilik is om lukrake-woudkenmerke in terme van die geometrie van die oorspronklike metingspasie te interpreteer. Verder is daar bevind dat lukrake-woudkartering en -dekartering baie akkuraat is vir opleidingsdata, maar dat dit swak ekstrapolasie-eienskappe toon vir ongesiene data wat in gebiede buite dié van die opleidingsdata val. Lukrake-woudkenmerkekstraksie is in toesigvrye-foutdiagnose vir gestadigde-toestandprosesse toegepas, en is met liniêre en nie-liniêre metodes vergelyk. Resultate met lukrake-woude is vergelykbaar met dié van bestaande metodes, en die meerderheid lukrake-woudopsporings is aan metingrekonstruksiefoute toe te skryf. Verdere ondersoek het getoon dat die sukses van res-opsporing op die beperkte uitsetwaardes en swak veralgemenende eienskappe van besluitnemingsbome berus. Lukrake-woude-metingbelangrikheidsaanduiers en parsiële afhanklikhede is ingelyf in ’n visualiseringstegniek wat vir die interpretasie van foutkondisies voorsiening maak. ’n Dinamiese aanwending van veranderingspuntopsporing met lukrake-woude is as meer suksesvol bewys as ’n bestaande metode gebaseer op hoofkomponentanalise. Die sukses van die lukrake-woudmetode is weereens aan rekonstruksie-reswaardes toe te skryf. ’n Voorstel wat na aanleiding van hierde studie gemaak is, is dat die lukrake-woudveranderingspunt- en foutopsporingsmetodes by ’n soortgelyke stel metodes gevoeg kan word. Daar is in hierdie werk bevind dat die afstand-vanaf-modeldiagnostiek gebaseer op lukrake-woudkartering en -dekartering suksesvol is vir foutopsporing. Die teoretiese begrippe wat ontsluier is, ondersteun die toepassing van hierdie metodes op verdere datastelle.
Kandler, Anne, Matthias Richter, Scheidt Jürgen vom, Hans-Jörg Starkloff, and Ralf Wunderlich. "Moving-Average approximations of random epsilon-correlated processes." Universitätsbibliothek Chemnitz, 2004. http://nbn-resolving.de/urn:nbn:de:swb:ch1-200401266.
Повний текст джерелаIuliano, Antonella. "Analysis of a birth and death process with alternating rates and of a telegraph process with underlying random walk." Doctoral thesis, Universita degli studi di Salerno, 2012. http://hdl.handle.net/10556/311.
Повний текст джерелаMy thesis for the Doctoral Programme in Mathematics (November 1, 2008 - October 31, 2011) at University of Salerno, Italy, has been oriented to the analysis of two stochastic models, with particular emphasis on the de- termination of their probability laws and related properties. The discussion of the doctoral dissertation will be given in 20 March 2012. The first part of the thesis is devoted to the analysis of a birth and death process with alternating rates. We recall that an extensive survey on birth- death processes (BDP) has been provided by Parthasarathy and Lenin [3]. In this work the authors adopt standard methods of analysis (such as power series technique and Laplace transforms) to find explicit expressions for the transient and stationary distributions of BDPs and provide applications of such results to specific fields (communication systems, chemical and biolog- ical models). In particular, in Section 9 they use BDPs to describe the time changes in the concentrations of the components of a chemical reaction and discuss the role of BDPs in the study of diatomic molecular chains. More- over, the paper by StockMayer et al. [4] gives an example of application of stochastic processes in the study of chain molecular diffusion. In this work a molecule is modeled as a freely-joined chain of two regularly alternating kinds of atoms. All bonds have the same length but the two kinds of atoms have alternating jump rates, i.e. the forward and backward jump rates for even labeled beads are α and β, respectively, and these rates are reversed for odd labeled beads. The authors obtain the exact timedependent aver- age length of bond vectors. Inspired by this works, Conolly [1] studied an infinitely long chain of atoms joined by links of equal length. The links are assumed to be subject to random shocks, that force the atoms to move and the molecule to diffuse. The shock mechanism is different according to whether the atom occupies an odd or an even position on the chain. The originating stochastic model is a randomized random walk on the integers with an unusual exponential pattern for the inter-step time intervals. The authors analyze some features of this process and investigate also its queue counterpart, where the walk is confined to the non negative integers. Stimulated by the above researches, a birth and death process N(t) on the integers with a transition rate λ from even states and a possibly different rate μ from odd states has been studied in the first part of the thesis. A de- tailed description of the model is performed, and the Chapman-Kolmogorov equations are introduced. Then, the probability generating functions of even and odd states are then obtained. These allow to evaluate the transition probabilities of the process for arbitrary integer initial state. Certain sym- metry properties of the transition probabilities are also pinpointed. Then, the birth and death process obtained by superimposing a reecting bound- ary in the zero-state is analyzed. In particular, by making use of a Laplace transform approach, the probability of a transition from state 0 or state 1 to the zero-state is obtained. Formulas for mean and variance of both processes are finally provided. The second part of the thesis is devoted to the analysis of a generalized telegraph process with an underlying random walk. The classical telegraph process describes a random motion on the real line characterized by two _nite velocities with opposite directions, where the velocity changes are governed by a time-homogeneous Poisson process (see Orsingher [2]). The novelty in the proposed model consists in the use of new rules for velocity changes, which are now governed by a sequence of Bernoulli trials. This implies that the random times separating consecutive changes of direction of the mov- ing particle have a general distribution and form a non-regular alternating renewal process. Starting from the origin, the running particle performs an alternating motion with velocities c and -v (c; v > 0). The direction of the motion (forward and backward) is determined by the velocity sign. The particle changes the direction according to the outcome of a Bernoulli trial. Hence, this defines a (possibly asymmetric) random walk governing the choice of the velocity at any epoch. By adopting techniques based on renewal theory, the general form of probability law is determined as well as the mean of the process. Furthermore, two instances are investigated in detail, in which the random intertimes between consecutive velocity changes are exponentially distributed with (i) constant rates and with (ii) linearly increasing rates. In the first case, explicit expressions of the transition den- sity and of the conditional mean of the process are expressed as series of Gauss hypergeometric functions. The second case leads to a damped ran- dom motion, for which we obtain the transition density in closed form. It is interesting to note that the latter case yields a logistic stationary density. References [1] Conolly B.W. (1971) On randomized random walks. SIAM Review, 13, 81-99. [2] Orsingher, E. (1990) Probability law, flow functions, maximum distri- bution of wave-governed random motions and their connections with Kirchoff's laws. Stoch. Process. Appl., 34, 49-66. [3] Parthasarathy P.R. and Lenin R.B. (2004) Birth and death process (BDP) models with applications-queueing, communication systems, chemical models, biological models: the state-of the- art with a time- dependent perspective. American Series in Mathematical and Manage- ment Sciences, vol. 51, American Sciences Press, Columbus (2004) [4] Stockmayer W.H., Gobush W. and Norvich R. (1971) Local-jump mod- els for chain dynamics. Pure Appl. Chem., 26, 555-561. NOTE The thesis consists of four chapters: Chapter 1. Some definitions and properties of stochastic processes. Chapter 2. Analysis of birth-death processes on the set of integers, char- acterized by alternating rates. Chapter 3. Results on the standard telegraph process. Chapter 4. Study of the telegraph process with an underlying random walk governing the velocity changes. [edited by author]
X n.s.
Elstro, Stephanie Jo. "25 Random Things About Me." Miami University / OhioLINK, 2009. http://rave.ohiolink.edu/etdc/view?acc_num=miami1250637568.
Повний текст джерелаJones, Elinor Mair. "Large deviations of random walks and levy processes." Thesis, University of Manchester, 2008. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.491853.
Повний текст джерелаAndreou, Pantelis. "A random reordering stochastic process for regression residuals." Thesis, National Library of Canada = Bibliothèque nationale du Canada, 1999. http://www.collectionscanada.ca/obj/s4/f2/dsk1/tape10/PQDD_0003/NQ42492.pdf.
Повний текст джерелаMussini, Filipe. "Random cover times using the Poisson cylinder process." Licentiate thesis, Uppsala universitet, Analys och sannolikhetsteori, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-329351.
Повний текст джерелаEl-Feghi, Farag Abdulrazzak. "Miscible flooding in correlated random fields." Thesis, Heriot-Watt University, 1992. http://hdl.handle.net/10399/1506.
Повний текст джерелаEzepue, P. O. "The dual process and renewal theory in the random environment branching process." Thesis, University of Sheffield, 1999. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.312812.
Повний текст джерелаPuplinskaitė, Donata. "Aggregation of autoregressive processes and random fields with finite or infinite variance." Doctoral thesis, Lithuanian Academic Libraries Network (LABT), 2013. http://vddb.library.lt/obj/LT-eLABa-0001:E.02~2013~D_20131029_102339-22917.
Повний текст джерелаAgreguoti duomenys naudojami daugelyje mokslo sričių tokių kaip ekonomika, sociologija, geografija ir kt. Tai motyvuoja tirti (de)agregavimo uždavinį. Viena iš pagrindinių priežasčių kodėl vienalaikis agregavimas tapo tyrimų objektu yra galimybė gauti ilgos atminties procesus. Agregavimas paaiškina ilgos atminties atsiradima procesuose ir yra vienas iš būdų tokius procesus generuoti. Agreguodami trumpos atminties neergodiškus atsitiktinius procesus, galime gauti ilgos atminties ergodišką procesą, kuris gali būti naudojamas mikro ir makro kintamųjų prognozavimui. Disertacijoje nagrinėjama AR(1) procesų bei artimiausio kaimyno atsitiktinių laukų, turinčių begalinę dispersiją, agregavimo schema, randamos sąlygos, kurioms esant ribinis agreguotas procesas egzistuoja, ir turi ilgąją atmintį tam tikra prasme. Atsitiktinių laukų atveju, įvedamas anizotropinės/izotropinės ilgos atminties apibrėžimas, kuris yra paremtas dalinių sumų elgesiu. Baigtinės dispersijos atveju yra gerai žinoma nepriklausomų AR(1) procesų schema, kuri rezultate duoda Gauso ribinį agreguotą procesą. Disertacijoje aprašoma trikampio masyvo agregavimo modelis, kuris baigtinės dispersijos atveju duoda nebūtinai Gauso ribinį agreguotą procesą. Taip pat disertacijoje nagrinėjama bankroto tikimybės asimptotika, kai žalos yra aprašomos sunkiauodegiu agreguotu procesu, nusakoma priklausomybė tarp žalų, apibūdinama žalų ilga atmintis.
Broutin, Nicolas. "Shedding new light on random trees." Thesis, McGill University, 2007. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=102963.
Повний текст джерелаThis new approach sheds new light on the tight relationship between data structures like trees and tries that used to be studied separately. In particular, we show that digital search trees and the tries built from sequences generated by the same memoryless source share the same stable core. This link between digital search trees and tries is at the heart of our analysis of heights of tries. It permits us to derive the height of several species of tries such as the trees introduced by de la Briandais (1959) and the ternary search trees of Bentley and Sedgewick (1997).
The proofs are based on the theory of large deviations. The first order terms of the asymptotic expansions of the heights are geometrically characterized using the Crame'r functions appearing in estimates of the tail probabilities for sums of independent random variables.
Khoshbin, Ehteram. "Modelling two stage duration process." Thesis, Lancaster University, 1999. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.310460.
Повний текст джерелаMilun, Davin. "Generating Markov random field image analysis systems from examples." Buffalo, N.Y. : Dept. of Computer Science, State University of New York at Buffalo, 1995. http://www.cse.buffalo.edu/tech%2Dreports/95%2D23.ps.Z.
Повний текст джерелаSidenko, Sergiy. "Kac's random walk and coupon collector's process on posets." Thesis, Massachusetts Institute of Technology, 2008. http://hdl.handle.net/1721.1/43781.
Повний текст джерелаIncludes bibliographical references (p. 100-104).
In the first part of this work, we study a long standing open problem on the mixing time of Kac's random walk on SO(n, R) by random rotations. We obtain an upper bound mix = O (n2.5 log n) for the weak convergence which is close to the trivial lower bound [Omega] (n2). This improves the upper bound O (n4 log n) by Diaconis and SaloffCoste 1131. The proof is a variation on the coupling technique we develop to bound the mixing time for compact Markov chains, which is of independent interest. In the second part, we consider a generalization of the coupon collector's problem in which coupons are allowed to be collected according to a partial order. Along with the discrete process, we also study the Poisson version which admits a tractable parametrization. This allows us to prove convexity of the expected completion time E T with respect to sample probabilities, which has been an open question for the standard coupon collector's problem. Since the exact computation of E - is formidable, we use convexity to establish the upper and the lower bound (these bounds differ by a log factor). We refine these bounds for special classes of posets. For instance, we show the cut-off phenomenon for shallow posets that are closely connected to the classical Dixie Cup problem. We also prove the linear growth of the expectation for posets whose number of chains grows at most exponentially with respect to the maximal length of a chain. Examples of these posets are d-dimensional grids, for which the Poisson process is usually referred as the last passage percolation problem. In addition, the coupon collector's process on a poset can be used to generate a random linear extension.
(cont.) We show that for forests of rooted directed trees it is possible to assign sample probabilities such that the induced distribution over all linear extensions will be uniform. Finally, we show the connection of the process with some combinatorial properties of posets.
by Sergiy Sidenko.
Ph.D.
Urry, Matthew. "Learning curves for Gaussian process regression on random graphs." Thesis, King's College London (University of London), 2013. https://kclpure.kcl.ac.uk/portal/en/theses/learning-curves-for-gaussian-process-regression-on-random-graphs(c1f5f395-0426-436c-989c-d0ade913423e).html.
Повний текст джерелаWarnke, Lutz. "Random graph processes with dependencies." Thesis, University of Oxford, 2012. http://ora.ox.ac.uk/objects/uuid:71b48e5f-a192-4684-a864-ea9059a25d74.
Повний текст джерелаSteinberg, Eran. "Analysis of random halftone dithering using second order statistics /." Online version of thesis, 1991. http://hdl.handle.net/1850/10976.
Повний текст джерелаHeckel, Annika. "Colourings of random graphs." Thesis, University of Oxford, 2016. https://ora.ox.ac.uk/objects/uuid:79e14d55-0589-4e17-bbb5-a216d81b8875.
Повний текст джерелаLapajne, Mikael Hellborg, and Daniel Slat. "Random Forests for CUDA GPUs." Thesis, Blekinge Tekniska Högskola, Sektionen för datavetenskap och kommunikation, 2010. http://urn.kb.se/resolve?urn=urn:nbn:se:bth-2953.
Повний текст джерелаMikael: +46768539263, Daniel: +46703040693
Kang, Sungyeol. "Extreme values of random times in stochastic networks." Diss., Georgia Institute of Technology, 1992. http://hdl.handle.net/1853/24305.
Повний текст джерелаFriel, Nial Patrick. "Application of random sets to image analysis." Thesis, University of Glasgow, 1999. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.301626.
Повний текст джерелаHolcomb, Diane, and Benedek Valkó. "Overcrowding asymptotics for the Sine(beta) process." INST MATHEMATICAL STATISTICS, 2017. http://hdl.handle.net/10150/625509.
Повний текст джерелаOosthuizen, Joubert. "Random walks on graphs." Thesis, Stellenbosch : Stellenbosch University, 2014. http://hdl.handle.net/10019.1/86244.
Повний текст джерелаENGLISH ABSTRACT: We study random walks on nite graphs. The reader is introduced to general Markov chains before we move on more specifically to random walks on graphs. A random walk on a graph is just a Markov chain that is time-reversible. The main parameters we study are the hitting time, commute time and cover time. We nd novel formulas for the cover time of the subdivided star graph and broom graph before looking at the trees with extremal cover times. Lastly we look at a connection between random walks on graphs and electrical networks, where the hitting time between two vertices of a graph is expressed in terms of a weighted sum of e ective resistances. This expression in turn proves useful when we study the cover cost, a parameter related to the cover time.
AFRIKAANSE OPSOMMING: Ons bestudeer toevallige wandelings op eindige gra eke in hierdie tesis. Eers word algemene Markov kettings beskou voordat ons meer spesi ek aanbeweeg na toevallige wandelings op gra eke. 'n Toevallige wandeling is net 'n Markov ketting wat tyd herleibaar is. Die hoof paramaters wat ons bestudeer is die treftyd, pendeltyd en dektyd. Ons vind oorspronklike formules vir die dektyd van die verdeelde stergra ek sowel as die besemgra ek en kyk daarna na die twee bome met uiterste dektye. Laastens kyk ons na 'n verband tussen toevallige wandelings op gra eke en elektriese netwerke, waar die treftyd tussen twee punte op 'n gra ek uitgedruk word in terme van 'n geweegde som van e ektiewe weerstande. Hierdie uitdrukking is op sy beurt weer nuttig wanneer ons die dekkoste bestudeer, waar die dekkoste 'n paramater is wat verwant is aan die dektyd.
Bansaye, Vincent. "Applications des processus de Lévy et processus de branchement à des études motivées par l'informatique et la biologie." Phd thesis, Université Pierre et Marie Curie - Paris VI, 2008. http://tel.archives-ouvertes.fr/tel-00339230.
Повний текст джерелаKeller, Peter, Sylvie Roelly, and Angelo Valleriani. "A quasi-random-walk to model a biological transport process." Universität Potsdam, 2013. http://opus.kobv.de/ubp/volltexte/2013/6358/.
Повний текст джерелаEslava, Fernández Laura. "The rank of symmetric random matrices via a graph process." Thesis, McGill University, 2013. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=114602.
Повний текст джерелаLa théorie des matrices aléatoires a un large éventail de sujets et de pistes de recherche, l'un d'entre eux étant de comprendre la probabilité de la singularité des matrices aléatoires discrètes. Ca a été prouvé que pour des matrices aléatoires de Bernoulli symétriques la probabilité de singularité a des bornes polynomiales, mais la conjecture est que le bon ordre de décroissance est exponentiel. Nous sommes intéressés par la matrice d'adjacence Q du graphe aléatoire d'Erdos et Réyni et nous étudions les statistiques du rang de Q comme un moyen de comprende la probabilité de singularité de Q. Nous proposons maintenant une perspective de processus stochastique. Dans ce mémoire, nous considérons la famille Q comme une famille croissante de matrices aléatoires et nous étudions la structure de Q au moment oú il devient non singulière et nous prouvons de la même facon pour certaines propriétés monotones des graphes aléatoires, la propriété d'être non singulière obéit à soi-disant 'théorème de temps d'arrêt'. D'une manière globale, cela signifie que les lignes remplies de zéros, qui sont une propriété locale de la matrice, sont la seule obstruction pour la non-singularité. Ce fait, qui est la nouvelle contribution principale de ce mémoire, élargie les résultats antérieurs de Costello et Vu.
Puplinskaitė, Donata. "Autoregresinių procesų ir atsitiktinių laukų su baigtine arba begaline dispersija agregavimas." Doctoral thesis, Lithuanian Academic Libraries Network (LABT), 2013. http://vddb.library.lt/obj/LT-eLABa-0001:E.02~2013~D_20131029_102452-85316.
Повний текст джерелаAggregated data appears in many areas such as econimics, sociology, geography, etc. This motivates an importance of studying the (dis)aggregation problem. One of the most important reasons why the contemporaneous aggregation become an object of research is the possibility of obtaining the long memory phenomena in processes. The aggregation provides an explanation of the long-memory effect in time series and a simulation method of such series as well. Accumulation of short-memory non-ergodic random processes can lead to the long memory ergodic process, that can be used for the forecasts of the macro and micro variables. We explore the aggregation scheme of AR(1) processes and nearest-neighbour random fields with infinite variance. We provide results on the existence of limit aggregated processes, and find conditions under which it has long memory properties in certain sense. For the random fields on Z^2, we introduce the notion of (an)isotropic long memory based on the behavior of partial sums. In L_2 case, the known aggregation of independent AR(1) processes leads to the Gaussian limit. While we describe a new model of aggregation based on independent triangular arrays. This scheme gives the limit aggregated process with finite variance which is not necessary Gaussian. We study a discrete time risk insurance model with stationary claims, modeled by the aggregated heavy-tailed process. We establish the asymptotic properties of the ruin probability and the dependence structure... [to full text]
Fu, Zuopeng. "Karlin Random Fields: Limit Theorems, Representations and Simulations." University of Cincinnati / OhioLINK, 2020. http://rave.ohiolink.edu/etdc/view?acc_num=ucin1613754836854037.
Повний текст джерелаHirotsu, Kenichi. "Neural network hardware with random weight change learning algorithm." Diss., Georgia Institute of Technology, 1993. http://hdl.handle.net/1853/15765.
Повний текст джерелаChen, Guo-Huei. "Image segmentation using a multiresolution random field model." Thesis, University of Warwick, 2002. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.269395.
Повний текст джерелаVan, Zyl Alexis J. "Basic concepts of random matrix theory." Thesis, Stellenbosch : University of Stellenbosch, 2005. http://hdl.handle.net/10019.1/1624.
Повний текст джерелаIt was Wigner that in the 1950’s first introduced the idea of modelling physical reality with an ensemble of random matrices while studying the energy levels of heavy atomic nuclei. Since then, the field of Random Matrix Theory has grown tremendously, with applications ranging from fluctuations on the economic markets to M-theory. It is the purpose of this thesis to discuss the basic concepts of Random Matrix Theory, using the ensembles of random matrices originally introduced by Wigner, the Gaussian ensembles, as a starting point. As Random Matrix Theory is classically concerned with the statistical properties of levels sequences, we start with a brief introduction to the statistical analysis of a level sequence before getting to the introduction of the Gaussian ensembles. With the ensembles defined, we move on to the statistical properties that they predict. In the light of these predictions, a few of the classical applications of Random Matrix Theory are discussed, and as an example of some of the important concepts, the Anderson model of localization is investigated in some detail.
Chamseddine, Ismail. "Construction of random signals from their higher order moments." Thesis, Imperial College London, 1997. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.266089.
Повний текст джерелаFellenberg, Benno, Jürgen vom Scheidt, and Matthias Richter. "Simulation of Weakly Correlated Functions and its Application to Random Surfaces and Random Polynomials." Universitätsbibliothek Chemnitz, 1998. http://nbn-resolving.de/urn:nbn:de:bsz:ch1-199801258.
Повний текст джерелаÖberg, Johanna. "Time prediction and process discovery of administration process." Thesis, Uppsala universitet, Institutionen för biologisk grundutbildning, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-432893.
Повний текст джерелаBreen, Barbara J. "Computational nonlinear dynamics monostable stochastic resonance and a bursting neuron model /." Diss., Available online, Georgia Institute of Technology, 2004:, 2003. http://etd.gatech.edu/theses/available/etd-04082004-180036/unrestricted/breen%5Fbarbara%5Fj%5F200312%5Fphd.pdf.
Повний текст джерелаBrown, Martin Lloyd. "Stochastic process approximation method with application to random volterra integral equations." Diss., Georgia Institute of Technology, 1987. http://hdl.handle.net/1853/29222.
Повний текст джерелаLu, Yunkai. "Mechanical Properties of Random Discontinuous Fiber Composites Manufactured from Wetlay Process." Thesis, Virginia Tech, 2002. http://hdl.handle.net/10919/34503.
Повний текст джерелаMaster of Science
Vo, Ba Tuong. "Random finite sets in Multi-object filtering." University of Western Australia. School of Electrical, Electronic and Computer Engineering, 2008. http://theses.library.uwa.edu.au/adt-WU2009.0045.
Повний текст джерелаJurjiu, A., R. Dockhorn, O. Mironova, and J. U. Sommer. "Two universality classes for random hyperbranched polymers." Royal Society of Chemistry, 2014. https://tud.qucosa.de/id/qucosa%3A36397.
Повний текст джерелаCraig, David W. (David William) Carleton University Dissertation Engineering Electrical. "Light traffic loss of random hard real-time tasks in a network." Ottawa, 1988.
Знайти повний текст джерелаMiller, Joshua. "Sequential Probing With a Random Start." Scholarship @ Claremont, 2018. https://scholarship.claremont.edu/hmc_theses/115.
Повний текст джерелаGreenberg, Sam. "Random sampling of lattice configurations using local Markov chains." Diss., Atlanta, Ga. : Georgia Institute of Technology, 2008. http://hdl.handle.net/1853/28090.
Повний текст джерелаCommittee Chair: Randall, Dana; Committee Member: Heitsch, Christine; Committee Member: Mihail, Milena; Committee Member: Trotter, Tom; Committee Member: Vigoda, Eric.
Smith, Andrew. "Logarithmic opinion pools for conditional random fields." Thesis, University of Edinburgh, 2007. http://hdl.handle.net/1842/1730.
Повний текст джерелаHurth, Tobias. "Invariant densities for dynamical systems with random switching." Diss., Georgia Institute of Technology, 2014. http://hdl.handle.net/1853/52274.
Повний текст джерелаMaddalena, Daniela. "Stationary states in random walks on networks." Master's thesis, Alma Mater Studiorum - Università di Bologna, 2016. http://amslaurea.unibo.it/10170/.
Повний текст джерела