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Dissertations / Theses on the topic 'Exit times'

Author: Grafiati

Published: 4 June 2021

Last updated: 13 July 2024

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1

Meinecke, Lina. "Stochastic Simulation of Multiscale Reaction-Diffusion Models via First Exit Times." Doctoral thesis, Uppsala universitet, Avdelningen för beräkningsvetenskap, 2016. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-284085.

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Mathematical models are important tools in systems biology, since the regulatory networks in biological cells are too complicated to understand by biological experiments alone. Analytical solutions can be derived only for the simplest models and numerical simulations are necessary in most cases to evaluate the models and their properties and to compare them with measured data. This thesis focuses on the mesoscopic simulation level, which captures both, space dependent behavior by diffusion and the inherent stochasticity of cellular systems. Space is partitioned into compartments by a mesh and

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2

Ahammer, Alexander, and Stefan Kranzinger. "Poverty in Times of Crisis." WU Vienna University of Economics and Business, 2017. http://epub.wu.ac.at/5444/1/WP_Poverty_in_Times_of_Crisis.pdf.

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This paper evaluates the impact of a large macroeconomic shock on poverty. In particular, we use longitudinal data from the European Survey on Income and Living Conditions (EU-SILC) comprising almost two million individuals from 29 European countries in order to quantify changes in poverty transition patterns caused by the 2007 global financial crisis. Because the crisis was largely unforeseeable, it provides an appealing natural experiment allowing us to isolate the causal effect of a substantial macroeconomic shock on poverty. Employing semiparametric mixed discrete time survival analysis, w

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3

Roj, Mikolaj. "Mean exit times and multi-level Monte Carlo with applications in finance." Thesis, University of Strathclyde, 2013. http://oleg.lib.strath.ac.uk:80/R/?func=dbin-jump-full&object_id=20312.

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This thesis is focused broadly on the stopped exit time problem in the stochastic differential equations setting. It currently appears that one of the most efficient and powerful approaches to solve this problem (especially in higher dimensions for which there are no explicit formulae) is the simulation of sample paths of time discrete approximations. We compute the mean exit time using a Monte Carlo technique, which has the advantage of being straightforward to implement. However, controlling the Monte Carlo sampling error and large biases in the numerical method make this method computationa

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4

Peithmann, Dierk. "Large deviations and exit time asymptotics for diffusions and stochastic resonance." Doctoral thesis, Humboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, 2007. http://dx.doi.org/10.18452/15696.

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Diese Arbeit behandelt die Asymptotik von Austritts- und Übergangszeiten für gewisse schwach zeitinhomogene Diffusionsprozesse. Darauf basierend wird ein probabilistischer Begriff der stochastischen Resonanz (SR) studiert. Techniken der großen Abweichungen spielen eine zentrale Rolle. Im ersten Teil der Arbeit (Kapitel 1-3) werden Resultate aus der Theorie der großen Abweichungen für zeithomogene Diffusionen rekapituliert. Es werden die klassischen Resultate von Freidlin und Wentzell und Erweiterungen dieser Theorie präsentiert, und es wird an das Kramers''sche Austrittszeitengesetz

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5

Hieber, Peter [Verfasser], Matthias [Akademischer Betreuer] Scherer, Hansjörg [Akademischer Betreuer] Albrecher, and Marcos [Akademischer Betreuer] Escobar. "First-exit times and their applications in default risk management / Peter Hieber. Gutachter: Hansjörg Albrecher ; Matthias Scherer ; Marcos Escobar. Betreuer: Matthias Scherer." München : Universitätsbibliothek der TU München, 2013. http://d-nb.info/1044395869/34.

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6

Teeny, Nicolas [Verfasser], and Christoph H. [Akademischer Betreuer] Keitel. "Tunneling Time, Exit Time and Exit Momentum in Strong Field Tunnel Ionization / Nicolas Teeny ; Betreuer: Christoph H. Keitel." Heidelberg : Universitätsbibliothek Heidelberg, 2016. http://d-nb.info/1180736109/34.

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7

Jiao, Chunxi. "Semidefinite relaxations for a linear programming approach to exit-time stochastic control." Thesis, The University of Sydney, 2021. https://hdl.handle.net/2123/24569.

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In this thesis, we investigate the linear programming framework for exit-time stochastic control problems and apply the moment-sum-of-squares (moment-SOS) hierarchy to obtain convergent pointwise bounds and global bounding functions for the value functions. The primal linear program over suitable measures and the dual linear program over continuous test functions are implemented numerically by semidefinite programs which target moments and SOS polynomial representations respectively. Numerically optimised bounds converge to the value function from below as polynomial degree increases under sui

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8

Rupassara, Rupassarage Upul Hemakumara. "Joint exit time and place distribution for Brownian motion on Riemannian manifolds." OpenSIUC, 2019. https://opensiuc.lib.siu.edu/dissertations/1720.

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This dissertation discusses the time and place that Brownian motion on a Riemannian manifold first exit a normal ball of small radius. A general procedure is given for computing asymptotic expansions of joint moments of the first exit time and place random variables as the radius of the geodesic ball decreases to zero. The asymptotic expansion of the joint Laplace transform of exit time and spherical harmonics of exit position is derived for a ball of small radius. A generalized Pizetti’s formula is used to expand the solution of the related partial differential equations. These expansions are

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9

De, Oliveira Gomes André. "Large Deviations Studies for Small Noise Limits of Dynamical Systems Perturbed by Lévy Processes." Doctoral thesis, Humboldt-Universität zu Berlin, 2018. http://dx.doi.org/10.18452/19118.

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Die vorliegende Dissertation beschäftigt sich mit der Anwendung der Theorie der großen Abweichungen auf verschiedene Fragestellungen der stochastischen Analysis und stochastischen Dynamik von Sprungprozessen. Die erste Fragestellung behandelt die erste Austrittszeit aus einem beschränkten Gebiet für eine bestimmte Klasse von Sprungdiffusionen mit exponentiell leichten Sprüngen. In Abhängigkeit von der Leichtheit des Sprungmaßes wird das asymptotische Verhalten der Verteilung und insbesondere der Erwartung der ersten Austrittszeit bestimmt wenn das Rauschen verschwindet. Dabei folgt die

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10

Raikes, Geoff. "Temperature reconstruction and acoustic time of flight determination for boiler furnace exit temperature measurement." Master's thesis, University of Cape Town, 2018. http://hdl.handle.net/11427/29516.

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The furnace exit gas temperature (FEGT) is one of the fundamental parameters necessary to determine the energy balance of the boiler in a coal-fired power plant, and is thus beneficial to the production of reliable thermo-fluid models of its operation and the operation of the systems down and upstream. The continuous measurement of the FEGT would also be a useful indicator to predict, prevent and diagnose faults, optimize boiler operation and aid the design of heat transfer surfaces. Acoustic pyrometry, a technique that measures temperature based on the travel time of an acoustic wave in a gas

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11

Doehrman, Thomas Eldon, Sunder Sethuraman, Shankar Venkataramani, Thomas Eldon Doehrman, Sunder Sethuraman, and Shankar Venkataramani. "The Range of Random Walks up to the Time of Exit from a Domain." Thesis, The University of Arizona, 2017. http://hdl.handle.net/10150/624961.

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12

Högele, Michael Anton. "Metastability of the Chafee-Infante equation with small heavy-tailed Lévy Noise." Doctoral thesis, Humboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, 2011. http://dx.doi.org/10.18452/16299.

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Wird der Äquator-Pol-Energietransfer als Wärmediffusion berücksichtigt, so gehen Energiebilanzmodelle in Reaktions-Diffusionsgleichungen über, deren Modellfall die (deterministische) Chafee-Infante-Gleichung darstellt. Ihre Lösung besitzt zwei stabile Zustände und mehrere instabile auf der separierenden Mannigfaltigkeit (Separatrix) der stabilen Anziehungsgebiete. Es wird bewiesen, dass die Lösung auf geeignet verkleinerten Anziehungsgebieten mit Minimalabstand zur Separatrix innerhalb von Zeitskalen relaxiert, die höchstens logarithmisch darin anwachsen. Motiviert durch statistische Belege a

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13

鄺思豪 and Sy-ho Raymond Kwong. "Does acclimatization exist among Chinese first-time hearing aidusers?" Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2008. http://hub.hku.hk/bib/B41548036.

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14

Alzubaidi, Hasan Mohammed O. "Numerical simulations of the spiking activity and the related first exit time of stochastic neural systems." Thesis, University of Manchester, 2011. https://www.research.manchester.ac.uk/portal/en/theses/numerical-simulations-of-thespiking-activity-and-therelated-first-exit-time-ofstochastic-neural-systems(27cd84b8-a805-4e52-8a15-2e0426c8bf58).html.

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The aim of this thesis was to study, using numerical simulation techniques, the possible effects of an additive noise on the firing properties of stochastic neural models, and the related first exit time problems. The research is divided into three main investigations. First, using SDELab, mathematical software for solving stochastic differential equations within MATLAB, we examine the influence of an additive noise on the output spike trains for the space-clamped Hodgkin Huxley (HH) model and the spatially-extended FitzHugh Nagumo (FHN) system. We find that a suitable amount of additive noise

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15

Kwong, Sy-ho Raymond. "Does acclimatization exist among Chinese first-time hearing aid users?" Click to view the E-thesis via HKUTO, 2008. http://sunzi.lib.hku.hk/hkuto/record/B41548036.

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16

Buterakos, Lewis Allen. "The Exit Time Distribution for Small Random Perturbations of Dynamical Systems with a Repulsive Type Stationary Point." Diss., Virginia Tech, 2003. http://hdl.handle.net/10919/28703.

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We consider a stochastic differential equation on a domain D in n-dimensional real space, where the associated dynamical system is linear, and D contains a repulsive type stationary point at the origin O. We obtain an exit law for the first exit time of the solution process from a ball of arbitrary radius centered at the origin, which involves additive scaling as in Day (1995). The form of the scaling constant is worked out and shown to depend on the structure of the Jordan form of the linear drift. We then obtain an extension of this exit law to the first exit time of the solution process

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17

Morita, Andreia. "A decisão de saída dos Business Angels: o caso dos EUA." Master's thesis, Universidade de Évora, 2018. http://hdl.handle.net/10174/23101.

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O propósito do estudo efetuado consiste na análise da forma de saída do investimento (neste caso: Acquisition; Write-Off; Trade Sales; e, IPO) escolhida pelos Business Angels, e da duração do mesmo, em relação a um conjunto de variáveis consideradas no processo de investimento. Para testar as hipóteses determinadas é utilizada uma amostra de 88 Business Angels americanos, num total de 159 investimentos sobre os quais já foi efetuada a saída, proveniente da base de dados desenvolvida pela Kauffman Foundation. A análise é realizada através de competing risks models, sendo os seus resultados apre

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18

Sedehi, Zadeh Noor. "Working conditions and retirement : Can improved working conditions extend an individual's time on the labour market?" Thesis, Linnéuniversitetet, Institutionen för nationalekonomi och statistik (NS), 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-77463.

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The objective of this essay is to investigate if working conditions affect the retirement age and additionally, aims to explore the differences in the effects between women and men. This study investigates this by using data of individuals living in Sweden in 2012 that were between the age of 63 and 74 (i.e individuals that are born between 1938 and 1949) retrieved fromStatistics Employment Register (Sysselsättningsregister). To complete the information, Statistics Sweden, conducted a survey on behalf of Anxo et al (2017) to 20 000 randomly selected individuals that included questions about th

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19

Mohammed, Abdulmalik. "Obstacle detection and emergency exit sign recognition for autonomous navigation using camera phone." Thesis, University of Manchester, 2017. https://www.research.manchester.ac.uk/portal/en/theses/obstacle-detection-and-emergency-exit-sign-recognition-for-autonomous-navigation-using-camera-phone(e0224d89-e743-47a4-8c68-52f718457098).html.

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In this research work, we develop an obstacle detection and emergency exit sign recognition system on a mobile phone by extending the feature from accelerated segment test detector with Harris corner filter. The first step often required for many vision based applications is the detection of objects of interest in an image. Hence, in this research work, we introduce emergency exit sign detection method using colour histogram. The hue and saturation component of an HSV colour model are processed into features to build a 2D colour histogram. We backproject a 2D colour histogram to detect emergen

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20

Jiang, Mengying. "Does the time Machine exist? : Nostalgic consumption of Chinese one-child generation." Thesis, Uppsala universitet, Företagsekonomiska institutionen, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-328180.

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Nostalgia in consumer behavior is shown to be effective. Every generation has their own views of nostalgia. Their ability, proneness and intensity to process nostalgia is different for each generation. The Chinese one-child generation in terms of their special growth environment and characteristics was chosen as the object of study. The thesis begins with the model of nostalgic consumption. The model includes the indirect factors towards nostalgia proneness, the direct factors towards nostalgia intensity and the consumption of nostalgic products. Two qualitative methods were used to collect da

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21

Stevenson, Clint W. "A Logistic Regression Analysis of Utah Colleges Exit Poll Response Rates Using SAS Software." BYU ScholarsArchive, 2006. https://scholarsarchive.byu.edu/etd/1116.

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In this study I examine voter response at an interview level using a dataset of 7562 voter contacts (including responses and nonresponses) in the 2004 Utah Colleges Exit Poll. In 2004, 4908 of the 7562 voters approached responded to the exit poll for an overall response rate of 65 percent. Logistic regression is used to estimate factors that contribute to a success or failure of each interview attempt. This logistic regression model uses interviewer characteristics, voter characteristics (both respondents and nonrespondents), and exogenous factors as independent variables. Voter characteristic

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22

Cakar, Tunc. "2d Correlated Diffusion Process For Mobility Modeling In Mobile Networks." Master's thesis, METU, 2004. http://etd.lib.metu.edu.tr/upload/12605634/index.pdf.

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This thesis introduces a novel mobility model based on so called &ldquo<br>2D correlated diffusion process&rdquo<br>. In this model, motion components over x and y axes are dependent. Joint density function of the process is derived. The expected exit time from an arbitrary domain is characterized by a boundary value problem. Analytical solution of this problem is given for a specific case. Numerical solution of the problem is presented by several examples. The results obtained in these examples are verified by simulations. The expected exit time computed by this method holds for any given 2D

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23

Uhlemann, Elisabeth. "Adaptive Concatenated Coding for Wireless Real-Time Communications." Doctoral thesis, Högskolan i Halmstad, Sektionen för Informationsvetenskap, Data– och Elektroteknik (IDE), 2004. http://urn.kb.se/resolve?urn=urn:nbn:se:hh:diva-369.

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The objective of this thesis is to improve the performance of real-time communication overa wireless channel, by means of specifically tailored channel coding. The deadlinedependent coding (DDC) communication protocol presented here lets the timeliness and thereliability of the delivered information constitute quality of service (QoS) parametersrequested by the application. The values of these QoS parameters are transformed intoactions taken by the link layer protocol in terms of adaptive coding strategies.Incremental redundancy hybrid automatic repeat request (IR-HARQ) schemes usingrate compa

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24

Rozītis, Juris. "Displaced literature : images of time and space in Latvian novels depicting the first years of the Latvian postwar exile /." Stockholm : Acta Universitatis Stockholmiensis : Almqvist & Wiksell International [distributör], 2005. http://urn.kb.se/resolve?urn=urn:nbn:se:su:diva-607.

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25

Mihaita, Adriana. "Approche probabiliste pour la commande orientée évènement des systèmes stochastiques à commutation." Thesis, Grenoble, 2012. http://www.theses.fr/2012GRENT036/document.

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Les systèmes hybrides sont des systèmes dynamiques, caractérisés par un comportementdual, une interaction entre une partie discrète et une partie continue de fonctionnement.Dans le centre de notre travail se trouve une classe particulière de systèmeshybrides, plus spécifiquement les systèmes stochastiques à commutation que nous modélisonsà l’aide des Chaînes de Markov en temps continu et des équations différentielles.Le comportement aléatoire de ce type de système nécessite une commande spécialequi s’adapte aux événements arbitraires qui peuvent changer complètement l’évolutiondu système. Nous

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26

Pham, Thi Da Cam. "Théorèmes limite pour un processus de Galton-Watson multi-type en environnement aléatoire indépendant." Thesis, Tours, 2018. http://www.theses.fr/2018TOUR4005/document.

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La théorie des processus de branchement multi-type en environnement i.i.d. est considérablement moins développée que dans le cas univarié, et les questions fondamentales ne sont pas résolues en totalité à ce jour. Les réponses exigent une compréhension profonde du comportement des produits des matrices i.i.d. à coefficients positifs. Sous des hypothèses assez générales et lorsque les fonctions génératrices de probabilité des lois de reproduction sont “linéaire fractionnaires”, nous montrons que la probabilité de survie à l’instant n du processus de branchement multi-type en environnement aléat

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27

Tugaut, Julian. "Processus auto-stabilisants dans un paysage multi-puits." Phd thesis, Université Henri Poincaré - Nancy I, 2010. http://tel.archives-ouvertes.fr/tel-00573044.

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Les processus auto-stabilisants sont définis comme des solutions d'équations différentielles stochastiques dont le terme de dérive contient à la fois le gradient d'un potentiel ainsi qu'un terme non-linéaire au sens de McKean qui attire le processus vers sa propre loi de distribution. On dispose de nombreux résultats lorsque l'environnement est convexe. L'objet de ce travail est de les étendre autant que possible au cas général notamment lorsque le paysage contient plusieurs puits. Des différences fondamentales sont constatées. Le premier chapitre prouve l'existence d'une solution forte. Le se

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28

Phun, Xuan Lan. "Intermittent transport processes on surfaces." Thesis, Orléans, 2014. http://www.theses.fr/2014ORLE2034/document.

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Comment les protéïnes trouvent-elles leur chemin vers les rares endroits des molécules d’ADN où elles peuvent perpétuer le processus de vie ? De nombreuses études récentes tendent à prouver que seule une dynamique intermittente, c’est à dire à (au moins) deux régimes permet ce processus. L’objet principal de cette thèse est une étude rigoureuse d’un modèle simplifié de dynamique intermittente. Dans ce modèle la molécule alterne des dynamiques browniennes dans le "bulk" et sur la "surface" (i.e. la molécule d’ADN dans l’exemple plus haut) jusqu’à ce qu’elle atteigne sa cible, une petite fenêtre

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29

Pastorek, Angela E. "Organizational exit dynamics in times of turbulence : let me tell you the story of how my high hopes were let down." Thesis, 2015. http://hdl.handle.net/2152/30524.

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Employees face many challenges as they attempt to fulfill the often intense and conflicting expectations of their professional roles within the culture of an organization for which they perform paid work. These demands include traversing a consistent stream of organizational change (Lewis, 2011), navigating complex coworker relationships (Sias, 2009), and meeting the often intense and even abusive demands of organizational managers and leaders (Caldwell & Canuto-Carranco, 2010). As a result of this cultural intensity, organizational members can begin considering exit (Jablin, 1987, 2001) very

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30

"A stochastic theory of exit and stopping time equilibria." Sloan School of Management, Massachusetts Institute of Technology, 1986. http://hdl.handle.net/1721.1/2135.

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31

Nunes, Rafael Ribeiro. "Using Exit Time Predictions to Optimize Self-Automated Parking Lots." Master's thesis, 2014. https://repositorio-aberto.up.pt/handle/10216/79939.

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Nunes, Rafael Ribeiro. "Using Exit Time Predictions to Optimize Self-Automated Parking Lots." Dissertação, 2014. https://repositorio-aberto.up.pt/handle/10216/79939.

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Peithmann, Dierk [Verfasser]. "Large deviations and exit time asymptotics for diffusions and stochastic resonance / von Dierk Peithmann." 2007. http://d-nb.info/987554794/34.

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34

Donnelly, Mary, University of Western Sydney, College of Arts, and School of Communication Arts. "Can a moment of time exist on a two-dimensional surface?" 2007. http://handle.uws.edu.au:8081/1959.7/39849.

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This exegesis forms part of an ongoing enquiry on the concept of time. Artist, Barnett Newman sought the ‘physical sensation of time’ in his painting. My research questions, through a program of creative work, whether a moment in time can be represented in a two dimensional art work; or if we only experience the sensation of time passing, as we are viewing it. A key issue within this creative practice-based approach, is to examine if empty visible space within an artwork ‘ignites’ a sense of time; if a visualisation of empty space can capture an event, an awareness of the immediacy of a moment

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Donnelly, Mary. "Can a moment of time exist on a two-dimensional surface?" Thesis, 2007. http://handle.uws.edu.au:8081/1959.7/39849.

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This exegesis forms part of an ongoing enquiry on the concept of time. Artist, Barnett Newman sought the ‘physical sensation of time’ in his painting. My research questions, through a program of creative work, whether a moment in time can be represented in a two dimensional art work; or if we only experience the sensation of time passing, as we are viewing it. A key issue within this creative practice-based approach, is to examine if empty visible space within an artwork ‘ignites’ a sense of time; if a visualisation of empty space can capture an event, an awareness of the immediacy of a moment

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36

Jacquier, Vanessa. "Metastability for serial and parallel dynamics." Doctoral thesis, 2022. http://hdl.handle.net/2158/1274534.

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Metastability is an ubiquitous phenomenon in nature. It appears in a plethora of diverse fields including physics, chemistry, biology, computer science, climatology and economics. Metastability is best described as a dynamical phenomenon that occurs when a system is close to a first order phase transition. After changing some thermodynamic parameters, the system remains for a considerable (random) time in the old phase, the metastable state, before suddenly making a transition to the new phase, the stable state. In other words, on a short time scale, the system behaves as if it was in equilibr

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Meireles, Felisbela Patrícia da Silva. "Effect of time pressure in behavioural compliance with warnings : a study with virtual reality." Master's thesis, 2015. http://hdl.handle.net/10400.5/10783.

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Warnings, posted signs, alarms and labels on products are a constant in our everyday routine. All this information is made available with the main purpose of warning us of the risks and dangers to which we are exposed. The purpose of the present study was to examine how time pressure affects the compliance with warnings/ posted signs and exit signs. A virtual reality (VR) scenario was used. Fifty participants, were divided in two groups, one with no time pressure and the other with time pressure, to perform a work security verification routine during which a fire occurred and the participants

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