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Dissertations / Theses on the topic 'Heavy-tailed'

Author: Grafiati

Published: 4 June 2021

Last updated: 17 February 2022

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1

Liu, Zhe. "Distributed estimation in heavy-tailed environments." Access to citation, abstract and download form provided by ProQuest Information and Learning Company; downloadable PDF file, 65 p, 2009. http://proquest.umi.com/pqdweb?did=1885755971&sid=10&Fmt=2&clientId=8331&RQT=309&VName=PQD.

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Kam, Po-ling, and 甘寶玲. "Mixture autoregression with heavy-tailed conditional distribution." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2003. http://hub.hku.hk/bib/B29614922.

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Kyselá, Eva. "Modelling portfolios with heavy-tailed risk factors." Master's thesis, Vysoká škola ekonomická v Praze, 2015. http://www.nusl.cz/ntk/nusl-264017.

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The thesis aims to investigate some of the approaches to modelling portfolio returns with heavy-tailed risk factors. It first elaborates on the univariate time series models, and compares the benchmark model (GARCH with Student t innovations or its GJR extension) predictive performance with its two competitors, the EVT-GARCH model and the Markov-Switching Multifractal (MSM) model. The motivation of EVT extension of GARCH specification is to use a more proper distribution of the innovations, based on the empirical distribution function. The MSM is one of the best performing models in the multif

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Wan, Tao. "Novel Image ProcessingMethods Based on Heavy-Tailed Models." Thesis, University of Bristol, 2008. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.499882.

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Parfionovas, Andrejus. "Bootstrap Unit Root Tests for Heavy-Tailed Observations." DigitalCommons@USU, 2003. https://digitalcommons.usu.edu/etd/7143.

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We explore the application of the bootstrap unit root test to time series with heavy-tailed errors. The size and power of the tests are estimated for two different autoregressive models (AR(1)) using computer simulated data. Real-data examples are also presented. Two different bootstrap methods and the subsampling approach are compared. Conclusions on the optimal bootstrap parameters, the range of applicability, and the performance of the tests are made.

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Kastner, Gregor. "Heavy-Tailed Innovations in the R Package stochvol." WU Vienna University of Economics and Business, 2015. http://epub.wu.ac.at/4918/1/heavytails.pdf.

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We document how sampling from a conditional Student's t distribution is implemented in stochvol. Moreover, a simple example using EUR/CHF exchange rates illustrates how to use the augmented sampler. We conclude with results and implications. (author's abstract)

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Brcic, Ramon Francis. "Some aspects of signal processing in heavy tailed noise." Curtin University of Technology, Australian Telecommunications Research Institute, 2002. http://espace.library.curtin.edu.au:80/R/?func=dbin-jump-full&object_id=14244.

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This thesis addresses some problems that arise in signal processing when the noise is impulsive and follows a heavy tailed distribution. After reviewing several of the more well known heavy- tailed distributions the common problem of which of these hest models the observations is considered. To this end, a test is proposed for the symmetric alpha stable distribution. The test threshold is found using both asymptotic theory and parametric bootstrap resampling. In doing so, some modifications are proposed for Koutrouvelis' estimator of the symmetric alpha stable distributions parameters that imp

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8

Denisov, Denis Eduardovich. "Markov chains and random walks with heavy-tailed increments." Thesis, Heriot-Watt University, 2004. http://hdl.handle.net/10399/340.

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Markakis, Mihalis G. "Scheduling in switched queueing networks with heavy-tailed trac." Thesis, Massachusetts Institute of Technology, 2013. http://hdl.handle.net/1721.1/82510.

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Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 2013.<br>This electronic version was submitted by the student author. The certified thesis is available in the Institute Archives and Special Collections.<br>Cataloged from student-submitted PDF version of thesis.<br>Includes bibliographical references (p. 203-209).<br>We study scheduling problems arising in switched queueing networks, a class of stochastic systems that are often used to model data communication networks, such as uplinks and downlinks of cellular networks, networks of

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Roth, Michael. "Kalman Filters for Nonlinear Systems and Heavy-Tailed Noise." Licentiate thesis, Linköpings universitet, Reglerteknik, 2013. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-97544.

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This thesis is on filtering in state space models. First, we examine approximate Kalman filters for nonlinear systems, where the optimal Bayesian filtering recursions cannot be solved exactly. These algorithms rely on the computation of certain expected values. Second, the problem of filtering in linear systems that are subject to heavy-tailed process and measurement noise is addressed. Expected values of nonlinearly transformed random vectors are an essential ingredient in any Kalman filter for nonlinear systems, because of the required joint mean vector and joint covariance of the predicted

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11

Tong, Zhigang. "Statistical Inference for Heavy Tailed Time Series and Vectors." Thesis, Université d'Ottawa / University of Ottawa, 2017. http://hdl.handle.net/10393/35649.

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In this thesis we deal with statistical inference related to extreme value phenomena. Specifically, if X is a random vector with values in d-dimensional space, our goal is to estimate moments of ψ(X) for a suitably chosen function ψ when the magnitude of X is big. We employ the powerful tool of regular variation for random variables, random vectors and time series to formally define the limiting quantities of interests and construct the estimators. We focus on three statistical estimation problems: (i) multivariate tail estimation for regularly varying random vectors, (ii) extremogram e

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Dominicy, Yves. "Quantile-based inference and estimation of heavy-tailed distributions." Doctoral thesis, Universite Libre de Bruxelles, 2014. http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/209311.

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This thesis is divided in four chapters. The two first chapters introduce a parametric quantile-based estimation method of univariate heavy-tailed distributions and elliptical distributions, respectively. If one is interested in estimating the tail index without imposing a parametric form for the entire distribution function, but only on the tail behaviour, we propose a multivariate Hill estimator for elliptical distributions in chapter three. In the first three chapters we assume an independent and identically distributed setting, and so as a first step to a dependent setting, using quantiles

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13

Bean, Andrew Taylor. "Transformations and Bayesian Estimation of Skewed and Heavy-Tailed Densities." The Ohio State University, 2017. http://rave.ohiolink.edu/etdc/view?acc_num=osu1503015935192212.

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Roth, Michael, Emre Ozkan, and Fredrik Gustafsson. "A student's t filter for heavy tailed process and measurement noise." Linköpings universitet, Reglerteknik, 2013. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-93704.

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We consider the filtering problem in linear state space models with heavy tailed process and measurement noise. Our work is based on Student's t distribution, for which we give a number of useful results. The derived filtering algorithm is a generalization of the ubiquitous Kalman filter, and reduces to it as special case. Both Kalman filter and the new algorithm are compared on a challenging tracking example where a maneuvering target is observed in clutter.<br>MC Impulse

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Nham, John (John T. ). "Size-independent vs. size-dependent policies in scheduling heavy-tailed distributions." Thesis, Massachusetts Institute of Technology, 2008. http://hdl.handle.net/1721.1/45633.

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Thesis (M. Eng.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 2008.<br>This electronic version was submitted by the student author. The certified thesis is available in the Institute Archives and Special Collections.<br>Includes bibliographical references (p. 47-48).<br>We study the problem of scheduling jobs on a two-machine distributed server, where the job size distribution is heavy-tailed. We focus on two distributions, for which we prove that the performance of the optimal size-independent policy is asymptotically worse than that of a simp

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Gudmundsson, Thorbjörn. "Markov chain Monte Carlo for rare-event simulation in heavy-tailed settings." Licentiate thesis, KTH, Matematisk statistik, 2013. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-134624.

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Zhu, Dongming 1963. "Asymmetric heavy-tailed distributions : theory and applications to finance and risk management." Thesis, McGill University, 2007. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=102854.

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This thesis focuses on construction, properties and estimation of asymmetric heavy-tailed distributions, as well as on their applications to financial modeling and risk measurement. First of all, we suggest a general procedure to construct a fully asymmetric distribution based on a symmetrically parametric distribution, and establish some natural relationships between the symmetric and asymmetric distributions. Then, three new classes of asymmetric distributions are proposed by using the procedure: the Asymmetric Exponential Power Distributions (AEPD), the Asymmetric Student-t Distributions (A

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Fiedler, Ulrich. "Evaluating performance in systems with heavy-tailed input : A quantile-based approach /." [S.l.] : [s.n.], 2003. http://e-collection.ethbib.ethz.ch/show?type=diss&nr=15233.

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Haro, Berois Martín. "Statistical distribution of common audio features : encounters in a heavy-tailed universe." Doctoral thesis, Universitat Pompeu Fabra, 2013. http://hdl.handle.net/10803/128623.

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In the last few years some Music Information Retrieval (MIR) researchers have spotted important drawbacks in applying standard successful-in-monophonic algorithms to polyphonic music classification and similarity assessment. Noticeably, these so called “Bag-of-Frames” (BoF) algorithms share a common set of assumptions. These assumptions are substantiated in the belief that the numerical descriptions extracted from short-time audio excerpts (or frames) are enough to capture relevant information for the task at hand, that these frame-based audio descriptors are time independent, and that descrip

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20

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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21

Gjerde, Tony. "A heavy tailed statistical model applied in anti-collision calculations for petroleum wells." Thesis, Norwegian University of Science and Technology, Department of Mathematical Sciences, 2008. http://urn.kb.se/resolve?urn=urn:nbn:no:ntnu:diva-9698.

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<p>Anti-collision calculations are done during the planning of a new petroleum well. These calculations are required in order to control the risk of having a well-collision, which is an unwanted event at any cost. The risk of having a well-collision is closely related to the position uncertainty both of the well that is planned and of the existing wells in the given region. Earlier literature has indicated that the distribution of the position errors are more heavy-tailed than a normal distribution, which leads to the question whether the current methods are accurate enough. The currently used

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Kim, Hyeonju. "Probabilities of Ruin in Economics and Insurance under Light- and Heavy-tailed Distributions." Diss., The University of Arizona, 2015. http://hdl.handle.net/10150/556962.

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This research is conducted on ruin problems in two fields. First, the ruin or survival of an economic agent over finite and infinite time horizons is explored for a one-good economy. A recursive relation derived for the intractable ruin distribution is used to compute its moments. A new system of Chebyshev inequalities, using an optimal allocation of different orders of moments over different ranges of the initial stock, provide good conservative estimates of the true ruin distribution. The second part of the research is devoted to the study of ruin probabilities in the general renewal model o

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Högele, Michael, and Ilya Pavlyukevich. "Metastability of Morse-Smale dynamical systems perturbed by heavy-tailed Lévy type noise." Universität Potsdam, 2014. http://opus.kobv.de/ubp/volltexte/2014/7063/.

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We consider a general class of finite dimensional deterministic dynamical systems with finitely many local attractors each of which supports a unique ergodic probability measure, which includes in particular the class of Morse–Smale systems in any finite dimension. The dynamical system is perturbed by a multiplicative non-Gaussian heavytailed Lévy type noise of small intensity ε > 0. Specifically we consider perturbations leading to a Itô, Stratonovich and canonical (Marcus) stochastic differential equation. The respective asymptotic first exit time and location problem from each of the domai

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Liman-Tinguiri, Karim. "Using importance sampling to simulate queuing networks with heavy-tailed service time distributions." Thesis, Massachusetts Institute of Technology, 2011. http://hdl.handle.net/1721.1/66438.

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Thesis (M. Eng.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 2011.<br>Cataloged from PDF version of thesis.<br>Includes bibliographical references (p. 81-82).<br>Characterization of steady-state queue length distributions using direct simulation is generally computationally prohibitive. We develop a fast simulation method by using an importance sampling approach based on a change of measure of the service time in an M/G/1 queue. In particular, we present an algorithm for dynamically finding the optimal distribution within the parametrized class

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25

Richards, Andrew William. "Some non-standard approaches to the study of sums of heavy-tailed distributions." Thesis, Heriot-Watt University, 2009. http://hdl.handle.net/10399/2286.

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Heavy-tailed phenomena arise whenever events with very low probability have sufficiently large consequences that these events cannot be treated as negligible. These are sometimes described as low intensity, high impact events. Sums of heavy-tailed random variables play a major role in many areas of applied probability, for instance in risk theory, insurance mathematics, financial mathematics, queueing theory, telecommunications and computing, to name but a few areas. The theory of the asymptotic behaviour of a sum of independent heavy-tailed random variables is well-understood. We give a revie

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Chen, Jin. "Novel Bayesian methods for video super-resolution based on heavy-tailed statistical models." Thesis, University of Bristol, 2014. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.680379.

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In this thesis, we firstly introduce the application of the Generalized Gaussian Markov Random Field (GGMRF) to the problem of video super-resolution. The GGMRF prior is employed to perform a maximum a posteriori (MAP) estimation of the desired high-resolution image. Compared with traditional prior models, the GGMRF can describe the distribution of the high-resolution image much better and can also preserve better the discontinuities (edges) of the original image. Previous work had used GGMRF for image restoration in which the temporal dependencies among video frames are not considered. Since

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Fiedler, Ulrich [Verfasser]. "Evaluating Performance in Systems with Heavy-Tailed Input : A Quantile-based Approach / Ulrich Fiedler." Aachen : Shaker, 2004. http://d-nb.info/1181602726/34.

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Nguyen, Thanh Huy. "Heavy-tailed nature of stochastic gradient descent in deep learning : theoretical and empirical analysis." Electronic Thesis or Diss., Institut polytechnique de Paris, 2021. http://www.theses.fr/2021IPPAT003.

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Dans cette thèse, nous nous intéressons à l'algorithme du gradient stochastique (SGD). Plus précisément, nous effectuons une analyse théorique et empirique du comportement du bruit de gradient stochastique (GN), qui est défini comme la différence entre le gradient réel et le gradient stochastique, dans les réseaux de neurones profonds. Sur la base de ces résultats, nous apportons une perspective alternative aux approches existantes pour étudier SGD. Le GN dans SGD est souvent considéré comme gaussien pour des raisons mathématiques. Cette hypothèse permet d'étudier SGD comme une équation différ

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Kimura, Tatsuaki. "Studies on Asymptotic Analysis of GI/G/1-type Markov Chains." 京都大学 (Kyoto University), 2017. http://hdl.handle.net/2433/225742.

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Malevich, Nadja [Verfasser], and Gerd [Akademischer Betreuer] Christoph. "Approximations and asymptotic expansions for sums of heavy-tailed random variables / Nadja Malevich. Betreuer: Gerd Christoph." Magdeburg : Universitätsbibliothek, 2015. http://d-nb.info/1077557531/34.

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Provizionatou, Vikentia. "Models of risk management with heavy-tailed stock returns : univariate time series and bivariate copula analysis." Thesis, University of Essex, 2007. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.437678.

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Richardson, Gregory Scott. "Rare events and conditional limit theorems for a class of spectrally positive, heavy-tailed Lévy processes /." Full text (PDF) from UMI/Dissertation Abstracts International, 2000. http://wwwlib.umi.com/cr/utexas/fullcit?p3004365.

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Lybarger, Hollie R. "Detection of Heavy Metals in Rocky Mountain Tailed Frog (Ascaphus montanus) Tadpoles near Abandoned Mines in Northern Idaho." Thesis, Southern Illinois University at Edwardsville, 2014. http://pqdtopen.proquest.com/#viewpdf?dispub=1557838.

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<p> Amphibians are important bioindicators in environmental assessment. This highly diverse group of vertebrates is experiencing unprecedented declines worldwide due to a complex array of factors, including disease, habitat loss, invasive species, and environmental pollution. Heavy metals are especially problematic due to their persistence and ability to present a localized hazard even at sublethal levels. Northern Idaho has a long history of mining activity, and many watersheds have experienced heavy metal contamination. These streams contain many sensitive species, including the Rocky M

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Höchstötter, Markus. "The pareto stable distribution as a hypothesis for returns of stocks listed in the DAX /." Hamburg : Kovač, 2006. http://www.verlagdrkovac.de/3-8300-2491-6.htm.

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35

Racheva-Iotova, Borjana. "An Integrated System for Market Risk, Credit Risk and Portfolio Optimization Based on Heavy-Tailed Medols and Downside Risk Measures." Diss., lmu, 2010. http://nbn-resolving.de/urn:nbn:de:bvb:19-123750.

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36

Thomas, Dylan R. "Ontogeny of Myosin Isoform Expression and Prehensile Function in the Tail of the Grey Short-tailed Opossum (Monodelphis domestica)." Youngstown State University / OhioLINK, 2015. http://rave.ohiolink.edu/etdc/view?acc_num=ysu1453221067.

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Chen, Ying. "Adaptive risk management." Doctoral thesis, Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät, 2007. http://dx.doi.org/10.18452/15581.

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In den vergangenen Jahren ist die Untersuchung des Risikomanagements vom Baselkomitee angeregt, um die Kredit- und Bankwesen regelmäßig zu aufsichten. Für viele multivariate Risikomanagementmethoden gibt es jedoch Beschränkungen von: 1) verlässt sich die Kovarianzschätzung auf eine zeitunabhängige Form, 2) die Modelle beruhen auf eine unrealistischen Verteilungsannahme und 3) numerische Problem, die bei hochdimensionalen Daten auftreten. Es ist das primäre Ziel dieser Doktorarbeit, präzise und schnelle Methoden vorzuschlagen, die diesen Beschränkungen überwinden. Die Grundidee besteht darin,

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Schick, Ä°rvin C. (Ä°rvin Cemil). "Robust recursive estimation of the state of a discrete-time stochastic linear dynamic system in the presence of heavy-tailed observation noise." Thesis, Massachusetts Institute of Technology, 1989. http://hdl.handle.net/1721.1/14323.

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Cesarini, Luigi. "Heavy tail behaviour of rainfall extremes across Germany." Master's thesis, Alma Mater Studiorum - Università di Bologna, 2018.

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The upper part of a probability distribution (or right tail) control the extent and the frequency of occurrence of extreme events. Studying the tail behaviour of extreme rainfall events has become an important task in the estimation of these events. The main goal of this research is to characterize the regime of severe rainfall events, and to identify the morphological and climatic variables that influence the most these events. The study is based on data coming from 1206 rain gauges across Germany that recorded daily rainfall depth for the amazing period of 110 years, which allowed a fair ass

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Broberg, James Andrew, and james@broberg com au. "Effective task assignment strategies for distributed systems under highly variable workloads." RMIT University. Computer Science and Information Technology, 2007. http://adt.lib.rmit.edu.au/adt/public/adt-VIT20080130.150130.

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Heavy-tailed workload distributions are commonly experienced in many areas of distributed computing. Such workloads are highly variable, where a small number of very large tasks make up a large proportion of the workload, making the load very hard to distribute effectively. Traditional task assignment policies are ineffective under these conditions as they were formulated based on the assumption of an exponentially distributed workload. Size-based task assignment policies have been proposed to handle heavy-tailed workloads, but their applications are limited by their static nature and assum

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Lin, Yue. "A Comparison Study on Natural and Head/tail Breaks Involving Digital Elevation Models." Thesis, Högskolan i Gävle, Avdelningen för Industriell utveckling, IT och Samhällsbyggnad, 2013. http://urn.kb.se/resolve?urn=urn:nbn:se:hig:diva-15609.

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The most widely used classification method for statistical mapping is Jenks’s natural breaks. However, it has been found that natural breaks is not good at classifying data which have scaling property. Scaling property is ubiquitous in many societal and natural phenomena. It can be explained as there are far more smaller things than larger ones. For example, there are far more shorter streets than longer ones, far more smaller street blocks than bigger ones, and far more smaller cities than larger ones. Head/tail breaks is a new classification scheme that is designed for values that exhibit sc

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Yuan, Zhongyi. "Quantitative analysis of extreme risks in insurance and finance." Diss., University of Iowa, 2013. https://ir.uiowa.edu/etd/2422.

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In this thesis, we aim at a quantitative understanding of extreme risks. We use heavy-tailed distribution functions to model extreme risks, and use various tools, such as copulas and MRV, to model dependence structures. We focus on modeling as well as quantitatively estimating certain measurements of extreme risks. We start with a credit risk management problem. More specifically, we consider a credit portfolio of multiple obligors subject to possible default. We propose a new structural model for the loss given default, which takes i

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Högele, Michael Anton [Verfasser], Peter [Akademischer Betreuer] Imkeller, Ilya [Akademischer Betreuer] Pavlyukevich, and Jerzy [Akademischer Betreuer] Zabczyk. "Metastability of the Chafee-Infante equation with small heavy-tailed Lévy Noise : a conceptual climate model / Michael Anton Högele. Gutachter: Peter Imkeller ; Ilya Pavlyukevich ; Jerzy Zabczyk." Berlin : Humboldt Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, 2011. http://d-nb.info/1015046312/34.

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White, Scott Ian. "Stochastic volatility : maximum likelihood estimation and specification testing." Queensland University of Technology, 2006. http://eprints.qut.edu.au/16220/.

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Stochastic volatility (SV) models provide a means of tracking and forecasting the variance of financial asset returns. While SV models have a number of theoretical advantages over competing variance modelling procedures they are notoriously difficult to estimate. The distinguishing feature of the SV estimation literature is that those algorithms that provide accurate parameter estimates are conceptually demanding and require a significant amount of computational resources to implement. Furthermore, although a significant number of distinct SV specifications exist, little attention has been pai

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Montoril, Michel Helcias. "Intervalos de confiança para altos quantis oriundos de distribuições de caudas pesadas." Universidade de São Paulo, 2009. http://www.teses.usp.br/teses/disponiveis/45/45133/tde-22062009-235400/.

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Este trabalho tem como objetivo calcular intervalos de confiança para altos quantis oriundos de distribuições de caudas pesadas. Para isso, utilizamos os métodos da aproximação pela distribuição normal, razão de verossimilhanças, {\\it data tilting} e gama generalizada. Obtivemos, através de simulações, que os intervalos calculados a partir do método da gama generalizada apresentam probabilidades de cobertura bem próximas do nível de confiança, com amplitudes médias menores do que os outros três métodos, para dados gerados da distribuição Weibull. Todavia, para dados gerados da distribuição Fr

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Liu, Xintao. "The Principle of Scaling of Geographic Space and its Application in Urban Studies." Doctoral thesis, KTH, Geodesi och geoinformatik, 2012. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-90832.

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Geographic space is the large-scale and continuous space that encircles the earth and in which human activities occur. The study of geographic space has drawn attention in many different fields and has been applied in a variety of studies, including those on cognition, urban planning and navigation systems. A scaling property indicates that small objects are far more numerous than large ones, i.e., the size of objects is extremely diverse. The concept of scaling resembles a fractal in geometric terms and a power law distribution from the perspective of statistical physics, but it is different

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Gueudré, Thomas. "Physique statistique des systèmes désordonnés." Thesis, Paris, Ecole normale supérieure, 2014. http://www.theses.fr/2014ENSU0009/document.

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Cette thèse présente plusieurs aspects de la croissance stochastique des interfaces, par lebiais de son modèle le plus étudié, l'équation de Kardar-Parisi-Zhang (KPZ). Bien qued'expression très simple, cette équation recèle une grande richesse phénoménologiqueet est l'objet d'une recherche intensive depuis des dizaines d'années. Cela a conduit àl'émergence d'une nouvelle classe d'universalité, contenant des modèles de croissanceparmi les plus courants, tels que le Eden model ou encore le Polynuclear Growth Model.L'équation KPZ est également reliée à des problèmes d'optimisation en présence ded

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Jia, Tao. "Geospatial Knowledge Discovery using Volunteered Geographic Information : a Complex System Perspective." Doctoral thesis, KTH, Geodesi och geoinformatik, 2012. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-104783.

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The continuous progression of urbanization has resulted in an increasing number of people living in cities or towns. In parallel, advancements in technologies, such as the Internet, telecommunications, and transportation, have allowed for better connectivity among people. This has engendered drastic changes in urban systems during the recent decades. From a social geographic perspective, the changes in urban systems are primarily characterized by intensive contacts among people and their interactions with the surrounding urban environment, which further leads to subsequent challenging problems

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49

Mondani, Hernan. "Modeling Organizational Dynamics : Distributions, Networks, Sequences and Mechanisms." Doctoral thesis, Stockholms universitet, Sociologiska institutionen, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:su:diva-139766.

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The study of how social organizations work, change and develop is central to sociology and to our understanding of the social world and its transformations. At the same time, the underlying principles of organizational dynamics are extremely difficult to investigate. This is partly due to the difficulties of tracking organizations, individuals and their interactions over relatively long periods of time. But it is also due to limitations in the kinds of quantitative methods used to tackle these questions, which are for the most part based on regression analysis. This thesis seeks to improve our

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50

Methni, Jonathan El. "Contributions à l'estimation de quantiles extrêmes. Applications à des données environnementales." Thesis, Grenoble, 2013. http://www.theses.fr/2013GRENM035/document.

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Cette thèse s'inscrit dans le contexte de la statistique des valeurs extrêmes. Elle y apporte deux contributions principales. Dans la littérature récente en statistique des valeurs extrêmes, un modèle de queues de distributions a été introduit afin d'englober aussi bien les lois de type Pareto que les lois à queue de type Weibull. Les deux principaux types de décroissance de la fonction de survie sont ainsi modélisés. Un estimateur des quantiles extrêmes a été déduit de ce modèle mais il dépend de deux paramètres inconnus, le rendant inutile dans des situations pratiques. La première contribut

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