Log in

Relevant bibliographies by topics / Montel theorem / Dissertations / Theses

To see the other types of publications on this topic, follow the link: Montel theorem.

Dissertations / Theses on the topic 'Montel theorem'

Author: Grafiati

Published: 4 June 2021

Last updated: 12 February 2022

Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles

Select a source type:

Consult the top 50 dissertations / theses for your research on the topic 'Montel theorem.'

Next to every source in the list of references, there is an 'Add to bibliography' button. Press on it, and we will generate automatically the bibliographic reference to the chosen work in the citation style you need: APA, MLA, Harvard, Chicago, Vancouver, etc.

You can also download the full text of the academic publication as pdf and read online its abstract whenever available in the metadata.

Browse dissertations / theses on a wide variety of disciplines and organise your bibliography correctly.

1

Bär, Christian. "Some properties of solutions to weakly hypoelliptic equations." Universität Potsdam, 2012. http://opus.kobv.de/ubp/volltexte/2012/6006/.

Full text

Abstract:

A linear differential operator L is called weakly hypoelliptic if any local solution u of Lu = 0 is smooth. We allow for systems, i.e. the coefficients may be matrices, not necessarily of square size. This is a huge class of important operators which covers all elliptic, overdetermined elliptic, subelliptic and parabolic equations. We extend several classical theorems from complex analysis to solutions of any weakly hypoelliptic equation: the Montel theorem providing convergent subsequences, the Vitali theorem ensuring convergence of a given sequence, and Riemann's first removable singularity

APA, Harvard, Vancouver, ISO, and other styles

2

Marchioli, Andresa Baldam [UNESP]. "Dinâmica de endomorfismos do plano complexo e conjuntos de Julia na esfera de Rieman." Universidade Estadual Paulista (UNESP), 2009. http://hdl.handle.net/11449/94261.

Full text

Abstract:

Made available in DSpace on 2014-06-11T19:26:56Z (GMT). No. of bitstreams: 0 Previous issue date: 2009-08-10Bitstream added on 2014-06-13T18:07:02Z : No. of bitstreams: 1 marchioli_ab_me_sjrp.pdf: 317494 bytes, checksum: 518683b62d488d3433a0bee79ecd4f53 (MD5)<br>Neste trabalho, estudaremos as propriedades dinâmicas de endomorfismos do plano complexo C. Provaremos e o teorema de Montel e mostraremos algumas propriedades topológicas do conjunto de Julia J(f), onde f : C seta C é uma aplicação racional de grau > ou = 2<br>In this work, we will study the dynamical properties of endomorfisms of c

APA, Harvard, Vancouver, ISO, and other styles

3

Giner, Emmanuel. "Méthodes d'interaction de configurations et Monte Carlo quantique : marier le meilleur des deux mondes." Toulouse 3, 2014. http://thesesups.ups-tlse.fr/2722/.

Full text

Abstract:

Mes travaux concernent principalement le problème de la corrélation électronique dans les systèmes tels que les atomes ou les molécules. Il sera ici principalement question de méthodes de configuration d'interactions (CI) et de Fixed Node Diffusion Monte Carlo (FN-DMC) appliqués aux calculs de propriétés électroniques telles que l'énergie de corrélation ou les différences d'énergies. L'idée novatrice de ce travail est d'utiliser des fonctions d'ondes CI comme fonctions d'essais pour le FN-DMC, et on montrera que grâce à un algorithme de sélection intelligent de déterminants de Slater, celles c

APA, Harvard, Vancouver, ISO, and other styles

4

Voegele, Simon. "Shortfall-Minimierung Theorie und Monte Carlo Simulation /." St. Gallen, 2007. http://www.biblio.unisg.ch/org/biblio/edoc.nsf/wwwDisplayIdentifier/02922300001/$FILE/02922300001.pdf.

Full text

APA, Harvard, Vancouver, ISO, and other styles

5

Fearnhead, Paul. "Sequential Monte Carlo methods in filter theory." Thesis, University of Oxford, 1998. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.299043.

Full text

APA, Harvard, Vancouver, ISO, and other styles

6

Jacob, Alexsandro Machado. "Monte Carlo methods in nonlinear filtering theory." Instituto Tecnológico de Aeronáutica, 2006. http://www.bd.bibl.ita.br/tde_busca/arquivo.php?codArquivo=448.

Full text

Abstract:

This thesis is focused on two basic aspects of the Control Problem: the stochastic modelling of physical systems, and Monte Carlo-based numerical approximation of the nonlinear filtering problem solution. In the first topic this thesis concerns about clarifying some issues in the mathematical modeling of continuous-time systems with Brownian motion. The hypothesis that physical systems should be modelled in continuous-time approach is defended, once the main results in Physics provide solutions for dynamic systems via continuous-time differential equations. It was shown, recalling a main resul

APA, Harvard, Vancouver, ISO, and other styles

7

Ardekani, Armin. "Monte Carlo studies of two dimensional field theories /." Title page, table of contents and introduction only, 1998. http://web4.library.adelaide.edu.au/theses/09PH/09pha676.pdf.

Full text

APA, Harvard, Vancouver, ISO, and other styles

8

Tuffin, Bruno. "Simulation acceleree par les methodes de monte carlo et quasi-monte carlo : theorie et applications." Rennes 1, 1997. http://www.theses.fr/1997REN10181.

Full text

Abstract:

Dans cette these nous etudions et appliquons les methodes de monte carlo et quasi-monte carlo. Nous nous interessons premierement a la theorie. Les methodes de quasi-monte carlo sont basees sur deux notions : la variation et la discrepance. Comme premiere contribution, nous ameliorons la repartition d'une famille importante de suites a discrepance faible, les suites de halton. Nous realisons ensuite une technique analogue a la reduction de la variance dans les methodes de monte carlo, la reduction de la variation. La borne de l'erreur n'etant que rarement utilisable en pratique, nous proposons

APA, Harvard, Vancouver, ISO, and other styles

9

Stefancik, John. "Demand forecasting using Monte Carlo Multi-Attribute Utility Theory." Thesis, Massachusetts Institute of Technology, 2016. http://hdl.handle.net/1721.1/104825.

Full text

Abstract:

Thesis: S.M. in Technology and Policy, Massachusetts Institute of Technology, School of Engineering, Institute for Data, Systems, and Society, Technology and Policy Program, 2016.<br>Cataloged from PDF version of thesis.<br>Includes bibliographical references (pages 173-176).<br>Volatile commodity prices over the past decade, environmentally-focused policy initiatives and new technology developments have forced manufacturers to consider the idea of substituting towards alternative materials in order meet both consumer and societal needs. The threat of substitution has created the need for manu

APA, Harvard, Vancouver, ISO, and other styles

10

Jones, Bo. "A New Approximation Scheme for Monte Carlo Applications." Scholarship @ Claremont, 2017. http://scholarship.claremont.edu/cmc_theses/1579.

Full text

Abstract:

Approximation algorithms employing Monte Carlo methods, across application domains, often require as a subroutine the estimation of the mean of a random variable with support on [0,1]. One wishes to estimate this mean to within a user-specified error, using as few samples from the simulated distribution as possible. In the case that the mean being estimated is small, one is then interested in controlling the relative error of the estimate. We introduce a new (epsilon, delta) relative error approximation scheme for [0,1] random variables and provide a comparison of this algorithm's performance

APA, Harvard, Vancouver, ISO, and other styles

11

Allagi, Mabruk Omar F. Mehemed. "Variational processing of Monte Carlo solutions in neutron transport theory." Thesis, University of Cambridge, 1999. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.624171.

Full text

APA, Harvard, Vancouver, ISO, and other styles

12

Amir-Azizi, Siamak. "Linear filtering algorithms for Monte Carlo simulations." Thesis, University of Southampton, 1990. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.280859.

Full text

APA, Harvard, Vancouver, ISO, and other styles

13

Peardon, Michael James. "A study of improved Monte-Carlo methods for lattice gauge theories." Thesis, University of Edinburgh, 1995. http://hdl.handle.net/1842/15616.

Full text

Abstract:

This thesis is concerned with the study and improvement of methods for generating Monte-Carlo configurations used for providing non-perturbative numerical results from lattice gauge theories such as QCD, the theory of strong interactions between quarks and gluons. At present, lattice calculations require large amounts of CPU time on the largest supercomputers. In spite of this numerical assault, the majority of results generated still contain systematic errors from the use of the quenched approximation. In this approximation, employed to dramatically reduce computational costs, the effects of

APA, Harvard, Vancouver, ISO, and other styles

14

Bohlin, Lars. "Inferens på rangordningar - En Monte Carlo-analys." Thesis, Örebro universitet, Handelshögskolan vid Örebro Universitet, 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:oru:diva-46322.

Full text

APA, Harvard, Vancouver, ISO, and other styles

15

Durmus, Alain. "High dimensional Markov chain Monte Carlo methods : theory, methods and applications." Thesis, Université Paris-Saclay (ComUE), 2016. http://www.theses.fr/2016SACLT001/document.

Full text

Abstract:

L'objet de cette thèse est l'analyse fine de méthodes de Monte Carlopar chaînes de Markov (MCMC) et la proposition de méthodologies nouvelles pour échantillonner une mesure de probabilité en grande dimension. Nos travaux s'articulent autour de trois grands sujets.Le premier thème que nous abordons est la convergence de chaînes de Markov en distance de Wasserstein. Nous établissons des bornes explicites de convergence géométrique et sous-géométrique. Nous appliquons ensuite ces résultats à l'étude d'algorithmes MCMC. Nous nous intéressons à une variante de l'algorithme de Metropolis-Langevin aj

APA, Harvard, Vancouver, ISO, and other styles

16

Xia, Yuan. "Multilevel Monte Carlo for jump processes." Thesis, University of Oxford, 2013. http://ora.ox.ac.uk/objects/uuid:7bc8e98a-0216-4551-a1f3-1b318e514ee8.

Full text

Abstract:

This thesis consists of two parts. The first part (Chapters 2-4) considers multilevel Monte Carlo for option pricing in finite activity jump-diffusion models. We use a jump-adapted Milstein discretisation for constant rate cases and with the thinning method for bounded state-dependent rate cases. Multilevel Monte Carlo estimators are constructed for Asian, lookback, barrier and digital options. The computational efficiency is numerically demonstrated and analytically justified. The second part (Chapter 5) deals with option pricing problems in exponential Lévy models where the increments of the

APA, Harvard, Vancouver, ISO, and other styles

17

Düchs, Dominik. "Field theories for copolymer blends self consistent approaches and Monte Carlo simulations /." [S.l. : s.n.], 2003. http://deposit.ddb.de/cgi-bin/dokserv?idn=967589339.

Full text

APA, Harvard, Vancouver, ISO, and other styles

18

Leow, Kai-Siong. "Pricing of swing options| A Monte Carlo simulation approach." Thesis, Kent State University, 2014. http://pqdtopen.proquest.com/#viewpdf?dispub=3618875.

Full text

Abstract:

<p> We study the problem of pricing swing options, a class of multiple early exercise options that are traded in energy market, particularly in the electricity and natural gas markets. These contracts permit the option holder to periodically exercise the right to trade a variable amount of energy with a counterparty, subject to local volumetric constraints. In addition, the total amount of energy traded from settlement to expiration with the counterparty is restricted by a global volumetric constraint. Violation of this global volumetric constraint is allowed but would lead to penalty settled

APA, Harvard, Vancouver, ISO, and other styles

19

Leino, Anders. "Exact and Monte-Carlo algorithms for combinatorial games." Thesis, Umeå universitet, Institutionen för fysik, 2014. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-88363.

Full text

Abstract:

This thesis concerns combinatorial games and algorithms that can be used to play them.Basic definitions and results about combinatorial games are covered, and an implementation of the minimax algorithm with alpha-beta pruning is presented.Following this, we give a description and implementation of the common UCT (Upper Confidence bounds applied to Trees) variant of MCTS (Monte-Carlo tree search).Then, a framework for testing the behavior of UCT as first player, at various numbers of iterations (namely 2,7, ... 27), versus minimax as second player, is described.Finally, we present the results o

APA, Harvard, Vancouver, ISO, and other styles

20

Livingstone, S. J. "Some contributions to the theory and methodology of Markov chain Monte Carlo." Thesis, University College London (University of London), 2016. http://discovery.ucl.ac.uk/1473910/.

Full text

Abstract:

The general theme of this thesis is developing a better understanding of some Markov chain Monte Carlo methods. We review the literature in Chapters 1-4, including a short discussion of geometry in Markov chain Monte Carlo. In Chapter 5 we consider Langevin diffusions. First, a new class of these are derived in which the volatility is made position-dependent, using tools from stochastic analysis. Second, a complementary derivation is given, here using tools from Riemannian geometry. We hope that this work will help develop understanding of the geometric perspective among statisticians. Such de

APA, Harvard, Vancouver, ISO, and other styles

21

Graham, Matthew McKenzie. "Auxiliary variable Markov chain Monte Carlo methods." Thesis, University of Edinburgh, 2018. http://hdl.handle.net/1842/28962.

Full text

Abstract:

Markov chain Monte Carlo (MCMC) methods are a widely applicable class of algorithms for estimating integrals in statistical inference problems. A common approach in MCMC methods is to introduce additional auxiliary variables into the Markov chain state and perform transitions in the joint space of target and auxiliary variables. In this thesis we consider novel methods for using auxiliary variables within MCMC methods to allow approximate inference in otherwise intractable models and to improve sampling performance in models exhibiting challenging properties such as multimodality. We first con

APA, Harvard, Vancouver, ISO, and other styles

22

Kim, Jae-Kwon. "Monte-Carlo simulation study of problems of quantum field theory and critical phenomena." Diss., The University of Arizona, 1992. http://hdl.handle.net/10150/185853.

Full text

Abstract:

In chapter one, we explain briefly the continuum limit, scaling, and high temperature expansion of critical phenomena, Monte Carlo algorithms and fitting. In chapter two, different continuum limits of the Ising model in dimensions (D) 2, 3 and 4 are investigated numerically. The data indicate that triviality occurs for D = 4 and fails for D < 4 in each limit. In chapter three, a relation between the critical exponents of the leading and confluent scaling terms is derived using the finite size scaling argument. We also determine the new scaling variable of the 4D Ising model based on a new Mont

APA, Harvard, Vancouver, ISO, and other styles

23

Wüst, Thomas. "Growth-induced polarity formation in molecular crystals : analytical theory and Monte Carlo simulations /." [S.l.] : [s.n.], 2005. http://www.zb.unibe.ch/download/eldiss/05wuest_t.pdf.

Full text

APA, Harvard, Vancouver, ISO, and other styles

24

Rangaraj, Dharanipathy. "Multicomponent aerosol dynamics : exploration of direct simulation Monte Carlo technique /." free to MU campus, to others for purchase, 2004. http://wwwlib.umi.com/cr/mo/fullcit?p3144452.

Full text

APA, Harvard, Vancouver, ISO, and other styles

25

Widman, Linnea. "Från det imaginära till normala familjer : Analytiska konvergenser." Thesis, Umeå universitet, Institutionen för matematik och matematisk statistik, 2010. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-59771.

Full text

Abstract:

I komplex analys finns det ett antal olika konvergenser varav vi tittar närmare på några här. Bland annat hur likformig konvergens medför punktvis konvergens men att det omvända ej gäller. Vi tittar också på vad de har för samband med lokal likformig konvergens och normal konvergens dvs. likformig konvergens på kompakta delmängder. Slutligen kommer vi att se på vad som gäller för familjer och kommer då in på lokalt begränsad, ekvikontinuitet, Arzela/Ascoli, Montels och Runges satser. Vi kommer här även se exempel på hur stort fel det egentligen kan bli för punktvisa konvergenta följder. De får

APA, Harvard, Vancouver, ISO, and other styles

26

De, Joannis Jason. "Equilibrium properties of polymer solutions at surfaces Monte Carlo simulations /." [Florida] : State University System of Florida, 2000. http://etd.fcla.edu/etd/uf/2000/ane5947/dissertation%5Fdone.pdf.

Full text

Abstract:

Thesis (Ph. D.)--University of Florida, 2000.<br>Title from first page of PDF file. Document formatted into pages; contains ix, 242 p.; also contains graphics. Vita. Includes bibliographical references (p. 232-241).

APA, Harvard, Vancouver, ISO, and other styles

27

Lang, Gladys Hau-Wan Goddard William A. Koonin Steven E. "Auxiliary-field Monte Carlo methods for interacting fermions application to the nuclear shell model /." Diss., Pasadena, Calif. : California Institute of Technology, 1993. http://resolver.caltech.edu/CaltechTHESIS:10222009-160215418.

Full text

Abstract:

Thesis (Ph. D.)--California Institute of Technology, 1993. UM #93-25,365.<br>Advisor names found in the Acknowledgments pages of the thesis. Title from home page. Viewed 01/22/2010. Includes bibliographical references.

APA, Harvard, Vancouver, ISO, and other styles

28

Wigren, Anna. "Exploiting conjugacy in state-space models with sequential Monte Carlo." Licentiate thesis, Uppsala universitet, Avdelningen för systemteknik, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-429236.

Full text

Abstract:

Many processes we encounter in our daily lives are dynamical systems that can be described mathematically using state-space models. Exact inference of both states and parameters in these models is, in general, intractable. Instead, approximate methods, such as sequential Monte Carlo and Markov chain Monte Carlo, are used to infer quantities of interest. However, sample based inference inherently introduce variance in the estimates. In this thesis we explore different aspects of how conjugacy relations in a model can improve the performance of sequential Monte Carlo-based inference methods.A co

APA, Harvard, Vancouver, ISO, and other styles

29

SMITH, WARREN ESCHHOLZ. "SIMULATED ANNEALING AND ESTIMATION THEORY IN CODED-APERTURE IMAGING (RECONSTRUCTION, MONTE CARLO, WIENER FILTER)." Diss., The University of Arizona, 1985. http://hdl.handle.net/10150/188135.

Full text

Abstract:

Coded-aperture imaging without detector motion can be used to reconstruct three-dimensional radionuclide distributions in the context of nuclear medicine. This approach offers several advantages over the rotating gamma-ray camera systems presently employed in the clinic. These advantages include improved sensitivity, potentially better spatial resolution, and the capability of doing dynamic studies. There are two problems associated with the coded-aperture approach, however. First, the data is "multiplexed", which refers to the fact that many line integrals of the source distribution are combi

APA, Harvard, Vancouver, ISO, and other styles

30

Korotana, Romi Kaur. "A combined density functional theory and Monte Carlo study of manganites for magnetic refrigeration." Thesis, Imperial College London, 2014. http://hdl.handle.net/10044/1/42887.

Full text

Abstract:

Perovskite oxides such as manganites are considered to be strong candidates for appli- cations in magnetic refrigeration technology, due to their remarkable magnetocaloric properties, in addition to low processing costs. Manganites with the general formula R1-x AxMnO3, particularly for A=Ca and 0.2 < x < 0.5, undergo a field driven tran- sition from a paramagnetic to ferromagnetic state, which is accompanied by changes in the lattice and electronic structure. Therefore, one may anticipate a large entropy change across the phase transition due to the first order nature. Despite many ex- perimen

APA, Harvard, Vancouver, ISO, and other styles

31

Lin, Haiping. "Simulations of chiral ordering of achiral molecules by Density Functional Theory and Monte Carlo." Thesis, University of Liverpool, 2008. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.490915.

Full text

Abstract:

The self-organization of organic molecules on metal surfaces can play a crucial role in various subjects of science such as electrochemistry and heterogeneous catalysis. However, their practical applications have been suffering from lack of atomic scale understanding of the ordering behavior. Theoretically, however, the description of the self-assembly processes has been limited by the inability of microscopic models to account for the interplay of all elementary processes at realistic temperatures and pressures. In this work, we take the succinate molecules and Cu(1IO) surface as a model syst

APA, Harvard, Vancouver, ISO, and other styles

32

Subramanian, Ramachandran. "Quantum virial coefficients via path integral Monte Carlo| Theory and development of novel algorithms." Thesis, State University of New York at Buffalo, 2016. http://pqdtopen.proquest.com/#viewpdf?dispub=10127734.

Full text

Abstract:

<p> Virial coefficients are unique thermodynamic properties of a system owing to their link be- tween interactions at the molecular level to macroscopic quantities such as the pressure. In this work, we take advantage of this feature and compute virial coefficients of a variety of systems by performing simulation studies. The nature and quality of the interaction potential used in such studies highly affects the quality of the resulting virial coefficients. Therefore, we have employed <i>ab initio</i> based interaction potentials that are state-of-the-art and have been developed using high qua

APA, Harvard, Vancouver, ISO, and other styles

33

Obodi, G. N. "Monte Carlo studies of gε⁴ scaler field and the Abelian-Higgs theories in 3-dimensions". Thesis, Imperial College London, 1985. http://hdl.handle.net/10044/1/37805.

Full text

APA, Harvard, Vancouver, ISO, and other styles

34

Shi, Feng. "Nucleation and growth in materials and on surfaces : kinetic Monte Carlo simulations and rate equation theory /." Connect to full text in OhioLINK ETD Center, 2008. http://rave.ohiolink.edu/etdc/view?acc_num=toledo1216839589.

Full text

APA, Harvard, Vancouver, ISO, and other styles

35

Schöön, Jonathan. "Pricing Put Options with Multilevel Monte Carlo Simulation." Thesis, Mälardalens högskola, Akademin för utbildning, kultur och kommunikation, 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-55404.

Full text

Abstract:

Monte Carlo path simulations are common in mathematical and computational finance as a way of estimating the expected values of a quantity such as a European put option, which is functional to the solution of a stochastic differential equation (SDE). The computational complexity of the standard Monte Carlo (MC) method grows quite large quickly, so in this thesis we focus on the Multilevel Monte Carlo (MLMC) method by Giles, which uses multigrid ideas to reduce the computational complexity. We use a Euler-Maruyama time discretisation for the approximation of the SDE and investigate how the conv

APA, Harvard, Vancouver, ISO, and other styles

36

Higdon, David. "Spatial applications of Markov chain Monte Carlo for Bayesian inference /." Thesis, Connect to this title online; UW restricted, 1994. http://hdl.handle.net/1773/8942.

Full text

APA, Harvard, Vancouver, ISO, and other styles

37

Pownall, Christopher David. "Simulation and theory of island growth on stepped substrates." Thesis, University of Reading, 1999. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.298745.

Full text

APA, Harvard, Vancouver, ISO, and other styles

38

Shi, Feng. "Nucleation and Growth in Materials and on Surfaces:Kinetic Monte Carlo Simulation and Rate Equation Theory." University of Toledo / OhioLINK, 2008. http://rave.ohiolink.edu/etdc/view?acc_num=toledo1216839589.

Full text

APA, Harvard, Vancouver, ISO, and other styles

39

Peil, Oleg E. "Theory of Disordered Magnets." Doctoral thesis, Uppsala universitet, Institutionen för fysik och materialvetenskap, 2009. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-9528.

Full text

Abstract:

Studying magnetic properties of disordered alloys is important both for the understanding of phase transformations in alloys and from the point of view of fundamental issues of magnetism in solids. Disorder in a magnetic system can result in unconventional magnetic structures, such as spin glass, which have rather peculiar features. In this Thesis, a rather general approach to studying disordered magnetic alloys from first principles is presented. Phase transformations and magnetic behavior of crystalline substitutional alloys are considered. This approach is exemplified by calculations of an

APA, Harvard, Vancouver, ISO, and other styles

40

Suzuki, Jiro, Atsushi Takano, Tetsuo Deguchi, and Yushu Matsushita. "Dimension of ring polymers in bulk studied by Monte-Carlo simulation and self-consistent theory." American Institute of Physics, 2009. http://hdl.handle.net/2237/14168.

Full text

APA, Harvard, Vancouver, ISO, and other styles

41

Blackwell, Ruth. "Kinetic Monte Carlo and density fuctional theory applied to heterogeneously catalysed reactions having complex mechanisms." Thesis, Imperial College London, 2009. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.512071.

Full text

APA, Harvard, Vancouver, ISO, and other styles

42

Bramstång, Philip, and Richard Hermanson. "Extreme value theory with Markov chain Monte Carlo - an automated process for EVT in finance." Thesis, KTH, Matematisk statistik, 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-172970.

Full text

Abstract:

The purpose of this thesis was to create an automated procedure for estimating financial risk using extreme value theory (EVT). The "peaks over threshold" (POT) result from EVT was chosen for modelling the tails of the distribution of financial returns. The main difficulty with POT is choosing a convergence threshold above which the data points are regarded as extreme events and modelled using a limit distribution. It was investigated how risk measures are affected by variations in this threshold and it was deemed that fixed-threshold models are inadequate in the context of few relevant data p

APA, Harvard, Vancouver, ISO, and other styles

43

Driver, Kevin P. "Establishing Quantum Monte Carlo and Hybrid Density Functional Theory as Benchmarking Tools for Complex Solids." The Ohio State University, 2011. http://rave.ohiolink.edu/etdc/view?acc_num=osu1296636949.

Full text

APA, Harvard, Vancouver, ISO, and other styles

44

Damian, Doris. "A Bayesian approach to estimating heterogeneous spatial covariances /." Thesis, Connect to this title online; UW restricted, 2002. http://hdl.handle.net/1773/9563.

Full text

APA, Harvard, Vancouver, ISO, and other styles

45

Newton, Michael A. "The weighted likelihood bootstrap and an algorithm for prepivoting /." Thesis, Connect to this title online; UW restricted, 1991. http://hdl.handle.net/1773/8962.

Full text

APA, Harvard, Vancouver, ISO, and other styles

46

Byers, Simon. "Bayesian modeling of highly structured systems using Markov chain Monte Carlo /." Thesis, Connect to this title online; UW restricted, 1998. http://hdl.handle.net/1773/8980.

Full text

APA, Harvard, Vancouver, ISO, and other styles

47

Scardovi, Elena. "Jarrow-Yildirim model for inflation: theory and applications." Master's thesis, Alma Mater Studiorum - Università di Bologna, 2011. http://amslaurea.unibo.it/2289/.

Full text

Abstract:

This thesis deals with inflation theory, focussing on the model of Jarrow & Yildirim, which is nowadays used when pricing inflation derivatives. After recalling main results about short and forward interest rate models, the dynamics of the main components of the market are derived. Then the most important inflation-indexed derivatives are explained (zero coupon swap, year-on-year, cap and floor), and their pricing proceeding is shown step by step. Calibration is explained and performed with a common method and an heuristic and non standard one. The model is enriched with credit risk, too, whic

APA, Harvard, Vancouver, ISO, and other styles

48

Schwarz, Lauretta Rebecca. "Projector Quantum Monte Carlo methods for linear and non-linear wavefunction ansatzes." Thesis, University of Cambridge, 2017. https://www.repository.cam.ac.uk/handle/1810/267871.

Full text

Abstract:

This thesis is concerned with the development of a Projector Quantum Monte Carlo method for non-linear wavefunction ansatzes and its application to strongly correlated materials. This new approach is partially inspired by a prior application of the Full Configuration Interaction Quantum Monte Carlo (FCIQMC) method to the three-band (p-d) Hubbard model. Through repeated stochastic application of a projector FCIQMC projects out a stochastic description of the Full Configuration Interaction (FCI) ground state wavefunction, a linear combination of Slater determinants spanning the full Hilbert spac

APA, Harvard, Vancouver, ISO, and other styles

49

Edström, Filip. "Parametrization of Reactive Force Field using Metropolis Monte Carlo." Thesis, Umeå universitet, Institutionen för fysik, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-161972.

Full text

APA, Harvard, Vancouver, ISO, and other styles

50

Zöllner, Dana [Verfasser]. "Monte Carlo Potts Model Simulation and Statistical Mean-Field Theory of Normal Grain Growth / Dana Zöllner." Aachen : Shaker, 2006. http://d-nb.info/1166514811/34.

Full text

APA, Harvard, Vancouver, ISO, and other styles

We offer discounts on all premium plans for authors whose works are included in thematic literature selections. Contact us to get a unique promo code!