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Tesi sul tema "Random processes"

Autore: Grafiati

Pubblicato: 4 giugno 2021

Ultima modifica: 25 luglio 2025

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1

Makai, Tamas. "Random graph processes." Thesis, Royal Holloway, University of London, 2012. http://repository.royalholloway.ac.uk/items/b24b89af-3fc1-4d2f-a673-64483a3bc2f2/8/.

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This thesis deals with random graph processes. More precisely it deals with two random graph processes which create H -free graphs. The first of these processes is the random H-elimination process which starts from the complete graph and in every step removes an edge uniformly at random from the set of edges which are found in a copy of H. The second is the H-free random graph process which starts from the empty graph and in every step an edge chosen uniformly at random from the set of edges which when added to the graph would not create a copy of H is inserted. We consider these graph process

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2

Kang, Mihyun. "Random planar structures and random graph processes." Doctoral thesis, [S.l.] : [s.n.], 2007. http://deposit.ddb.de/cgi-bin/dokserv?idn=985516585.

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3

Zielen, Frank H. "Asymmetric random average processes." [S.l.] : [s.n.], 2002. http://deposit.ddb.de/cgi-bin/dokserv?idn=965270475.

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4

Timar, Adam. "Group-invariant random processes." [Bloomington, Ind.] : Indiana University, 2006. http://gateway.proquest.com/openurl?url_ver=Z39.88-2004&res_dat=xri:pqdiss&rft_val_fmt=info:ofi/fmt:kev:mtx:dissertation&rft_dat=xri:pqdiss:3204537.

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Thesis (Ph.D.)--Indiana University, Dept. of Mathematics, 2006.<br>Source: Dissertation Abstracts International, Volume: 67-01, Section: B, page: 0308. Adviser: Russell Lyons. "Title from dissertation home page (viewed Feb. 9, 2007)."

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5

Ortgiese, Marcel. "Stochastic processes in random environment." Thesis, University of Bath, 2009. https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.507234.

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We are interested in two probabilistic models of a process interacting with a random environment. Firstly, we consider the model of directed polymers in random environment. In this case, a polymer, represented as the path of a simple random walk on a lattice, interacts with an environment given by a collection of time-dependent random variables associated to the vertices. Under certain conditions, the system undergoes a phase transition from an entropy-dominated regime at high temperatures, to a localised regime at low temperatures. Our main result shows that at high temperatures, even though

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6

Warnke, Lutz. "Random graph processes with dependencies." Thesis, University of Oxford, 2012. http://ora.ox.ac.uk/objects/uuid:71b48e5f-a192-4684-a864-ea9059a25d74.

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Random graph processes are basic mathematical models for large-scale networks evolving over time. Their systematic study was pioneered by Erdös and Rényi around 1960, and one key feature of many 'classical' models is that the edges appear independently. While this makes them amenable to a rigorous analysis, it is desirable, both mathematically and in terms of applications, to understand more complicated situations. In this thesis the main goal is to improve our rigorous understanding of evolving random graphs with significant dependencies. The first model we consider is known as an Achlioptas

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7

Ding, Xinhong Carleton University Dissertation Mathematics. "Diffusion processes with random interactions." Ottawa, 1992.

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8

Seierstad, Taral Guldahl. "The phase transition in random graphs and random graph processes." Doctoral thesis, [S.l.] : [s.n.], 2007. http://deposit.ddb.de/cgi-bin/dokserv?idn=985760044.

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9

Hu, Yilei. "Essays on random processes with reinforcement." Thesis, University of Oxford, 2010. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.669991.

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10

Figwer, Jarosław. "Synthesis and simulation of random processes." Praca habilitacyjna, Wydawnictwo Politechniki Śląskiej, 1999. https://delibra.bg.polsl.pl/dlibra/docmetadata?showContent=true&id=8070.

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11

Hannigan, Patrick. "Random polynomials." Thesis, University of Ulster, 1998. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.263248.

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12

Blanc, Guillaume. "Poisson processes of roads and random geometry." Electronic Thesis or Diss., université Paris-Saclay, 2024. http://www.theses.fr/2024UPASM024.

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Le thème général de cette thèse est la géométrie aléatoire.Nous commençons par étudier la métrique aléatoire construite par Kendall à partir d'un processus de Poisson de routes auto-similaire dans l'espace euclidien (par routes, nous entendons droites avec des limitations de vitesse).Dans un premier temps, nous nous intéressons aux propriétés fractales de cet espace métrique aléatoire, qui est presque sûrement homéomorphe à l'espace euclidien, et dont nous calculons la dimension de Hausdorff comme une constante strictement plus grande que la dimension ambiante.Dans un autre travail, nous consi

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13

Yeo, Dominic. "Self-organised criticality in random graph processes." Thesis, University of Oxford, 2016. https://ora.ox.ac.uk/objects/uuid:23af1abc-2128-4315-9b25-55ed8f290875.

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In the first half of this thesis, we study the random forest obtained by conditioning the Erdös-Rényi random graph G(N,p) to include no cycles. We focus on the critical window, in which <style> td.upper_line { border-top:solid 1px black; } table.fraction { text-align: center; vertical-align: middle; margin-top:0.5em; margin-bottom:0.5em; line-height: 2em; } </style> <table class="fraction" align="center" cellpadding="0" cellspacing="0"> <tr> <td rowspan="2" nowrap="nowrap"> <i>p(N)</i> = </td><td nowrap="nowrap"> 1+λN<sup>-1/3</sup> </td> </tr><tr> <td class="upper_line"> N </td> </tr

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14

Jones, Elinor Mair. "Large deviations of random walks and levy processes." Thesis, University of Manchester, 2008. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.491853.

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15

Kandler, Anne, Matthias Richter, Scheidt Jürgen vom, Hans-Jörg Starkloff, and Ralf Wunderlich. "Moving-Average approximations of random epsilon-correlated processes." Universitätsbibliothek Chemnitz, 2004. http://nbn-resolving.de/urn:nbn:de:swb:ch1-200401266.

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The paper considers approximations of time-continuous epsilon-correlated random processes by interpolation of time-discrete Moving-Average processes. These approximations are helpful for Monte-Carlo simulations of the response of systems containing random parameters described by epsilon-correlated processes. The paper focuses on the approximation of stationary epsilon-correlated processes with a prescribed correlation function. Numerical results are presented.

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16

Schmid, Patrick. "Random processes in truncated and ordinary Weyl chambers." Doctoral thesis, Universitätsbibliothek Leipzig, 2011. http://nbn-resolving.de/urn:nbn:de:bsz:15-qucosa-66394.

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The work consists of two parts. In the first part which is concerned with random walks, we construct the conditional versions of a multidimensional random walk given that it does not leave the Weyl chambers of type C and of type D, respectively, in terms of a Doob h-transform. Furthermore, we prove functional limit theorems for the rescaled random walks. This is an extension of recent work by Eichelsbacher and Koenig who studied the analogous conditioning for the Weyl chamber of type A. Our proof follows recent work by Denisov and Wachtel who used martingale properties and a strong approximat

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17

Shykula, Mykola. "Quantization of Random Processes and Related Statistical Problems." Doctoral thesis, Umeå : Department of Mathematics and Mathematical Statistics, Umeå University, 2006. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-883.

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18

Padgett, Wayne Thomas. "Detection of low order nonstationary gaussian random processes." Diss., Georgia Institute of Technology, 1994. http://hdl.handle.net/1853/13523.

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19

Jones, Owen Dafydd. "Random walks on pre-fractals and branching processes." Thesis, University of Cambridge, 1995. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.388440.

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20

Smith, Jason Marko. "Discrete properties of continuous, non-Gaussian random processes." Thesis, University of Nottingham, 2007. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.438330.

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21

El-Feghi, Farag Abdulrazzak. "Miscible flooding in correlated random fields." Thesis, Heriot-Watt University, 1992. http://hdl.handle.net/10399/1506.

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22

Buckley, Stephen Philip. "Problems in random walks in random environments." Thesis, University of Oxford, 2011. http://ora.ox.ac.uk/objects/uuid:06a12be2-b831-4c2a-87b1-f0abccfb9b8b.

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Recent years have seen progress in the analysis of the heat kernel for certain reversible random walks in random environments. In particular the work of Barlow(2004) showed that the heat kernel for the random walk on the infinite component of supercritical bond percolation behaves in a Gaussian fashion. This heat kernel control was then used to prove a quenched functional central limit theorem. Following this work several examples have been analysed with anomalous heat kernel behaviour and, in some cases, anomalous scaling limits. We begin by generalizing the first result - looking for suffici

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23

Naumov, Alexey [Verfasser]. "Universality of some models of random matrices and random processes / Alexey Naumov. Fakultät für Mathematik." Bielefeld : Universitätsbibliothek Bielefeld, Hochschulschriften, 2013. http://d-nb.info/1032454121/34.

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24

Ling, Hong. "Implementation of Stochastic Neural Networks for Approximating Random Processes." Master's thesis, Lincoln University. Environment, Society and Design Division, 2007. http://theses.lincoln.ac.nz/public/adt-NZLIU20080108.124352/.

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Artificial Neural Networks (ANNs) can be viewed as a mathematical model to simulate natural and biological systems on the basis of mimicking the information processing methods in the human brain. The capability of current ANNs only focuses on approximating arbitrary deterministic input-output mappings. However, these ANNs do not adequately represent the variability which is observed in the systems natural settings as well as capture the complexity of the whole system behaviour. This thesis addresses the development of a new class of neural networks called Stochastic Neural Networks (SNNs) in

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25

Grobys, Sebastian. "Random generation of Bayesian Networks and Markov Decision Processes." Thesis, McGill University, 2004. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=81336.

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Markov Decision Processes (MDPs) and Bayesian Networks (BNs) are two very different but equally prominent frameworks for modeling stochastic environments. As empirical testing and the use of randomized search algorithms gain increasing importance in machine learning and artificial intelligence, there exists a growing need for random models; in particular MDPs and BNs. This thesis aims at providing a focused review of the field of random model generation. We begin by motivating in detail the need for rigorous random MDP and BN generation and survey relevant past research efforts. We outl

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26

Tokushige, Yuki. "Random Walks on random trees and hyperbolic groups: trace processes on boundaries at infinity and the speed of biased random walks." Kyoto University, 2019. http://hdl.handle.net/2433/242580.

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27

Hägg, Jonas. "Gaussian fluctuations in some determinantal processes." Doctoral thesis, KTH, Matematik (Inst.), 2007. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-4343.

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This thesis consists of two parts, Papers A and B, in which some stochastic processes, originating from random matrix theory (RMT), are studied. In the first paper we study the fluctuations of the kth largest eigenvalue, xk, of the Gaussian unitary ensemble (GUE). That is, let N be the dimension of the matrix and k depend on N in such a way that k and N-k both tend to infinity as N - ∞. The main result is that xk, when appropriately rescaled, converges in distribution to a Gaussian random variable as N → ∞. Furthermore, if k1 < ...< km are such that k1, ki+1 - ki and N - km, i =1, ... ,

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28

Kang, Sungyeol. "Extreme values of random times in stochastic networks." Diss., Georgia Institute of Technology, 1992. http://hdl.handle.net/1853/24305.

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29

Hermann, Felix [Verfasser], and Peter [Akademischer Betreuer] Pfaffelhuber. "On dualities of random graphs and branching processes with disasters to Piecewise deterministic Markov processes." Freiburg : Universität, 2019. http://d-nb.info/1182225985/34.

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30

Yu, Jihnhee. "Approaches to the multivariate random variables associated with stochastic processes." Texas A&M University, 2003. http://hdl.handle.net/1969.1/1209.

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Stochastic compartment models are widely used in modeling processes for biological populations. The residence time has been especially useful in describing the system dynamics in the models. The direct calculation of the distribution for the residence time of stochastic multi-compartment models is very complicated even with a relatively simple model and often impossible to calculate directly. This dissertation presents an analytical method to obtain the moment generating function for stochastic multi-compartment models and describe the distribution of the residence times, especially systems wi

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31

Frings, René [Verfasser]. "Interlacing Patterns in Exclusion Processes and Random Matrices / René Frings." Bonn : Universitäts- und Landesbibliothek Bonn, 2014. http://d-nb.info/1047622793/34.

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32

Gabrysch, Katja. "On Directed Random Graphs and Greedy Walks on Point Processes." Doctoral thesis, Uppsala universitet, Analys och sannolikhetsteori, 2016. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-305859.

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This thesis consists of an introduction and five papers, of which two contribute to the theory of directed random graphs and three to the theory of greedy walks on point processes. We consider a directed random graph on a partially ordered vertex set, with an edge between any two comparable vertices present with probability p, independently of all other edges, and each edge is directed from the vertex with smaller label to the vertex with larger label. In Paper I we consider a directed random graph on ℤ2 with the vertices ordered according to the product order and we show that the li

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33

Belu, Alexandru C. "Multivariate Measures of Dependence for Random Variables and Levy Processes." Case Western Reserve University School of Graduate Studies / OhioLINK, 2012. http://rave.ohiolink.edu/etdc/view?acc_num=case1333396376.

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34

Mogharehabed, Saeideh. "A Suboptimal Multi-Clustering Algorithm for Random Labeled Point Processes." The Ohio State University, 2017. http://rave.ohiolink.edu/etdc/view?acc_num=osu1483010792818099.

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35

Fu, Zuopeng. "Karlin Random Fields: Limit Theorems, Representations and Simulations." University of Cincinnati / OhioLINK, 2020. http://rave.ohiolink.edu/etdc/view?acc_num=ucin1613754836854037.

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36

Fedorov, Valery V., and Werner Müller. "Optimum design for correlated processes via eigenfunction expansions." Institut für Statistik und Mathematik, WU Vienna University of Economics and Business, 2004. http://epub.wu.ac.at/622/1/document.pdf.

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In this paper we consider optimum design of experiments for correlated observations. We approximate the error component of the process by an eigenvector expansion of the corresponding covariance function. Furthermore we study the limit behavior of an additional white noise as a regularization tool. The approach is illustrated by some typical examples. (authors' abstract)<br>Series: Research Report Series / Department of Statistics and Mathematics

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37

Abramowicz, Konrad. "Numerical analysis for random processes and fields and related design problems." Doctoral thesis, Umeå universitet, Institutionen för matematik och matematisk statistik, 2011. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-46156.

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In this thesis, we study numerical analysis for random processes and fields. We investigate the behavior of the approximation accuracy for specific linear methods based on a finite number of observations. Furthermore, we propose techniques for optimizing performance of the methods for particular classes of random functions. The thesis consists of an introductory survey of the subject and related theory and four papers (A-D). In paper A, we study a Hermite spline approximation of quadratic mean continuous and differentiable random processes with an isolated point singularity. We consider a piec

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38

Jones, Brian Douglas. "Tree components in random graph processes with non-uniform edge probabilities /." The Ohio State University, 1995. http://rave.ohiolink.edu/etdc/view?acc_num=osu1487867541733461.

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39

Strang, Alexander. "Applications of the Helmholtz-Hodge Decomposition to Networks and Random Processes." Case Western Reserve University School of Graduate Studies / OhioLINK, 2020. http://rave.ohiolink.edu/etdc/view?acc_num=case1595596768356487.

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40

Oosthuizen, Joubert. "Random walks on graphs." Thesis, Stellenbosch : Stellenbosch University, 2014. http://hdl.handle.net/10019.1/86244.

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Thesis (MSc)--Stellenbosch University, 2014.<br>ENGLISH ABSTRACT: We study random walks on nite graphs. The reader is introduced to general Markov chains before we move on more specifically to random walks on graphs. A random walk on a graph is just a Markov chain that is time-reversible. The main parameters we study are the hitting time, commute time and cover time. We nd novel formulas for the cover time of the subdivided star graph and broom graph before looking at the trees with extremal cover times. Lastly we look at a connection between random walks on graphs and electrical netw

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41

Peng, Man Kallenberg Olav. "Palm measure invariance and exchangeability for marked point processes." Auburn, Ala, 2008. http://repo.lib.auburn.edu/EtdRoot/2008/FALL/Mathematics_and_Statistics/Dissertation/Peng_Man_3.pdf.

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42

Breen, Barbara J. "Computational nonlinear dynamics monostable stochastic resonance and a bursting neuron model /." Diss., Available online, Georgia Institute of Technology, 2004:, 2003. http://etd.gatech.edu/theses/available/etd-04082004-180036/unrestricted/breen%5Fbarbara%5Fj%5F200312%5Fphd.pdf.

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43

Van, Zyl Alexis J. "Basic concepts of random matrix theory." Thesis, Stellenbosch : University of Stellenbosch, 2005. http://hdl.handle.net/10019.1/1624.

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Thesis (MSc (Physics))--University of Stellenbosch, 2005.<br>It was Wigner that in the 1950’s first introduced the idea of modelling physical reality with an ensemble of random matrices while studying the energy levels of heavy atomic nuclei. Since then, the field of Random Matrix Theory has grown tremendously, with applications ranging from fluctuations on the economic markets to M-theory. It is the purpose of this thesis to discuss the basic concepts of Random Matrix Theory, using the ensembles of random matrices originally introduced by Wigner, the Gaussian ensembles, as a starting po

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44

Wong, Ka Yiu. "Model-free tests for isotropy, equal distribution and random superposition in spatial point pattern analysis." HKBU Institutional Repository, 2015. https://repository.hkbu.edu.hk/etd_oa/202.

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This thesis introduces three new model-free tests for isotropy, equal distribution and random superposition in non-rectangular windows respectively. For isotropy, a bootstrap-type test is proposed. The corresponding test statistic assesses the discrepancy between the uniform distribution and the empirical normalised reduced second-order moment measure of a sector of fixed radius with increasing central angle. The null distribution of the discrepancy is then estimated by stochastic reconstruction, which generates bootstrap-type samples of point patterns that resemble the spatial structure of th

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45

Greenberg, Sam. "Random sampling of lattice configurations using local Markov chains." Diss., Atlanta, Ga. : Georgia Institute of Technology, 2008. http://hdl.handle.net/1853/28090.

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Thesis (M. S.)--Mathematics, Georgia Institute of Technology, 2009.<br>Committee Chair: Randall, Dana; Committee Member: Heitsch, Christine; Committee Member: Mihail, Milena; Committee Member: Trotter, Tom; Committee Member: Vigoda, Eric.

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46

Vo, Ba Tuong. "Random finite sets in Multi-object filtering." University of Western Australia. School of Electrical, Electronic and Computer Engineering, 2008. http://theses.library.uwa.edu.au/adt-WU2009.0045.

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[Truncated abstract] The multi-object filtering problem is a logical and fundamental generalization of the ubiquitous single-object vector filtering problem. Multi-object filtering essentially concerns the joint detection and estimation of the unknown and time-varying number of objects present, and the dynamic state of each of these objects, given a sequence of observation sets. This problem is intrinsically challenging because, given an observation set, there is no knowledge of which object generated which measurement, if any, and the detected measurements are indistinguishable from false ala

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47

Altay, Suhan. "On Forward Interest Rate Models: Via Random Fields And Markov Jump Processes." Master's thesis, METU, 2007. http://etd.lib.metu.edu.tr/upload/12608342/index.pdf.

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The essence of the interest rate modeling by using Heath-Jarrow-Morton framework is to find the drift condition of the instantaneous forward rate dynamics so that the entire term structure is arbitrage free. In this study, instantaneous forward interest rates are modeled using random fields and Markov Jump processes and the drift conditions of the forward rate dynamics are given. Moreover, the methodology presented in this study is extended to certain financial settings and instruments such as multi-country interest rate models, term structure of defaultable bond prices and forward measures. A

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48

Puplinskaitė, Donata. "Aggregation of autoregressive processes and random fields with finite or infinite variance." Doctoral thesis, Lithuanian Academic Libraries Network (LABT), 2013. http://vddb.library.lt/obj/LT-eLABa-0001:E.02~2013~D_20131029_102339-22917.

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Aggregated data appears in many areas such as econimics, sociology, geography, etc. This motivates an importance of studying the (dis)aggregation problem. One of the most important reasons why the contemporaneous aggregation become an object of research is the possibility of obtaining the long memory phenomena in processes. The aggregation provides an explanation of the long-memory effect in time series and a simulation method of such series as well. Accumulation of short-memory non-ergodic random processes can lead to the long memory ergodic process, that can be used for the forecasts of the

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49

Bernergård, Zandra. "Connection between discrete time random walks and stochastic processes by Donsker's Theorem." Thesis, Mälardalens högskola, Akademin för utbildning, kultur och kommunikation, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-48719.

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In this paper we will investigate the connection between a random walk and a continuous time stochastic process. Donsker's Theorem states that a random walk under certain conditions will converge to a Wiener process. We will provide a detailed proof of this theorem which will be used to prove that a geometric random walk converges to a geometric Brownian motion.

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50

Fellenberg, Benno, Jürgen vom Scheidt, and Matthias Richter. "Simulation of Weakly Correlated Functions and its Application to Random Surfaces and Random Polynomials." Universitätsbibliothek Chemnitz, 1998. http://nbn-resolving.de/urn:nbn:de:bsz:ch1-199801258.

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The paper is dedicated to the modeling and the simulation of random processes and fields. Using the concept and the theory of weakly correlated functions a consistent representation of sufficiently smooth random processes will be derived. Special applications will be given with respect to the simulation of road surfaces in vehicle dynamics and to the confirmation of theoretical results with respect to the zeros of random polynomials.

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