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Rozprawy doktorskie na temat „Stochastic processes with large dimension”

Autor: Grafiati

Data publikacji: 12 października 2024

Data aktualizacji: 31 lipca 2025

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1

Bastide, Dorinel-Marian. "Handling derivatives risks with XVAs in a one-period network model." Electronic Thesis or Diss., université Paris-Saclay, 2024. http://www.theses.fr/2024UPASM027.

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La réglementation requiert des établissements bancaires d'être en mesure de conduire des analyses de scénarios de tests de résistance (stress tests) réguliers de leurs expositions, en particulier face aux chambres de compensation (CCPs) auxquels ils sont largement exposés, en appliquant des chocs de marchés pour capturer le risque de marché et des chocs économiques pouvant conduire à l'état de faillite, dit aussi de défaut, divers acteurs financiers afin de refléter les risques de crédit et de contrepartie. Un des rôles principaux des CCPs est d'assurer par leur interposition entre acteurs fin

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2

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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3

Suzuki, Kohei. "Convergence of stochastic processes on varying metric spaces." 京都大学 (Kyoto University), 2016. http://hdl.handle.net/2433/215281.

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4

Kuwada, Kazumasa. "On large deviations for current-valued processes induced from stochastic line integrals." 京都大学 (Kyoto University), 2004. http://hdl.handle.net/2433/147585.

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5

Hoshaw-Woodard, Stacy. "Large sample methods for analyzing longitudinal data in rehabilitation research /." free to MU campus, to others for purchase, 1999. http://wwwlib.umi.com/cr/mo/fullcit?p9946263.

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6

Löhr, Wolfgang. "Models of Discrete-Time Stochastic Processes and Associated Complexity Measures." Doctoral thesis, Universitätsbibliothek Leipzig, 2010. http://nbn-resolving.de/urn:nbn:de:bsz:15-qucosa-38267.

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Many complexity measures are defined as the size of a minimal representation in a specific model class. One such complexity measure, which is important because it is widely applied, is statistical complexity. It is defined for discrete-time, stationary stochastic processes within a theory called computational mechanics. Here, a mathematically rigorous, more general version of this theory is presented, and abstract properties of statistical complexity as a function on the space of processes are investigated. In particular, weak-* lower semi-continuity and concavity are shown, and it is argued

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7

Löhr, Wolfgang. "Models of Discrete-Time Stochastic Processes and Associated Complexity Measures." Doctoral thesis, Max Planck Institut für Mathematik in den Naturwissenschaften, 2009. https://ul.qucosa.de/id/qucosa%3A11017.

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Many complexity measures are defined as the size of a minimal representation in a specific model class. One such complexity measure, which is important because it is widely applied, is statistical complexity. It is defined for discrete-time, stationary stochastic processes within a theory called computational mechanics. Here, a mathematically rigorous, more general version of this theory is presented, and abstract properties of statistical complexity as a function on the space of processes are investigated. In particular, weak-* lower semi-continuity and concavity are shown, and it is argued

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8

Kubasch, Madeleine. "Approximation of stochastic models for epidemics on large multi-level graphs." Electronic Thesis or Diss., Institut polytechnique de Paris, 2024. https://theses.hal.science/tel-04717689.

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Nous étudions un modèle SIR à deux niveaux de mélange, à savoir un niveau global uniformément mélangeant, et un niveau local divisé en deux couches de contacts au sein des foyers et lieux de travail, respectivement. Nous cherchons à développer des modèles réduits qui approchent bien cette dynamique épidémique, tout en étant plus maniables pour l’analyse numérique et/ou théorique.D'abord, nous analysons l’impact épidémique de la distribution des tailles des lieux de travail. Notre étude par simulations montre que, si la moyenne de la distribution des tailles de lieux de travail est fixée, sa va

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9

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

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

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10

Chinnici, Marta. "Stochastic self-similar processes and large scale structures." Tesi di dottorato, 2008. http://www.fedoa.unina.it/1993/1/Chinnici_Scienze_Computazionali.pdf.

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11

Oprisan, Adina. "Large deviation principle for functional limit theorems." 2009. http://hdl.handle.net/10106/1734.

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12

"Hausdorff dimension of the Brownian frontier and stochastic Loewner evolution." 2012. http://library.cuhk.edu.hk/record=b5549118.

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令B{U+209C}表示一個平面布朗運動。我們把C \B[0, 1] 的無界連通分支的邊界稱爲B[0; 1] 的外邊界。在本文中，我們將討論如何計算B[0,1] 的外邊界的Hausdorff 維數。<br>我們將在第二章討論Lawler早期的工作[7]。他定義了一個常數ζ(所謂的不聯通指數）。利用能量的方法，他證明了 B[0,1]的外邊界的Hausdorff維數是2(1 - ζ)概率大於零，然後0-1律可以明這個概率就是1。但是用他的方法我們不能算出ζ的準確值。<br>Lawler, Schramm and Werner 在一系列文章[10]，[11] 和[13] 中研究了SLE{U+2096}和excursion 測度。利用SLE6 和excursion 測度的共形不變性，他們可以計算出了布朗運動的相交指數ξ (j; λ )。因此ζ = ξ (2; 0)/2 = 1/3，由此可以知道B[0, 1] 的外邊界的Hausdorff 維數就是4/3。從而可以說完全證明了著名的Mandelbrot 猜想。<br>Let B{U+209C} be a Brownian motion on the complex plane. The frontier of B[0; 1] is defined to be the boundary of the unbounded connect

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13

Chan, Grace W. S. "Some aspects of estimation of fractal dimension and stochastic simulation." Phd thesis, 1995. http://hdl.handle.net/1885/138474.

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14

Sinclair, Jennifer Laurie. "Small and Large Scale Limits of Multifractal Stochastic Processes with Applications." 2009. http://trace.tennessee.edu/utk_graddiss/92.

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Various classes of multifractal processes, that is processes that display different properties at different scales, are studied. Most of the processes examined in this work exhibit stable trends at small scales and Gaussian trends at large scales, although the opposite can also occur. Many natural phenomena exhibit a fractal structure depending on some scaling factor, such as space or time. Thus, these types of processes have many useful modeling applications, including Biology and Economics. First, generalized tempered stable processes are defined and studied, following the original work on t

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15

Li, Yuxiao. "Spatio-Temporal Prediction and Stochastic Simulation for Large-Scale Nonstationary Processes." Thesis, 2020. http://hdl.handle.net/10754/665845.

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There has been an increasing demand for describing, predicting, and drawing inferences for various environmental processes, such as air pollution and precipitation. Environmental statistics plays an important role in many related applications, such as weather-related risk assessment for urban design and crop growth. However, modeling the spatio-temporal dynamics of environmental data is challenging due to their inherent high variability and nonstationarity. This dissertation is composed of four signi cant contributions to the modeling, simulation, and prediction of spatiotemporal proces

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16

Boucher, Christopher Lawrence. "Large deviations for doubly indexed stochastic processes with applications to statistical mechanics." 1998. https://scholarworks.umass.edu/dissertations/AAI9841842.

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The theory of large deviations studies situations in which certain probabilities involving a given stochastic process decay to zero exponentially fast. One of the aims of this dissertation is to extend this theory to the setting in which the stochastic processes under consideration are indexed by two parameters, rather than the usual one parameter. The introduction of the second index often allows one to study more easily the large deviation asymptotics of processes with a spatial component. Such doubly indexed processes, interesting in their own right, are especially so because of their appli

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17

Hu, Yujie. "An effective method of stochastic simulation of complex large-scale transport processes in naturally fractured reservoirs." 2002. http://wwwlib.umi.com/cr/utexas/fullcit?p3114761.

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18

Lin, Yier. "Large deviations of the KPZ equation, Markov duality and SPDE limits of the vertex models." Thesis, 2021. https://doi.org/10.7916/d8-q300-qe66.

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The Kardar-Parisi-Zhang (KPZ) equation is a stochastic PDE describing various objects in statistical mechanics such as random interface growth, directed polymers, interacting particle systems. We study large deviations of the KPZ equation, both in the short time and long time regime. We prove the first short time large deviations for the KPZ equation and detects a Gaussian - 5/2 power law crossover in the lower tail rate function. In the long-time regime, we study the upper tail large deviations of the KPZ equation starting from a wide range of initial data and explore how the rate function de

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19

Mukeru, Safari. "Local times of Brownian motion." Thesis, 2010. http://hdl.handle.net/10500/3781.

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After a review of the notions of Hausdorff and Fourier dimensions from fractal geometry and Fourier analysis and the properties of local times of Brownian motion, we study the Fourier structure of Brownian level sets. We show that if δa(X) is the Dirac measure of one-dimensional Brownian motion X at the level a, that is the measure defined by the Brownian local time La at level a, and μ is its restriction to the random interval [0, L−1 a (1)], then the Fourier transform of μ is such that, with positive probability, for all 0 ≤ β < 1/2, the function u → |u|β|μ(u)|2, (u ∈ R), is bounded.

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20

Langovoy, Mikhail Anatolievich. "Data-driven goodness-of-fit tests." Doctoral thesis, 2007. http://hdl.handle.net/11858/00-1735-0000-0006-B393-4.

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