Search results | J. Murrey Atkins Library

Title: A Dynamic Approach to Optimizing Interventions and Mitigating Contagion Impacts in Financial Networks
Author: Farthing, Christopher
Date Created: 2021
Subjects--Topical: Mathematics, Finance, Economics
Description: While modern financial networks are so large, complex, and dynamic that the interactions between their members are impossible to model in their entirety, mathematical models with some simplifying assumptions allow for effective study of network dy...

Title: Branching Processes in Random Trees
Author: Jutmaan, Yanjmaa
Date Created: 2012
Subjects--Topical: Mathematics
Description: We study the behavior of branching process in a random environment on trees in the critical, subcritical and supercritical case. We are interested in the case when both the branching and the step transition parameters are random quantities. We pre...

Title: Diffusion Processes on Solvable Groups of Upper Triangular 3x3 matrices. Applications in Asian and Basket Options.
Author: Simonsen, Julia
Date Created: 2020
Subjects--Topical: Mathematics
Description: One of the questions in algebraic groups is about the asymptotic behavior of the probability of return of a random walk, which closely related on the growth rate of a group. Upper-triangular matrices form a group. Solvable groups have an exponenti...

Title: High throughput non-parametric probability density estimation via novel multithreaded stitching method
Author: Merino, Zach
Date Created: 2019
Subjects--Topical: Mathematics, Statistics, Physics
Description: A method of univariant probability density function (pdf) estimation is developed for big data applications. The method employs the use of a non-parametric maximum entropy estimator (NMEM) for a data driven multithreaded probability density estima...

Title: LIMIT THEOREMS FOR RANDOM EXPONENTIAL SUMS AND THEIR APPLICATIONS TO INSURANCE AND THE RANDOM ENERGY MODEL
Author: Erturk, Huseyin
Date Created: 2016
Subjects--Topical: Mathematics, Statistics
Description: In this dissertation, we are mainly concerned with the sum of random exponentials. Here, the random variables are independent and identically distributed. Another distinctive assumption is the number of variables in this sum is a function of the c...

Title: March Madness prediction using quantile regression
Author: Mays, Kimberly
Date Created: 2022
Subjects--Topical: Statistics, Mathematics
Description: The annual NCAA Division I men’s basketball tournament is one of the most prominent sporting events in the United States and the subject of much interest among fans and statisticians alike. In this work, we propose a new method for predicting ther...

Title: Multivariate Functional Predictor Selection
Author: Mahzarnia, Ali
Date Created: 2021
Subjects--Topical: Mathematics, Statistics
Description: We propose methods for functional predictor selection and the estimation of smooth functional coefficients simultaneously in a scalar-on-function regression problem under a high-dimensional multivariate functional data setting. In particular, we d...

Title: On the Infinite Divisibility and Non Infinite Divisibility of Certain Classes of Random Variables
Author: Stukes, George
Date Created: 2023
Subjects--Topical: Mathematics
Description: In this dissertation we present new results on the classification of limit distributions of random geometric processes. In particular, that develop on the work of Penrose and Wade, who were the first to document the phenomenon of infinite divisibi...

Title: PARALLEL COMPUTING FOR MARKOV CHAINS WITH ISLANDS AND PORTS
Author: Basnet, Amod
Date Created: 2017
Subjects--Topical: Mathematics
Description: We present recursive algorithms to calculate invariant distributions and fundamental matrices of Markov chains specified by the "Islands & Ports'" (IP) model. The state space of the IP model can be partitioned into "islands'" and "ports". An islan...

Title: Population Dynamics with Immigration
Author: Han, Dan
Date Created: 2019
Subjects--Topical: Mathematics
Description: The paper contains the complete analysis of the Galton-Watson models with immigration, including the processes in the random environment, stationary or nonstationary ones. We also study the branching random walk on Zd with immigration and prove th...

Title: The general non-stationary Anderson Parabolic Model with correlated white noise
Author: Chen, Xiaoyun
Date Created: 2022
Subjects--Topical: Mathematics
Description: This dissertation contains the analysis of the general lattice non-stationary Anderson parabolic model with correlated white noise. It starts form the brief description of known results about parabolic problem with local Laplacian and the detailed...