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Estimation and Simulation for Multivariate Tempered Stable Distributions with Applications To Finance
Title
Estimation and Simulation for Multivariate Tempered Stable Distributions with Applications To Finance
Author
Xia, Yunfei
Date Created
2022
Subjects--Topical
Mathematics
Description
In this thesis, we introduce a methodology for the simulation and parameter estimation of multivariate tempered stable distributions. Using the fact that tempered stable distributions can be specified indirectly by a Lévy measure, our approach is ...
GLOBAL CONVERGENCE AND QUASI REVERSIBILITY FOR COEFFICIENT INVERSE PROBLEMS
Title
GLOBAL CONVERGENCE AND QUASI REVERSIBILITY FOR COEFFICIENT INVERSE PROBLEMS
Author
Kuzhuget, Andrey
Date Created
2011
Subjects--Topical
Mathematics
Description
An inverse problem of the determination of an initial condition in ahyperbolic equation from the lateral Cauchy data is considered. Thisproblem has applications to the thermoacoustic tomography, as wellas to linearized coefficient inverse problems...
HARDWARE DESIGN OF MESSAGE PASSING ARCHITECTURE ON HETEROGENEOUS SYSTEM
Title
HARDWARE DESIGN OF MESSAGE PASSING ARCHITECTURE ON HETEROGENEOUS SYSTEM
Author
Gao, Shanyuan
Date Created
2013
Subjects--Topical
Computer engineering
Description
Heterogeneous multi/many-core chips are commonly used in today's top tier supercomputers. Similar heterogeneous processing elements --- or, computation accelerators --- are commonly found in FPGA systems. Within both multi/many-core chips and FPGA...
ISOGEOMETRIC ANALYSIS AND PATCHWISE REPRODUCING POLYNOMIAL PARTICLE METHOD FOR PLATES
Title
ISOGEOMETRIC ANALYSIS AND PATCHWISE REPRODUCING POLYNOMIAL PARTICLE METHOD FOR PLATES
Author
Kim, Hyunju
Date Created
2013
Subjects--Topical
Mechanical engineering, Mathematics
Description
Isogeometric analysis (IGA) is a framework bridging the gap between Computer Aided Design (CAD) and Finite Element Analysis (FEA). So it drastically reduces the error in the representation of the computational domain and the re-meshing by the use ...
Intermittency for Branching random walks with heavy tails.
Title
Intermittency for Branching random walks with heavy tails.
Author
Getan, Asmaa
Date Created
2016
Subjects--Topical
Mathematics
Description
iic 2016Asmaa GetanALL RIGHTS RESERVEDiiiABSTRACT Branching Markov process models populations in which each individual in gener-ation n produces some random number of individuals in the next generation, n + 1, according to a certain probability di...
ON THE DISCRETE SPECTRUM OF EXTERIOR ELLIPTIC PROBLEMS.
Title
ON THE DISCRETE SPECTRUM OF EXTERIOR ELLIPTIC PROBLEMS.
Author
Puri, Rajan
Date Created
2019
Subjects--Topical
Mathematics
Description
In this dissertation, we present three new results in the exterior elliptic problems with the variable coefficients that describe the process in inhomogeneous media in the presence of obstacles. These results concern perturbations of the operator ...
THE ASYMPTOTIC APPROXIMATION OF THE TRANSITION PROBABILITY FOR THE RANDOM WALKS WITH HEAVY TAILS.
Title
THE ASYMPTOTIC APPROXIMATION OF THE TRANSITION PROBABILITY FOR THE RANDOM WALKS WITH HEAVY TAILS.
Author
Agbor, Andu
Date Created
2013
Subjects--Topical
Statistics, Mathematics
Description
The main result of this dissertation concerns the asymptotics, uniform in t and x, of the probability distribution of a random walk with heavy tails. The random walk is a Markov process and thus can be characterized in terms of their generators. W...
The Study of Loop Markov Chains
Title
The Study of Loop Markov Chains
Author
Gillespie Jr., Perry
Date Created
2011
Subjects--Topical
Mathematics, Statistics
Description
The purpose of my research is the study of <&ldquo>Loop<&rdquo> Markov Chains. This model contains several loops, which could be connected at several different points. The focal point of this thesis will be when these loops are connected at one si...