Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 18 of 18 for “"Heavy Tail"”.
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Size-independent vs. size-dependent policies in scheduling heavy-tailed distributions
… server, where the job size distribution is heavy-tailed. We focus on two distributions, for which we prove that the performance of the optimal size-independent policy is asymptotically worse than that of a simple size-dependent policy. First, we consider a simple distribution where incoming …
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mKdV Loop Travelling Waves and Interactions of Loop Solitons
… loop solutions. One class arises from soliton, heavy-tail (rational), and periodic solutions of the mKdV equation. These loop solutions exhibit intriguing symmetrical shapes: the soliton and heavy-tail cases describe a single loop which is open, and asymptotically straight or circular, …
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A fast characteristic finite difference method for fractional advection-diffusion equations with non-linear reaction.
… results in early arrival of contaminants and heavy-tail distributions observed in field experiments. The implicit finite difference scheme with the shifted Grunwald approximation discritizing the fractional advection-diffusion equation unconditionally stable. We add an additional non-linear, …
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Stochastic Dynamics of Cascading Failures in Electric-Cyber Infrastructures
… blackout size, which has been shown to have a heavy tail, e.g., power-law distribution, specifically when the grid is operating under stress scenarios. A key benefit of the model is that it enables the characterization of the severity of cascading failures in terms of a set of operating …
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Imbalanced learning using actuarial modified loss function in tree-based models
The point mass at zero and the heavy tail of insurance loss distribution poses the challenge to apply traditional methods directly to claim loss modeling. Via an illustrative simple dataset, this thesis first pinpoints the pitfall in the traditional tree-based algorithm’s splitting function. This …
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Characterizing and Improving the Non-Collaborative and Collaborative Localization Problems
… we provide a characterization that shows a heavy tail of root-mean-square (RMS) error due to a small percentage of simulated node/anchor layouts when solved by the iterative parallel projection method (IPPM). We provide an identification technique that successfully identifies most layouts …
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Performance of cooperative space time coding with spatially correlated fading and imperfect channel estimation
… of CSTC with mixture Gaussian noise due to the heavy tail of the mixture Gaussian noise.
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Extended Entropy Maximisation and Queueing Systems with Heavy-Tailed Distributions
… and/or long-range dependent, because of the heavy (long) tails for the various distributions of interest, including intermittent intervals and queue lengths. Other studies have addressed vacation in no-customers’ queueing system or when the server fails. These patterns are important for …
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Probabilistic optimization of vibrational systems under stochastic excitation containing extreme forcing events
… as bimodality of the probability distributions, heavy tails, and non-trivial temporal correlations) caused by the nonlinear characteristics of the dynamics, the correlated (non-white noise) structure of the excitation, and the possibility of non-stationary forcing characteristics (intermittency) …
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Probabalistic quantification of intermittently unstable dynamical systems
… spikes in the time series of the system or heavy-tails in the probability density function (pdf) of the response. We formulate a method that can analytically approximate the response pdf (both the main probability mass and heavy-tail structure) for systems where intermittency is important to …
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A Class of Mixture of Experts Models for General Insurance Ratemaking and Reserving
… insurance loss severity data that often exhibits heavy-tail behavior. Using a Transformed Gamma expert function, our model is applicable to fit the severity and reporting delay components of the dataset, which is ultimately shown to be useful and crucial for an adequate prediction of IBNR reserve. …
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TOPICS IN STOCHASTICS AND STATISTICS: SHOCK CREATION AND DISSOLUTION FOR STABLE AND LINNIK CONSERVATION LAWS AND TARGET STUDENT RECRUITMENT USING PREDICTIVE MODELING
… discovery here is that, despite their similar heavy tail behavior, the conservation laws driven by stable diffusions produce shocks in solutions that dissipate over time, while the Linnik diffusions do not. We formulate conjectures based on these numerical experiments.In addition, we conduct …
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On inference about rare events
… that are asymptotically non-trivial only in a heavy-tail setting. This explains the success of this method in natural language modeling, where one often has Zipf law behavior. We then study the strong consistency of estimators, in the sense of ratios converging to one. We first show that the …
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Performance targets for electric vehicle batteries
… (the sum of all trips taken in a day) has a heavy tail, namely that a small proportion of long trips accounts for a disproportionately large amount of energy consumption. Current electric vehicle batteries (2011 Nissan Leaf) can satisfy 83% of vehicle-days, which account for 53% of all energy …
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Contributions in fractional diffusive limit and wave turbulence in kinetic theory
… if in the dynamics of the particles there is a heavy-tail equilibrium distribution; and secondly, if the scattering rate is degenerate for small velocities. We use these known results in the literature to study the emergence of fractional phenomena for some particular kinetic equations. Firstly, …
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Measurement of Operational Risks with Stochastic Models in Turkish Banking System
… capability of measurement models in modeling tail probabilities of loss distributions that is at the very heart of operational risk management. Due to the heavy-tail property of operational risk data, LDA models are unable to model tail probabilities of loss distributions accurately. Within …
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Mass-balanced randomization : a significance measure for metabolic networks
… path length, large clustering coefficient, heavy-tail degree distribution, and hierarchical organization, viewed as requirements for efficient and robust system architectures. Existing studies estimate the significance of network properties using a generic randomization scheme - a …
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The joint distribution of the maximum and duration of stochastic events driven by Pareto II observations
… hydrology and climate. However, the existence of heavy tails in environmental variables motivated this model. Our results for this research include derivations of the joint probability density function, cumulative distribution function, conditional and marginal distributions, conditional survival …