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.
Results
Showing 1 to 9 of 9 for “"Hitting Time"”.
-
Using Digital Pheromone to Improve the Hitting Time Performance of Mobile Agent-Based Systems
A flexible and lightweight approach is needed to address security concerns on large networks with little computational resources to spare. A digital ant framework is one possible solution, modeled on the movement and interactions among ants of an ant colony using pheromone. However, the movement …
-
Credit Risk Pricing based on Epstein-Zin Preference
… pricing in an Epstein-Zin setting. The default time is modeled as the first hitting time of a default boundary. Bond investors have imperfect information about the firm value which is unobservable. The state variables, consumption and volatility are modeled as affine diffusion processes. Using …
-
Credit Risk Pricing via Epstein-Zin Pricing Kernel
… in structural models of credit risk, the default time is modeled as the first hitting time of a default boundary by the unobservable process; the firm's asset value. The observable state variables; log consumption and volatility are affine processes which drive the unobservable firm's value …
-
On Self-Similar Gaussian Processes
… conditions. The existence of the local time and a version of Tanaka's formula are derived. These results are applied to a general class of self-similar processes that includes the bifractional Brownian motion. On the other hand, we establish a comparison result on the Laplace transform …
-
Observer-based fault detection for nuclear reactors
… can be characterized by their respective first hitting time of a decision threshold. This in turn is dependent on the design of the observer and the decision rule. Costs corresponding to these two types of decision error are defined by cost functions that are in turn constructed based on …
-
Transport in Biology, from Theory to Application
… in 1D setting: the upper bound for reaction time with chemotaxis is smaller than the lower bound for reaction time without chemotaxis.</p><p>We have also analyzed a random searcher in shear flow and chemotaxis; on the rigorous level, we are able to establish that the very large shear rates …
-
Continuous representations and models from random walk diffusion limits
… random walk such as the stationary distribution, hitting time, or co-occurrence using closed-form expressions from diffusions. We establish limits which guarantee asymptotic consistency of such estimators, and show they work well in practice. Using this new approach, we solve three classes of …
-
Sampling Using Controlled Quantum Walks
We give a new quantum algorithm to sample from probability distributions over graph vertices quadratically faster than the optimal classical algorithm, which uses random walks with stopping rules. Efficient sampling is an important computational task used in simulations based on stochastic …
-
Extremal properties of some random combinatorial systems
Submission original under an indefinite embargo labeled 'Open Access'. The submission was exported from vireo on 2025-02-04 without embargo terms