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 20 of 30 for “"Poisson processes"”.
-
Efficient nonparametric inference for discretely observed compound Poisson processes
Compound Poisson processes are the textbook example of pure jump stochastic processes and the building blocks of Lévy processes. They have three defining parameters: the distribution of the jumps, the intensity driving the frequency at which these occur, and the drift. They are used in numerous …
-
Estimation for Poisson processes with applications in optical communication.
Massachusetts Institute of Technology. Dept. of Electrical Engineering. Thesis. 1971. Ph.D.
-
Periodicity and ruin probabilities for compound non-homogeneous poisson processes
Compound non-homogenous Poisson processes with periodic claim intensity rates are studied in this work. A risk process related to a short term periodic environment and the periodicity for its compound claim counting process are discussed. The ruin probabilities of compound non-homogenous Poisson …
-
State Estimation of Linear Systems Driven Simultaneously by Wiener and Poisson Processes
Made available in DSpace on 2014-12-12T20:54:59Z (GMT). No. of bitstreams: 1 8004127.pdf: 3599142 bytes, checksum: 9f5ac09bdf1f4feab97890009f4cfb16 (MD5) Previous issue date: 1979
-
Point symmetry methods for Itô Stochastic Differential Equations (SDE) with a finite jump process
The mixture of Wiener and a Poisson processes are the primary tools used in creating jump-diffusion process which is very popular in mathematical modeling. In financial mathematics, they are used to describe the change of stock rates and bonanzas, and they are often used in mathematical biology …
-
Variance-reduced simulation of lattice Markov chains
… by manipulating the random inputs to stochastic processes (Poisson random variables in the discrete-time setting and Poisson processes in continuous-time) such that they become negatively correlated with some of their cohort while their individual marginal distributions are completely unaltered. …
-
On Modeling Order and Structure With Applications to Computer Vision and Time Series Data
… of a new category of graphical models called Poisson networks for modeling structured multivariate structured Poisson processes. Applications for Poisson networks arise in several scenarios, namely, modeling neural spike trains for learning structure of data transmission in the brain, arrival …
-
Connection admission control in ATM networks
… process modelled by a two-state Markov-modulated Poisson process and the superposition of two-state Markov-modulated poisson processes, are presented. The resultant algorithms are then combined to produce an algorithm for connection admission control in ATM networks.
-
On non-stationary Wishart matrices and functional Gaussian approximations in Hilbert spaces
… in an infinite-dimensional and non-diffusive Poissonian setting. In particular, we provide quantitative central limit theorems for approximations by non-degenerate Hilbert-valued Gaussian random elements, as well as fourth moment bounds for approximating sequences with finite chaos expansion. …
-
Moment-linear stochastic systems and their applications
… such as jump-linear systems, Markov-modulated Poisson processes, and infinite server queues. We also consider MLSS models for network interactions, and hence introduce moment-linear stochastic network (MLSN) models. Several potential applications for MLSN-in such areas as traffic flow modeling, …
-
On monitoring the attributes of a process
… and some extensions are examined for monitoring processes with multiple attributes. Some relevant distribution theory is reviewed, and some new results are given. The distributions considered are multivariate versions of the binomial, Poisson, and chi-squared distributions, plus univariate and …
-
Stochastic Control, Optimal Saving, and Job Search in Continuous Time
… variables are here modeled as stochastic processes that each obey a specific stochastic differential equation, where uncertainty stems either from Poisson or Lévy processes. The results on the optimal behavior are derived by maximizing the individual expected lifetime utility. The first …
-
Optimal choices: mean field games with controlled jumps and optimality in a stochastic volatility model
… reserves only at the jump times of some given Poisson processes with a common constant intensity, and some numerical results are provided. In the second part a stochastic optimization problem is presented. Here the evolution of the state is modeled as in the Heston model, but with a further …
-
Analysis of costs and delivery intervals for multiple-release software
… error data behavior follows the Non-Homogeneous Poisson Processes (NHPP).
-
Lost in Starvation: How the interplay between physiology and ecology impacts bacterial persistence in a patchy landscape
… bacterial physiological states and ecological processes are intertwined. The stress response to nutrient limitation appears within three hours, while the encounter time to new particles has been estimated to happen on the scale of days. Therefore, it is unclear how the phenotypic changes …
-
Spatiotemporal modelling in biology: from transcriptional regulation to plasmid positioning
… our quantitative understanding of two different processes: transcriptional regulation of the floral repressor FLOWERING LOCUS C (FLC ) in Arabidopsis thaliana and spatial positioning of low copy number plasmids in Escherichia coli. Despite the diversity in biological subjects, my spatiotemporal …
-
On the Optimization of Edge Server Scaling and Placement for Open Radio Access Network (O-RAN) Slicing
… traffic and user activity, modeled using point Poisson processes. In rural, resource-constrained regions, uncertainty is driven by wireless fronthaul behavior, modeled through a random number of retransmissions caused by power-limited communication links. We formulate the edge server placement …
-
Age of Information: Fundamentals, Distributions, and Applications
… state of the system is formed by the AoI/age processes at different monitors, the discrete state of the system is modeled using a finite-state continuous-time Markov chain, and the coupled evolution of the continuous and discrete states of the system is described by a piecewise linear SHS with …
-
Applications of jump processes in epidemiology and neuroscience
This thesis concerns novel applications of jump processes in epidemiology and neuroscience. A jump process is a stochastic process that models the occurrence of discrete events over time. In epidemiology, the events correspond to catching an infection, recovering from a disease, etc. In …
Page 1 of 2