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 “"renewal theory"”.
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Level Crossing Times in Mathematical Finance
… of Wald's lemmas and various deep results from renewal theory, in the context of finance, in modelling the growth of a portfolio of stocks. Several models are employed .</p>
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Some New Results on Difference Equations of Convolution Type
… some monotonicity properties. Methods from renewal theory are employed to obtain easily verified conditions for asymptotic stability of the zero solution, in terms of the coefficient sequence. Explicit bounds and rates of convergence are considered. We use these results to provide some new …
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Traffic processes and sojourn times in finite Markovian queues
… time processes are assumed to be independent renewal processes with interval distributions of phase-type. The queue capacity is finite. A general class of queue disciplines are considered. The primary models studied are from the M/E<sub>k</sub>/Φ/L class. The input, output, departure and …
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Micrometeorological approaches to measure and model surface energy fluxes of irrigated citrus orchards in a semi-arid environment
… methods, mainly based on Surface Renewal theory, were studied and tested, in order to provide reliable and low cost estimates of sensible heat fluxes within the plant-atmosphere system. Micrometeorological techniques were integrated with in situ measurements of transpiration by …
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Complexity as Aging Non-Poisson Renewal Processes
… this dissertation the emergence of non-Poisson renewal processes in several complex systems is investigated. After reviewing the basics of renewal theory, another popular approach to complexity, called modulation, is introduced. I show how these two different approaches, given a suitable choice …
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On the average generation of a population
… with the use of Branching Processes and Renewal Theory, we establish improved convergence properties of the proposed estimator to the average generation. Expanding and homeostatic populations are studied, allowing the method to be used for more complex patterns of population dynamics that …
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HBCU crises and best practices in the discourse of renewal: a crisis communication case study of three institutions
… a special focus on elements of the discourse of renewal theory each institution implemented. The majority of existing research and literature in the field of crisis communication focuses on crisis management in corporate or governmental environments. This study, through each case presented, …
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Solidarity and ergodic properties of semi-Markov transition probabilities
… transforms and a frequent appeal to renewal theory. The mathematical tools needed for the task are developed in the first chapter. In the second chapter the solidarity nature of geometric ergodicity within an irreducible class is examined, and necessary and sufficient conditions are …
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Solidarity and ergodic properties of semi-Markov transition probabilities
… transforms and a frequent appeal to renewal theory. The mathematical tools needed for the task are developed in the first chapter. In the second chapter the solidarity nature of geometric ergodicity within an irreducible class is examined, and necessary and sufficient conditions are …
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Preventive Maintenance for a Multi-task System
… according to their age replacement times. A renewal theory approach is used to develop an availability expression for the multi-task system. Past research has focused on systems consisting of continuously demanded components and typically does not distinguish between elapsed clock time and …
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Component availability for an age replacement preventive maintenance policy
… new after either service action is completed. A renewal theory approach is used to develop A(t). Past research has concerned infinite time horizons letting analysis proceed with limiting values. This research considers component economic life that is finite. The lifetime, failure service time and …
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Scheduling in switched queueing networks with heavy-tailed trac
… trac. Classical results from queueing theory imply that heavy-tailed queues are delay unstable under any policy, so we focus on the potential impact of heavy tails on light-tailed queues. The main insight derived from this thesis is that the Max-Weight policy performs poorly in the …
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A Bivariate Renewal Process and Its Applications in Maintenance Policies
… (i) bivariate failure modeling, (ii) bivariate renewal modeling, (iii) bivariate corrective maintenance (CM) modeling, (iv) bivariate preventive maintenance (PM) modeling, and (v) bivariate availability modeling. The results provide a foundation for further study of bivariate and multivariate …
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Variable sampling interval control charts
… interval Shewhart chart are investigated through Renewal Theory and Markov chain approaches for the cases of a sudden and gradual shift in the process mean respectively. Also considered is the case of a shift occurring in the time between two samples without the simplifying assumption that the …
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Availability analysis of opportunistic age replacement policies
… measures for the system are developed. A nested renewal theory approach is used is used to develop the system availability function. The nesting is defined by considering the replacement of a specific one of the components as an elementary renewal event and the simultaneous replacement of both …
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A unified study of bounds and asymptotic estimates for renewal equations and compound distributions with applications to insurance risk analysis
… study of bounds and asymptotic estimates for renewal equations and compound distributions and gives applications to aggregate claim distributions, stop-loss premium and ruin probabilities with general claim sizes and especially with heavy-tailed distributions. Chapter 1 presents the …
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Mass transfer to reacting laminar films
… interpretation<br/>of the Whitman "Two-Film Theory"<br/><br/>Subsequently, progressively more difficult forms of this problem have been considered, involving reactions of various orders. Solutions for such cases have been developed using both the film theory and also the more sophisticated …
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Predicting induced sediment oxygen flux in oxygenated lakes and reservoirs
… the Batchelor scale, friction velocity, and film-renewal theory all agree reasonably well with field observations in both lakes. Additionally, the oxygen microprofiles were used to fit a transient model of oxygen kinetics in lake sediment and determine the appropriate kinetic model. Oxygen …