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 20 of 27 for “"supremum"”.
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Sampling error of the supremum of a Lévy process
… study the expected difference of the continuous supremum and discrete maximum of a Lévy process that is often used in finance. We will show that the expected difference is a quantity that highly depends on the variational property of the underlying Lévy process. Two techniques are used with …
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On the Supremum of the Counting Function for the a-Values of a Meromorphic Function
In this dissertation two results are proved concerning the distribution of the solutions of the equation f(z) = a where f is meromorphic in the plane.
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Strongly Asymptotically Optimal Methods for the Pathwise Global Approximation of Stochastic Differential Equations with Coefficients of Super-linear Growth
… equations (SDEs) with respect to the supremum and the L_p error criteria, and we seek approximations that are strongly asymptotically optimal in specific classes of approximations. For the supremum error, we prove strong asymptotic optimality for specific tamed Euler schemes relating …
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Robust Inference in Multiple Nonstationary Time Series
… of Johansen (1988, 1991) and involves taking the supremum of the likelihood ratio over all possible breakpoint vectors. The asymptotic distribution is free of nuisance parameters and consists of the supremum of two terms. The first term is a modification of the usual trace test and the second term …
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Définition et détection des interactions entre les fonctionnalités d'un système téléphonique
… relation. Leur combinaison est définie par leur supremum dans le treillis de raffinement des spécifications. Il y a une interaction entre des services téléphoniques s'il n'existe pas de supremum pour leurs spécifications. Nous détectons les interactions de manière automatique en utilisant le …
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Inference for Parametric Empirical Processes
… highlighting methods for inference that rely on supremum-norm test statistics. Chapter 1 illustrates the use of supremum-norm statistics for inference in simple parametric modeling situations. The estimation of parameters alters the distribution of commonly-used test statistics, but methods are …
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A Weak Type Inequality for Martingale Transforms and Other Subordinate Martingales
… then find a biconcave function to prove that the supremum of these lower estimates is in fact the best constant. We use this biconcave function to prove a sharp weak type inequality for differentially subordinate martingales with the same best constant, and by approximation a similar inequality …
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Design and Analysis of Wireless Networks: Connectivity, Coverage, and Capacity
… wireless networks. The transport capacity is the supremum of the sum of distance-rate product over all source destination pairs. Our results show that in the high attenuation regime when the absorption constant of the medium is positive or the path-loss exponent is larger than 3, the transport …
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The Statistical Exploration in the $G$-expectation Framework: The Pseudo Simulation and Estimation of Variance Uncertainty
… the $G$-expectation can be represented as the supremum of a class of linear expectations. In the past two decades, it has developed into a complete stochastic structure connected with a large family of nonlinear PDEs. Nonetheless, to apply it to real-world problems with uncertainty, it is …
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TESTING THE EQUALITY OF SEVERAL COVARIANCE FUNCTIONS FOR FUNCTIONAL DATA
… of methods, i.e., the L2-norm based test, the supremum-norm based test and the quasi F-type tests, for the multi-sample equal-covariance function testing problem. The asymptotic null distributions of the tests are derived and methods based on Welch-Satterthwaite moment-matching or random …
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On optimal arbitrage under constraints
… in a constrained market can be expressed as the supremum of the fair price of the given contingent claim under certain unconstrained auxiliary Markovian markets. Under suitable assumptions, we further characterize the upper hedging price as viscosity solution to certain variational inequalities. …
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The goodness-of-fit tests for geometric models
… (1986). The second type utilizes the supremum of the absolute value of the standardized difference between the PGF's maximum likelihood estimator (MLE) and its empirical counterpart as the test statistic. We verify the asymptotic properties of the test statistics for the first type of …
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Local complex singularity exponents for isolated singularities
… of]n, the lcse c[sub]0(f) is defined as the supremum of all positive real number [lambda] for which 1/[magnitude of]f[to the power of][2 lambda] is integrable on some neighborhood of the origin. It has been conjectured that c[sub]0(f) should not decrease if f is deformed small enough. Using …
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Distribution of sequences related to L-functions
… and prove asymptotic formulas for the supremum of the real parts of their zeros. Moreover, an investigation of an inverse-type question related to the case of the Riemann zeta function is included. In the second part of this thesis, we expand the class of Dirichlet series whose …
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Likelihood-based testing and model selection for hazard functions with unknown change-points
… We then derive its limiting process and find the supremum distribution of the limiting process to obtain critical values for the test statistic. We first reexamine existing work based on Taylor Series expansions for abrupt changes in exponential data. We generalize these results to include Weibull …
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A Quantamental approach to Bitcoin trading: Are we swinging for the Fences?
… introduce microstructure indexes such as SADF (Supremum Augmented Dickey Fuller) in comparison and conjunction with social indexes.
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Sigma_n-correct Forcing Axioms
… supercompactness and extendibility whose supremum is the first-order version of Vopenka's Principle.</p> <p>By analogy to classical forcing axioms, there is also a hierarchy of Sigma_n-correct bounded forcing axioms which are consistent relative to appropriate large cardinals. At the two …
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Analytical Methods For Levy Processes With Applications To Finance
… answer an open question about the density of the supremum of an alpha-stable process. We find that the density has a conditionally convergent double series representation when alpha is an irrational number. Lastly, we develop an effective and simple algorithm for approximating any process in the …
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Control of flexible spacecraft during a minimum-time maneuver
… toward the end of the time interval, and (3) the supremum"time constant" of the full modeled system is minimized, while (1) serves as a constraint, thus resulting in a finite-time stable modeled system. The above developments are illustrated by means of a numerical example.
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Advanced Statistical Learning Methods in Image Processing
… optimal up to a logarithmic factor under the supremum norm. This provides strong theoretical support for a fast reconstruction method that scales linearly to the number of pixels and provides uncertainty quantification. Third, in the brain image parcellation problem, we propose a new principal …
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