Sökning: "Statistics for stochastic events"

Visar resultat 1 - 5 av 6 uppsatser innehållade orden Statistics for stochastic events.

1. 1. A temporal Hawkes process model for shooting occurrences in Sweden

   Kandidat-uppsats, Lunds universitet/Statistiska institutionen

   Författare :Sara Kopelman; [2024]
   Nyckelord :Point processes; stochastic processes; statistics; conditional intensity; crime; shootings; Mathematics and Statistics;

   Sammanfattning : The Hawkes process, also referred to as a self-exciting point process, is a class of point processes where the intensity is conditioned on previous events. More specifically, an event occurrence excites the process, temporarily increasing the probability of more events occurring. LÄS MER

3. 2. Diffusion and Camera-Noise Modelling for Analysis of Single-Particle Tracking Movies

   Master-uppsats, Lunds universitet/Beräkningsbiologi och biologisk fysik - Genomgår omorganisation

   Författare :Erik Clarkson; [2022]
   Nyckelord :reaction-diffusion; camera-noise modelling; single-particle tracking; Gillespie simulations; Physics and Astronomy;

   Sammanfattning : Interactions between T-cells and other body cells is an essential part of the immune system. It involves the binding between surface receptors of the two cells. Specifically, T-cell receptors (TCRs) bind onto pMHC (peptide-loaded major histocompatibility complex) molecules on the partnering cell surface. LÄS MER

4. 3. Analytic Approximation of Transition Probabilities

   Kandidat-uppsats, Lunds universitet/Matematisk statistik

   Författare :Jonathan Foley; [2020]
   Nyckelord :Transition Probability; Markov Process; Stochastic Process; Euler Method; Mathematics and Statistics;

   Sammanfattning : A transition probability is essentially a likelihood of ’something random’ transitioning from one state of being to another. Though, more formally, for all intents and purposes, the ’something random’ is a sequence of random events, which is a stochastic process. There are many stochastic processes that are valuable to understand. LÄS MER

5. 4. Counterparty Credit Exposures for Interest Rate Derivatives using Stochastic Grid Bundling Method and Change of Measure

   Master-uppsats, Lunds universitet/Matematisk statistik

   Författare :Johan Gustavsson; [2017]
   Nyckelord :OTC; Counterparty credit risk; HW1F; Market price of risk; CVA; Potential Future Exposure; Expected Exposure; Bermudan swaption; Stochastic Grid Bundling Method; SGBM.; Mathematics and Statistics;

   Sammanfattning : The notional amounts outstanding of over-the-counter (OTC) derivatives had grown exponentially for almost two decades and its rapid growth were mainly due the increase in OTC interest rate derivatives. As of december 2014, the total notional amounts outstanding in the global OTC market was 630 trillions USD and the OTC interest rate derivatives represents about 80% of the market. LÄS MER

7. 5. Titanium vacancy diffusion in TiN via non-equilibrium ab initio molecular dynamics

   Master-uppsats, Linköpings universitet/Teoretisk Fysik

   Författare :Davide Gambino; [2016]
   Nyckelord :Titanium nitride; Ti monovacancy migration; Non-equilibrium ab initio molecular dynamics; Color diffusion algorithm; Statistics for stochastic events;

   Sammanfattning : Transition metal nitrides (TMNs) refractory ceramic materials are  widely employed as wear-resistant protective coatings in industrial machining as well as diffusion barriers inhibiting migration of metal impurities from the interconnects to the semiconducting region of electronic devices. TiN is the prototype of this class of materials and the most studied among TMNs. LÄS MER