Essays about: "wiener"

Showing result 21 - 25 of 79 essays containing the word wiener.

  1. 21. Connection between discrete time random walks and stochastic processes by Donsker's Theorem

    University essay from Mälardalens högskola/Akademin för utbildning, kultur och kommunikation

    Author : Zandra Bernergård; [2020]
    Keywords : Donsker’s Theorem; convergence; wiener process; random walk;

    Abstract : In this paper we will investigate the connection between a random walk and a continuous time stochastic process. Donsker's Theorem states that a random walk under certain conditions will converge to a Wiener process. READ MORE

  3. 22. On the Properties of Wiener-Lévy Functions

    University essay from Linnéuniversitetet/Institutionen för matematik (MA)

    Author : Albin Petersson; [2019]
    Keywords : ;

    Abstract : This thesis concerns the Wiener algebra of periodic functions with absolutely convergent Fourier series, and the "Wiener-Lévy functions", meaning functions that preserve absolute convergence of Fourier series under composition. Results regarding the properties of functions in the Wiener algebra are established, as well as properties of Wiener-Lévy functions. READ MORE

  4. 23. Cubature on Wiener Space for the Heath--Jarrow--Morton framework

    University essay from Mälardalens högskola/Akademin för utbildning, kultur och kommunikation

    Author : Lutufyo Mwangota; [2019]
    Keywords : Heath–Jarrow–Morton model; stochastic Taylor expansion; Cubature formulae; Brownian signature; forward rate.;

    Abstract : This thesis established the cubature method developed by Gyurkó & Lyons (2010) and Lyons & Victor (2004) for the Heath–Jarrow–Morton (HJM) model. The HJM model was first proposed by Heath, Jarrow, and Morton (1992) to model the evolution of interest rates through the dynamics of the forward rate curve. READ MORE

  5. 24. Deep Learning for Speech Enhancement : A Study on WaveNet, GANs and General CNN-RNN Architectures

    University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Author : Oscar Xing Luo; [2019]
    Keywords : ;

    Abstract : Clarity and intelligiblity are important aspects of speech, especially in a time of misinformation and mistrust. The breakthrough in generative models for audio files has brought massive improvements for speech enhancement. READ MORE

  6. 25. Measurement system for low frequency and low amplitude AC voltage of given frequency

    University essay from Högskolan i Gävle/Elektronik

    Author : Viktor Kaltenböck; [2019]
    Keywords : ;

    Abstract : This work is about digital signal processing methods to be used to determine information of low frequency low amplitude signals of known frequency. Different adaptive filter concepts such as Wiener filter, NLMS filter and lock-in are implemented and compared to each other. READ MORE