Essays about: "asymptotics"

Found 5 essays containing the word asymptotics.

  1. 1. Asymptotics of beta-Hermite Ensembles

    University essay from Linköpings universitet/Matematisk statistik; Linköpings universitet/Tekniska fakulteten

    Author : Filip Berglund; [2020]
    Keywords : beta-Hermite ensembles; Gaussian ensembles; empirical distribution function; level density; largest eigenvalue; order statistic; Sturm sequence; Hermite polynomials; beta-Hermite ensemblerna; gaussiska ensemblerna; empiriska fördelningsfunktionen; nivåtäthet; största egenvärdet; ordningsstatiska; Sturmföljder; Hermitepolynom;

    Abstract : In this thesis we present results about some eigenvalue statistics of the beta-Hermite ensembles, both in the classical cases corresponding to beta = 1, 2, 4, that is the Gaussian orthogonal ensemble (consisting of real symmetric matrices), the Gaussian unitary ensemble (consisting of complex Hermitian matrices) and the Gaussian symplectic ensembles (consisting of quaternionic self-dual matrices) respectively. We also look at the less explored general beta-Hermite ensembles (consisting of real tridiagonal symmetric matrices). READ MORE

  3. 2. Covariance Matrix Regularization for Portfolio Selection: Achieving Desired Risk

    University essay from Lunds universitet/Matematisk statistik

    Author : Manu Upadhyaya; [2020]
    Keywords : covariance matrix; portfolio selection; risk; Mathematics and Statistics;

    Abstract : The modus operandi of most asset managers is to promise clients an annual risk target, where risk is measured by realized standard deviation of portfolio returns. Moreover, Markowitz (1952) portfolio selection requires an estimate of the covariance matrix of the returns of the financial instruments under consideration. READ MORE

  4. 3. A permutation evaluation of the robustness of a high-dimensional test

    University essay from Uppsala universitet/Statistiska institutionen

    Author : Nils Eckerdal; [2018]
    Keywords : 𝑛; 𝑝 -asymptotics; permutation test; U-statistics;

    Abstract : The present thesis is a study of the robustness and performance of a test applicable in the high-dimensional context (𝑝>𝑛) whose components are unbiased statistics (U-statistics). This test (the U-test) has been shown to perform well under a variety of circumstances and can be adapted to any general linear hypothesis. READ MORE

  5. 4. On the asymptotics of models for a spatially homogeneous and isotropic spacetime

    University essay from KTH/Matematik (Inst.)

    Author : Ludvig Hult; Eric Larsson; [2012]
    Keywords : ;

    Abstract : In this thesis, we present an analysis of two cosmological models. We begin by determining the asymptotics for solutions to Einstein's equation in an isotropic, homogeneous and at spacetime under weak assumptions on the behaviour of matter. Then, we examine how two dierent matter models aect the asymptotics. READ MORE

  6. 5. Population growth : analysis of an age structure population model

    University essay from Matematiska institutionen

    Author : Nina Håkansson; [2005]
    Keywords : Age structure; population model; partial differential equation; asymptotics; stability;

    Abstract : This report presents an analysis of a partial differential equation, resulting from population model with age structure. The existence and uniqueness of a solution to the equation are proved. We look at stability of the solution. The asymptotic behaviour of the solution is treated. READ MORE