Global ETD Search

111	Biconvex programming and deterministic and stochastic location allocation problems Selim, Shokri Zaki 12 1900 (has links) No description available. Convex programming Stochastic processes
112	Global optimization of stochastic functions Al-Mharmah, Hisham 12 1900 (has links) No description available. Mathematical optimization Stochastic processes
113	Stochastic behavior of resonant, nearly-linear oscillator systems for arbitrarily small nonlinear coupling Lunsford, Gary Hamilton 12 1900 (has links) No description available. Stochastic processes Statistical mechanics
114	Some topics in risk-sensitive stochastic dynamic models Chung, Kun-Jen 08 1900 (has links) No description available. Stochastic processes Markov processes
115	Brownian approximations for queueing networks with finite buffers : modeling, heavy traffic analysis and numerical implementations Dai, Wanyang 12 1900 (has links) No description available. Queuing theory Stochastic processes
116	Higher order algorithms for the numerical integration of stochastic differential equations Honeycutt, Rebecca Lee 08 1900 (has links) No description available. Algorithms Stochastic differential equations
117	Random evolutions with feedback Siegrist, Kyle Travis 05 1900 (has links) No description available. Markov processes Stochastic processes
118	Probabilistic and Stochastic Computational Models: from Nanoelectronic to Biological Applications Liang, Jinghang Unknown Date No description available. stochastic computation probabilistic computation
119	Multichannel autoregressive data modelling in geophysics Tyraskis, Panagiotis A. January 1979 (has links) No description available. Stochastic analysis. Geophysics -- Research.
120	General tightness conditions and weak convergence of point processes Schiopu-Kratina, I. (Ioana) January 1985 (has links) In this dissertation, we consider two aspects of the theory of weak convergence of cadlag processes. / We first give a necessary and sufficient condition for the tightness of a sequence of cadlag processes (chapters 2,3) which generalizes Rebolledo's condition (see 13 ). It is a stochastic condition in the sense that stopping times rather than deterministic times are used in the statement. / We then discuss the predictability of the limit of a sequence of predictable processes (chapters 4-6). For a convergent sequence of point processes we show that, if the sequence of compensators converges, then the limit of compensators is the compensator of the limit of point processes (chapters 4,5). / Finally, we prove in Chapter 6 that extended weak convergence of a sequence of increasing predictable processes ensures the predictability of the limit. Stochastic processes. Point processes.

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