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Tillämpning av identifieringsteknik inom lagerhållning : En fallstudie inom kemiindustrin / Application of identification technology in warehousing : A case study in the chemical industryBahadin Tarik, Zewar, Berndtsson, Victor January 2018 (has links)
The purpose of the report is to analyse how automatic identification technology affects traceability, and then analyse the effects of automatic identification technology on inventory management. This report is based on the research questions "How can barcodes and RFID affect inventory management?" and "What advantages and disadvantages can automatic identification technologies lead to in warehousing?". In order to answer the report's purpose and research questions, a case study was conducted. The company is a manufacturing company and is active in the chemical industry. The company is categorized as a large company located in western Sweden. Two challenges for the company are to reduce the number of incorrect deliveries and improve the inventory accuracy. These problems are due to the fact that activities in the company's warehouse are done manually. The consequence is reduced inventory efficiency and a risk for dissatisfied customers. During the 2017 fiscal year 45 non-conformances were registered, some of which derives from incorrect deliveries. Empirical data was collected through interviews, observations and internal documents. The case study consists of a process mapping in which the company's processes and activities have been mapped. To obtain a better basis for analysis, a literature study of earlier research was conducted in the field of traceability and automatic identification technologies. A summary of the literature study is found in the theoretical framework. The theoretical framework includes traceability, automatic identification and data capture (AIDC), barcodes and radio frequency identification (RFID).The results shows which activities in the process mapping that identification technologies can be applied to and what effects an application may lead to. It appears that the identification technologies have similar effects on inventory management as they both result in automated product identification and automated transfer of information. These effects in combination with an integration with the ERP-system can lead to increased inventory efficiency with fewer incorrect deliveries and improved inventory accuracy. The company is recommended to implement AIDC, however the study shows that further research needs to be carried out to investigate what kind of barcodes or RFID is most beneficial. / Rapportens syfte är att undersöka hur identifieringsteknik påverkar spårbarhet, för att därefter undersöka vilka effekter en tillämpning av identifieringsteknik kan leda till inom lagerhållning. Denna rapport utgår från frågeställningarna “Hur kan streckkoder och RFID påverka lagerhållning?” och “Vilka för- och nackdelar kan automatisk identifieringsteknik inom lagerhållning leda till?”.För att besvara rapportens syfte och frågeställning genomfördes en fallstudie. Fallföretaget är ett tillverkande företag och är verksamt inom kemiindustrin. Företaget kategoriseras som ett storföretag med säte i Västsverige. Två utmaningar för företaget är att minska antalet felaktiga leveranser och förbättra precisionen i lagersaldot. Dessa problem är en följd av att aktiviteter i företagets lagerhållning sker manuellt. Konsekvensen är en försämrad lagereffektivitet och risk för missnöjda kunder. Under verksamhetsåret 2017 registrerades 45 avvikelser, där en del av dessa kan härledas till felaktiga leveranser. Empiriskt material insamlades genom intervjuer, observationer och dokumentstudier. Fallstudien består av en processkartläggning där företagets processer och aktiviteter kartlagts. För att få ett bättre underlag för analys så genomfördes en litteraturstudie av tidigare forskning inom ämnesområdena spårbarhet och automatisk identifieringsteknik. En sammanställning av litteraturstudien återfinns i det teoretiska ramverket. Det teoretiska ramverket innefattar spårbarhet, automatisk identifierings- och datafångstteknik (AIDC), streckkoder och radiofrekvensidentifiering (RFID). Resultatet visar vilka aktiviteter i processkartläggningen där identifieringsteknik kan tillämpas samt vilka effekter en tillämpning kan medföra. Det framkommer att streckkoder och RFID har liknande effekter på lagerhållningen då de båda medför automatiserad produktidentifiering och automatiserad informationsöverföring. Om streckkoder eller RFID integreras med affärssystemet kan det medföra en högre lagereffektivitet med färre felaktiga leveranser och ett mer korrekt lagersaldo. Företaget rekommenderas att implementera en teknik för produktidentifiering. Däremot visar studien att fortsatt forskning behöver genomföras för att undersöka vilken typ av streckkoder eller RFID som är mest gynnsamt.
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Control and Reduction of Deviations in Production Processes : An Intelligent Quality Management approachGerlich, Sven Patrick, Gottschalk, Max January 2019 (has links)
Companies situated in the manufacturing industry are facing many challenges. In order to stay competitive and to be able to meet customer needs the product and process quality must be ensured through efficient Quality Management (QM) activities. In this context, occurrences of deviations in production processes are often a significant problem causing an increased rate of scraps and rework actions, which have a direct impact on the production system performance. Therefore, the purpose of this thesis is to explore the concept of IQM in connection with ways to control and reduce deviations within production processes. The single case study approach has been chosen to fulfill the purpose and to answer the research questions of this study. The selected case company is a large wooden furniture manufacturer located in the south of Sweden. The company is a subsidiary of one of the biggest global groups, which is designing, producing and selling furniture and home accessories. Within this case study design, a technique triangulation of observation, document study and interview has been executed in order to gather valid research data. The results of this thesis are, that deviations in production processes (re-)occur due to human, technological and organizational (HTO) shortcomings, where the interfaces between the three segments play major roles. Moreover, the HTO approach can be the basis for identifying the reasons for deviations, which facilitates the adoption of QM principles, practices and techniques to handle deviations in production processes. The concept of IQM could support the control and reduction of deviations in production processes, but also entails a risk of causing more deviations if it is poorly implemented. Moreover, a framework has been created, which provides an understanding on what role IQM could play in the context of deviations in production processes. It can be concluded, that a good basis for future research regarding IQM has been built. Future research needs to verify the gathered results of this thesis in different settings as well as practically implement IQM to a company´s system.
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Política fiscal, previsões orçamentárias e os determinantes dos desvios de execução no Brasil / Fiscal policy, budget forecasts and the determinants of execution deviations in BrazilPiza, Elaine Cristina de 18 July 2016 (has links)
O objetivo desta tese é analisar os determinantes políticos e econômicos dos desvios de execução orçamentária no Brasil, no período de 2002 a 2015. Desvios de execução são definidos como a diferença entre o valor observado da variável e o valor previsto no orçamento. A partir do uso de dados em tempo real, isto é, dados disponíveis aos formuladores de política no momento em que as decisões de política fiscal são tomadas, busca-se compreender os desvios de execução da política fiscal à luz de alguns fatores atuantes na fase de planejamento e execução da política, confrontando a intencionalidade declarada pelo executor da política no planejamento orçamentário com os resultados finais obtidos. Para contornar a ausência de uma base de dados em tempo real organizada para a economia brasileira, a base utilizada foi construída a partir dos documentos oficiais gerados ao longo das fases do processo orçamentário. A construção dessa base, no entanto, limitou-se em função da insuficiência de dados em tempo real de acesso público. Para atingir o objetivo proposto, os desvios de execução fiscal foram inicialmente avaliados a partir da análise dos eventos que condicionaram o planejamento e a execução do orçamento. À esta análise somou-se uma análise empírica, na qual buscou-se identificar os determinantes da fase de planejamento, a partir da análise dos fatores que influenciam na previsão de arrecadação, e os condicionantes da fase de execução orçamentária, a partir da identificação dos fatores que contribuem para os desvios de execução. Os resultados indicam que a previsão fiscal distanciou-se mais significativamente dos valores realizados a partir do ano de 2012 e que os desvios nas previsões dos fatores macroeconômicos, sobretudo na previsão de crescimento do PIB ajudam a explicar esse distanciamento. Verificou-se também um otimismo persistente nas projeções de crescimento do PIB utilizadas para a elaboração do orçamento. Adicionalmente, verificou-se que a adoção de subterfúgios contábeis adotados pelo Governo para atingir artificialmente as metas de superávit primário resultam em uma execução orçamentária desvinculada do orçamento planejado, dificultando a análise dos desvios de execução e transformando o processo de planejamento orçamentário em mera exigência legal, sem aplicação prática. / This thesis aims to analyze the politic and economic determinants of the budget execution deviation in Brazil, from 2002 to 2015. Execution deviation is defined as the difference between the observed value of the variable and the forecast budget value. From the use of real-time data, i.e., data available to policy makers at the time the fiscal policy decisions are taken, we seek to understand the execution deviations from fiscal policy in the light of some active factors during the planning phase and policy execution, confronting the intention declared by the policy maker in the budget planning with the final results. To work around the lack of a real-time dataset organized for the Brazilian economy, the dataset used was built from the official documents generated throughout the phases of the budget process. The construction of this dataset, however, was limited due to insufficient data in real-time public access. To achieve this goal, the fiscal execution deviations were initially evaluated from the analysis of the events that conditioned the planning and execution of the budget. To this analysis we added up an empirical analysis, in which we attempted to identify the determinants of the planning phase from the analysis of the factors that influence in the revenue forecast and the conditioners of the budget execution phase from the identification of factors contributing to the execution deviations. The results indicate that the realized values drifted away significantly more from the fiscal forecast from the year 2008 and that the deviations in the forecasts of macroeconomic factors, particularly in the GDP growth forecast, help to explain this gap.
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RELAÇÕES DE DISTÂNCIA E DE COMPLEXIDADE ENTRE TRAÇOS DISTINTIVOS NA GENERALIZAÇÃO EM TERAPIA DE DESVIOS FONOLÓGICOSDuarte, Sabrina Hohmann 29 August 2006 (has links)
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Previous issue date: 2006-08-29 / The general aim of this study was to verify the generalizations obtained by children with
phonological deviations, submitted to the treatment proposed in the ABAB withdrawal and
multiple probe (TYLER & FIGURSKI, 1994), which takes the relations of distance and
markedness among the distinctive features that were identified considering the target
segment(s) used in therapy, as well as the segments absent in the child s phonological system,
as their parameters of analysis. These two types of relations between features have motivated
the application, in this research, of two therapeutic models: (a) the MICT Modelo
Implicacional de Complexidade de Traços , proposed by Mota (1996), and (b) the MOTIDT
Modelo Terapêutico Implicacional de Distância entre Traços , which is being proposed in
this study. Both therapeutic models assume that the treatment, starting with a target segment
that presents an internal structure with a complex feature configuration, makes its acquisition
possible, and conducts to generalization, making the segments with simpler internal structure
and feature configuration emerge. What differs fundamentally in the two therapeutic
proposals is the criterion for the choice of the target segment of the therapy and the
expectation of generalization. In the subjects treated by MICT, the choice of the target
segment(s) is derived from the relations of complexity established by the co-occurrence
between the features and the ways the subjects increased complexity during the phonological
acquisition with phonological deviations following the existing implicational laws between
the marked features, as described in the model. In the MOTIDT, the choice of the target
segments is determined based on the distances among the features that integrate their structure
and the structure of the missing segment(s) in the child s phonological system. This distance
was determined following the feature geometry proposed by Clements & Hume (1995). The
sample of this work was composed of six subjects with phonological deviations, which were
divided into pairs, following the criterion of the degree of equivalency, considering the
severity of the deviation, constituting three pairs of subjects in the research. Initially, the data
were collected according to the proposal of Tyler & Figurski (1994), in which two sessions
are destined for the application of the Phonological Evaluation of the Child (YAVAS,
MATZENAUER-HERNANDORENA & LAMPRECHT, 1991), and a session is reserved for
collecting spontaneous speech. After this, the data were transcribed and submitted to a
contrasting analysis, based on Autosegmental Phonology (CLEMENTS & HUME, 1995), and
an analysis based on the two therapeutic models used in the study: the MICT and the
MOTIDT. The analysis of the subjects in this study have shown that the MOTIDT can
constitute an alternative therapeutic model for the clinical practice of treating phonological
deviation. The generalizations occurred in the phonological systems of the subjects treated by
this therapeutic model have reduced the treatment period once the subjects transferred
knowledge of the target segments in a faster and more comprehensive form, when compared
to the patients treated under the MICT model. It is believed, however, that there are still more
points to be explored and proven, with a greater number of subjects. / Este estudo teve por objetivo geral verificar as generalizações obtidas por crianças com
desvios fonológicos, submetidas a um tratamento delineado segundo o modelo ABAB
Retirada e Provas Múltiplas , de Tyler & Figurski (1994), tomando-se, como parâmetro de
análise, as relações de distância e de complexidade entre traços distintivos identificadas
entre o(s) segmento(s)-alvo utilizado(s) na terapia e entre o(s) segmento(s) ausente(s) no
sistema da criança. Esses dois tipos de relações entre traços levaram ao emprego, nesta
pesquisa, de dois modelos terapêuticos: (a) o MICT Modelo Implicacional de
Complexidade de Traços , proposto por (MOTA, 1996) e (b) o MOTIDT Modelo
Terapêutico Implicacional de Distância entre Traços , que está sendo proposto no presente
estudo. Ambos os modelos terapêuticos têm como pressuposto que o tratamento a partir de
um segmento-alvo que apresente uma estrutura interna com configuração de traços
complexa possibilita a sua aquisição e a generalização, fazendo emergirem segmentos
com estrutura interna e configuração de traços considerada menos complexa. O que difere
fundamentalmente as duas propostas terapêuticas é o critério para a escolha do segmentoalvo
da terapia e a expectativa de generalização. No MICT, a escolha do(s) segmento(s)-
alvo(s) deriva das relações de complexidade estabelecidas pelas coocorrências entre os
traços. Os caminhos percorridos pelas crianças, para o incremento de complexidade
durante a aquisição fonológica com desvio, seguem leis implicacionais existentes entre os
traços marcados, como descrito no modelo. No MOTIDT, a escolha do(s) segmento(s)-
alvo(s) é determinada com base nas distâncias entre os traços que integram a sua estrutura
e a estrutura do(s) segmento(s) ausente(s) no sistema da criança. Essa distância foi
determinada a partir da geometria de traços proposta por Clements & Hume (1995). A
amostra deste trabalho foi composta por seis sujeitos com desvios fonológicos, os quais
foram divididos em pares, seguindo-se o critério de grau de equivalência em se
considerando a severidade do desvio, constituindo-se, assim, três pares de sujeitos na
investigação. Inicialmente os dados foram coletados, segundo a proposta de Tyler &
Figurski (1994), em que duas sessões são destinadas para a aplicação do Instrumento de
Avaliação Fonológica da Criança (Yavas, Matzenauer-Hernandorena & Lamprecht, 1991)
e uma sessão é reservada para a coleta de fala espontânea. Após, foram transcritos e
submetidos a uma análise contrastiva, a uma análise através do modelo teórico da
Fonologia Autossegmental (Clements & Hume, 1995) e a uma análise através dos dois
modelos terapêuticos utilizados no estudo: o MICT e o MOTIDT. O MOTIDT, pelos
dados dos sujeitos aqui estudados, mostrou que também pode ser mais uma opção de
modelo terapêutico para a prática clínica dos desvios fonológicos. As generalizações
ocorridas nos sistemas fonológicos dos sujeitos tratados por esse modelo terapêutico
tornaram a duração do tratamento fonoaudiológico reduzida, uma vez que os sujeitos
transferiram a aprendizagem dos segmentos-alvo de forma mais rápida e abrangente,
quando comparados aos sujeitos tratados através do MICT. Acredita-se que haja ainda
muitos pontos a serem explorados e comprovados ou não, com um número maior de sujeitos.
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Potentiels chimiques dans des systèmes stationnaires hors d'équilibre en contact : une approche par les grandes déviations / Chemical potentials in driven steady-state systems in contact : a large deviation approachGuioth, Jules 04 October 2018 (has links)
Cette thèse porte sur la physique statistique des systèmes hors d’équilibre maintenus dans un état stationnaire. Plus spécifiquement, ce travail s’intéresse à des quantités macroscopiques conservées (le volume, la masse, etc.) qui peuvent être échangées entre plusieurs systèmes hors d’équilibre en contact. Cette mise en contact d’un ou plusieurs systèmes est une situation fondamentale en thermodynamique classique des systèmes à l’équilibre, en ce qu’elle permet de définir la notion de paramètre thermodynamique conjugué comme la température, la pression, le potentiel chimique, etc., qui dérivent d’un même potentiel thermodynamique. Dans les systèmes hors d’équilibre stationnaires, l’existence de tels paramètres conjugués dérivant d’un potentiel thermodynamique (énergie libre) demeure une question ouverte. En se focalisant sur la situation du contact entre deux systèmes stochastiques hors d’équilibre quelconques de particules sur réseau dans des états homogènes, nous montrons l’existence d’une fonction de grande déviation attachée aux densités globales des deux systèmes, lorsque la fréquence d’échange de particules entre ces derniers est faible. Cette fonction de grandes déviations hors d'équilibre, analogue de l’énergie libre, vérifie une équation dite de Hamilton-Jacobi. Nous identifions les conditions naturelles pour lesquelles la fonction de grandes déviations est additive, menant ainsi à la définition de potentiels chimiques hors-équilibre. Néanmoins, nous montrons que ceux-ci dépendent de façon générique de la dynamique au contact et ne vérifient donc pas d’équation d’état. En l’absence de bilan détaillé macroscopique, l’équation de Hamilton-Jacobi est beaucoup plus difficile à résoudre. Une analyse perturbative par rapport aux forçages hors-équilibres permet de se convaincre que l’additivité est génériquement brisée dès les premiers ordres de perturbation en l’absence de bilan détaillé. Au-delà de la propriété d’additivité, cette fonction de grandes déviations peut être liée dans un certain nombre de cas au travail exercé par un potentiel extérieur à travers une relation de type second principe de la thermodynamique. Nous discutons également différentes façons d’y avoir accès expérimentalement.Fort de cette analyse théorique générale, nous illustrons celle-ci sur des systèmes stochastiques sur réseau classiques (Zero Range Process et Driven Lattice Gases) ainsi que sur un modèle de transport de masse original, exactement soluble. Nous appliquons également notre analyse sur des systèmes de particules auto-propulsées indépendantes. Dans chaque cas, l’importance du contact est alors pleinement révélée, en accord avec la littérature récente, que ce soit au niveau de la dynamique elle-même ou de la position de ce dernier vis-à-vis des systèmes. / This thesis deals with the statistical physics of out-of-equilibrium systems maintained in a steady state. More specifically, this work focuses on macroscopic conserved quantities (volume, mass, etc.) that can be exchanged between several out-of-equilibrium systems brought into contact. The contact between two systems is a fundamental situation in classical thermodynamics of equilibrium systems, since it allows one to define the notion of intensive thermodynamic parameter such as temperature, pressure, chemical potential, etc., derived from the same thermodynamic potential. For non-equilibrium steady state systems, the general existence of such intensive parameters remains an open issue. By focusing on the contact situation between two out-of-equilibrium stochastic systems on lattice in homogeneous states, we show the existence of a large deviation function attached to the overall densities of both systems, when the frequency of particle exchange between them is low. This large deviations function, analogous to a free energy, satisfies a so-called Hamilton-Jacobi equation. We identify the natural conditions for which the large deviation function is additive, leading to the definition of non-equilibrium chemical potentials. Nevertheless, we show that the latter generically depends on the contact dynamics and therefore do not obey any equation of state. In the absence of a macroscopic detailed balance, the Hamilton-Jacobi equation is much more difficult to solve. A perturbative analysis with respect to the driving forces allows one to show that additivity is generically broken. Beyond this additivity property, this large deviations function can – under certain assumptions – be related to the work applied by an external potential through a generalisation of the second law. We also discuss different ways to get access experimentally to this out-of-equilibrium free energy.Based on this general theoretical analysis, we eventually provide several illustrations on standard stochastic lattice models (Zero Range Process and Driven Lattice gases in particular) as well as a detailed analysis of an original, exactly solvable, mass transport model. Standard models of independent self-propelled particles are also discussed. The importance of the contact is eventually fully revealed, in agreement with recent literature, either in terms of the dynamics at contact itself or because of its position with respect to both systems.
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marches aleatoires en milieu aleatoire et marches branchantesAidekon, Elie 27 May 2009 (has links) (PDF)
Cette thèse porte sur deux modèles de marches aléatoires. Notre premier modèle appartient à la famille des marches aléatoires en environnement aléatoire. Nous nous plaçons dans la situation où le graphe sur lequel évolue la marche est un arbre régulier ou de Galton-Watson, et nous intéressons aux propriétés asymptotiques de cette marche. Dans le cas transient, nous étudions la vitesse de la marche aléatoire. Nous obtenons un critère explicite pour avoir une vitesse non nulle, et donnons l'ordre de grandeur de la distance à la racine dans le régime à vitesse nulle. Nous appliquons nos résultats aux marches renforcées sur un arbre. Nous traitons ensuite des probabilités de grandes déviations de la marche. Nous évaluons le coût d'avoir une situation atypique de ralentissement ou d'accélération. Sous la probabilité annealed, nous distinguons les différents régimes de grandes déviations. La deuxième partie de ce travail présente un modèle de marches aléatoires branchantes avec absorption. Nous modélisons l'évolution d'une population se déplaçant sur l'axe des réels positifs, et dont les membres meurent lorsqu'ils passent l'origine. Deux régimes existent suivant la survie ou non de la population. En cas d'extinction totale de la population, nous trouvons les équivalents asymptotiques des probabilités de survie au temps n.
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Avvikelsens mekanismer : Observationer av projekt i praktiken / Mechanisms of deviations : Observations of projects in practiceHällgren, Markus January 2009 (has links)
Bakgrund I det närmaste alla organisationer strävar efter att använda sina resurser så effektivt som möjligt. Vad som dock inte diskuterats i någon större utsträckning är att den starkt kopplade komplexa organisationen inte klarar av att bemöta ens den minsta avvikelsen utan att ägna den direkt uppmärksamhet. Den övergripande frågan är därför Hur hanteras avvikelser i starkt kopplade projekt? Det teoretiska ramverket är först och främst projektlitteratur men ramverket vidgas sedermera till att omfatta praktikansatslitteratur samt Weicks (1976) ”Loosely coupled systems”. Metod Givet ansatsen faller det sig naturligt att göra en fallstudie med observationer som huvudsaklig metod. Utöver tolv veckors observationer förlitar jag mig på 57 intervjuer och mängder av dokument. En organisation, två projektgrupper och 118 avvikelser observerades totalt under perioden. De data som samlades in analyserades med hjälp av dataprogrammet Nvivo. Resultat Analysen är uppdelad i tre integrerade kapitel. Det första kapitlet diskuterar avvikelser som företeelse och definierar begreppet närmare. En avvikelse definieras som en händelse som kräver såväl identitet som handlingskraft. Det andra analyskapitlet analyserar praktiken närmare. Allt som allt observerades 29 praktiker vilka kunde grupperas i åtta praktikmönster. Praktikmönstren kunde sedermera inordnas i två distinkta löskopplingsmönster i en teoretiskt underbyggd och empiriskt styrkt figur. Figuren och följaktligen praktikmönstren beskriver hur avvikelsen görs löst kopplad. Det tredje analyskapitlet diskuterar fem mekanismer som följer av med de löst kopplade avvikelserna. Dessa fem mekanismer kan sedermera betonas och utnyttjas av projektledaren. Slutsatser Slutsatserna följer två spår. Det ena spåret fokuserar på projekt i allmänhet och projektledning i synnerhet. Slutsatsen som kan dras där är att det finns en inneboende osäkerhet i projekt som kan utnyttjas för att hantera avvikelser. Alla avvikelser har inte stora konsekvenser men de besitter vissa gemensamma egenskaper. Det andra spåret är ett bidrag till teorin om löst kopplade system. Länge har en processuell och praktikbaserad studie saknats. Genom att undersöka löskopplingsprocesser i ljuset av en praktikansats har jag visat hur löskopplingsprocesser ser ut.
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Guessing And Compression : A Large Deviations ApproachHanawal, Manjesh Kumar 02 1900 (has links)
The problem of guessing a random string is studied. It arises in the analysis of the strength of secret-key cryptosystems against guessing attacks. Expected number of guesses, or more generally moments of the number of guesses needed to break the cryptosystem grow exponentially with the length of the string. This thesis studies the rate of exponential growth of these moments using the theory of large deviations.
A closer elation between guessing and compression is first established. For systems with large key rates, it is shown that if the source’s sequence of so-called information spectrum random variables satisfies the large deviation property with a certain rate function, then the limiting guessing exponent exists and is a scalar multiple of the Legendre-Fenchel dual of the rate function. This is then used to rederive several prior results. The large deviations approach brings to light the relevance of information spectrum in determining guessing exponents.
For systems with key-rate constraints, bounds are derived on the limiting guessing exponents for general sources. The obtained bounds are shown to be tight for stationary memoryless, Markov, and unifilar sources, thus recovering some known results. The bounds are obtained by establishing a close relationship between error exponents and correct decoding exponents for fixed rate source compression on the one hand and exponents for guessing moments on the other.
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Theorems of large deviations for the sums of a random number of independent random variables / Atsitiktinio skaičiaus nepriklausomų dėmenų sumos didžiųjų nuokrypių teoremosKasparavičiūtė, Aurelija 21 January 2014 (has links)
The research object of this thesis is the sum of a random number of summands of independent identically distributed random variables with positive weights. Such sums appear as models, for example, in insurance, finance mathematics. Throughout the thesis, it is assumed that the random number of summands is independent of the summands, the summands satisfy S. N. Bernstein's condition, and the random number of summands together with weights satisfy some compatibility conditions. The aim of this dissertation is a normal approximation to a distribution of the sum of a random number of summands of independent identically distributed random variables with positive weights that takes into consideration large deviations in both the Cramer and the power Linnik zones. / Disertacinio darbo tyrimo objektas yra atsitiktinio dėmenų skaičiaus nepriklausomų vienodai pasiskirsčiusių atsitiktinių dydžių su teigiamais svoriniais koeficientais sumos, kurios kaip modelis sutinkamos, pavyzdžiui, finansų, draudos matematikose. Daromos prielaidos, kad atsitiktinis dėmenų skaičius yra nepriklausomas nuo sumos dėmenų, atsitiktiniai dėmenys tenkina apibendrintą S. N. Bernšteino sąlygą, o atsitiktinis dėmenų skaičius kartu su svoriais tenkina tam tikras suderinamumo sąlygas. Disertacijos tikslas yra standartizuotos (centruotos ir normuotos) minėtos atsitiktinės sumos skirstinio aproksimacija standartiniu normaliuoju dėsniu didžiųjų nuokrypių tiek Kramero, tiek ir laipsninėse Liniko zonose.
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Atsitiktinio skaičiaus nepriklausomų dėmenų didžiųjų nuokrypių teoremos / Theorems of large deviations for the sums of a random number of independent random variablesKasparavičiūtė, Aurelija 21 January 2014 (has links)
Disertacinio darbo tyrimo objektas yra atsitiktinio dėmenų skaičiaus nepriklausomų vienodai pasiskirsčiusių atsitiktinių dydžių su teigiamais svoriniais koeficientais sumos, kurios kaip modelis sutinkamos, pavyzdžiui, finansų, draudos matematikose. Daromos prielaidos, kad atsitiktinis dėmenų skaičius yra nepriklausomas nuo sumos dėmenų, atsitiktiniai dėmenys tenkina apibendrintą S. N. Bernšteino sąlygą, o atsitiktinis dėmenų skaičius kartu su svoriais tenkina tam tikras suderinamumo sąlygas. Disertacijos tikslas yra standartizuotos (centruotos ir normuotos) minėtos atsitiktinės sumos skirstinio aproksimacija standartiniu normaliuoju dėsniu didžiųjų nuokrypių tiek Kramero, tiek ir laipsninėse Liniko zonose. / The research object of this thesis is the sum of a random number of summands of independent identically distributed random variables with positive weights. Such sums appear as models, for example, in insurance, finance mathematics. Throughout the thesis, it is assumed that the random number of summands is independent of the summands, the summands satisfy S. N. Bernstein's condition, and the random number of summands together with weights satisfy some compatibility conditions. The aim of this dissertation is a normal approximation to a distribution of the sum of a random number of summands of independent identically distributed random variables with positive weights that takes into consideration large deviations in both the Cramer and the power Linnik zones.
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