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Parametric and non-parametric inference for Geometric ProcessHo, Pak-kei., 何柏基. January 2005 (has links)
published_or_final_version / abstract / Statistics and Actuarial Science / Master / Master of Philosophy
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Large deviation principles for random measuresHwang, Dae-sik 12 March 1991 (has links)
Large deviation theory has experienced much development and interest in
the last two decades. A large deviation principle is the exponential decay of the
probability of increasingly rare events and the computation of a rate or entropy
function which measures the rate of decay. Within the probability literature there
has been much use made of these rates in diverse applications. These large
deviation principles have been discovered for independent and identically
distributed random variables, as well as random vectors and these have been
extended to some cases of weak dependence.
In this thesis we prove large deviation principles for finite dimensional
distributions of scaling limits of random measures. Functional approaches to large
deviation theory using test functions as dual objects to random measures are also
developed. These results are applied to some important classes of models, in
particular Poisson point processes, Poisson center cluster processes and doubly
stochastic point processes. / Graduation date: 1991
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A kernel approach to the estimation of performance measures in a helicopter ambulance service with missing dataGunes, Ersan 06 1900 (has links)
We study two different operational scenarios for a regional air ambulance service-company which has bases in Northern California. Two of these bases serve the land areas encompassed roughly in a circular area of radius 100 miles centered in Gilroy and Salinas, respectively; with a large part of their coverage areas reachable from either base. The base in Salinas currently operates one helicopter only from Thursday to Monday, whereas the base in Gilroy operates one helicopter 24/7. The company is considering extending the operation of one helicopter to 24/7 for its Salinas base. In this study we analyze the operational impacts of that extension, and develop a framework that can be applied towards the study of the ambulance assignment problem faced by small operators. / pa/cb Original. 10/06/05. updated 09/09/2011.
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Fitting point process by different models.January 1993 (has links)
by Wing-yi, Tam. / Thesis (M.Phil.)--Chinese University of Hong Kong, 1993. / Includes bibliographical references (leaves 74-77). / Chapter Chapter 1 --- Introduction --- p.1 / Chapter Chapter 2 --- Cox and Lewis' Model and Weibull Process Model / Chapter Section 1 --- Nonhomogeneous Poisson Process (NHPP) --- p.5 / Chapter Section 2 --- Cox and Lewis' Model --- p.7 / Chapter Section 3 --- Weibull Process Model --- p.11 / Chapter Section 4 --- Test of NHPP --- p.14 / Chapter Chapter 3 --- Inference for Geometric Process with Inverse Gaussian Distribution / Chapter Section 1 --- Geometric Process (GP) --- p.18 / Chapter Section 2 --- Inverse Gaussian Distribution (IG) --- p.22 / Chapter Section 3 --- Simulation --- p.25 / Chapter Section 4 --- Conclusion --- p.33 / Chapter Chapter 4 --- Comparison Geometric Process Model and NHPP model in Fitting a Point Process / Chapter Section 1 --- Introduction --- p.34 / Chapter Section 2 --- Real Data Examples --- p.39 / Chapter Section 3 --- Conclusion --- p.45 / Tables and Graphs --- p.48 / Appendices --- p.71 / References --- p.74
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Optimal replenishment policy for a stochastic inventory system with random order setup cost.January 2003 (has links)
Zhang Han. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2003. / Includes bibliographical references (leaves 44-46). / Abstracts in English and Chinese. / Abstract --- p.i / Acknowledgement --- p.ii / Chapter 1 --- Introduction --- p.1 / Chapter 2 --- Background Study --- p.4 / Chapter 3 --- "The Cost Function under the (s,c2,c1, S) Policy" --- p.8 / Chapter 4 --- "Determination of the Optimal (s,c2,c1,s) Policy" --- p.16 / Chapter 4.1 --- "The Auxiliary Function lγ(s, c2, C1, 5)" --- p.16 / Chapter 4.2 --- Optimizing Parameters of s(γ) and s(γ) --- p.18 / Chapter 4.3 --- Optimizing Parameters c2 (γ) and c1 (γ) --- p.21 / Chapter 5 --- "Algorithm for Computing the Optimal (s, c2, C1, S) Policy" --- p.27 / Chapter 5.1 --- Brief Description of the Algorithm --- p.27 / Chapter 5.2 --- The Statement of the Algorithm --- p.28 / Chapter 5.3 --- Interpretation of the Algorithm --- p.29 / Chapter 6 --- "The Optimality of the (s, c2,c1, S) Policy" --- p.31 / Chapter 6.1 --- Average Cost Criterion --- p.31 / Chapter 6.2 --- The Proof of Optimality --- p.34 / Chapter 6.3 --- "Optimality Proof for the Modified (s,c2,C1,S) Policy in the Re- laxed Model" --- p.38 / Chapter 6.3.1 --- Introduction of the Relaxed Model --- p.38 / Chapter 6.3.2 --- Average Cost Criteria for the Relaxed Model --- p.38 / Chapter 7 --- Conclusion --- p.42 / Bibliography --- p.43
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Smooth flexible models of nonhomogeneous Poisson processes fit to one or more process realizations /Deo, Shalaka C. January 2009 (has links)
Thesis (M.S.)--Rochester Institute of Technology, 2009. / Typescript. Includes bibliographical references (leaves 108-110).
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Customer allocation policies in a two server network stability and exact asymptotics /Coombs-Reyes, Jerome D., January 2003 (has links) (PDF)
Thesis (Ph. D.)--School of Industrial and Systems Engineering, Georgia Institute of Technology, 2004. Directed by Robert D. Foley. / Vita. Includes bibliographical references (leaves 85-86).
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Enlargement of filtration on Poisson space and some results on the Sharpe ratioWright, John Alexander. January 2011 (has links)
published_or_final_version / Mathematics / Doctoral / Doctor of Philosophy
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On the role of non-uniform smoothness parameters and the probabilistic method in applications of the Stein-Chen method /Weinberg, Graham Victor. January 1999 (has links)
Thesis (Ph.D.)--University of Melbourne, Dept. of Mathematics and Statistics, 2001. / Typescript (photocopy). Includes bibliographical references (leaves 126-128).
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Time dependent queuing systemsFlick, Allen E., Liao, Ming. January 2008 (has links)
Thesis--Auburn University, 2008. / Abstract. Vita. Includes bibliographic references (p.35).
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