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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
1

Chaotické náhodné veličiny v aplikované pravděpodobnosti / Chaotic random variables in applied probability

Večeřa, Jakub January 2019 (has links)
This thesis deals with modeling of particle processes. In the first part we ex- amine Gibbs facet process on a bounded window with discrete orientation distri- bution and we derive central limit theorem (CLT) for U-statistics of facet process with increasing intensity. We calculate all asymptotic joint moments for interac- tion U-statistics and use the method of moments for deriving the CLT. Moreover we present an alternative proof which makes use of the CLT for U-statistics of a Poisson facet process. In the second part we model planar segment processes given by a density with respect to the Poisson process. Parametric models involve reference distributions of directions and/or lengths of segments. Statistical methods are presented which first estimate scalar parameters by known approaches and then the reference distribution is estimated non-parametrically. We also introduce the Takacs-Fiksel estimate and demonstrate the use of estimators in a simulation study and also using data from actin fibres from stem cells images. In the third part we study a stationary Gibbs particle process with determin- istically bounded particles on Euclidean space defined in terms of a finite range potential and an activity parameter. For small activity parameters, we prove the CLT for certain statistics of this...
2

Modelování náhodných mozaik / Random tessellations modeling

Seitl, Filip January 2018 (has links)
The motivation for this work comes from physics, when dealing with microstructures of polycrystalline materials. An adequate probabilistic model is a three-dimensional (3D) random tessellation. The original contribution of the author is dealing with the Gibbs-Voronoi and Gibbs- Laguerre tessellations in 3D, where the latter model is completely new. The energy function of the underlying Gibbs point process reflects interactions between geometrical characteristics of grains. The aim is the simulation, parameter estimation and degree-of-fit testing. Mathematical background for the methods is described and numerical results based on simulated data are presented in the form of tables and graphs. The interpretation of results confirms that the Gibbs-Laguerre model is promising for further investigation and applications.
3

Normální aproximace pro statistiku Gibbsových bodových procesů. / Normal approximation for statistics of Gibbs point processes

Maha, Petr January 2018 (has links)
In this thesis, we deal with finite Gibbs point processes, especially the processes with densities with respect to a Poisson point process. The main aim of this work is to investigate a four-parametric marked point process of circular discs in three dimensions with two and three way point interactions. In the second chapter, our goal is to simulate such a process. For that purpose, the birth- death Metropolis-Hastings algorithm is presented including theoretical results. After that, the algorithm is applied on the disc process and numerical results for different choices of parameters are presented. The third chapter consists of two approaches for the estimation of parameters. First is the Takacs-Fiksel estimation procedure with a choice of weight functions as the derivatives of pseudolikelihood. The second one is the estimation procedure aiming for the optimal choice of weight functions for the estimation in order to provide better quality estimates. The theoretical background for both of these approaches is derived as well as detailed calculations for the disc process. The numerical results for both methods are presented as well as their comparison. 1

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