+publisher:"Oregon State University" +contributor:("Waymire, Edward C.")

Oregon State University

1. Loke, Sooie-Hoe. Ruin Problems with Risky Investments.

Degree: PhD, Mathematics, 2015, Oregon State University

URL: http://hdl.handle.net/1957/57263

► In this dissertation, we study two risk models. First, we consider the dual risk process which models the surplus of a company that incurs expenses… (more)

Subjects/Keywords: ruin probability; Investments

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APA (6^th Edition):

Loke, S. (2015). Ruin Problems with Risky Investments. (Doctoral Dissertation). Oregon State University. Retrieved from http://hdl.handle.net/1957/57263

Chicago Manual of Style (16^th Edition):

Loke, Sooie-Hoe. “Ruin Problems with Risky Investments.” 2015. Doctoral Dissertation, Oregon State University. Accessed April 11, 2021. http://hdl.handle.net/1957/57263.

MLA Handbook (7^th Edition):

Loke, Sooie-Hoe. “Ruin Problems with Risky Investments.” 2015. Web. 11 Apr 2021.

Vancouver:

Loke S. Ruin Problems with Risky Investments. [Internet] [Doctoral dissertation]. Oregon State University; 2015. [cited 2021 Apr 11]. Available from: http://hdl.handle.net/1957/57263.

Council of Science Editors:

Loke S. Ruin Problems with Risky Investments. [Doctoral Dissertation]. Oregon State University; 2015. Available from: http://hdl.handle.net/1957/57263

Oregon State University

2. Titus, Mathew W. Mixing Times for Diffusive Lattice-Based Markov Chains.

Degree: PhD, 2017, Oregon State University

URL: http://hdl.handle.net/1957/61860

► Markov chains have long been used to sample from probability distributions and simulate dynamical systems. In both cases we would like to know how long… (more)

▼ Markov chains have long been used to sample from probability distributions and simulate dynamical systems. In both cases we would like to know how long it takes for the chain's distribution to converge to within ε of the stationary distribution in total variation distance; the answer to this is t_mix(ε), called the mixing time of the chain. After this time, we can sample the Markov chain's position to approximate sampling the underlying stationary distribution, and the chain's dynamics exhibit equilibrium behavior. In this dissertation we study the effect that the system size (diameter of the state space, say) has on the mixing time of a sequence ≤ ft( x⁽ⁿ⁾, 𝓛⁽ⁿ⁾, 𝓟⁽ⁿ⁾ )) of Markov chains which have locally-finite lattice state spaces, and transition probability functions converging to those of a gradient dynamical system. In lieu of a precise functional form for the mixing time, the problem we study is the asymptotic growth rate as n → ∞. This dissertation offers a novel solution utilizing the weak scaling limits of the Markov chains and local central limit theory for random walks on lattices. By separating the state space into high-drift and low-drift regions where weak limits are valid, and utilizing martingale theory to approximate the chain's behavior in the intermediate regions, we determine the time required for the distribution to converge weakly to to stationarity. This decomposition of the state space makes evaluating the existence of cutoff straightforward as well. Then a local limit theorem is used to strengthen the weak convergence to total variation convergence. The theory developed is then applied to recover recent mixing time results for statistical mechanical models, giving independent proof of known mixing behavior in the mean-field Ising and Potts models, as well as a full description of the mixing behavior of the Blume-Capel model. Advisors/Committee Members: Waymire, Edward C. (advisor), Thomann, Enrique (committee member).

Subjects/Keywords: Markov chain

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Titus, M. W. (2017). Mixing Times for Diffusive Lattice-Based Markov Chains. (Doctoral Dissertation). Oregon State University. Retrieved from http://hdl.handle.net/1957/61860

Chicago Manual of Style (16^th Edition):

Titus, Mathew W. “Mixing Times for Diffusive Lattice-Based Markov Chains.” 2017. Doctoral Dissertation, Oregon State University. Accessed April 11, 2021. http://hdl.handle.net/1957/61860.

MLA Handbook (7^th Edition):

Titus, Mathew W. “Mixing Times for Diffusive Lattice-Based Markov Chains.” 2017. Web. 11 Apr 2021.

Vancouver:

Titus MW. Mixing Times for Diffusive Lattice-Based Markov Chains. [Internet] [Doctoral dissertation]. Oregon State University; 2017. [cited 2021 Apr 11]. Available from: http://hdl.handle.net/1957/61860.

Council of Science Editors:

Titus MW. Mixing Times for Diffusive Lattice-Based Markov Chains. [Doctoral Dissertation]. Oregon State University; 2017. Available from: http://hdl.handle.net/1957/61860

Oregon State University

3. Kim, HoeWoon. The Stokes problem of fluid mechanics, Riesz transform, and the Helmholtz-Hodge decomposition : probabilistic methods and their representations.

Degree: PhD, Mathematics, 2010, Oregon State University

URL: http://hdl.handle.net/1957/19545

► The flow of incompressible, viscous fluids in R³ is governed by the non-linear Navier-Stokes equations. Two common linearizations of the Navier-Stokes equations, the Stokes equations… (more)

Subjects/Keywords: Stokes problem

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Kim, H. (2010). The Stokes problem of fluid mechanics, Riesz transform, and the Helmholtz-Hodge decomposition : probabilistic methods and their representations. (Doctoral Dissertation). Oregon State University. Retrieved from http://hdl.handle.net/1957/19545

Chicago Manual of Style (16^th Edition):

Kim, HoeWoon. “The Stokes problem of fluid mechanics, Riesz transform, and the Helmholtz-Hodge decomposition : probabilistic methods and their representations.” 2010. Doctoral Dissertation, Oregon State University. Accessed April 11, 2021. http://hdl.handle.net/1957/19545.

MLA Handbook (7^th Edition):

Kim, HoeWoon. “The Stokes problem of fluid mechanics, Riesz transform, and the Helmholtz-Hodge decomposition : probabilistic methods and their representations.” 2010. Web. 11 Apr 2021.

Vancouver:

Kim H. The Stokes problem of fluid mechanics, Riesz transform, and the Helmholtz-Hodge decomposition : probabilistic methods and their representations. [Internet] [Doctoral dissertation]. Oregon State University; 2010. [cited 2021 Apr 11]. Available from: http://hdl.handle.net/1957/19545.

Council of Science Editors:

Kim H. The Stokes problem of fluid mechanics, Riesz transform, and the Helmholtz-Hodge decomposition : probabilistic methods and their representations. [Doctoral Dissertation]. Oregon State University; 2010. Available from: http://hdl.handle.net/1957/19545

4. Johnson, Torrey (Torrey Allen). Branching random walk and probability problems from physics and biology.

Degree: PhD, Mathematics, 2012, Oregon State University

URL: http://hdl.handle.net/1957/30268

► This thesis studies connections between disorder type in tree polymers and the branching random walk and presents an application to swarm site-selection. Chapter two extends… (more)

Subjects/Keywords: tree polymer; Random walks (Mathematics)

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APA (6^th Edition):

Johnson, T. (. A. (2012). Branching random walk and probability problems from physics and biology. (Doctoral Dissertation). Oregon State University. Retrieved from http://hdl.handle.net/1957/30268

Chicago Manual of Style (16^th Edition):

Johnson, Torrey (Torrey Allen). “Branching random walk and probability problems from physics and biology.” 2012. Doctoral Dissertation, Oregon State University. Accessed April 11, 2021. http://hdl.handle.net/1957/30268.

MLA Handbook (7^th Edition):

Johnson, Torrey (Torrey Allen). “Branching random walk and probability problems from physics and biology.” 2012. Web. 11 Apr 2021.

Vancouver:

Johnson T(A. Branching random walk and probability problems from physics and biology. [Internet] [Doctoral dissertation]. Oregon State University; 2012. [cited 2021 Apr 11]. Available from: http://hdl.handle.net/1957/30268.

Council of Science Editors:

Johnson T(A. Branching random walk and probability problems from physics and biology. [Doctoral Dissertation]. Oregon State University; 2012. Available from: http://hdl.handle.net/1957/30268

5. Chunikhina, Evgenia V. Valuing options in a discrete time regime switching model with jumps.

Degree: MS, Mathematics, 2014, Oregon State University

URL: http://hdl.handle.net/1957/54650

► In this work, we provide a detailed analysis of a discrete time regime switching financial market model with jumps. We consider the model under two… (more)

Subjects/Keywords: Discrete-time systems

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APA (6^th Edition):

Chunikhina, E. V. (2014). Valuing options in a discrete time regime switching model with jumps. (Masters Thesis). Oregon State University. Retrieved from http://hdl.handle.net/1957/54650

Chicago Manual of Style (16^th Edition):

Chunikhina, Evgenia V. “Valuing options in a discrete time regime switching model with jumps.” 2014. Masters Thesis, Oregon State University. Accessed April 11, 2021. http://hdl.handle.net/1957/54650.

MLA Handbook (7^th Edition):

Chunikhina, Evgenia V. “Valuing options in a discrete time regime switching model with jumps.” 2014. Web. 11 Apr 2021.

Vancouver:

Chunikhina EV. Valuing options in a discrete time regime switching model with jumps. [Internet] [Masters thesis]. Oregon State University; 2014. [cited 2021 Apr 11]. Available from: http://hdl.handle.net/1957/54650.

Council of Science Editors:

Chunikhina EV. Valuing options in a discrete time regime switching model with jumps. [Masters Thesis]. Oregon State University; 2014. Available from: http://hdl.handle.net/1957/54650

Oregon State University

6. Glaffig, Clemens H. Gibbs states and correlation.

Degree: MS, Mathematics, 1984, Oregon State University

URL: http://hdl.handle.net/1957/40918

► Certain important concepts from the theory of Gibbs states are first described in the simple setting of the finite volume case. With the extension to… (more)

Subjects/Keywords: Gibbs' free energy

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Glaffig, C. H. (1984). Gibbs states and correlation. (Masters Thesis). Oregon State University. Retrieved from http://hdl.handle.net/1957/40918

Chicago Manual of Style (16^th Edition):

Glaffig, Clemens H. “Gibbs states and correlation.” 1984. Masters Thesis, Oregon State University. Accessed April 11, 2021. http://hdl.handle.net/1957/40918.

MLA Handbook (7^th Edition):

Glaffig, Clemens H. “Gibbs states and correlation.” 1984. Web. 11 Apr 2021.

Vancouver:

Glaffig CH. Gibbs states and correlation. [Internet] [Masters thesis]. Oregon State University; 1984. [cited 2021 Apr 11]. Available from: http://hdl.handle.net/1957/40918.

Council of Science Editors:

Glaffig CH. Gibbs states and correlation. [Masters Thesis]. Oregon State University; 1984. Available from: http://hdl.handle.net/1957/40918

Oregon State University

7. Orum, John Christopher. Branching processes and partial differential equations.

Degree: PhD, Mathematics, 2004, Oregon State University

URL: http://hdl.handle.net/1957/15828

► The recursive and stochastic representation of solutions to the Fourier transformed Navier-Stokes equations, as introduced by [34], is extended in several ways. First, associated families… (more)

Subjects/Keywords: Navier-Stokes equations

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Orum, J. C. (2004). Branching processes and partial differential equations. (Doctoral Dissertation). Oregon State University. Retrieved from http://hdl.handle.net/1957/15828

Chicago Manual of Style (16^th Edition):

Orum, John Christopher. “Branching processes and partial differential equations.” 2004. Doctoral Dissertation, Oregon State University. Accessed April 11, 2021. http://hdl.handle.net/1957/15828.

MLA Handbook (7^th Edition):

Orum, John Christopher. “Branching processes and partial differential equations.” 2004. Web. 11 Apr 2021.

Vancouver:

Orum JC. Branching processes and partial differential equations. [Internet] [Doctoral dissertation]. Oregon State University; 2004. [cited 2021 Apr 11]. Available from: http://hdl.handle.net/1957/15828.

Council of Science Editors:

Orum JC. Branching processes and partial differential equations. [Doctoral Dissertation]. Oregon State University; 2004. Available from: http://hdl.handle.net/1957/15828

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