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You searched for subject:(Stacionarus skirstinys). Showing records 1 – 3 of 3 total matches.

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Vilnius University

1. Skorniakova, Aušra. Vienos Markovo grandinės stacionaraus skirstinio uodegos vertinimas.

Degree: Master, 2014, Vilnius University

Šiame darbe nagrinėta tam tikra asimptotiškai homogeninė Markovo grandinė ir rasta jos stacionaraus skirstinio uodegos asimptotika. Nagrinėta grandinė negali būti ištirta šiuo metu žinomais metodais, todėl darbas turi praktinę reikšmę. Spręstas uždavinys aktualus sunkių uodegų analizėje.

In this work we have investigated some asymptotically homogeneous Markov chain and found asymptotics of the stationary distribution tail. To our best knowledge, considered chain cannot be investigated by means of existing methods, hence obtained results have practical value. Solved problem is relevant in heavy tail analysis.

Advisors/Committee Members: Kazakevičius, Vytautas (Master's thesis supervisor).

Subjects/Keywords: Tail asymptotics; Stationary distribution; Markov chain; Uodegos asimptotika; Stacionarus skirstinys; Markovo grandinė

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

APA (6th Edition):

Skorniakova, Aušra. (2014). Vienos Markovo grandinės stacionaraus skirstinio uodegos vertinimas. (Masters Thesis). Vilnius University. Retrieved from http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2012~D_20140704_174717-95989 ;

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

Chicago Manual of Style (16th Edition):

Skorniakova, Aušra. “Vienos Markovo grandinės stacionaraus skirstinio uodegos vertinimas.” 2014. Masters Thesis, Vilnius University. Accessed February 28, 2021. http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2012~D_20140704_174717-95989 ;.

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

MLA Handbook (7th Edition):

Skorniakova, Aušra. “Vienos Markovo grandinės stacionaraus skirstinio uodegos vertinimas.” 2014. Web. 28 Feb 2021.

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

Vancouver:

Skorniakova, Aušra. Vienos Markovo grandinės stacionaraus skirstinio uodegos vertinimas. [Internet] [Masters thesis]. Vilnius University; 2014. [cited 2021 Feb 28]. Available from: http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2012~D_20140704_174717-95989 ;.

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

Council of Science Editors:

Skorniakova, Aušra. Vienos Markovo grandinės stacionaraus skirstinio uodegos vertinimas. [Masters Thesis]. Vilnius University; 2014. Available from: http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2012~D_20140704_174717-95989 ;

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete


Vilnius University

2. Skorniakov, Viktor. Asymptotically homogeneous Markov chains.

Degree: PhD, Mathematics, 2010, Vilnius University

In the dissertation there is investigated a class of Markov chains defined by iterations of a function possessing a property of asymptotical homogeneity. Two problems are solved: 1) there are established rather general conditions under which the chain has unique stationary distribution; 2) for the chains evolving in a real line there are established conditions under which the stationary distribution of the chain is heavy-tailed.

Disertacijoje tirta Markovo grandinių klasė, kurios iteracijos nusakomos atsitiktinėmis asimptotiškai homogeninėmis funkcijomis, ir išspręsti du uždaviniai: 1) surastos bendros sąlygos, kurios garantuoja vienintelio stacionaraus skirstinio egzistavimą; 2) vienmatėms grandinėms surastos sąlygos, kurioms esant stacionarus skirstinys turi "sunkias" uodegas.

Advisors/Committee Members: Kazakevičius, Vytautas (Doctoral dissertation supervisor), Leipus, Remigijus (Doctoral dissertation committee chair), Grigelionis, Bronius (Doctoral dissertation committee member), Kaminskas, Vytautas (Doctoral dissertation committee member), Bikelis, Algimantas (Doctoral dissertation committee member), Paulauskas, Vygantas (Doctoral dissertation committee member), Giraitis, Liudas (Doctoral dissertation opponent), Surgailis, Donatas (Doctoral dissertation opponent), Leipus, Remigijus (Doctoral dissertation committee chair), Grigelionis, Bronius (Doctoral dissertation committee member), Kaminskas, Vytautas (Doctoral dissertation committee member), Bikelis, Algimantas (Doctoral dissertation committee member), Paulauskas, Vygantas (Doctoral dissertation committee member), Kazakevičius, Vytautas (Doctoral dissertation advisor).

Subjects/Keywords: Markov chains; Stationary distribution; Tail index; Markovo grandinės; Stacionarus skirstinys; Uodegos indeksas

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

APA (6th Edition):

Skorniakov, V. (2010). Asymptotically homogeneous Markov chains. (Doctoral Dissertation). Vilnius University. Retrieved from http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2010~D_20101223_152954-43357 ;

Chicago Manual of Style (16th Edition):

Skorniakov, Viktor. “Asymptotically homogeneous Markov chains.” 2010. Doctoral Dissertation, Vilnius University. Accessed February 28, 2021. http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2010~D_20101223_152954-43357 ;.

MLA Handbook (7th Edition):

Skorniakov, Viktor. “Asymptotically homogeneous Markov chains.” 2010. Web. 28 Feb 2021.

Vancouver:

Skorniakov V. Asymptotically homogeneous Markov chains. [Internet] [Doctoral dissertation]. Vilnius University; 2010. [cited 2021 Feb 28]. Available from: http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2010~D_20101223_152954-43357 ;.

Council of Science Editors:

Skorniakov V. Asymptotically homogeneous Markov chains. [Doctoral Dissertation]. Vilnius University; 2010. Available from: http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2010~D_20101223_152954-43357 ;


Vilnius University

3. Skorniakov, Viktor. Asimptotiškai homogeninės Markovo grandinės.

Degree: Dissertation, Mathematics, 2010, Vilnius University

Disertacijoje tirta Markovo grandinių klasė, kurios iteracijos nusakomos atsitiktinėmis asimptotiškai homogeninėmis funkcijomis, ir išspręsti du uždaviniai: 1) surastos bendros sąlygos, kurios garantuoja vienintelio stacionaraus skirstinio egzistavimą; 1) vienmatėms grandinėms surastos sąlygos, kurioms esant stacionarus skirstinys turi "sunkias" uodegas.

In the dissertation there is investigated a class of Markov chains defined by iterations of a function possessing a property of asymptotical homogeneity. Two problems are solved: 1) there are established rather general conditions under which the chain has unique stationary distribution; 2) for the chains evolving in a real line there are established conditions under which the stationary distribution of the chain is heavy-tailed.

Advisors/Committee Members: Kazakevičius, Vytautas (Doctoral dissertation supervisor), Leipus, Remigijus (Doctoral dissertation committee chair), Grigelionis, Bronius (Doctoral dissertation committee member), Kaminskas, Vytautas (Doctoral dissertation committee member), Bikelis, Algimantas (Doctoral dissertation committee member), Paulauskas, Vygantas (Doctoral dissertation committee member), Giraitis, Liudas (Doctoral dissertation opponent), Surgailis, Donatas (Doctoral dissertation opponent), Kazakevičius, Vytautas (Doctoral dissertation advisor), Leipus, Remigijus (Doctoral dissertation committee chair), Kaminskas, Vytautas (Doctoral dissertation committee member), Bikelis, Algimantas (Doctoral dissertation committee member), Paulauskas, Vygantas (Doctoral dissertation committee member), Grigelionis, Bronius (Doctoral dissertation committee member).

Subjects/Keywords: Markovo grandinės; Stacionarus skirstinys; Uodegos indeksas; Markov chains; Stationary distribution; Tail index

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

APA (6th Edition):

Skorniakov, V. (2010). Asimptotiškai homogeninės Markovo grandinės. (Doctoral Dissertation). Vilnius University. Retrieved from http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2010~D_20101223_153005-15690 ;

Chicago Manual of Style (16th Edition):

Skorniakov, Viktor. “Asimptotiškai homogeninės Markovo grandinės.” 2010. Doctoral Dissertation, Vilnius University. Accessed February 28, 2021. http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2010~D_20101223_153005-15690 ;.

MLA Handbook (7th Edition):

Skorniakov, Viktor. “Asimptotiškai homogeninės Markovo grandinės.” 2010. Web. 28 Feb 2021.

Vancouver:

Skorniakov V. Asimptotiškai homogeninės Markovo grandinės. [Internet] [Doctoral dissertation]. Vilnius University; 2010. [cited 2021 Feb 28]. Available from: http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2010~D_20101223_153005-15690 ;.

Council of Science Editors:

Skorniakov V. Asimptotiškai homogeninės Markovo grandinės. [Doctoral Dissertation]. Vilnius University; 2010. Available from: http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2010~D_20101223_153005-15690 ;

.