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Infinite-Dimensional Linear Stochastic Systems with Random Coefficients and Local Interactions

Bengtsson, Henrik (2018) MASM01 20181
Mathematical Statistics
Abstract
In this thesis some results for a model that is a merge between the random coefficient autoregressive
model of order one and a stochastic process with local interaction in time and space are presented. The
first part of the thesis deals with some result from the random coefficient model. The second part of
this thesis deals with the random coefficient model with local interaction. Results such as expectation,
variance bounds and some covariance results are presented.
Please use this url to cite or link to this publication:
author
Bengtsson, Henrik
supervisor
organization
course
MASM01 20181
year
type
H2 - Master's Degree (Two Years)
subject
keywords
Stochastic processes, Local interaction, autoregressive random coefficients, probability the- ory.
language
English
id
8950876
date added to LUP
2018-06-18 14:19:29
date last changed
2018-06-18 14:19:29
@misc{8950876,
  abstract     = {{In this thesis some results for a model that is a merge between the random coefficient autoregressive
model of order one and a stochastic process with local interaction in time and space are presented. The
first part of the thesis deals with some result from the random coefficient model. The second part of
this thesis deals with the random coefficient model with local interaction. Results such as expectation,
variance bounds and some covariance results are presented.}},
  author       = {{Bengtsson, Henrik}},
  language     = {{eng}},
  note         = {{Student Paper}},
  title        = {{Infinite-Dimensional Linear Stochastic Systems with Random Coefficients and Local Interactions}},
  year         = {{2018}},
}