Infinite-Dimensional Linear Stochastic Systems with Random Coefficients and Local Interactions
(2018) MASM01 20181Mathematical 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:
http://lup.lub.lu.se/student-papers/record/8950876
- author
- Bengtsson, Henrik
- supervisor
- organization
- course
- MASM01 20181
- year
- 2018
- 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}}, }