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Gibbs particle processes
Petráková, Martina ; Beneš, Viktor (advisor) ; Pawlas, Zbyněk (referee)
We consider a recent result for the existence of infinite-volume marked Gibbs point processes and try to apply it to geometric models. At first, we reformulate a problematic assumption of the considered existence result and check that the theorem still holds. We use this result for the family of Gibbs facet processes (a special case of particle processes) and prove the existence for repulsive interactions. We find counterexamples for the process with attractive interactions and prove that the finite-volume Gibbs facet process in R2 does not exist in this case. We also study the class of Gibbs-Laguerre tessellations of R2 . We cannot use the mentioned existence result in general, but we are able to prove the existence of an infinite-volume Gibbs-Laguerre process with particular energy function, under the assumption that we almost surely see a point. 1
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Geometric Brownian motion in Hilbert space
Bártek, Jan ; Maslowski, Bohdan (advisor) ; Beneš, Viktor (referee)
The present work describes the relation between solutions of a special kind of nonlinear stochastic partial differential equation with multiplicative noise, driven by fractional Brownian motion (fBm), and the solutions of deterministic version of this equation. Solution of the stochastic equation is given explicitly by means of solution to the deterministic equation and trajectories of fBm. The geometric fractional Brownian motion plays an important role here. The solutions are considered both in strong and weak sense. Stochastic integral wrt. fBm with Hurst index H can be defined in various ways. Here we consider a Stratonovich type integral for H > 1/2. The results obtained are used for the study of properties of solution of stochastic porous media equation - the expected value of total mass of the solution and the long-time behaviour of the solution.
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Nonstationary particle processes
Jirsák, Čeněk ; Rataj, Jan (advisor) ; Beneš, Viktor (referee)
Title: Nonstacionary particle processes Author: Čeněk Jirsák Department: Department of Probability and Mathematical Statistics Supervisor: Doc. RNDr. Jan Rataj, CSc., Mathematical Institute, Charles University Supervisor's e-mail address: rataj@karlin.mff.cuni.cz Abstract: Many real phenomena can be modeled as random closed sets of different Hausdorff dimension in Rd . One of the main characteristics of such random set is its expected Hausdorff measure. In case that this measure has a density, the density is called intensity function. In present paper we define a nonparametric kernel estimation of the intensity function. The concept of Hk -rectifiable set has a key role here. Properties of kernel estimation such as unbiasness or convergence behavior are studied. As the esti- mation may be difficult to compute precisely numerical approximations are derived for practical use. Parametric models are also briefly mentioned and the kernel estimation is used with the minimum contrast method to estimate the parameters of the model. At last the suggested methods are tested on simulated data. Keywords: stochastic geometry, intensity measure, random closed set, kernel estimation 1
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Vágní informace na konečných abecedách a její monotónní charakteristiky
Kovářová, Lenka ; Beneš, Viktor (advisor) ; Kupsa, Michal (referee)
Title: Vague information on finite alphabets and its monotonous characteristics Author: Mgr. Lenka Kovářová Department: Department of Probability and Mathematical Statistics Supervisor: prof. RNDr. Viktor Beneš, DrSc. Abstract: The bachelor thesis is focused on information-theoretic source of messages with vague recognition from a final general alphabet. The aim of this work is to compile an overview of existing approaches to entropy and information. There were published several approaches how to convert to the fuzzy set theory the concept of entropy, which was originally introduced in physics, mathematically expressed as an additive-probability model and adjusted for Shannon probabilistic information source. Most of these approaches maintains the additive-probability model, while the emphasis in the theory of fuzzy sets is laid on the characteristics of minimum and maximum. Keywords: Entropy, Information, Fuzzy sets, Vague Entropy, Vague Information 1
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Mixing cards and convergence of Markov chains
Drašnar, Jan ; Prokešová, Michaela (advisor) ; Beneš, Viktor (referee)
This thesis presents mixing of a deck of cards as a random walk on the group of permutations. Perfectly shuffled deck of cards is defined as uniform distribution on this group. For analysis of the distance between the uniform distribution and the current distribution of the Markov chain generated by the shuffling quite general methods are used that can be applied to many other problems - i.e. strong stacionary time, coupling and transformation to an inverse distribution. In the last chapter the riffle shuffle is studied and a rather well-known fact is proved that seven or eight shuffles should be enough to shuffle a deck of 52 cards.
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Application of statitistics to the measurement of characteristics of planar objects
Šedivý, Ondřej ; Saxl, Ivan (advisor) ; Beneš, Viktor (referee)
Nazev prace: Aplikace gcometricke statistiky na mefeni charakteristik rovinnych objektu Autor: Ondfej Sedivy Katcdra: Katedra pravdcpodobnosli a matematicke statistiky Vcdouci bakalafske pracc: RNDr. Ivan Saxl, DrSc, c mail vedouciho: saxl@math.cas.cz Abstrakt: Ci'lem prace je podat strucny a co nejpristupneji napsany pfehled odhadu charakteristik rovinnych objektu z vyberu ponzenych geometrickyini prostfedky. Prvni dvc kapitoly jsou obecncjst'ho razu. Pojednavaji o rozdilech mczi klasickym a geometrickym vyberem z populace a naznafiujf n^ktere zakladni principy dale vyuiivane. Naslcduji ukazky pouziti geomelrickc statistiky k odhadum zakladnich charakteristik pro rovinne souboiy bodu, kfivek a ploch. Kratka zaverecna stat'je včnovana zpusobu zkoumani trojrozmernych objektO. V textu jsou take podrobne zpracovany historicke Buffonovy ulohy ojehle a ctverci. Klicuva slova: geometricka statistika, klasicky a gcomctricky vybeY, Buffonovy ulohy Title: Application of geometrical statistics for measuring characteristics of planar objects Author: Ondfej Sedivy Department: Department of Probability and Mathematical Statistics Supervisor: RNDr. Ivan Saxl, DrSc. Supervisor's e-mail address: saxl@math.cas.cz Abstract: The aim of this work is to offer a short and clearly written review of estimations of characteristics...
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