Assinaturas dinâmicas de um sistema coerente com aplicações

Flor, José Alberto Ramos

doi:10.11606/D.45.2012.tde-04062012-181833

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Master's Dissertation

DOI

https://doi.org/10.11606/D.45.2012.tde-04062012-181833

Document

Master's Dissertation

Author

Flor, José Alberto Ramos (Catálogo USP)

Full name

José Alberto Ramos Flor

E-mail

Institute/School/College

Instituto de Matemática e Estatística

Knowledge Area

Statistics

Date of Defense

2012-02-27

Published

São Paulo, 2012

Supervisor

Bueno, Vanderlei da Costa (Catálogo USP)

Committee

Bueno, Vanderlei da Costa (President)
Costa, Oswaldo Luiz do Valle
Tanaka, Nelson Ithiro

Title in Portuguese

Assinaturas dinâmicas de um sistema coerente com aplicações

Keywords in Portuguese

assinatura dinâmica
assinautra do sistema
martingal
processo pontual
sistema coerente
valores extremos.

Abstract in Portuguese

O objetivo da dissertação é analisar a assinatura em um contexto geral que considera a dinâmica no tempo e a dependência estocástica, utilizando a teoria de martingais para processos pontuais.

Title in English

Dynamic signatures of a coherent system with applications.

Keywords in English

coherent systems
dynamic signatures
extreme values.
martingales
point process
signatures of a system

Abstract in English

The main goal in this work is to analyse the signature structure in a broader context considering time dynamics and stochastic dependence using the point processes martingale theory.

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Publishing Date

2012-06-11

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