Use this URL to cite or link to this record in EThOS: http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.677926
Title: The impact of periodicity on the zero-crossings of random functions
Author: Wilson, Lorna Rachel Maven
ISNI:       0000 0004 5369 6662
Awarding Body: University of Nottingham
Current Institution: University of Nottingham
Date of Award: 2015
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Abstract:
Continuous random processes are used to model a huge variety of real world phenomena. In particular, the zero-crossings of such processes find application in modelling processes of diffusion, meteorology, genetics, finance and applied probability. Understanding the zero-crossings behaviour improves prediction of phenomena initiated by a threshold crossing, as well as extremal problems where the turning points of the process are of interest. To identify the Probability Density Function (PDF) for the times between successive zero-crossings of a stochastic process is a challenging problem with a rich history. This thesis considers the effect of an oscillatory auto-correlation function on the zero-crossings of a Gaussian process. Examining statistical properties of the number of zeros in a fixed time period, it is found that increasing the rate of oscillations in the auto-correlation function results in more ‘deterministic’ realisations of the process. The random interval times between successive zeros become more regular, and the variance is reduced. Accurate calculation of the variance is achieved through analysing the correlation between intervals,which numerical simulations show can be anti-correlated or correlated, depending on the rate of oscillations in the auto-correlation function. The persistence exponent describes the tail of the inter-event PDF, which is steeper where zero-crossings occur more regularly. It exhibits a complex phenomenology, strongly influenced by the oscillatory nature of the auto-correlation function. The interplay between random and deterministic components of a system governs its complexity. In an ever-more complex world, the potential applications for this scale of ‘regularity’ in a random process are far reaching and powerful.
Supervisor: Not available Sponsor: Not available
Qualification Name: Thesis (Ph.D.) Qualification Level: Doctoral
EThOS ID: uk.bl.ethos.677926  DOI: Not available
Keywords: QA273 Probabilities
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