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FRANCISCO CHAMÚ MORALES: Estimation of Max-Stable Processes Using Monte Carlo Methods with Applications to Financial Risk Assessment (Under the direction of Richard L. Smith) Multivariate extreme value theory is concerned with the joint distribution of extremes of multiple random variables. The theory is used in a number of areas such as finance and(More)
Marc Laurent Serre Environmental Spatiotemporal Mapping and Ground Water Flow Modelling Using the BME and ST Methods (Under the direction of George Christakos) Modelling the natural processes that shape our environment is a difficult task, both numerically and theoretically. The numerical solution of physical laws describing natural processes, such the flow(More)
The problem of selecting pair-potentials of finite range for Gibbs random fields is considered as an important step in modelling multi-textured images. In a decision theoretic set-up, the Bayesian procedure is approximated by using Laplace's method for asymptotic expansion of integrals. Certain frequentist properties of the selection procedure are(More)
Feng Chen: ADMISSION CONTROL AND ROUTING IN MULTI-PRIORITY SYSTEMS (Under the direction of Professor Vidyadhar G. Kulkarni) We consider a manufacturer that offers two types of prioritized warranties for its product. Type 1 warranty guarantees a shorter turnaround time than type 2 warranty. Hence items covered by type 1 warranty receive higher priority in(More)
Gender has been identified as a risk factor for non-contact anterior cruciate ligament (ACL) injuries. Although some possible biomechanical risk factors underlying the gender differences in the risk for non-contact ACL injuries have been identified, they have not been quantitatively confirmed yet because of the descriptive nature of the traditional(More)