Browsing Matematik by Author "Işlak, Ümit."

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  • Covariance estimation of spatio-temporal random variables with kronecker product based models 
    Dağıdır, Can Hakan. (Thesis (M.S.) - Bogazici University. Institute for Graduate Studies in Science and Engineering, 2022., 2022)
    Covariance estimation is a widely studied topic. Due to the nature of many prob lems, high-dimensional Spatio-temporal scenarios are considered frequently. In some cases, the true covariance matrices are also expected to ...
  • First moment problem in longest common subsequences 
    Demirelli, Abdurrahman. (Thesis (M.S.) - Bogazici University. Institute for Graduate Studies in Science and Engineering, 2018., 2018.)
    In this thesis, we investigate the properties of the longest common subsequences in random words, examine upper and lower bounds for the expected value of the longest common subsequences in this setting, and discuss the ...
  • On asymptotics of two non-uniform recursive tree models 
    Hiesmayr, Ella Veronika. (Thesis (M.S.) - Bogazici University. Institute for Graduate Studies in Science and Engineering, 2017., 2017.)
    In this thesis the properties of two kinds of non-uniform random recursive trees are studied. In the first model weights are assigned to each node, thus altering the attachment probabilities. We will call these trees weighted ...
  • On online and approximate cover time problems 
    Yıldız, Mehmet Akif. (Thesis (M.S.) - Bogazici University. Institute for Graduate Studies in Science and Engineering, 2020., 2020.)
    As a generalization of the classical coupon collector problem in the probability theory, the cover time in random walks on Markov chains has been investigated in numerous studies in the literature. Especially, there are ...
  • Propp-Wilson algorithm and beyond 
    Işlak, Ümit. (Thesis (M.S.)-Bogazici University. Institute for Graduate Studies in Science and Engineering, 2010., 2010.)
    Propp-Wilson algorithm is a Markov chain Monte Carlo method that produces samples that are drawn exactly from the stationary distribution of a given Markov chain. The aim of this master thesis is to unify the underlying ...
  • Stationary distributions and convergence rates for the edge flipping process 
    Demirci, Yunus Emre. (Thesis (M.S.) - Bogazici University. Institute for Graduate Studies in Science and Engineering, 2021., 2021.)
    The edge flipping process is a random walk over the set of all possible color patterns of a graph. Each time the two endpoints of the selected edge are colored the same color. This color is blue with probability p and red ...

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