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2002
Springer
13 years 8 months ago
Copulae as a new tool in financial modelling
The paper presents an overview of financial applications of copulas. Copulas permit to represent joint distribution functions by splitting the marginal behavior, embedded in the ma...
Elisa Luciano, Marina Marena
EPEW
2006
Springer
14 years 16 days ago
Model Checking for a Class of Performance Properties of Fluid Stochastic Models
Abstract. Recently, there is an explosive development of fluid approaches to computer and distributed systems. These approaches are inherently stochastic and generate continuous st...
Manuela L. Bujorianu, Marius C. Bujorianu
ICIP
2007
IEEE
14 years 10 months ago
Faithful Shape Representation for 2D Gaussian Mixtures
It has been recently discovered that a faithful representation for the shape of some simple distributions can be constructed using invariant statistics [1, 2]. In this paper, we c...
Mireille Boutin, Mary I. Comer
PODS
2006
ACM
134views Database» more  PODS 2006»
14 years 9 months ago
Finding global icebergs over distributed data sets
Finding icebergs ? items whose frequency of occurrence is above a certain threshold ? is an important problem with a wide range of applications. Most of the existing work focuses ...
Qi Zhao, Mitsunori Ogihara, Haixun Wang, Jun Xu
PEWASUN
2008
ACM
13 years 10 months ago
Source traffic modeling in wireless sensor networks for target tracking
Researches around wireless sensor network (WSN) were very prolific recently. However, traffic modeling related WSN research was poorly less. In this paper, source traffic dynamics...
Qinghua Wang, Tingting Zhang