Abstract—The queueing performance of a (secondary) cognitive user is investigated for a hierarchical network where there are N independent and identical primary users. Each prima...
— In this paper, numerical calculation schemes of the buffer occupation probability for a buffer which is fed by a large number of independent and stationary sources are evaluate...
We consider a portfolio allocation problem where the objective function is a tail event such as probability of large portfolio losses. The dependence between assets is captured th...
— In this paper, we perform a complete asymptotic performance analysis of the stochastic approximation algorithm (denoted subspace network learning algorithm) derived from Oja’...