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» Dependence Modeling for Stochastic Simulation
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FS
2010
140views more  FS 2010»
13 years 8 months ago
Nonparametric estimation for a stochastic volatility model
Abstract Consider discrete time observations (X δ)1≤ ≤n+1 of the process X satisfying dXt = √ VtdBt, with Vt a one-dimensional positive diffusion process independent of the...
F. Comte, V. Genon-Catalot, Yves Rozenholc
INFOCOM
1994
IEEE
14 years 2 months ago
Traffic Models for Wireless Communication Networks
In this paper, we introduce a deterministic fluid model and two stochastic traffic models for wireless networks. The setting is a highway with multiple entrances and exits. Vehicl...
Kin K. Leung, William A. Massey, Ward Whitt
PEWASUN
2006
ACM
14 years 3 months ago
Analytical modeling of random waypoint mobility patterns
Mobility, in its various forms, is one of the sources of several technical challenges being addressed in the last years to achieve a more flexible computing and communication inf...
Fábio Delamare, Fernando Luís Dotti,...
CORR
2010
Springer
116views Education» more  CORR 2010»
13 years 4 months ago
Mixed-Membership Stochastic Block-Models for Transactional Networks
Abstract: Transactional network data can be thought of as a list of oneto-many communications (e.g., email) between nodes in a social network. Most social network models convert th...
Mahdi Shafiei, Hugh Chipman
INFOCOM
2000
IEEE
14 years 2 months ago
Stochastic Modeling of TCP over Lossy Links
—An analytical framework for modeling the performance of a single TCP session in the presence of random packet loss is presented. A Markovian approach is developed that allows us...
Alhussein A. Abouzeid, Sumit Roy, Murat Azizoglu