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QUESTA
2007
98views more  QUESTA 2007»
13 years 10 months ago
The acquisition queue
We propose a new queueing model named the acquisition queue. It differs from conventional queueing models in that the server not only serves customers, but also performs acquisit...
Dee Denteneer, J. S. H. van Leeuwaarden, Ivo J. B....
SAC
2008
ACM
13 years 10 months ago
Computational methods for complex stochastic systems: a review of some alternatives to MCMC
We consider analysis of complex stochastic models based upon partial information. MCMC and reversible jump MCMC are often the methods of choice for such problems, but in some situ...
Paul Fearnhead
CORR
2010
Springer
97views Education» more  CORR 2010»
13 years 9 months ago
Towards a Collision-Free WLAN: Dynamic Parameter Adjustment in CSMA/E2CA
Abstract—Carrier Sense Multiple Access with Enhanced Collision Avoidance (CSMA/ECA) is a distributed MAC protocol that allows collision-free access to the medium in WLAN. The onl...
Jaume Barceló, Boris Bellalta, Cristina Can...
FS
2010
95views more  FS 2010»
13 years 9 months ago
Pricing credit derivatives under incomplete information: a nonlinear-filtering approach
This paper considers a general reduced form pricing model for credit derivatives where default intensities are driven by some factor process X. The process X is not directly observ...
Rüdiger Frey, Wolfgang Runggaldier
IANDC
2010
116views more  IANDC 2010»
13 years 9 months ago
Weak bisimulation is sound and complete for pCTL*
Abstract. We investigate weak bisimulation of probabilistic systems in the presence of nondeterminism, i.e. labelled concurrent Markov chains (LCMC) with silent transitions. We bui...
Josée Desharnais, Vineet Gupta, Radha Jagad...