Efficient Resource discovery mechanism is one of the fundamental requirement for Grid computing systems, as it aids in resource management and scheduling of applications. Resource...
We introduce and study a randomized quasi-Monte Carlo method for estimating the state distribution at each step of a Markov chain. The number of steps in the chain can be random an...
The stochastic differential equations for affine jump diffusion models do not yield exact solutions that can be directly simulated. Discretization methods can be used for simulati...