We propose a hybrid model to alleviate the notorious problem of premature battery depletion in sensor networks: in a first stage, simple sensors are deployed over an area of inter...
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...
This paper develops rare event simulation methods for the estimation of portfolio credit risk -- the risk of losses to a portfolio resulting from defaults of assets in the portfol...
When evaluating quantitative aspects of communication networks using simulation, one of the main difficulties to face is the often considerable computing power required. In some s...
Data dissemination in sensor networks requires four components: resource discovery, route establishment, packet forwarding, and route maintenance. Resource discovery can be the mos...