We consider the number of nodes in the levels of unlabelled rooted random trees and show that the stochastic process given by the properly scaled level sizes weakly converges to th...
Abstract-We analyze the capacity scaling laws of clustered ad hoc networks in which nodes are distributed according to a doubly stochastic shotnoise Cox process. We identify five d...
We consider multi-period portfolio selection problems for a decision maker with a specified utility function when the variance of security returns is described by a discrete time ...
Stochastic dominance constraints allow a decision-maker to manage risk in an optimization setting by requiring their decision to yield a random outcome which stochastically domina...
This paper considers external semi-global stochastic stabilization for linear plants with saturating actuators, driven by a stochastic external disturbance, and having random Gauss...