627 search results - page 7 / 126 » Kolmogorov-Loveland Randomness and Stochasticity |
FS
2011
12 years 11 months ago
2011
Abstract We derive an explicit representation of the transitions of the Heston stochastic volatility model and use it for fast and accurate simulation of the model. Of particular i...
CDC
2010
IEEE
13 years 2 months ago
2010
IEEE
We consider the problem of dynamic buying and selling of shares from a collection of N stocks with random price fluctuations. To limit investment risk, we place an upper bound on t...
ICASSP
2011
IEEE
12 years 11 months ago
2011
IEEE
We have studied two efficient sampling methods, Langevin and Hessian adapted Metropolis Hastings (MH), applied to a parameter estimation problem of the mathematical model (Lorent...
ICASSP
2011
IEEE
12 years 11 months ago
2011
IEEE
Comparative analysis of the threshold SNR and/or sample support values where genuine maximum likelihood DOA estimation starts to produce “outliers” is conducted for unconditio...
MMAS
2010
Springer
13 years 2 months ago
2010
Springer
This paper considers the statistical properties of the waves generated by a point source in the subsurface and transmitted towards the surface through a randomly layered medium. Th...