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ICASSP
2011
IEEE
13 years 1 months ago
Enhanced Poisson sum representation for alpha-stable processes
In this paper we present Poisson sum series representations for α-stable (αS) random variables and α-stable processes, in particular concentrating on continuous-time autoregres...
Tatjana Lemke, Simon J. Godsill
SEMWEB
2005
Springer
14 years 3 months ago
Modeling the Non-Expected Choice: A Weighted Utility Logit
This work derives and simulates two choice models applying the weighted utility theory, a generalization of the expected utility theory. It shows one set of assumptions, which jus...
Pia Koskenoja
FDL
2003
IEEE
14 years 3 months ago
A New Method for Modeling and Analysis of Accuracy and Tolerances in Mixed-Signal Systems
Tolerances are a very important property of a design. This paper presents a method for simulating tolerances in signal processing and control systems on the system level using aï¬...
Wilhelm Heupke, Christoph Grimm, Klaus Waldschmidt
CPHYSICS
2008
64views more  CPHYSICS 2008»
13 years 10 months ago
Multibondic cluster algorithm for finite-size scaling studies of critical phenomena
For finite-size scaling studies of second-order phase transitions the critical energy range of interest is usually larger than the energy range covered by a canonical Monte Carlo ...
Bernd A. Berg, Wolfhard Janke
FS
2006
123views more  FS 2006»
13 years 10 months ago
American Parisian options
Using the solution of the one-sided exit problem, a procedure to price Parisian barrier options in a jump-diffusion model with two-sided exponential jumps is developed. By extendin...
Marc Chesney, Laurent Gauthier