Sciweavers

929 search results - page 39 / 186
» Performance analysis of stochastic process algebra models us...
Sort
View
ASMTA
2009
Springer
114views Mathematics» more  ASMTA 2009»
14 years 1 months ago
Improving the Efficiency of the Proxel Method by Using Individual Time Steps
Discrete stochastic models (DSM) are widely used in various application fields today. Proxel-based simulation can outperform discrete event-based approaches in the analysis of smal...
Claudia Krull, Robert Buchholz, Graham Horton
TSP
2008
69views more  TSP 2008»
13 years 9 months ago
Stochastic Stability Analysis for the Constant-Modulus Algorithm
We derive an easy-to-compute approximate bound for the range of step-sizes for which the constant-modulus algorithm (CMA) will remain stable if initialized close to a minimum of t...
Victor H. Nascimento, M. T. M. Silva
FS
2011
168views more  FS 2011»
13 years 15 days ago
Gamma expansion of the Heston stochastic volatility model
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...
Paul Glasserman, Kyoung-Kuk Kim
MASCOTS
2003
13 years 10 months ago
PEPA Nets
Abstract. In this paper we describe a formalism which uses the stochastic process algebra PEPA as the inscription language for labelled stochastic Petri nets. Viewed in another way...
Stephen Gilmore, Jane Hillston, Leïla Kloul
EOR
2007
102views more  EOR 2007»
13 years 9 months ago
Sub-stochastic matrix analysis for bounds computation - Theoretical results
Performance evaluation of complex systems is a critical issue and bounds computation provides confidence about service quality, reliability, etc. of such systems. The stochastic ...
Serge Haddad, Patrice Moreaux