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GLOBECOM
2010
IEEE
13 years 5 months ago
Adaptive Modulation in Wireless Networks with Smoothed Flow Utility
We investigate flow rate optimization on a wireless link with randomly varying channel gain using techniques from adaptive modulation and network utility maximization. We consider ...
Ekine Akuiyibo, Stephen P. Boyd, Daniel O'Neill
CORR
2010
Springer
135views Education» more  CORR 2010»
13 years 4 months ago
SABRE: A Tool for Stochastic Analysis of Biochemical Reaction Networks
The importance of stochasticity within biological systems has been shown repeatedly during the last years and has raised the need for efficient stochastic tools. We present SABRE, ...
Frédéric Didier, Thomas A. Henzinger...
ESA
2008
Springer
115views Algorithms» more  ESA 2008»
13 years 9 months ago
Deterministic Sampling Algorithms for Network Design
For several NP-hard network design problems, the best known approximation algorithms are remarkably simple randomized algorithms called Sample-Augment algorithms in [11]. The algor...
Anke van Zuylen
ICASSP
2011
IEEE
12 years 11 months ago
A new stochastic image model based on Markov random fields and its application to texture modeling
Stochastic image modeling based on conventional Markov random fields is extensively discussed in the literature. A new stochastic image model based on Markov random fields is intr...
Siamak Yousefi, Nasser D. Kehtarnavaz

Lecture Notes
746views
15 years 6 months ago
Martingales, Diffusions and Financial Mathematics
The notes cover several topics such as Measure Theory, Discrete Time Martingales, Discrete Time Option Pricing, Continuous Time, Martingales, Stochastic Integrals, Stochastic Calcu...
A.W. van der Vaart