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 ...
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, ...
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...
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...
The notes cover several topics such as Measure Theory, Discrete Time Martingales, Discrete Time Option Pricing, Continuous Time, Martingales, Stochastic Integrals, Stochastic Calcu...