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ISCAS
2007
IEEE
130views Hardware» more  ISCAS 2007»
14 years 1 months ago
Classes of stochastically switched (blinking) systems
—It is investigated to what extent the trajectories of a stochastically switched (blinking) system follow the corresponding trajectories of the averaged system. Four cases have t...
Martin Hasler, Igor Belykh, Vladimir N. Belykh
INFOCOM
1998
IEEE
13 years 11 months ago
A Stochastic Approximation Approach for Max-Min Fair Adaptive Rate Control of ABR Sessions with MCRs
The ABR sessions in an ATM network share the bandwidth left over after guaranteeing service to CBR and VBR traffic. Hence the bandwidth available to ABR sessions is randomly varyi...
Santosh Paul Abraham, Anurag Kumar
CDC
2008
IEEE
140views Control Systems» more  CDC 2008»
14 years 1 months ago
Model discrimination of polynomial systems via stochastic inputs
— Systems biologists are often faced with competing models for a given experimental system. Unfortunately, performing experiments can be time-consuming and expensive. Therefore, ...
Daniel Georgiev, Eric Klavins
IOR
2006
192views more  IOR 2006»
13 years 6 months ago
Exact Simulation of Stochastic Volatility and Other Affine Jump Diffusion Processes
The stochastic differential equations for affine jump diffusion models do not yield exact solutions that can be directly simulated. Discretization methods can be used for simulati...
Mark Broadie, Özgür Kaya
ICASSP
2009
IEEE
14 years 1 months ago
On the error exponents for detecting randomly sampled noisy diffusion processes
This paper deals with the detection of a continuous random process described by an Ornstein-Uhlenbeck (O-U) stochastic differential equation. Randomly spaced sensors or equivalent...
Walid Hachem, Eric Moulines, Jamal Najim, Fran&cce...