—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...
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...
— Systems biologists are often faced with competing models for a given experimental system. Unfortunately, performing experiments can be time-consuming and expensive. Therefore, ...
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...
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...