This thesis introduces a model of a random walk on a colored undirected graph. Such a graph has a single vertex set and distinct sets of edges, each of which has a color. A par...
We present improved algorithms for maintaining transitive closure and all-pairs shortest paths/distances in a digraph under deletion of edges. For the problem of transitive closur...
The notes cover several topics such as Measure Theory, Discrete Time Martingales, Discrete Time Option Pricing, Continuous Time, Martingales, Stochastic Integrals, Stochastic Calcu...
It is well known that trivariate reduction — a method to generate two dependent random variables from three independent random variables — can be used to generate Poisson rand...
An important issue in data warehouse development is the selection of a set of views to materialize in order to accelerate OLAP queries, given certain space and maintenance time co...