Stochastic processes

Results: 2145



#Item
401Queueing theory / Stochastic processes

Heavy-traffic analysis of a multiple-phase network with discriminatory processor sharing I.M. Verloopa,b , U. Ayestaa,c,∗, R. N´ un ˜ez-Queijab,d a

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Source URL: verloop.perso.enseeiht.fr

Language: English - Date: 2011-10-08 11:31:16
402Markov models / Equations / Phase transitions / Poisson process / Fokker–Planck equation / Markov chain / Relaxation / BKL singularity / Laplace transform / Statistics / Stochastic processes / Markov processes

Statistics of transition times, phase diffusion and synchronization in periodically driven bistable systems Peter Talkner1 , Łukasz Machura1 , Michael Schindler1,3 , Peter Hänggi1 and Jerzy Łuczka2 1

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Source URL: www.pct.espci.fr

Language: English - Date: 2008-09-09 04:14:36
403Mathematics / Brownian motion / Eigenvalues and eigenvectors / Stochastic differential equation / Bessel process / Matrix / Statistics / Algebra / Stochastic processes

Department of Mathematics, University of California San Diego ******************************* Probability Seminar Piotr Grazcyk

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Source URL: www.math.ucsd.edu

Language: English - Date: 2015-03-30 14:49:05
404Equations / Control theory / Stochastic differential equations / Optimal control / Statistics / Stochastic processes / Probability theory

Games and Economic Behavior 29, 7–Article ID game, available online at http://www.idealibrary.com on Regret in the On-Line Decision Problem Dean P. Foster Department of Statistics, The Wharton Schoo

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Source URL: www.eecs.harvard.edu

Language: English - Date: 2006-01-25 17:16:47
405Stochastic processes / Probability theory / Ordinal number / Martingale / Local martingale / Semimartingale / Risk-neutral measure / Fundamental theorem of asset pricing / Sobolev space / Statistics / Martingale theory / Mathematical finance

Robust Fundamental Theorem for Continuous Processes Sara Biagini∗ Bruno Bouchard†

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Source URL: www.math.columbia.edu

Language: English - Date: 2014-10-18 10:56:26
406Mathematical optimization / Equations / Operations research / Semimartingale / Bellman equation / Martingale / Dynamic programming / Stochastic calculus / Optimal control / Statistics / Martingale theory / Stochastic processes

The Bellman Equation for Power Utility Maximization with Semimartingales Marcel Nutz ETH Zurich, Department of Mathematics, 8092 Zurich, Switzerland First Version: December 9, 2009. This Version:

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Source URL: www.math.columbia.edu

Language: English - Date: 2011-07-12 11:24:16
407Mathematical logic / Stochastic processes / Descriptive set theory / Measure theory / Conditional expectation / Martingale theory / Borel set / Random variable / Measurable function / Probability theory / Mathematical analysis / Statistics

Constructing Sublinear Expectations on Path Space Marcel Nutz ∗ Ramon van Handel

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Source URL: www.math.columbia.edu

Language: English - Date: 2013-04-14 17:16:54
408Queueing model / M/M/1 queue / M/G/1 queue / Markov chain / Erlang / Poisson process / Queue area / FIFO / Queue / Statistics / Stochastic processes / Queueing theory

Quantiles of sojourn times Peter G. Harrison William J. Knottenbelt Department of Computing, Imperial College London

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Source URL: pubs.doc.ic.ac.uk

Language: English - Date: 2007-06-24 09:16:04
409Science / Dynamic programming / Markov processes / Stochastic control / Control theory / Partially observable Markov decision process / Automated planning and scheduling / Multi-agent system / Markov decision process / Game theory / Statistics / Artificial intelligence

Using Iterated Reasoning to Predict Opponent Strategies Michael Wunder Michael Kaisers Rutgers University

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Source URL: michaelkaisers.com

Language: English - Date: 2012-04-29 08:04:26
410Electronics / Network performance / Queueing theory / Stochastic processes / Markov models / Erlang / Traffic flow / Packet switching / Multiprotocol Label Switching / Teletraffic / Statistics / Computing

Chapter 1 Introduction 1.1. Motivation Network performance analysis, and the underlying

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Source URL: www.iste.co.uk

Language: English - Date: 2012-01-13 13:02:37
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