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» A Piecewise-Deterministic Model for Brownian Motion
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TRIER
2002
13 years 4 months ago
A Piecewise-Deterministic Model for Brownian Motion
In the present paper, the classical Brownian motion of a particle suspended in an homogeneous liquid is modeled as a piecewise
Lothar Breuer
CIIT
2007
168views Communications» more  CIIT 2007»
13 years 6 months ago
Link dynamic and mobility measure of a manet with the brownian mobility model
To characterize the behavior of a mobile ad-hoc network (MANET), the Brownian mobility model is studied, where the random coordinators of mobile nodes are modeled by the Brownian ...
Yawgeng A. Chau, Yao-Hua Chen
INFORMATICALT
2011
147views more  INFORMATICALT 2011»
12 years 11 months ago
On Comparison of the Estimators of the Hurst Index of the Solutions of Stochastic Differential Equations Driven by the Fractiona
This paper presents a study of the Hurst index estimation in the case of fractional Ornstein–Uhlenbeck and geometric Brownian motion models. The performance of the estimators is ...
Kestutis Kubilius, Dmitrij Melichov
INFOCOM
2006
IEEE
13 years 10 months ago
A Brownian Motion Model for Last Encounter Routing
— We use a mathematical model based on Brownian motion to analyze the performance of Last Encounter Routing (LER), a routing protocol for ad hoc networks. Our results show that, ...
Stratis Ioannidis, Peter Marbach
JAT
2007
56views more  JAT 2007»
13 years 4 months ago
Multiple orthogonal polynomials of mixed type and non-intersecting Brownian motions
We present a generalization of multiple orthogonal polynomials of type I and type II, which we call multiple orthogonal polynomials of mixed type. Some basic properties are formul...
Evi Daems, Arno B. J. Kuijlaars