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» A Piecewise-Deterministic Model for Brownian Motion
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TSP
2011
151views more  TSP 2011»
13 years 28 days ago
Stochastic Models for Sparse and Piecewise-Smooth Signals
Abstract—We introduce an extended family of continuous-domain stochastic models for sparse, piecewise-smooth signals. These are specified as solutions of stochastic differential...
Michael Unser, Pouya Dehghani Tafti
ICASSP
2011
IEEE
12 years 9 months ago
Modeling microstructure noise using Hawkes processes
Hawkes processes are used for modeling tick-by-tick variations of a single or of a pair of asset prices. For each asset, two counting processes (with stochastic intensities) are a...
Emmanuel Bacry, Sylvain Delattre, Marc Hoffmann, J...
ICC
2008
IEEE
120views Communications» more  ICC 2008»
14 years 13 days ago
Invariance Property of Isotropic Random Walk Mobility Patterns in Mobile Ad-Hoc Networks
—The class of isotropic random walk mobility models, including Random Direction mobility model, Random Walk mobility model and Brownian motion mobility model, has been widely use...
Han Cai, Chul-Ho Lee, Do Young Eun
ICC
2008
IEEE
112views Communications» more  ICC 2008»
14 years 13 days ago
Impact of Super-Diffusive Behavior on Routing Performance in Delay Tolerant Networks
— Motivated by the recent findings of super-diffusive patterns in mobility traces, we investigate the impact of superdiffusive behavior of mobile nodes on contact-based metrics ...
Sungwon Kim, Do Do Eun
TIT
2010
146views Education» more  TIT 2010»
13 years 21 days ago
Information propagation speed in mobile and delay tolerant networks
Abstract--The goal of this paper is to increase our understanding of the fundamental performance limits of mobile and Delay Tolerant Networks (DTNs), where end-to-end multi-hop pat...
Philippe Jacquet, Bernard Mans, Georgios Rodolakis