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MA
2011
Springer
188views Communications» more  MA 2011»
12 years 11 months ago
A copula-based model of speculative price dynamics in discrete time
This paper suggests a new technique to construct first order Markov processes using products of copula functions, in the spirit of Darsow et al. (1992). The approach requires the...
Umberto Cherubini, Sabrina Mulinacci, Silvia Romag...
TIT
2008
84views more  TIT 2008»
13 years 4 months ago
Optimal Universal Schedules for Discrete Broadcast
In this paper we study the scenario in which a server sends dynamic data over a single broadcast channel to a number of passive clients. We consider the data to consist of discret...
Michael Langberg, Alexander Sprintson, Jehoshua Br...
CCR
2008
86views more  CCR 2008»
13 years 4 months ago
An Integrated Model of Traffic, Geography and Economy in the Internet
Modeling Internet growth is important both for understanding the current network and to predict and improve its future. To date, Internet models have typically attempted to explai...
Petter Holme, Josh Karlin, Stephanie Forrest