14 search results - page 1 / 3 » A large deviations view of asymptotic efficiency for simulat... |
WSC
2008
13 years 8 months ago
2008
INFOCOM
2010
IEEE
13 years 4 months ago
2010
IEEE
Abstract—The queueing performance of a (secondary) cognitive user is investigated for a hierarchical network where there are N independent and identical primary users. Each prima...
ICC
2007
IEEE
14 years 2 days ago
2007
IEEE
— In this paper, numerical calculation schemes of the buffer occupation probability for a buffer which is fed by a large number of independent and stationary sources are evaluate...
WSC
2008
13 years 8 months ago
2008
We consider a portfolio allocation problem where the objective function is a tail event such as probability of large portfolio losses. The dependence between assets is captured th...
TNN
1998
13 years 5 months ago
1998
— In this paper, we perform a complete asymptotic performance analysis of the stochastic approximation algorithm (denoted subspace network learning algorithm) derived from Oja’...