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1990
IEEE
15 years 2 months ago
Normal Process Representatives
This paper discusses the relevance of a form of cut elimination theorem for linear logic tensor theories to the concept of a process on a Petri net. We base our discussion on two ...
Vijay Gehlot, Carl A. Gunter
FS
2010
162views more  FS 2010»
14 years 8 months ago
Can the implied volatility surface move by parallel shifts?
This note explores the analogy between the dynamics of the interest rate term structure and the implied volatility surface of a stock. In particular, we prove an impossibility theo...
L. C. G. Rogers, Michael Tehranchi
FOCS
2000
IEEE
15 years 2 months ago
Stable Distributions, Pseudorandom Generators, Embeddings and Data Stream Computation
In this article, we show several results obtained by combining the use of stable distributions with pseudorandom generators for bounded space. In particular: —We show that, for a...
Piotr Indyk
SCL
2008
79views more  SCL 2008»
14 years 10 months ago
Stability of block-triangular stationary random matrices
The objective of this note is to prove, under certain technical conditions, that the top-Lyapunov exponent of a strictly stationary random sequence of block-triangular matrices is...
László Gerencsér, György...
TIT
2008
91views more  TIT 2008»
14 years 10 months ago
Uncoded Transmission Is Exactly Optimal for a Simple Gaussian "Sensor" Network
One of the simplest sensor network models has one single underlying Gaussian source of interest, observed by many sensors, subject to independent Gaussian observation noise. The se...
Michael Gastpar