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JCP
2008
147views more  JCP 2008»
14 years 9 months ago
Analytical Valuation of Contingent Claims by Stochastic Interacting Systems for Stock Market
In the present paper, by applying the theory of stochastic processes and interacting particle systems and models, including stopping time theory and stochastic voter model, we mode...
Jun Wang, Qiuyuan Wang, Jiguang Shao
WSC
2008
15 years 3 days ago
Automated generation and parameterization of throughput models for semiconductor tools
Cluster tools play an important role in modern semiconductor fabs. Due to their complexity in configuration and their varying material flow, the creation of accurate throughput mo...
Jan Lange, Kilian Schmidt, Roy Borner, Oliver Rose
WSC
2001
14 years 11 months ago
Improving standardized time series methods by permuting path segments
We describe an extension procedure for constructing new standardized time series procedures from existing ones. The approach is based on averaging over sample paths obtained by pe...
James M. Calvin, Marvin K. Nakayama
ICPP
2006
IEEE
15 years 3 months ago
False Rate Analysis of Bloom Filter Replicas in Distributed Systems
Recently, Bloom filters have been widely used in distributed systems where they are replicated to process distributed queries. Bloom filter replicas become stale in a dynamic en...
Yifeng Zhu, Hong Jiang
GLVLSI
2006
IEEE
98views VLSI» more  GLVLSI 2006»
15 years 3 months ago
Rapid intermodulation distortion estimation in fully balanced weakly nonlinear Gm-C filters using state-space modeling
State-space modeling of fully differential Gm-C filters with weak nonlinearities is used to develop a fast algorithm for intermodulation distortion estimation. It results in sim...
Paul Sotiriadis, Abdullah Celik, Zhaonian Zhang