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» Approximate zero-variance simulation
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SIAMREV
2011
40views more  SIAMREV 2011»
14 years 1 months ago
A Mathematical Model for the Control and Eradication of a Wood Boring Beetle Infestation
We propose a mathematical model for an infestation of a wooded area by a beetle species in which the larvae develop deep in the wood of living trees. Due to the difficulties of det...
Stephen A. Gourley, Xingfu Zou
IJSNET
2007
100views more  IJSNET 2007»
14 years 10 months ago
Fault tolerant topology control for one-to-all communications in symmetric wireless networks
: This paper introduces the problem of fault tolerant topology control for one-to-all communications in symmetric wireless networks. We investigate two algorithms to address the pr...
Feng Wang 0002, Kuai Xu, My T. Thai, Ding-Zhu Du
TSP
2008
69views more  TSP 2008»
14 years 10 months ago
Stochastic Stability Analysis for the Constant-Modulus Algorithm
We derive an easy-to-compute approximate bound for the range of step-sizes for which the constant-modulus algorithm (CMA) will remain stable if initialized close to a minimum of t...
Victor H. Nascimento, M. T. M. Silva
WSC
2000
14 years 11 months ago
Variance reduction techniques for value-at-risk with heavy-tailed risk factors
The calculation of value-at-risk (VAR) for large portfolios of complex instruments is among the most demanding and widespread computational challenges facing the financial industr...
Paul Glasserman, Philip Heidelberger, Perwez Shaha...
86
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CHARME
1997
Springer
105views Hardware» more  CHARME 1997»
15 years 1 months ago
Simulation-based verification of network protocols performance
Formal verification techniques need to deal with the complexity of the systems rified. Most often, this problem is solved by taking an abstract model of the system and aiming at a...
Mario Baldi, Fulvio Corno, Maurizio Rebaudengo, Pa...