A discrete-time financial market model is considered with a sequence of investors whose preferences are described by utility functions Un defined on the whole real line. It is s...
The convergence problem of the Laplace-Beltrami operators plays an essential role in the convergence analysis of the numerical simulations of some important geometric partial diff...
The Minimum Description Length principle for online sequence estimation/prediction in a proper learning setup is studied. If the underlying model class is discrete, then the total...
The cross-entropy method (CE) developed by R. Rubinstein is an elegant practical principle for simulating rare events. The method approximates the probability of the rare event by...
Abstract—The paper studies the convergence properties of the estimation error processes in distributed Kalman filtering for potentially unstable linear dynamical systems. In par...
Soummya Kar, Shuguang Cui, H. Vincent Poor, Jos&ea...