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» Convergence and rate of convergence of a simple ant model
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MOR
2007
116views more  MOR 2007»
14 years 9 months ago
Optimal Strategies and Utility-Based Prices Converge When Agents' Preferences Do
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...
Laurence Carassus, Miklós Rásonyi
CORR
2010
Springer
116views Education» more  CORR 2010»
14 years 9 months ago
Convergent discrete Laplace-Beltrami operators over surfaces
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...
Jyh-Yang Wu, Mei-Hsiu Chi, Sheng-Gwo Chen
CORR
2006
Springer
101views Education» more  CORR 2006»
14 years 9 months ago
MDL Convergence Speed for Bernoulli Sequences
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...
Jan Poland, Marcus Hutter
CORR
2006
Springer
132views Education» more  CORR 2006»
14 years 9 months ago
Cross-Entropy method: convergence issues for extended implementation
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...
Frédéric Dambreville
ICASSP
2011
IEEE
14 years 1 months ago
Convergence results in distributed Kalman filtering
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...