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» Introduction to Randomized Algorithms
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ERSA
2006
150views Hardware» more  ERSA 2006»
15 years 3 months ago
An Area Time Efficient Field Programmable Mersenne Twister Uniform Random Number Generator
Reconfigurable computing offers an attractive solution to accelerating infrared scene simulations. In infrared scene simulations, the modeling of a number of atmospheric and optic...
Vinay Sriram, David Kearney
SODA
2004
ACM
144views Algorithms» more  SODA 2004»
15 years 3 months ago
Covering minimum spanning trees of random subgraphs
We consider the problem of finding a sparse set of edges containing the minimum spanning tree (MST) of a random subgraph of G with high probability. The two random models that we ...
Michel X. Goemans, Jan Vondrák
APJOR
2010
118views more  APJOR 2010»
15 years 19 days ago
Alternative Randomization for Valuing American Options
This paper provides a fast and accurate randomization algorithm for valuing American puts and calls on dividend-paying stocks and their early exercise boundaries. The primal focus...
Toshikazu Kimura
ALT
2008
Springer
15 years 11 months ago
Prequential Randomness
This paper studies Dawid’s prequential framework from the point of view of the algorithmic theory of randomness. The main result is that two natural notions of randomness coincid...
Vladimir Vovk, Alexander Shen

Book
376views
16 years 11 months ago
An Exploration of Random Processes for Engineers
"From an applications viewpoint, the main reason to study the subject of these notes is to help deal with the complexity of describing random, time-varying functions. A random...
Bruce Hajek