Fractional Brownian motion (fBm) emerged as a useful model for self-similar and long-range dependent Internet traffic. Asymptotic, respectively, approximate performance measures ar...
Several types of network trafic have been shown to exhibit long-range dependence (LRD). In this work, we show that the busy period of an ATM system driven by a long-range dependen...
The inverse diffusion problems deal with the estimation of many crucial parameters such as the diffusion coefficient, source properties, and boundary conditions. Such algorithms ...
We consider a singular stochastic control problem, which is called the Monotone Follower Stochastic Control Problem and give sufficient conditions for the existence and uniqueness...
Over the last years, inertial sensing has proven to be a suitable ambulatory alternative to traditional human motion tracking based on optical position measurement systems, which a...
H. Martin Schepers, Daniel Roetenberg, Peter H. Ve...