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» Molecular Communication Using Brownian Motion with Drift
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INFOCOM
2010
IEEE
13 years 4 months ago
Sample Path Bounds for Long Memory FBM Traffic
Fractional Brownian motion (fBm) emerged as a useful model for self-similar and long-range dependent Internet traffic. Asymptotic, respectively, approximate performance measures ar...
Amr Rizk, Markus Fidler
INFOCOM
1997
IEEE
13 years 10 months ago
Time Scale Analysis of an ATM Queueing System with Long-Range Dependent Traffic
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...
Gilberto Mayor, John A. Silvester
CCECE
2009
IEEE
14 years 1 months ago
Estimation of boundary properties using stochastic differential equations
The inverse diffusion problems deal with the estimation of many crucial parameters such as the diffusion coefficient, source properties, and boundary conditions. Such algorithms ...
Ashraf Atalla, Aleksandar Jeremic
MOR
2008
98views more  MOR 2008»
13 years 6 months ago
An Analysis of Monotone Follower Problems for Diffusion Processes
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...
Erhan Bayraktar, Masahiko Egami
MBEC
2010
157views Communications» more  MBEC 2010»
13 years 1 months ago
Ambulatory human motion tracking by fusion of inertial and magnetic sensing with adaptive actuation
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...