405 search results - page 10 / 81 » On the Simulation of Tikhonov Random Processes |
ICASSP
2011
IEEE
14 years 1 months ago
2011
IEEE
A randomly distributed microphone array is considered in this work. In many applications exact design of the array is impractical. The performance of these arrays, characterized b...
RIVF
2007
14 years 11 months ago
2007
— We consider a propagation model under path loss, shadowing and multipath effects, where each cell are a Voronoi tessellation and the generating points of this cells are a unifo...
WSC
2004
14 years 11 months ago
2004
This paper derives Monte Carlo simulation estimators to compute option price derivatives, i.e., the `Greeks,' under Heston's stochastic volatility model and some variant...
WSC
1998
14 years 11 months ago
1998
Causality constraints of random discrete simulation make parallel and distributed processing difficult. Methods of applying reconfigurable logic to implement and accelerate simula...
SIMUTOOLS
2008
14 years 11 months ago
2008
Simulations involving processes at very different time scales can be so slow to converge that starting in one state and waiting for a representative sample of the state space to b...