In this paper we present an algorithm for simulating functions of the minimum and terminal value for a random walk with Gaussian increments. These expectations arise in connection...
Uniform random sample is often useful in analyzing data. Usually taking a uniform sample is not a problem if the entire data resides in one location. However, if the data is distr...
Collaborative Filtering (CF) techniques are becoming increasingly popular with the evolution of the Internet. E-commerce sites use CF systems to suggest products to customers base...
We present a (non-standard) probabilistic analysis of dynamic data structures whose sizes are considered as dynamic random walks. The basic operations (insertion, deletion, positi...