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» The complexity of stochastic sequences
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ITCC
2003
IEEE
15 years 5 months ago
Stochastic Image Compression Using Fractals
Fractal objects like Sierpinski triangle and Fern have very high visual complexity and low storage-information content. For generating computer graphic images and compression of s...
Aditya Kapoor, Kush Arora, Ajai Jain, G. P. Kapoor
CSR
2010
Springer
15 years 4 months ago
Comparing Two Stochastic Local Search Algorithms for Constraint Satisfaction Problems
Abstract. In this survey we compare the similarities, differences and the complexities of two very different approaches to solve a general constraint satisfaction probblems (CSP). ...
Uwe Schöning
IPCO
2008
114views Optimization» more  IPCO 2008»
15 years 1 months ago
The Stochastic Machine Replenishment Problem
We study the stochastic machine replenishment problem, which is a canonical special case of closed multiclass queuing systems in Markov decision theory. The problem models the sche...
Kamesh Munagala, Peng Shi
WSC
2004
15 years 1 months ago
Exact Simulation of Option Greeks under Stochastic Volatility and Jump Diffusion Models
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...
Mark Broadie, Özgür Kaya

Book
361views
16 years 9 months ago
Introduction to Statistical Signal Processing
"A random or stochastic process is a mathematical model for a phenomenon that evolves in time in an unpredictable manner from the viewpoint of the observer. The phenomenon m...
R.M. Gray