Browsing by Subject "Random processes"
Now showing items 4160 of 65

Article
Realtime estimation of travel times along the arcs and arrival times at the nodes of dynamic stochastic networks
(2008)Route planning in uncertain and dynamic networks has recently emerged as an active and intense area of research, both due to industry needs and technological advances. This paper investigates methods to predict travel times ...

Article
Residualbased block bootstrap for unit root testing
(2003)A nonparametric, residualbased block boostrap procedure is proposed in the context of testing for integrated (unit root) time series. The resampling procedure is based on weak assumptions on the dependence structure of ...

Article
Residualbased block bootstrap for unit root testingAAA
(2003)A nonparametric, residualbased block boostrap procedure is proposed in the context of testing for integrated (unit root) time series. The resampling procedure is based on weak assumptions on the dependence structure of ...

Article
Sequential Necessary and Sufficient Conditions for Capacity Achieving Distributions of Channels with Memory and Feedback
(2017)We derive sequential necessary and sufficient conditions for any channel input conditional distribution P0,n δ {PXt Xt?1,Yt?1 : T = 0, . . . , n} to maximize the finiteTime horizon directed information defined by CFB ...

Article
A Simple Information Theoretic Proof of the Maximum Entropy Property of Some Gaussian Random Fields
(1994)A well known result of Burg and Kiinsch identifies a Gaussian Markov random field with autocovariances specified on a finite part L of the ndimensional integer lattice, as the random field with maximum entropy among all ...

Conference Object
Solvable risksensitive control problems with output feedback
(IEEE, 1994)In this paper a partially observed nonlinear stochastic control with exponential running cost is considered. Explicit solutions for evaluating expectations of exponential functions are found when the control is assumed to ...

Article
Spatial models for variability of significant wave height in world oceans
(2008)Significant wave height (Hs) is a measure of the variability of the ocean surface. Benefits from knowing the spatial and temporal characteristics of this field are multiple: It is useful to size offshore structures, to ...

Article
Statistical analysis of multipath fading channels using shotnoise analysis: An introduction
(2001)In this paper, we introduce, the use of the shotnoise analysis, brought forward by Rice, as a natural tool in computing the various statistical properties of the multipath fading channels, in wireless communications. By ...

Conference Object
Statistical analysis of the received signal over multipath fading channels via generalization of shotnoise
(2001)This paper is a continuation of the companion paper [1], in which multipath fading channels (MFC) are formulated as generalizations of the shotnoise analysis in investigating the statistical properties of wireless channels ...

Conference Object
Stochastic control over finite capacity channels: Causality and feedback
(Institute of Electrical and Electronics Engineers Inc., 2014)Optimal communication/control analysis and design of dynamical controlled systems, when there are finite capacity communication constraints often involve information and control theoretic analysis. This paper, employees ...

Article
Stochastic differential equations for modeling, estimation and identification of mobiletomobile communication channels
(2009)Mobiletomobile networks are characterized by node mobility that makes the propagation environment time varying and subject to fading. As a consequence, the statistical characteristics of the received signal vary continuously, ...

Article
Stochastic linear programs with restricted recourse
(1997)Stochastic programs with recourse provide an effective modeling paradigm for sequential decision problems with uncertain or noisy data, when uncertainty can be modeled by a discrete set of scenarios. In twostage problems ...

Article
Stochastic linear programs with restricted recourse
(1997)Stochastic programs with recourse provide an effective modeling paradigm for sequential decision problems with uncertain or noisy data, when uncertainty can be modeled by a discrete set of scenarios. In twostage problems ...

Conference Object
Stochastic models for longterm multipath fading channels and their statistical properties
(IEEE, 1999)This paper discusses the use of stochastic differential equations and point processes to model the longterm fading effects during transmission of electromagnetic waves over large areas, which are subject to multipaths and ...

Conference Object
Stochastic models for shortterm multipath fading channels: chisquare and OrnsteinUhlenbeck processes
(IEEE, 1999)This paper discusses the use of stochastic differential equations to model signal envelope variations over areas, which are subject to shortterm fading effects. The shortterm fading effects are modeled using OrnsteinUhlenbeck ...

Conference Object
Stochastic nonlinear minimax dynamic games with noisy measurements
(IEEE, 1999)This paper is concerned with nonlinear stochastic minimax dynamic games which are subject to noisy measurements. The minimizing players are control inputs while the maximizing players are squareintegrable stochastic ...

Article
Stochastic nonlinear minimax filtering in continuoustime
(2001)This paper discusses nonlinear stochastic minimax games in which the minimizing player is the state estimate while the maximizing players are squareintegrable stochastic disturbances. A pathwise optimization method is ...

Conference Object
Stochastic power control for timevarying fading wireless communication networks
(2005)The performance of stochastic optimal power control for timevarying fading channels, in which the evolution of the dynamical channel is described by stochastic differential equations, is determined. Both longterm and ...

Conference Object
Stochastic power control for timevarying flat fading wireless channels
(2005)The performance of stochastic optimal power control of timevarying wireless shortterm flat fading channels, in which the evolution of the dynamical channel is described by a stochastic state space representation, is ...

Article
Stochastic power control for wireless networks via SDEs: Probabilistic QoS measures
(2005)The power control of wireless networks is formulated using a stochastic optimal control framework, in which the evolution of the channel is described by stochastic differential equations (SDEs). The latter rapture the ...