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作者：Broutin, Nicolas; Neininger, Ralph; Sulzbach, Henning
作者单位：Goethe University Frankfurt
摘要：We consider the problem of recovering items matching a partially specified pattern in multidimensional trees (quadtrees and k-d trees). We assume the traditional model where the data consist of independent and uniform points in the unit square. For this model, in a structure on n points, it is known that the number of nodes C-n(xi) to visit in order to report the items matching a random query xi, independent and uniformly distributed on [0, 1], satisfies E[C-n(xi)] similar to kappa n(beta), wh...
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作者：Lanchier, Nicolas; Scarlatos, Stylianos
作者单位：Arizona State University; Arizona State University-Tempe; University of Patras
摘要：The Axelrod model is a spatial stochastic model for the dynamics of cultures which includes two important social factors: social influence, the tendency of individuals to become more similar when they interact, and homophily, the tendency of individuals to interact more frequently with individuals who are more similar. Each vertex of the interaction network is characterized by its culture, a vector of F cultural features that can each assumes q different states. Pairs of neighbors interact at ...
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作者：Deaconu, Madalina; Herrmann, Samuel
作者单位：Universite de Lorraine; Centre National de la Recherche Scientifique (CNRS); CNRS - National Institute for Mathematical Sciences (INSMI); Universite de Lorraine; Centre National de la Recherche Scientifique (CNRS); CNRS - National Institute for Mathematical Sciences (INSMI); Universite Bourgogne Europe
摘要：In this article we investigate the hitting time of some given boundaries for Bessel processes. The main motivation comes from mathematical finance when dealing with volatility models, but the results can also be used in optimal control problems. The aim here is to construct a new and efficient algorithm in order to approach this hitting time. As an application we will consider the hitting time of a given level for the Cox-Ingersoll-Ross process. The main tools we use are on one side, an adapta...
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作者：Whiteley, Nick
作者单位：University of Bristol
摘要：Under multiplicative drift and other regularity conditions, it is established that the asymptotic variance associated with a particle filter approximation of the prediction filter is bounded uniformly in time, and the nonasymptotic, relative variance associated with a particle approximation of the normalizing constant is bounded linearly in time. The conditions are demonstrated to hold for some hidden Markov models on noncompact state spaces. The particle stability results are obtained by prov...
