L. M. Ricciardi and S. Sato, "First-passage time density and moments of the Ornstein-Uhlenbeck process," J. Appl. Prob., vol. 25, pp. 43--57, 1988.  Home/Search Document Not in Database Summary Related Articles Check |
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Providing Bandwidth Guarantees Over a Best-Effort.. - Courcoubetis.. (2001) (4 citations) (Correct)
.... 3M We can then base the call acceptance decision on IE , J . or IP )J . For example, we may accept a call only if IP )J , for some . The Laplace transform of is available, see e.g. [13] and references contained therein. APPENDIX I. TWO OTHER MODELS There is another model for best effort data calls, where each such call has an i.i.d. exponentially distributed file size with mean . There is a maximum access rate at which the file can be served (we assume that ....
L. M. Ricciardi and S. Sato, "First-passage time density and moments of the Ornstein-Uhlenbeck process," J. Appl. Prob., vol. 25, pp. 43--57, 1988.
Providing Bandwidth Guarantees Over a Best-Effort.. - Courcoubetis, Dimakis, .. (2001) (4 citations) (Correct)
....t = fl. Let T fl = infft 0 : N t = flg : We can then base the call acceptance decision on IE h T fl j N 0 = x i or IP i T fl T j N 0 = x j . For example, we may accept a call only if IP i T fl T j N 0 = x j ff, for some ff. The Laplace transform of T ff is available, see e.g. [12] and references contained therein. APPENDIX I. TWO OTHER MODELS There is another model for best effort data calls, where each such call has an i.i.d. exponentially distributed file size with mean Gamma1 . There is a maximum access rate r at which the file can be served (we assume that f ....
L. M. Ricciardi and S. Sato, "First-passage time density and moments of the Ornstein-Uhlenbeck process," J. Appl. Prob., vol. 25, pp. 43--57, 1988.
A Survey and Some Generalizations of Bessel Processes - Göing-Jaeschke, Yor (1999) (Correct)
....introduction we are interested in finding the law of first hitting times of (squared) radial Ornstein Uhlenbeck processes. For general discussions of first hitting times of di#usions we refer to Arbib [2] Breiman [7] Horowitz [29] Novikov [41, 42, 43] Pitman and Yor [48] Ricciardi and Sato [50], Rogers [51] Salminen [52] Shepp [54] Siegert [56] Truman and Williams [58] and Yor [61] First we recall the definition of (squared) radial Ornstein Uhlenbeck processes. We will use another notation than in (1) which is related to the notation in Definition 1. Let (W t ) be a ....
....time T c for Y from the boundaries c E(e #T c ) D 1 # (c) where D# (c) 2 1 # 2 #( # 2 ) Z # 0 e t 2 2 t # 1 cosh(ct) dt , see also Borodin and Salminen [6] II.7.2.0.1, p. 429. First hitting times of Ornstein Uhlenbeck processes are also studied by Ricciardi and Sato [50] and Horowitz [29] A # dimensional radial Ornstein Uhlenbeck process R t with parameter #, R 0 = 0, can be written as R t = e #t X e 2#t 1 2# , 16) where X is a BES # process, X 0 = 0. We are interested in the first time T x , R t hits the level x 0. Analogously to Breiman [7] ....
Ricciardi, L.M. and Sato, S. First-passage time density and moments of the Ornstein--Uhlenbeck process. J.Appl.Prob, 25:43--57, 1988.
The Ornstein-Uhlenbeck process does not reproduce.. - Shinomoto, Sakai.. (1997) (1 citation) (Correct)
....been a number of studies on the rst passage time of the OUP. Although the rst passage time density is not known in a closed form, all moments of the rst passage time are known in the form of several kinds of series expansions. We summed the rst 100 terms of a series expansion formula due to Ricciardi and Sato (1988). We also summed the rst 10 terms of an asymptotic expansion formula due to Keilson and Ross (1975) By con rming that these two functions connect su ciently smoothly, we will use the hybrid function, for the practical estimate of moments. 5 Statistical examination of the points (CV; SK) The OUP ....
Ricciardi L.M. and Sato S. (1988). First-passage-time density and moments of the OrnsteinUhlenbeck process. J. Appl. Prob. 25:43-57.
Providing Bandwidth Guarantees over a Best-Effort.. - Courcoubetis.. (2001) (4 citations) (Correct)
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L. M. Ricciardi and S. Sato, "First-passage time density and moments of the Ornstein-Uhlenbeck process," J. Appl. Prob., vol. 25, pp. 43--57, 1988.
Ornstein-Uhlenbeck Process - Steven Finch May (2004) (Correct)
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L. M. Ricciardi and S. Sato, First-passage-time density and moments of the Ornstein-Uhlenbeck process, J. Appl. Probab. 25 (1988) 43---57; MR0929503 (89b:60189).
Providing Bandwidth Guarantees Over a Best-Effort - Network Call-Admission And (2001) (Correct)
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L. M. Ricciardi and S. Sato, "First-passage time density and moments of the Ornstein-Uhlenbeck process," J. Appl. Prob., vol. 25, pp. 43--57, 1988.
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