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2004) Exponential behavior in the presence of dependence
 in risk theory. EURANDOM Research Report 2004011
"... We consider an insurance portfolio situation where there is possible dependence between the waiting time for a claim and its actual size. By employing the underlying random walk structure we obtain rather explicit exponential estimates for infinite and finite time ruin probabilities in the case of l ..."
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Cited by 24 (1 self)
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We consider an insurance portfolio situation where there is possible dependence between the waiting time for a claim and its actual size. By employing the underlying random walk structure we obtain rather explicit exponential estimates for infinite and finite time ruin probabilities in the case
Determining Lyapunov Exponents from a Time Series
 Physica
, 1985
"... We present the first algorithms that allow the estimation of nonnegative Lyapunov exponents from an experimental time series. Lyapunov exponents, which provide a qualitative and quantitative characterization of dynamical behavior, are related to the exponentially fast divergence or convergence of n ..."
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Cited by 498 (1 self)
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We present the first algorithms that allow the estimation of nonnegative Lyapunov exponents from an experimental time series. Lyapunov exponents, which provide a qualitative and quantitative characterization of dynamical behavior, are related to the exponentially fast divergence or convergence
Bandera: Extracting Finitestate Models from Java Source Code
 IN PROCEEDINGS OF THE 22ND INTERNATIONAL CONFERENCE ON SOFTWARE ENGINEERING
, 2000
"... Finitestate verification techniques, such as model checking, have shown promise as a costeffective means for finding defects in hardware designs. To date, the application of these techniques to software has been hindered by several obstacles. Chief among these is the problem of constructing a fini ..."
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Cited by 653 (33 self)
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finitestate model that approximates the executable behavior of the software system of interest. Current bestpractice involves handconstruction of models which is expensive (prohibitive for all but the smallest systems), prone to errors (which can result in misleading verification results
Stretched exponential behavior and random walks on diluted hypercubic lattices
"... Diffusion on a diluted hypercube has been proposed as a model for glassy relaxation and is an example of the more general class of stochastic processes on graphs. In this article we determine numerically through large scale simulations the eigenvalue spectra for this stochastic process and calcula ..."
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and calculate explicitly the time evolution for the autocorrelation function and for the return probability, all at criticality, with hypercube dimensions N up to N = 28. We show that at long times both relaxation functions can be described by stretched exponentials with exponent 1/3 and a characteristic
RADIOACTIVE DECAY ENERGY DEPOSITION IN SUPERNOVAE AND THE EXPONENTIAL/QUASIEXPONENTIAL BEHAVIOR OF LATETIME SUPERNOVA LIGHT CURVES
, 1999
"... The radioactive decay energy (RDE) deposition in supernovae from the decay chain 56Ni →56Co →56Fe usually directly powers the ultraviolet/optical/infrared (UVOIR) bolometric luminosity of supernovae in their quasisteady state phase until very late times. The result for this phase is exponential/qua ..."
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/quasiexponential UVOIR bolometric light curves and often exponential/quasiexponential broad band light curves. A presentation is given of a simple, approximate, analytic treatment of RDE deposition that provides a straightforward understanding of the exponential/quasiexponential behavior of the UVOIR bolometric
Linear multiuser detectors for synchronous codedivision multipleaccess channels
 IEEE TRANS. INFORM. THEORY
, 1989
"... In codedivision multipleaccess systems, simultaneous multiuser accessing of a common channel is made possible by assigning a signature waveform to each user. Knowledge of these waveforms enables the receiver to demodulate the data streams of each user, upon observation of the sum of the transmitt ..."
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Cited by 382 (4 self)
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of the transmitted signals, perturbed by additive noise. Under the assumptions of symbolsynchronous transmissions and white Gaussian noise, we analyze the detection mechanism at the receiver, comparing different detectors by their bit error rate in the low background noise region, and by their worstcase behavior
Almost Sure Exponential Behavior of a Directed Polymer in a Fractional Brownian Environment
"... This paper studies the asymptotic behavior of a onedimensional directed polymer in a random medium. The latter is represented by a Gaussian …eld BH on R+ R with fractional Brownian behavior in time and arbitrary functionvalued behavior in space. The partition function of such a polymer is u (t) = ..."
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Cited by 4 (0 self)
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by …nite, strictly positive constants. Thus, as H passes through 1/2, the exponential behavior of u (t) changes abruptly. This can be considered as a phase transition phenomenon. Novel tools used in this paper include subGaussian concentration theory, detailed analyses of the longrange memory
F.: Almostsure exponential behavior of a stochastic Anderson model with continuous space parameter
 Stochastics Stochastics Rep
, 1998
"... We study the almostsure large time exponential growth of the solution to a linear stochastic parabolic equation with continuous space parameter, and a Gaussiancorrelated potential that is white noise in time and homogeneous in space. We use the evolution form of that equation, for which existence ..."
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Cited by 25 (9 self)
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We study the almostsure large time exponential growth of the solution to a linear stochastic parabolic equation with continuous space parameter, and a Gaussiancorrelated potential that is white noise in time and homogeneous in space. We use the evolution form of that equation, for which
Results 1  10
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370,572