Now showing items 1-4 of 4

    • Compound Poisson Cascades 

      Chainais , Pierre; Riedi, Rudolf H.; Abry, Patrice (2002-05-01)
      Multiplicative processes and multifractals proved useful in various applications ranging from hydrodynamic turbulence to computer network traffic, to name but two. Placing multifractal analysis in the more general framework ...
    • Exercising control when confronted by a (Brownian) spider 

      Ernst, Philip (2016)
      We consider the Brownian “spider,” a construct introduced in Dubins and Schwarz (1988) and in Barlow and Pitman (1989). In this note, the author proves the “spider” bounds by using the dynamic programming strategy of ...
    • Paramagnetic particle assemblies as colloidal models for atomic and molecular systems 

      Li, Dichuan (2011)
      Colloidal particles are ideal models for studying the behavior of atomic and molecular systems. They resemble their atomic and molecular analogues in that their dynamics are driven by thermal energy and their equilibrium ...
    • The value of foresight 

      Ernst, Philip A.; Rogers, L.C.G.; Zhou, Quan (2017)
      Suppose you have one unit of stock, currently worth 1, which you must sell before time . The Optional Sampling Theorem tells us that whatever stopping time we choose to sell, the expected discounted value we get when we ...