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    A general multiserver state-dependent queueing system 

    Morozov, Evsey (2010-02)

    The work studies a general multiserver queue in which the service time of an arriving customer and the next interarrival period may depend on both the current waiting time and the server assigned to the arriving customer. ...

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    A linear optimization technique for graph pebbling 

    Hurlbert, Glenn H. (2010-12)

    Graph pebbling is a network model for studying whether or not a given supply of discrete pebbles can satisfy a given demand via pebbling moves. A pebbling move across an edge of a graph takes two pebbles from one endpoint ...

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    A new look at the Heston characteristic function 

    Baño Rollin, Sebastian del; Ferreiro Castilla, Albert; Utzet, Frederic (2009-02)

    A new expression for the characteristic function of log-spot in Heston model is presented. This expression more clearly exhibits its properties as an analytic characteristic function and allows us to compute the exact ...

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    A one-dimensional Keller-Segel equation with a drift issued from the boundary 

    Calvez, Vincent; Meunier, Nicolas (2010-04)

    We investigate in this note the dynamics of a one-dimensional Keller-Segel type model on the half-line. On the contrary to the classical configuration, the chemical production term is located on the boundary. We prove, ...

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    A parameter-free approach for solving combinatorial optimization problems through biased randomization of efficient heuristics 

    Ionescu, Dragos; Juan, Ángel A.; Faulin, Javier; Ferrer i Biosca, Albert (2010-12)

    This paper discusses the use of probabilistic or randomized algorithms for solving combinatorial optimization problems. Our approach employs non-uniform probability distributions to add a biased random behavior to classical ...

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    Chebyshev-type quadrature formulas for new weight classes 

    Vagharshakyan, Armen (2011)

    We give Chebyshev-type quadrature formulas for certain new weight classes. These formulas are of highest possible degree when the number of nodes is a power of 2. We also describe the nodes in a constructive way, which is ...

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    Clustering algorithms for anti-money laundering using graph theory and social network analysis 

    Awasthi, Abhishek (2012)

    HEMOLIA (a project under European community’s 7th framework programme) is a new generation Anti-Money Laundering (AML) intelligent multi-agent alert and investigation system which in addition to the traditional financial ...

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    Computing hypergraph width measures exactly 

    Moll, Lukas; Tazari, Siamak; Thurley, Marc (2011)

    Hypergraph width measures are a class of hypergraph invariants important in studying the complexity of constraint satisfaction problems (CSPs). We present a general exact exponential algorithm for a large variety of these ...

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    Extended truncated Tweedie-Poisson model 

    Valero, Jordi; Ginebra, Josep; Pérez Cassany, Marta (2010-10)

    It has been argued that by truncating the sample space of the negative binomial and of the inverse Gaussian-Poisson mixture models at zero, one is allowed to extend the parameter space of the model. Here that is proved to ...

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    Gap probabilities for the cardinal sine 

    Antezana, Jorge; Buckley, Jeremiah; Marzo Sánchez, Jordi; Olsen, Jan-Fredrik (2011)

    We study the zero set of random analytic functions generated by a sum of the cardinal sine functions which form an orthogonal basis for the Paley-Wiener space. As a model case, we consider real-valued Gaussian coefficients. ...

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    Gaussian estimates for the density of the non-linear stochastic heat equation in any space dimension 

    Nualart Dexeus, Eulàlia; Quer-Sardanyons, Lluís (2010-10)

    In this paper, we establish lower and upper Gaussian bounds for the probability density of the mild solution to the stochastic heat equation with multiplicative noise and in any space dimension. The driving perturbation ...

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    Generating trees for permutations avoiding generalized patterns 

    Elizalde, Sergi (2007-02)

    We construct generating trees with with one, two, and three labels for some classes of permutations avoiding generalized patterns of length 3 and 4. These trees are built by adding at each level an entry to the right end ...

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    HSU-Robbins and Spitzer's theorems for the variations of fractional Brownian motion 

    Tudor, Ciprian A. (2009-02)

    Using recent results on the behavior of multiple Wiener-Itô integrals based on Stein's method, we prove Hsu-Robbins and Spitzer's theorems for sequences of correlated random variables related to the increments of the ...

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    Interpolation methods for stochastic processes spaces 

    Nursultanov, Erlan; Aubakirov, Toibek (2010-12)

    In this paper the scales of classes of stochastic processes are introduced. New interpolation theorems and boundedness of some transforms of stochastic processes are proved. Interpolation method for generously-monotonous rocesses ...

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    Inversion of analytic characteristic functions and infinite convolutions of exponential and Laplace densities 

    Ferreiro Castilla, Albert; Utzet, Frederic (2009-12)

    This paper shows that certain quotients of entire functions are characteristic functions. Under some conditions, we provide expressions for the densities of such characteristic functions which turn out to be generalized ...

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    Krein's strings whose spectral functions are of polynomial growth 

    Kotani, S. (2011)

    In case Krein's strings with spectral functions of polynomial growth a necessary and su fficient condition for the Krein's correspondence to be continuous is given.

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    Level-wise node size distribution of randomly generated regular trees 

    Maneva, Elitza; Shigezumi, Takeya; Uno, Yushi; Watanabe, Osamu (2010-04)

    "Vegeu el resum a l'inici del document del fitxer adjunt."

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    Lévy area for Gaussian processes: A double Wiener--Itô integral approach 

    Ferreiro Castilla, Albert; Utzet, Frederic (2010-06)

    "Vegeu el resum a l'inici del document del fitxer adjunt."

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    Line search multilevel optimization as computational methods for dense optical flow 

    Kalmoun, El Mostafa; Garrido, Luis; Caselles, Vicent (2010-10)

    We evaluate the performance of different optimization techniques developed in the context of optical flowcomputation with different variational models. In particular, based on truncated Newton methods (TN) that have been ...