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Distributed Power Control for Time-Varying Wireless Networks: Optimality and Convergence
Distributed Power Control Time-Varying Wireless Networks Optimality Convergence
2015/7/8
This paper presents a new distributed power control algorithm for ad-hoc wire- less networks in random channel environments. Previous work in this area has focused on distributed power control for ad-...
On Convergence to Stationarity of Fractional Brownian Storage
Convergence to stationarity fractional Brownian motion storage process large deviations.
2015/7/6
With M(t):= sup0≤s≤t A(s)−s denoting the running maximum of a fractional Brownian motion A(·) with negative drift, this paper studies the rate of convergence of P(M(t)>x) to P(M>x). We define tw...
A New Proof of Convergence of MCMC via the Ergodic Theorem
Markov chain Monte Carlo Harris recurrence η-irreducibility
2015/7/6
A key result underlying the theory of MCMC is that any η-irreducible Markov chain having a transition density with respect to η and possessing a stationary distribution is automatically positive Harri...
On the Convergence of Finite Order Approximations of Stationary Time Series
Wide sense stationary time series autoregressive estimate moving average estimate
2015/7/6
The approximation of a stationary time-series by finite order autoregressive (AR) and moving averages (MA) is a problem that occurs in many applications. In this paper we study asymptotic behavior of ...
Unbiased Estimation with Square Root Convergence for SDE Models
Unbiased Estimation Square Root Convergence SDE Models
2015/7/6
In many settings in which Monte Carlo methods are applied, there may be no known algorithm for exactly generating the random object for which an expectation is to be computed. Frequently, however, one...