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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-...
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 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...
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 ...
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...

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