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» Algorithmics in Exponential Time
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FS
2010
124views more  FS 2010»
15 years 6 months ago
Comparison results for stochastic volatility models via coupling
The aim of this paper is to investigate the properties of stochastic volatility models, and to discuss to what extent, and with regard to which models, properties of the classical...
David Hobson
178
Voted
IEEEHPCS
2010
15 years 6 months ago
Transactional Memory: How to perform load adaption in a simple and distributed manner
We analyze and present different strategies to adapt the load in transactional memory systems based on contention. Our experimental results show a substantial overall improvement ...
David Hasenfratz, Johannes Schneider, Roger Watten...
PE
2010
Springer
137views Optimization» more  PE 2010»
15 years 6 months ago
Tail-robust scheduling via limited processor sharing
From a rare events perspective, scheduling disciplines that work well under light (exponential) tailed workload distributions do not perform well under heavy (power) tailed worklo...
Jayakrishnan Nair, Adam Wierman, Bert Zwart
CORR
2011
Springer
205views Education» more  CORR 2011»
15 years 2 months ago
Random Walk on Directed Dynamic Graphs
Dynamic graphs have emerged as an appropriate model to capture the changing nature of many modern networks, such as peer-to-peer overlays and mobile ad hoc networks. Most of the re...
Oksana Denysyuk, Luis Rodrigues
CADE
2012
Springer
13 years 10 months ago
Taming Past LTL and Flat Counter Systems
Abstract. Reachability and LTL model-checking problems for flat counter systems are known to be decidable but whereas the reachability problem can be shown in NP, the best known c...
Stéphane Demri, Amit Kumar Dhar, Arnaud San...