EXACT SIMULATION OF A BOOLEAN MODEL

Exact Simulation of the SABR Model

investigating the feasibility of a proposed model for geometric design of deployable arch structures

deployable scissor type structures are composed of the so-called scissor-like elements (sles), which are connected to each other at an intermediate point through a pivotal connection and allow them to be folded into a compact bundle for storage or transport. several sles are connected to each other in order to form units with regular polygonal plan views. the sides and radii of the polygons are...

A Simple and Exact Simulation Approach to Heston Model

In this paper we will propose a simple approach to simulating Heston model efficiently and accurately. All existing simulation schemes so far directly work with the mean-reverting square root process of the variance in Heston model, instead we transform the variance to an equivalent volatility which follows a mean-reverting Ornstein-Uhlenbeck process. We will show it is more convenient to simul...

Exact VC-Dimension of Boolean Monomials

We show that the Vapnik-Chervonenkis dimension of Boolean mono-mials over n variables is at most n for all n 2. It follows that the VC-dimension is determined exactly and is, except for n = 1, equal to the VC-dimension of the proper subclass of monotone monomials.

Dynamics of Boolean networks: an exact solution.

The dynamics of Boolean networks (BN) with quenched disorder and thermal noise is studied via the generating functional method. A general formulation, suitable for BN with any distribution of Boolean functions, is developed. It provides exact solutions and insight into the evolution of order parameters and properties of the stationary states, which are inaccessible via existing methodology. We ...