Expected coalescence time for a nonuniform allocation process
نویسندگان
چکیده
منابع مشابه
Expected Coalescence Time for a Nonuniform Allocation Process
We study a process where balls are repeatedly thrown into n boxes independently according to some probability distribution p. We start with n balls, and at each step all balls landing in the same box are fused into a single ball; the process terminates when there is only one ball left (coalescence). Let c := P j p 2 j , the collision probability of two fixed balls. We show that the expected coa...
متن کاملDevelopment of a Genetic Algorithm for Advertising Time Allocation Problems
Commercial advertising is the main source of income for TV channels and allocation of advertising time slots for maximizing broadcasting revenues is the major problem faced by TV channel planners. In this paper, the problem of scheduling advertisements on prime-time of a TV channel is considered. The problem is formulated as a multi-unit combinatorial auction based mathematical model. This is a...
متن کاملNonuniform Computational Complexity Allocation for OFDM Detectors
This paper concerns receiver design for multiple-input multiple-output orthogonal frequency-division multiplexing (MIMO-OFDM) communications systems, where frequencyselective fading causes the quality of the channel to vary significantly from one subcarrier to the next. It is common practice for MIMO-OFDM detectors to implement the same detector at each subcarrier, in which case the overall per...
متن کاملExpected Utility Asset Allocation
Many institutional investors periodically adopt an asset allocation policy that specifies target percentages of value for each of several asset classes. Typically a policy is set by a fund’s board after evaluating the implications of a set of alternative policies. The staff is then instructed to implement the policy, usually by maintaining the actual allocation to each asset class within a spec...
متن کاملa benchmarking approach to optimal asset allocation for insurers and pension funds
uncertainty in the financial market will be driven by underlying brownian motions, while the assets are assumed to be general stochastic processes adapted to the filtration of the brownian motions. the goal of this study is to calculate the accumulated wealth in order to optimize the expected terminal value using a suitable utility function. this thesis introduced the lim-wong’s benchmark fun...
15 صفحه اولذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Advances in Applied Probability
سال: 2008
ISSN: 0001-8678,1475-6064
DOI: 10.1239/aap/1231340162