The temporal logi CSL ( Continuous Sto hasti

Computational Restri tions for SPN with Generally Distributed Transition Times

The analysis of sto hasti systems with non-exponential timing requires the development of suitable modeling tools. Re ently, some e ort has been devoted to generalize the on ept of Sto hasti Petri nets, by allowing the ring times to be generally distributed. The evolution of the PN in time be omes a sto hasti pro ess, for whi h in general, no analyti al solution is available. The paper des ribe...

Markov Chain Monte Carlo Calibration of Sto hasti Volatility Models

Sto hasti Volatility Models Xin Ge Chuanshu Ji * MathSoft, In ., 1700 Westlake Avenue North, Suite 500, Seattle, WA 98109, USA; xge email.un .edu ** Department of Statisti s, University of North Carolina, Chapel Hill, NC 27599, USA; ji email.un .edu; 919-962-3917 O tober 10, 2000 Abstra t In this paper we propose a Bayesian omputational s heme for alibration of sto hasti volatility models using...

Sto hasti Routing in Ad Ho Wireless Networks

Comparing an HMM and an SCFG

1 Baskin Center for Computer S ien e and Engineering, University of California, Santa Cruz, CA 95064, U.S.A. E-mail: {jagota,rlyngsoe} se.u s .edu 2 BRICS⋆ ⋆ ⋆, Department of Computer S ien e, University of Aarhus, Ny Munkegade, DK-8000 Århus C, Denmark. E-mail: storm bri s.dk. Abstra t Sto hasti models are ommonly used in bioinformati s, e.g. hidden Markov models for modeling sequen e families...

Sto hasti Stability of Singularly Perturbed Nonlinear Systems