Let g:Ω=[0,1] d →ℝ denote a Lipschitz function that can be evaluated at each point, but the price of heavy computational time. X stand for random variable with values in Ω such one is able to simulate, least approximately, according restriction law any subset Ω. For example, thanks Markov chain Monte Carlo techniques, this always possible when admits density known up normalizing constant. In co...

This paper reviews P´olya urn models and their connection to random trees. Basic results are presented, together with proofs that underly the historical evolution of the accompanying thought process. Extensions and generalizations are given according to chronology: • P´olya-Eggenberger’s urn • Bernard Friedman’s urn • Generalized P´olya urns • Extended urn schemes • Invertible urn schemes ...

Authenticated encryption schemes establish both privacy and authenticity. This paper specifies a family of the dedicated authenticated encryption schemes, Artemia. It is an online nonce-based authenticated encryption scheme which supports the associated data. Artemia uses the permutation based mode, JHAE, that is provably secure in the ideal permutation model. The scheme does not require the in...

In this paper, we extend the compound binomial model to the case where the premium income process, based on a binomial process, is no longer a linear function. First, a mathematically recursive formula is derived for non ruin probability, and then, we examine the expected discounted penalty function, satisfy a defect renewal equation. Third, the asymptotic estimate for the expected discounted p...