Factorisations of partition functions of random Hermitian matrix models 1 2 Abstract The partition function ZN ; for Hermitian-complex matrix models can be expressed as an explicit integral over R N ; where N is a positive integer. Such an integral also occurs in connexion with random surfaces and models of two dimensional quantum gravity. We show that ZN can be expressed as the product of two ...

We investigate the effect of TCP Explicit Congestion Notification (ECN) with a new response strategy that is more aggressive in the short term, but preserves TCP long term behavior, without modifying the router marking rate. A less aggressive ECN decrease gives more incentives for end systems to become ECN-compliant, as ECN serves as an early warning sign in this case. Our analysis and simulati...

We derive an explicit representation of the transitions of the Heston stochastic volatility model and use it for fast and accurate simulation of the model. Of particular interest is the integral of the variance process over an interval, conditional on the level of the variance at the endpoints. We give an explicit representation of this quantity in terms of infinite sums and mixtures of gamma r...

Biological processes measured repeatedly among a series of individuals are standardly analyzed by mixed models. These biological processes can be adequately modeled by parametric Stochastic Differential Equations (SDEs). We focus on the parametric maximum likelihood estimation of this mixed-effects model defined by SDE. As the likelihood is not explicit, we propose a stochastic version of the E...

We introduce the theory of modulational instability (MI) of electromagnetic waves in fibers with random polarization mode dispersion. Applying a linear stability analysis and stochastic calculus, we show that the MI gain spectrum reads as the maximal eigenvalue of a constant effective matrix. In the limiting cases of small or large fluctuations, we give explicit expressions for the MI gain spec...

In this paper, we present an improvement of the last year architecture for identifying shallow discourse relations in texts. In the first phase, the system will detect the connective words and both of arguments by performing the Conditional Random Fields (CRFs) learning algorithm with models that are trained based on a set of features such as words, part-of-speech (POS) and pattern based featur...

Many studies have examined the effect of different approaches to teaching grammar including explicit and implicit instruction. However, research in this area is limited in a number of respects. One such limitation pertains to the issue of construct validity of the measures, i.e. the knowledge developed through implicit instruction has been measured through instruments which favor th...

Forest harvest scheduling has been modeled using deterministic and stochastic programming models. Past models seldom address explicit spatial forest management concerns under the influence of natural disturbances. In this research study, we employ multistage full recourse stochastic programming models to explore the challenges and advantages of building spatial optimization models that account ...

We study numerically and analytically the spectrum of incidence matrices of random labeled graphs on N vertices : any pair of vertices is connected by an edge with probability p. We give two algorithms to compute the moments of the eigenvalue distribution as explicit polynomials in N and p. For large N and fixed p the spectrum contains a large eigenvalue at Np and a semi-circle of “small” eigen...

This study investigates whether learning can manifest itself in EEG changes without explicit awareness of the acquired knowledge and without any motor requirement (to rule out acquisition of motor skills). Subjects passively heard particular stimulus combinations interspersed with random combinations. Immediately after this, stimulus combinations were presented which contained violations of the...