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  2. Tariffing in the new IP/ATM environment

    www.statslab.cam.ac.uk/~frank/PAPERS/ipatm.html
    8 May 2009: Tariffing in the new IP/ATM environment. Dawson Walker (Cable and Wireless). ... A new pricing model is therefore necessary for managing the transition to the future ATM/IP broadband environment.
  3. 9 Aug 2009: Site percolation on the. triangular lattice has featured prominently in the news in recent years,. ... New York:. Springer.[35] Werner, W. 2007. Lectures on two-dimensional critical percolation.
  4. A CHARACTERIZATION OF FORWARD UTILITY FUNCTIONS F.P.Y.S. BERRIER,…

    www.statslab.cam.ac.uk/~mike/papers/forward-utilities.pdf
    22 May 2009: That is, if H is an admissible trading strategy, wecan define a new process π by. ... 6] Karatzas, I. and S. Shreve: Methods of Mathematical Finance, Springer-Verlag, New York (2001)[7] Kramkov, D.
  5. J Theor Probab (2009) 22: 38–56DOI 10.1007/s10959-008-0177-3 On…

    www.statslab.cam.ac.uk/~nickl/Site/__files/jotp09.pdf
    30 Apr 2009: 2. Devroye, L., Lugosi, G.: Combinatorial Methods in Density Estimation. Springer, New York (2001)3. ... Wiley, New York. (1987)20. Schwartz, L.: Théorie des Distributions. Hermann, Paris (1966)21.
  6. 8 May 2009: 10. M. Hofri. Probabilistic Analysis of Algorithms. Springer-Verlag, New York, 1987.11.
  7. Percolation of arbitrary words in one dimension Geoffrey R. ...

    www.statslab.cam.ac.uk/~grg/papers/grimmett6.pdf
    8 Jul 2009: Braz. Math. Soc. New Ser. 39 (2008), 183–189. MR 2419900. [9] P.
  8. SYMMETRIC MARTINGALES AND SYMMETRIC SMILES MICHAEL R. TEHRANCHI…

    www.statslab.cam.ac.uk/~mike/papers/smile-symmetry.pdf
    24 Jul 2009: C(t, T, K) = E[(ST K)|Ft]. Theorem 4.1 can be taken to be bad news for the success of the above program: if weinsist that the solution to
  9. Probab. Theory Relat. Fields (2009) 143:569–596DOI…

    www.statslab.cam.ac.uk/~nickl/Site/__files/ptrf09.pdf
    30 Apr 2009: Springer, New York (1999)7. Donoho, D.L., Johnstone, I.M., Kerkyacharian, G., Picard, D.: Density estimation by wavelet thres-. ... Wiley, New York (1999)13. Giné, E., , .
  10. 93 1 TELE1RAFFIC AND DATA1RAFFIC in a Period of ...

    www.statslab.cam.ac.uk/~frank/PAPERS/cin.pdf
    8 May 2009: However, the extension of this understanding to international networks requires consideration of a number of new issues. ... The step from three to four nodes introduces a number of new issues: we no more than touch on some of these.
  11. ASYMPTOTICS OF IMPLIED VOLATILITY FAR FROM MATURITY MICHAEL R. ...

    www.statslab.cam.ac.uk/~mike/papers/implied-vol-asymptotics.pdf
    24 Jul 2009: x 1)µ(dx) <. Now let W be an independent Brownian motion and define a new Lévy process X by. ... Third edition.Oxford University Press, New York. [8] Jacquier, A. (2007). Asymptotic skew under stochastic volatility.
  12. 2 Jul 2009: We are not going to say anything new about this case.)One of our main examples is the class of Eulerian graphs, or even graphs,given by the set of even
  13. Models for a self-managed Internet

    www.statslab.cam.ac.uk/~frank/PAPERS/smi.pdf
    15 Apr 2009: 1985 Brownian motion and stochastic ow systems. New York: Krieger. International Telecommunications Union 1996 Recommendation I371: tra c control and con-gestion control in B-ISDN. ... New York: McGraw-Hill. Lapsley, D. E. & Low, S. H. 1999 Random Early
  14. Uniform limit theorems for wavelet density estimators

    www.statslab.cam.ac.uk/~nickl/Site/__files/AOP447.pdf
    22 Jul 2009: The Annals of Probability2009, Vol. 37, No. 4, 1605–1646DOI: 10.1214/08-AOP447 Institute of Mathematical Statistics, 2009. UNIFORM LIMIT THEOREMS FOR WAVELET DENSITYESTIMATORS. BY EVARIST GINÉ AND RICHARD NICKL. University of Connecticut and
  15. THE PHASE TRANSITION OF THEQUANTUM ISING MODEL IS SHARP ...

    www.statslab.cam.ac.uk/~grg/papers/qimfinalUS.pdf
    24 Jun 2009: Whereas new problems arise in the currentcontext and require treatment, certain aspects of the analysis presentedhere are simpler than the corresponding steps of [3].
  16. paper.dvi

    www.statslab.cam.ac.uk/~frank/CP/cp.pdf
    26 Apr 2009: The Cliord Paterson Lecture Modelling communication networks. present and future. By F P Kelly. Statistical Laboratory University of Cambridge Mill Lane Cambridge CB SB UK. Modern communication networks are able to respond to randomly
  17. Noname manuscript No.(will be inserted by the editor) Resource ...

    www.statslab.cam.ac.uk/~frank/PAPERS/ERLANG/kmwV3.pdf
    21 Oct 2009: Noname manuscript No.(will be inserted by the editor). Resource pooling in congested networks: proportionalfairness and product form. F.P. Kelly L. Massoulié N.S. Walton. Received: date / Accepted: date. Abstract We review two areas of recent

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