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  2. CAN THE IMPLIED VOLATILITY SURFACE MOVE BY PARALLELSHIFTS? L. ...

    www.statslab.cam.ac.uk/~mike/papers/parallel-shifts.pdf
    2 Sep 2008: φ(k/. V. V /2) ,(19). and. (20) DV = 2. VΦ̄. ... Proof of Theorem 5.1. For k(τ ) < k < k(τ ) it is clear that DV (k, τ ) DV (k, τ ) byequations (19) and (20), establishing claim (iii).
  3. Charging and rate control for elastic traffic ∗ Frank ...

    www.statslab.cam.ac.uk/~frank/elastic.pdf
    25 Nov 2008: identify a solution ms to USERs[Us; λs].The Lagrangian for the optimization problem (18)–(20) is. ... European Transac-tions on Telecommunications 8, 7–20, 1997. [5] ITU Recommendation I371, Traffic control and congestion control inB–ISDN.
  4. Contents Vol. 17, No. 2, 2008 Adaptation on the ...

    www.statslab.cam.ac.uk/~nickl/Site/__files/gine_nickl.pdf
    11 Sep 2008: Now, the bracketing-expectation bound for empiricalprocesses contained in the third inequality in Theorem 2.14.2 in van der Vaart and Wellner [18] yields(20) in view of (b). ... Function Classes of Besov- and Sobolev-Type”, J. Theoret. Probab. 20,
  5. Discussion of Sure independence screening for ultrahigh di-mensional…

    www.statslab.cam.ac.uk/~rjs57/FanLvDiscussion.pdf
    24 Apr 2008: with ν = 10 and ν = 20 degrees of freedom, and a wassuch that each component had unit variance. ... multivariate-t with ν = 20 (dashed) and ν = 10 (dot-dashed) degrees offreedom; in (a) n = 100, p̃ = 200, in (b) n = 1000, p̃ = 2000.
  6. ex.dvi

    www.statslab.cam.ac.uk/~rrw1/stats/ex4nocom2.pdf
    22 Jan 2008: 2 and n. 13. (Strong Likelihood Principle) On the Planet Altair A, all nuclear power stationswere installed exactly 20 years ago by ANFL. ... 20λ)e20λ. by the formula for the Poisson distribution. 2. The likelihood that the first accident occurs at
  7. ex.dvi

    www.statslab.cam.ac.uk/~rrw1/stats/ex3nocom2.pdf
    22 Jan 2008: C 110 120 130 140. 20.8 20.6 20.9 20.820.9 20.3 20.8 20.9. ... α 5 10 15 20 25 30 35 40 45. sin 2α 0.1736 0.3420 0.5 0.6428 0.7660 0.8660 0.9397 0.9848 1.
  8. ex.dvi

    www.statslab.cam.ac.uk/~rrw1/stats/ex1nocom2.pdf
    22 Jan 2008: 11. (Lecture 5, Bayes estimation) Suppose X1,. , Xn are IID from a distributionuniform on (θ 12 , θ 12 ), and that the prior for θ is uniform on (10,20). ... θ̂ = 12. [. maxi. (xi 12 ) 10 mini (xi 12 ) 20. ].
  9. ex.dvi

    www.statslab.cam.ac.uk/~rrw1/stats/ex2nocom2.pdf
    22 Jan 2008: 12, 20, 9, 17, 24, 16. Test the hypothesis that the proportion of non-germinating seeds was the same forall batches.
  10. Flow level models of Internet congestion control

    www.statslab.cam.ac.uk/~frank/TALKS/amherst.pdf
    24 Mar 2008: α. /,1. 1,1. )1()1(. ),,(. 2. 10. 10. 2. 00. 20.
  11. Optimal Gateway Selection in VoIP Richard Weber Costas Courcoubetis…

    www.statslab.cam.ac.uk/~rrw1/talks/optgatewayseminar.pdf
    6 Nov 2008: 0.10. 0.15. 0.20. average calls. unforked calls. forked calls. Figure: Blocking probabilities of forked, unforked and average calls as λfvaries from 0 to 6, with λf λnf = 6, ... and µ1 = 4, µ2 = 2 (solid lines),and µ1 = 20, µ2 = 2 (dashed lines).

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