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Markov Chains Course Blog
https://www.statslab.cam.ac.uk/~rrw1/markov/blog.html4 Sep 2012: statistics, economics and finance, social sciences, mathematical biology, games, music, baseball and text generation. ... can test your intuition and make good guesses about what might or might not be true. Results that match 1 of 2 words
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Mathematical Models in Finance
https://www.statslab.cam.ac.uk/~frank/finance.html15 Aug 2012: fertile interaction between economics and mathematics centred around martingale representations. ... that arise in economics concerning interacting systems of rational agents. -
notes.dvi
https://www.statslab.cam.ac.uk/~grg/papers/USstflour.pdf15 Aug 2012: PERCOLATION ANDDISORDERED SYSTEMS. Georey GRIMMETT. 2PREFACEThis course aims to be a (nearly) self-contained account of part of the mathematicaltheory of percolation and related topics. The rst nine chapters summarise rigorousresults in percolation -
Lund.dvi
https://www.statslab.cam.ac.uk/~rjs57/Lund.pdf13 Sep 2012: We can therefore use  as a test statistic, and generate acritical value from bootstrap samples drawn from f̂n. ... This test is consistent: if P0 is not log-concave, then thepower converges to 1 as n. -
Research
https://www.statslab.cam.ac.uk/~rrw1/research.html20 Feb 2012: Research interests. Research interests. Communications networks:. Incentives for Large Peer-to-Peer Systems, C. Courcoubetis and R. R. Weber, IEEE Journal on Selected Areas in Communications (2006) 24, 1034-1049.> [J. Mundinger, R. R. Weber and G. -
Probab. Theory Relat. FieldsDOI 10.1007/s00440-012-0446-z Adaptive…
https://www.statslab.cam.ac.uk/~nickl/Site/__files/ptrf13.pdf3 Sep 2012: n = 1{Cn ̃(r,ρn) = }.The type-one errors of this test satisfy. ... uniformly in f ̃(r,ρn). We conclude that this test satisfies. lim supn. -
Mathematical modelling of the Internet
https://www.statslab.cam.ac.uk/~frank/mmi.html6 Sep 2012: The design and control of such networks present challenges of a mathematical, engineering and economic nature. -
ON THE UNIQUENESS OF MARTINGALES WITH CERTAIN PRESCRIBED MARGINALS ...
https://www.statslab.cam.ac.uk/~mike/papers/marginals.pdf1 Oct 2012: Journal of Financial Economics 7: 229–263.(1979). [6] E. Derman and I. -
An intelligent agent for optimizing QoS-for-money in priced ABR…
https://www.statslab.cam.ac.uk/~frank/PAPERS/iaabr.html25 Nov 2012: Our approach can be applied to more general cases of economic sharing of network resources, and offers new capabilities for resource management, while it is not specific to ABR. -
Optimization and Control
https://www.statslab.cam.ac.uk/~rrw1/oc/index2012.html13 Mar 2012: Applications of this course are to be found in science, economics and engineering (e.g., "insects as optimizers", "planning for retirement", "finding a parking space", "optimal gambling" and "steering a space
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