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Tariffing in the new IP/ATM environment
www.statslab.cam.ac.uk/~frank/PAPERS/ipatm.html8 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. -
1 Three problemsfor the clairvoyant demon Geoffrey Grimmett Abstract…
www.statslab.cam.ac.uk/~grg/papers/USdemon.pdf9 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. -
A CHARACTERIZATION OF FORWARD UTILITY FUNCTIONS F.P.Y.S. BERRIER,…
www.statslab.cam.ac.uk/~mike/papers/forward-utilities.pdf22 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. -
J Theor Probab (2009) 22: 38–56DOI 10.1007/s10959-008-0177-3 On…
www.statslab.cam.ac.uk/~nickl/Site/__files/jotp09.pdf30 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. -
Measurement-based connection admission control R. J. Gibbensa� and F. …
www.statslab.cam.ac.uk/~frank/mbcac.pdf8 May 2009: 10. M. Hofri. Probabilistic Analysis of Algorithms. Springer-Verlag, New York, 1987.11. -
Percolation of arbitrary words in one dimension Geoffrey R. ...
www.statslab.cam.ac.uk/~grg/papers/grimmett6.pdf8 Jul 2009: Braz. Math. Soc. New Ser. 39 (2008), 183–189. MR 2419900. [9] P. -
SYMMETRIC MARTINGALES AND SYMMETRIC SMILES MICHAEL R. TEHRANCHI…
www.statslab.cam.ac.uk/~mike/papers/smile-symmetry.pdf24 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 -
Probab. Theory Relat. Fields (2009) 143:569–596DOI…
www.statslab.cam.ac.uk/~nickl/Site/__files/ptrf09.pdf30 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., , . -
93 1 TELE1RAFFIC AND DATA1RAFFIC in a Period of ...
www.statslab.cam.ac.uk/~frank/PAPERS/cin.pdf8 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. -
ASYMPTOTICS OF IMPLIED VOLATILITY FAR FROM MATURITY MICHAEL R. ...
www.statslab.cam.ac.uk/~mike/papers/implied-vol-asymptotics.pdf24 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. -
RANDOM GRAPHS WITH FORBIDDEN VERTEX DEGREES GEOFFREY GRIMMETT AND ...
www.statslab.cam.ac.uk/~grg/papers/sj208.pdf2 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 -
Models for a self-managed Internet
www.statslab.cam.ac.uk/~frank/PAPERS/smi.pdf15 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 -
Uniform limit theorems for wavelet density estimators
www.statslab.cam.ac.uk/~nickl/Site/__files/AOP447.pdf22 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 -
THE PHASE TRANSITION OF THEQUANTUM ISING MODEL IS SHARP ...
www.statslab.cam.ac.uk/~grg/papers/qimfinalUS.pdf24 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]. -
paper.dvi
www.statslab.cam.ac.uk/~frank/CP/cp.pdf26 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 -
Noname manuscript No.(will be inserted by the editor) Resource ...
www.statslab.cam.ac.uk/~frank/PAPERS/ERLANG/kmwV3.pdf21 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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