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Real time systems
(2017-01-31)
A DSP has hardware and instruction sets that are optimized for high-speed numeric processing applications and rapid, real-time processing of analog signals from the environment. A real-time system is a system that is ...
Long time behavior of telegraph processes under convex potentials
(2016)
We study the long-time behavior of variants of the telegraph process with position-dependent jump rates, which result in a monotone gradient-like drift towards the origin. We compute their invariant laws and obtain, via ...
Fully Nonparametric Regression Modelling of Misclassified Censored Time-to-Event Data
(2015)
We propose a fully nonparametric modelling approach for time-to-event regression data, when the response of interest can only be determined to lie in an interval obtained from a sequence of examination times and the ...
Hitting and returning to rare events for all alpha-mixing processes
(ELSEVIER SCIENCE BV, 2011)
We prove that for any a-mixing stationary process the hitting time of any n-string A(n) converges, when suitably normalized, to an exponential law. We identify the normalization constant lambda(A(n)). A similar statement ...
Duality with time-changed Lévy processes
(Escola de Pós-Graduação em Economia da FGV, 2005-04-14)
In this paper we study the pricing problem of derivatives written in terms of a two dimensional time{changed L¶evy processes. Then, we examine an existing relation between prices of put and call options, of both the European ...
BIRTH AND DEATH PROCESSES AS PROJECTIONS OF HIGHER-DIMENSIONAL POISSON PROCESSES
(Applied Probability TrustSheffieldInglaterra, 1995)
Correlation integral for stationary gaussian time series
(2023)
The correlation integral of a time series is a normalized coefficient that represents the number of close pairs of points of the series lying in phase space. It has been widely studied in a number of disciplines such as ...
Real-time 3D video processing using multi-stream GPU parallel computing
(2014-10)
This work presents a real-time video processing algorithm for 3D scenes using a graphics processor. The processing is based on parallel computing using concurrent kernels. The proposed algorithm
processes individual pixels ...