Search results for "Stochastic process"
showing 10 items of 346 documents
On the Correlation and Ergodic Properties of the Squared Envelope of SOC Rayleigh Fading Channel Simulators
2012
Published version of an article in the journal: Wireless Personal Communications. Also available from the publisher at: http://dx.doi.org/10.1007/s11277-011-0493-2 In this paper, we investigate the correlation and ergodic properties of the squared envelope of a class of autocorrelation-ergodic (AE) sum-of-cisoids (SOC) simulation models for mobile Rayleigh fading channels. Novel closed-form expressions are presented for both the ensemble and the time autocorrelation functions (ACFs) of the SOC simulation model’s squared envelope. These expressions have been derived by assuming that the SOC model’s inphase and quadrature (IQ) components have arbitrary autocorrelation and cross-correlation pr…
On the analysis of a new Markov chain which has applications in AI and machine learning
2011
Accepted version of an article from the conference: 2011 24th Canadian Conference on Electrical and Computer Engineering. Published version available from IEEE: http://dx.doi.org/10.1109/CCECE.2011.6030727 In this paper, we consider the analysis of a fascinating Random Walk (RW) that contains interleaving random steps and random "jumps". The characterizing aspect of such a chain is that every step is paired with its counterpart random jump. RWs of this sort have applications in testing of entities, where the entity is never allowed to make more than a pre-specified number of consecutive failures. This paper contains the analysis of the chain, some fascinating limiting properties, and some i…
Totally asymmetric exclusion process fed by using a non-Poissonian clock
2015
In this article we consider the one-dimensional totally asymmetric open-boundary exclusion process fed by a process with power-law-distributed waiting times. More specifically, we use a modified Pareto distribution to define the jump rate for jumps into the system. We then characterize the propagation of fluctuations through the system by kinetic Monte Carlo simulations and by numerical evaluation of the steady-state partition function. peerReviewed
Zero-range model of traffic flow.
2005
A multi--cluster model of traffic flow is studied, in which the motion of cars is described by a stochastic master equation. Assuming that the escape rate from a cluster depends only on the cluster size, the dynamics of the model is directly mapped to the mathematically well-studied zero-range process. Knowledge of the asymptotic behaviour of the transition rates for large clusters allows us to apply an established criterion for phase separation in one-dimensional driven systems. The distribution over cluster sizes in our zero-range model is given by a one--step master equation in one dimension. It provides an approximate mean--field dynamics, which, however, leads to the exact stationary s…
Characteristics of the polymer transport in ratchet systems
2010
Molecules with complex internal structure in time-dependent periodic potentials are studied by using short Rubinstein-Duke model polymers as an example. We extend our earlier work on transport in stochastically varying potentials to cover also deterministic potential switching mechanisms, energetic efficiency and non-uniform charge distributions. We also use currents in the non-equilibrium steady state to identify the dominating mechanisms that lead to polymer transportation and analyze the evolution of the macroscopic state (e.g., total and head-to-head lengths) of the polymers. Several numerical methods are used to solve the master equations and nonlinear optimization problems. The domina…
Scheduling independent stochastic tasks on heterogeneous cloud platforms
2019
International audience; This work introduces scheduling strategies to maximize the expected number of independent tasks that can be executed on a cloud platform within a given budget and under a deadline constraint. The cloud platform is composed of several types of virtual machines (VMs), where each type has a unitexecution cost that depends upon its characteristics. The amount of budget spent during the execution of a task on a given VM is the product of its execution length by the unit execution cost of that VM. The execution lengths of tasks follow a variety of standard probability distributions (exponential, uniform, halfnormal, etc.), which is known beforehand and whose mean and stand…
AN ONTOLOGY-BASED APPROACH TO PROVIDE PERSONNALIZED RECOMMENDATIONS USING A STOCHASTIC ALGORITHM
2011
International audience; The use of personalized recommender systems to assist users in the selection of products is becoming more and more popular and wide-spread. The purpose of a recommender system is to provide the most suitable items from an knowledge base, according the user knowledge, tastes, interests, ... These items are generally proposed as ordered lists. In this article, we propose to combine works from adaptive hypermedia systems, semantic web and combinatory to create a new kind of recommender systems suggesting combinations of items corresponding to the user.
Synchronization and fluctuations for interacting stochastic systems with individual and collective reinforcement
2020
The Pólya urn is the paradigmatic example of a reinforced stochastic process. It leads to a random (non degenerated) time-limit. The Friedman urn is a natural generalization whose a.s. time-limit is not random anymore. In this work, in the stream of previous recent works, we introduce a new family of (finite) systems of reinforced stochastic processes, interacting through an additional collective reinforcement of mean field type. The two reinforcement rules strengths (one componentwise, one collective) are tuned through (possibly) different rates n −γ. In the case the reinforcement rates are like n −1 , these reinforcements are of Pólya or Friedman type as in urn contexts and may thus lead …
Generation of aperiodic picosecond pulses sequences from incoherent optical waves
2007
We present an original method to generate optical pulses trains with random time-interval values from incoherent broadband sources. Our technique relies on the remarkable properties of a line made of cascaded SPM-based optical regenerators.
Stochastic Graph Filtering Under Asymmetric Links in Wireless Sensor Networks
2018
Wireless sensor networks (WSN s) are often characterized by random and asymmetric packet losses due to the wireless medium, leading to network topologies that can be modeled as random, time-varying and directed graphs. Most of existing works related to graph filtering in the context of WSNs assume that the probability of delivering an information from one node to a neighbor node is the same as in the reverse direction. This assumption is not realistic due to the typical link asymmetry in WSNs caused by interferences and background noise. In this work, we analyze the problem of applying stochastic graph filtering over random time-varying asymmetric network topologies. We show that it is poss…