arXiv 2017-11-11 EN An Efficient Scenario-Based Stochastic Model for Dynamic Operational Scheduling of Community Microgrids with High Penetration Renewables Gazijahani, Farhad Samadi · Salehi, Javad
arXiv 2017-07-31 EN Point Transformations and the Relationships Among Anomalous Diffusion, Normal Diffusion and the Central Limit Theorem Kouri, Donald J. · Pandya, Nikhil N. · Williams, Cameron L. · Bodmann, Bernhard G. +1
arXiv 2016-11-01 EN Flowgraph Models and Analysis for Markov Jump Processes Budiana, Muhammad Fikri · Siddig, Murwan H. M. A.
arXiv 2016-10-02 EN Sub-diffusion processes in Hilbert space and their associated stochastic differential equations and Fokker-Planck-Kolmogorov equations Chlebak, Lise · Garmirian, Patricia · Wu, Qiong
arXiv 2016-01-06 EN Eternal multiplicative coalescent is encoded by its Lévy-type processes Limic, Vlada
arXiv 2015-11-07 EN Construction of SDE-based wind speed models with exponential autocorrelation Miñano, Rafael Zárate · Milano, Federico
arXiv 2014-10-30 EN Transience, Recurrence and the Speed of a Random Walk in a Site-Based Feedback Environment Pinsky, Ross G. · Travers, Nicholas F.
arXiv 2014-06-16 EN Inversions and Longest Increasing Subsequence for k-Card-Minimum Random Permutations Travers, Nicholas F.
arXiv 2013-09-24 EN Pricing and Hedging Derivative Securities with Unknown Local Volatilities Fendick, Kerry W.
arXiv 2013-09-03 EN Small Deviations for Time-Changed Brownian Motions and Applications to Second-Order Chaos Dobbs, Daniel · Melcher, Tai
arXiv 2013-05-17 EN A generative spike train model with time-structured higher order correlations Trousdale, James · Hu, Yu · Shea-Brown, Eric · Josić, Krešimir
arXiv 2013-02-26 EN Hypothesis Testing for Validation and Certification Scovel, Clint · Steinwart, Ingo
arXiv 2011-11-17 EN Nonintersecting Brownian motions on the half-line and discrete Gaussian orthogonal polynomials Liechty, Karl
arXiv 2011-10-25 EN Order of magnitude time-reversible Markov chains and characterization of clustering processes Joshi, Badal
arXiv 2011-02-16 EN The Length of the Longest Increasing Subsequence of a Random Mallows Permutation Mueller, Carl · Starr, Shannon