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Powerful mathematical tools have been developed for trading in stocks and bonds, but other markets that are equally important for the globalized world have to some extent been neglected. We decided to study the shipping market as an new area of development ...
The optical properties within limited volumes of diffusive media can be probed by carrying spatially-resolved measurements of diffused light at short source-detector separation (typically one scattering mean free path). At such distance, analytical models ...
The subject of the present thesis is an optimal prediction problem concerning the ultimate maximum of a stable Lévy process over a finite interval of time. Such "optimal prediction" problems are of both theoretical and practical interest, in particular the ...
We show that for a voter model on {0,1}Z corresponding to a random walk with kernel p(·) and starting from unanimity to the right and opposing unanimity to the left, a tight interface between 0's and 1's exists if p(·) has second moments but does not if p( ...
Let X = {X(t); t ∈ RN} be a (N,d) fractional Brownian motion in Rd of index H ∈ (0,1). We study the local time of X for all temporal dimensions N and spatial dimensions d for which local time exist. We obtain two main results : R1. If we denote by Lx(I) th ...
We examine the fundamental properties that determine the basic performance metrics for opportunistic communications. We first consider the distribution of intercontact times between mobile devices. Using a diverse set of measured mobility traces, we find a ...
We examine the fundamental properties that determine the basic performance metrics for opportunistic communications. We first consider the distribution of intercontact times between mobile devices. Using a diverse set of measured mobility traces, we find a ...
