∫ntegrabℓε ∂iﬀerentiαℓs · unorganised notes, code, and writings of random topics

Michael Dritschel (2008) Stochastic Calculus in Mathematical Finance

March 25, 2009 paper

It has a very nice summary of modern probability theory at the beginning. [more]

Oh and Ahn (1999) Dynamic Calendar Queue (Sim Symp)

February 12, 2009 paper

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Brown (1988) Calendar Queues: A Fast O(1) Priority Queue Implementation for the Simulation Event Set Problem

February 10, 2009 paper

This is the seminal paper that proposes the calendar queues which can be used for DES. Events are classified into “days” and different “days” are put into an array as a “year”. When we insert, put the event into an appropriate day according to the event’s deadline. When we dequeue... [more]

年糕

January 15, 2009 blog random

材料： [more]

Tang, Huang, Chen (2000) Internet Flow Blocking Probability Calculation (Canadian Conf on ECE)

January 14, 2009 paper

This paper derives equations. Assume the Internet operates as /Pareto// queues, the flow blocking probability is , where is the arrival rate, is the first busy period (i.e. mean of Pareto), is the -th busy period, and denotes the probability of having customers in the /Pareto// queue. [more]