—We develop a simple stochastic fluid model that seeks to expose the fundamental characteristics and limitations of P2P streaming systems. This model accounts for many of the es...
We consider analysis of complex stochastic models based upon partial information. MCMC and reversible jump MCMC are often the methods of choice for such problems, but in some situ...
— This paper presents a new mathematical model for the human behavior called Stochastic Switched Linear Dynamical (SS-LD) model. The SS-LD model can be regarded as a natural exte...
We introduce and study Recursive Markov Chains (RMCs), which extend ordinary finite state Markov chains with the ability to invoke other Markov chains in a potentially recursive m...