We consider the problem of efficient estimation of first passage time probabilities for a multidimensional random walk with t distributed increments, via simulation. In addition...
We are interested in computing tail probabilities for the maxima of Gaussian random fields. In this paper, we discuss two special cases: random fields defined over a finite number...
Abstract. In this paper, the evaluation of random bit generators for security applications is discussed and the concept of stateless generator is introduced. It is shown how, for t...
Statistical behavior of device leakage and threshold voltage shows a strong width dependency under microscopic random dopant fluctuation. Leakage estimation using the conventional...
In this paper, we propose a simple technique for estimating the standard deviation of a Gaussian random jitter component in a multi-gigahertz signal. This method may utilize exist...