Results 11 to 20 of about 7,460,500 (361)

Scalable Strong Consistency for Web Applications [PDF]

open access: yesProceedings of the 11th workshop on ACM SIGOPS European workshop, 2004
Web application workloads are often characterized by a large number of unique read requests and a significant fraction of write requests. Hosting these applications drives the need for the next generation CDN architecture that does more than caching the results of Web applications but replicates both the application code and its underlying data.
Pierre, G.E.O.   +2 more
core   +6 more sources

On Strong Consistency of Density Estimates [PDF]

open access: goldThe Annals of Mathematical Statistics, 1969
Let $X_1, X_2, \cdots, X_n$, be a sample of $n$ independent observations of a random variable $X$ with distribution $F(x) = F(x_1, \cdots, x_m)$ or $R^m$ and Lebesgue density $f(x) = f(x_1, \cdots, x_m)$. To estimate the density $f(x)$ consider estimates of the form \begin{equation*} \tag{1} f_n(x) = n^{-1} \sum^n_{j=1} K_n(x, X_j),\quad K_n(x, X_j ...
John Van Ryzin
openalex   +4 more sources

Strong Consistency of $K$-Means Clustering

open access: bronzeThe Annals of Statistics, 1981
A random sample is divided into the $k$ clusters that minimise the within cluster sum of squares. Conditions are found that ensure the almost sure convergence, as the sample size increases, of the set of means of the $k$ clusters. The result is proved for a more general clustering criterion.
David Pollard
openalex   +4 more sources

Weak and Strong Time Consistency

open access: goldTheoretical Economics Letters, 2012
We motivate and provide proofs of Ba?ar and Olsder’s (1995) theorems on the subject. The context is the increasing appreciation that the neoclassical framework is not the only model of the economy.
Romar Correa
openalex   +4 more sources

Strong consistency in cache augmented SQL systems [PDF]

open access: yesInternational Middleware Conference, 2014
Cache augmented SQL, CASQL, systems enhance the performance of simple operations that read and write a small amount of data from big data. They do so by looking up the results of computations that query the database in a key-value store (KVS) instead of ...
Shahram Ghandeharizadeh   +2 more
core   +2 more sources

Putting Order in Strong Eventual Consistency [PDF]

open access: yesIFIP International Conference on Distributed Applications and Interoperable Systems, 2019
Conflict-free replicated data types (CRDTs) aid programmers develop highly available and scalable distributed systems. However, the literature describes only a limited portfolio of conflict-free data types and implementing custom ones requires additional knowledge of replication and consistency techniques.
Kevin De Porre   +5 more
semanticscholar   +5 more sources

Verifying strong eventual consistency in distributed systems [PDF]

open access: yesProceedings of the ACM on Programming Languages, 2017
Data replication is used in distributed systems to maintain up-to-date copies of shared data across multiple computers in a network. However, despite decades of research, algorithms for achieving consistency in replicated systems are still poorly ...
Victor B. F. Gomes   +3 more
semanticscholar   +5 more sources

Diagnosing a Strong-Fault Model by Conflict and Consistency [PDF]

open access: yesSensors, 2018
The diagnosis method for a weak-fault model with only normal behaviors of each component has evolved over decades. However, many systems now demand a strong-fault models, the fault modes of which have specific behaviors as well.
Wenfeng Zhang   +4 more
doaj   +4 more sources

A strong polarized relation [PDF]

open access: yesJournal of Symbolic Logic, 77,3 (2012), pp. 766-776, 2011
We prove the consistency of a strong polarized relation for a cardinal and its successor, using pcf and ...
Magidor   +6 more
arxiv   +4 more sources

On strong consistency of the variance estimator [PDF]

open access: greenProceedings of the 19th conference on Winter simulation - WSC '87, 1987
One way to construct a confidence interval for the mean constant of a stochastic process, is via consistent estimation of another parameter of the process, namely, the time-average variance constant. In this paper, we discuss strong consistency of the variance estimator for several methods of steady-state output analysis.
Halim Damerdji
openalex   +2 more sources

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