Results 11 to 20 of about 543,055 (305)

Support of Strong Consistency on Fog Applications [PDF]

open access: yesProceedings of the 6th Workshop on Principles and Practice of Consistency for Distributed Data, 2019
Providing scalability for mobile distributed applications often leads the applications to compromise their consistency requirements. However, some of these applications depend on strong consistency to guarantee that one consistent state is observed by all participants over (some of) the shared objects of the application. While deploying the application
Diogo Lima   +2 more
openaire   +2 more sources

Putting Order in Strong Eventual Consistency [PDF]

open access: yes, 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
openaire   +3 more sources

Parameter estimation in mixed fractional stochastic heat equation

open access: yesModern Stochastics: Theory and Applications, 2023
The paper is devoted to a stochastic heat equation with a mixed fractional Brownian noise. We investigate the covariance structure, stationarity, upper bounds and asymptotic behavior of the solution.
Diana Avetisian, Kostiantyn Ralchenko
doaj   +1 more source

On Consistency of the Nearest Neighbor Estimator of the Density Function for m-AANA Samples

open access: yesMathematics, 2023
In this paper, by establishing a Bernstein inequality for m-asymptotically almost negatively associated random variables, some results on consistency for the nearest neighbor estimator of the density function are further established.
Xin Liu, Yi Wu, Wei Wang, Yong Zhu
doaj   +1 more source

Drift parameter estimation in stochastic differential equation with multiplicative stochastic volatility

open access: yesModern Stochastics: Theory and Applications, 2016
We consider a stochastic differential equation of the form \[ dX_{t}=\theta a(t,X_{t})\hspace{0.1667em}dt+\sigma _{1}(t,X_{t})\sigma _{2}(t,Y_{t})\hspace{0.1667em}dW_{t}\] with multiplicative stochastic volatility, where Y is some adapted stochastic ...
Meriem Bel Hadj Khlifa   +3 more
doaj   +1 more source

A Note on the Nonparametric Estimation of the Conditional Mode by Wavelet Methods

open access: yesStats, 2020
The purpose of this note is to introduce and investigate the nonparametric estimation of the conditional mode using wavelet methods. We propose a new linear wavelet estimator for this problem.
Salim Bouzebda, Christophe Chesneau
doaj   +1 more source

A nonparametric test for comparing survival functions based on restricted distance correlation

open access: yesDependence Modeling, 2023
In this article, we propose an omnibus test for comparing two survival functions under non-proportional hazards. The test statistic is based on a product-limit estimate of the restricted distance correlation, which is closely related to the L2{L}_{2 ...
Zhang Qingyang
doaj   +1 more source

Research on Strong Cache Consistency Under Generic Cache Replacement Strategy [PDF]

open access: yesJisuanji gongcheng, 2022
Establishing an accurate cache analysis model helps to predict the cache behavior better, which is vital for network performance analysis and planning.However, existing analysis models for cache consistency studies are based on the Least Recently Used ...
YANG Tao, ZHENG Quan, XU Zhenghuan, SHI Qianbao, PENG Siwei
doaj   +1 more source

On strong consistency of the variance estimator [PDF]

open access: yesProceedings 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.
openaire   +1 more source

Ergodic properties of the solution to a fractional stochastic heat equation, with an application to diffusion parameter estimation

open access: yesModern Stochastics: Theory and Applications, 2020
The paper deals with a stochastic heat equation driven by an additive fractional Brownian space-only noise. We prove that a solution to this equation is a stationary and ergodic Gaussian process. These results enable us to construct a strongly consistent
Diana Avetisian, Kostiantyn Ralchenko
doaj   +1 more source

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