Search results for "martingales"

Hits ?▲	Authors	Title	Venue	Year	Link	Author keywords
81	S. F. Cullender, Wen-Chi Kuo, Coenraad C. A. Labuschagne, B. A. Watson	Measure-Free Martingales with Application to Classical Martingales.	SMPS	2006	DBLP DOI BibTeX RDF
64	Jack H. Lutz	Gales and the Constructive Dimension of Individual Sequences.	ICALP	2000	DBLP DOI BibTeX RDF	algorithmic information, gales, Hausdorff dimension, computability, randomness, Kolmogorov complexity, martingales, constructive dimension
45	Qingxin Meng 0003, MaoNing Tang	Necessary and sufficient conditions for optimal control of stochastic systems associated with Lévy processes.	Sci. China Ser. F Inf. Sci.	2009	DBLP DOI BibTeX RDF	Teugel’s martingales, adjoint equation, maximum principle
45	Nick G. Duffield	Exponential bounds for queues with Markovian arrivals.	Queueing Syst. Theory Appl.	1994	DBLP DOI BibTeX RDF	risk theory, Queueing theory, large deviations, effective bandwidths, martingales, Markov Additive Processes, ATM multiplexers
38	Pierre Leone, José D. P. Rolim	Towards a Dynamical Model for Wireless Sensor Networks.	ALGOSENSORS	2004	DBLP DOI BibTeX RDF
38	Harry Buhrman, Dieter van Melkebeek, Kenneth W. Regan, D. Sivakumar, Martin Strauss 0001	A Generalization of Resource-Bounded Measure, With an Application (Extended Abstract).	STACS	1998	DBLP DOI BibTeX RDF
38	Klaus Ambos-Spies, Elvira Mayordomo, Yongge Wang, Xizhong Zheng	Resource-Bounded Balanced Genericity, Stochasticity and Weak Randomness.	STACS	1996	DBLP DOI BibTeX RDF
26	Vyacheslav M. Abramov	Analysis of multiserver retrial queueing system: A martingale approach and an algorithm of solution.	Ann. Oper. Res.	2006	DBLP DOI BibTeX RDF	Multiserver retrial queues, Stochastic calculus, Martingales and semimartingales, Queue-length distribution
26	Vyacheslav M. Abramov	A Large Closed Queueing Network Containing Two Types of Node and Multiple Customer Classes: One Bottleneck Station.	Queueing Syst. Theory Appl.	2004	DBLP DOI BibTeX RDF	autonomous service, multiple customer classes, stochastic calculus, martingales and semimartingales, bottleneck, closed queueing network
26	Uriel Feige	Noncryptographic Selection Protocols.	FOCS	1999	DBLP DOI BibTeX RDF	collective coin flipping, Leader election, multiplayer games, influence, martingales
26	Peter C. Kiessler, Martin A. Wortman	Workload in queues having priorities assigned according to service time.	Queueing Syst. Theory Appl.	1992	DBLP DOI BibTeX RDF	semi-martingales, Palm measures, scheduling, Priority queues
26	Muhammad El-Taha, Shaler Stidham Jr.	A filtered ASTA property.	Queueing Syst. Theory Appl.	1992	DBLP DOI BibTeX RDF	ASTA, queueing systems, point processes, martingales, PASTA
22	Dapeng Zhi, Peixin Wang, Cheng Chen, Min Zhang	Robustness Verification of Deep Reinforcement Learning Based Control Systems Using Reward Martingales.	AAAI	2024	DBLP DOI BibTeX RDF
22	Tomoya Kitahiro, Yohei Hosoe, Tomomichi Hagiwara	Robust Control of Discrete-Time Systems With Coefficient Matrices Given by Polytopic Martingales.	IEEE Control. Syst. Lett.	2023	DBLP DOI BibTeX RDF
22	Ata Keskin	A Formalization of Martingales in Isabelle/HOL.	CoRR	2023	DBLP DOI BibTeX RDF
22	Dapeng Zhi, Peixin Wang, Cheng Chen, Min Zhang 0002	Robustness Verification of Deep Reinforcement Learning Based Control Systems using Reward Martingales.	CoRR	2023	DBLP DOI BibTeX RDF
22	Ata Keskin	Martingales.	Arch. Formal Proofs	2023	DBLP BibTeX RDF
22	Charalambos Eliades, Harris Papadopoulos	A Conformal Martingales Ensemble Approach for addressing Concept Drift.	COPA	2023	DBLP BibTeX RDF
22	Zepu Xi, Hongbo Chen, Xiaoqian Chen, Wen Yao	Distributions-free Martingales Test Distributions-shift.	INNS DLIA@IJCNN	2023	DBLP DOI BibTeX RDF
22	Zepu Xi, Hongbo Chen, Xiaoqian Chen, Wen Yao	Swarm Behavior Recognition: Martingales Protected Paradigm.	IJCNN	2023	DBLP DOI BibTeX RDF
22	Alperen Özdemir	Martingales and descent statistics.	Adv. Appl. Math.	2022	DBLP DOI BibTeX RDF
22	Pei Zhang, Adriana Irawati Nur Ibrahim, Nur Anisah Mohamed	Backward Stochastic Differential Equations (BSDEs) Using Infinite-Dimensional Martingales with Subdifferential Operator.	Axioms	2022	DBLP DOI BibTeX RDF
22	Offer Kella	Martingales associated with functions of Markov and finite variation processes.	Queueing Syst. Theory Appl.	2022	DBLP DOI BibTeX RDF
22	Anne Bouillard	Stochastic Network Calculus with Localized Application of Martingales.	CoRR	2022	DBLP DOI BibTeX RDF
22	Amos Beimel, Iftach Haitner, Nikolaos Makriyannis, Eran Omri	Tighter Bounds on MultiParty Coin Flipping via Augmented Weak Martingales and Differentially Private Sampling.	SIAM J. Comput.	2022	DBLP DOI BibTeX RDF
22	Charalambos Eliades, Harris Papadopoulos	A Betting Function for addressing Concept Drift with Conformal Martingales.	COPA	2022	DBLP BibTeX RDF
22	Emilie Kaufmann, Wouter M. Koolen	Mixture Martingales Revisited with Applications to Sequential Tests and Confidence Intervals.	J. Mach. Learn. Res.	2021	DBLP BibTeX RDF
22	Yunzhang Li, Shanjian Tang	BMO martingale method for backward stochastic differential equations driven by general càdlàg local martingales.	Commun. Inf. Syst.	2021	DBLP DOI BibTeX RDF
22	Amos Beimel, Iftach Haitner, Nikolaos Makriyannis, Eran Omri	Tighter Bounds on Multi-Party Coin Flipping via Augmented Weak Martingales and Differentially Private Sampling.	CoRR	2021	DBLP BibTeX RDF
22	Dean P. Foster, Robert A. Stine	Threshold Martingales and the Evolution of Forecasts.	CoRR	2021	DBLP BibTeX RDF
22	Vladimir Vovk, Ivan Petej, Ilia Nouretdinov, Ernst Ahlberg, Lars Carlsson, Alex Gammerman	Retrain or not retrain: Conformal test martingales for change-point detection.	CoRR	2021	DBLP BibTeX RDF
22	Jonathan Etumusei, Jorge Martínez Carracedo, Sally I. McClean	Estimating Change Intensity and Duration in Human Activity Recognition Using Martingales.	LOD	2021	DBLP DOI BibTeX RDF
22	Vladimir Vovk, Ivan Petej, Ilia Nouretdinov, Ernst Ahlberg, Lars Carlsson, Alex Gammerman	Retrain or not retrain: conformal test martingales for change-point detection.	COPA	2021	DBLP BibTeX RDF
22	Charalambos Eliades, Harris Papadopoulos	Using inductive conformal martingales for addressing concept drift in data stream classification.	COPA	2021	DBLP BibTeX RDF
22	Willie Neiswanger, Aaditya Ramdas	Uncertainty quantification using martingales for misspecified Gaussian processes.	ALT	2021	DBLP BibTeX RDF
22	Ruizhe Qi, Xuefen Chi, Linlin Zhao, Wanting Yang	Martingales-Based ALOHA-Type Grant-Free Access Algorithms for Multi-Channel Networks With mMTC/URLLC Terminals Co-Existence.	IEEE Access	2020	DBLP DOI BibTeX RDF
22	Mokhtar Hafayed, Shahlar F. Meherrem	On optimal control of mean-field stochastic systems driven by Teugels martingales via derivative with respect to measures.	Int. J. Control	2020	DBLP DOI BibTeX RDF
22	Willie Neiswanger, Aaditya Ramdas	Uncertainty quantification using martingales for misspecified Gaussian processes.	CoRR	2020	DBLP BibTeX RDF
22	Masahiro Kato	Confidence Interval for Off-Policy Evaluation from Dependent Samples via Bandit Algorithm: Approach from Standardized Martingales.	CoRR	2020	DBLP BibTeX RDF
22	Baozhu Yu, Xuefen Chi, Hongliang Sun	Delay analysis for aggregate traffic based on martingales theory.	IET Commun.	2020	DBLP DOI BibTeX RDF
22	Clement Leung, Longjun Hao	Analysis of Rewards in Bernoulli Bandits Using Martingales.	AIKE	2020	DBLP DOI BibTeX RDF
22	Charalambos Eliades, Harris Papadopoulos	A histogram based betting function for conformal martingales.	COPA	2020	DBLP BibTeX RDF
22	Antoon Pelsser, Kossi Gnameho	A Monte Carlo method for backward stochastic differential equations with Hermite martingales.	Monte Carlo Methods Appl.	2019	DBLP DOI BibTeX RDF
22	Danielle Tibi	Martingales and buffer overflow for the symmetric shortest queue model.	Queueing Syst. Theory Appl.	2019	DBLP DOI BibTeX RDF
22	Birzhan Moldagaliyev	Randomness of formal languages via automatic martingales.	Theor. Comput. Sci.	2019	DBLP DOI BibTeX RDF
22	Vladimir Vovk	Power and limitations of conformal martingales.	CoRR	2019	DBLP BibTeX RDF
22	Hamidreza Amini Khorasgani, Hemanta K. Maji, Tamalika Mukherjee	Estimating Gaps in Martingales and Applications to Coin-Tossing: Constructions and Hardness.	CoRR	2019	DBLP BibTeX RDF
22	Hamidreza Amini Khorasgani, Hemanta K. Maji, Tamalika Mukherjee	Estimating Gaps in Martingales and Applications to Coin-Tossing: Constructions and Hardness.	IACR Cryptol. ePrint Arch.	2019	DBLP BibTeX RDF
22	Hamidreza Amini Khorasgani, Hemanta K. Maji, Tamalika Mukherjee	Estimating Gaps in Martingales and Applications to Coin-Tossing: Constructions and Hardness.	TCC (2)	2019	DBLP DOI BibTeX RDF
22	Satoshi Kura 0001, Natsuki Urabe, Ichiro Hasuo	Tail Probabilities for Randomized Program Runtimes via Martingales for Higher Moments.	TACAS (2)	2019	DBLP DOI BibTeX RDF
22	Linlin Zhao, Xuefen Chi, Yuhong Zhu	Martingales-Based Energy-Efficient D-ALOHA Algorithms for MTC Networks With Delay-Insensitive/URLLC Terminals Co-Existence.	IEEE Internet Things J.	2018	DBLP DOI BibTeX RDF
22		A note on concentration inequality for vector-valued martingales with weak exponential-type tails.	CoRR	2018	DBLP BibTeX RDF
22	Birzhan Moldagaliyev	Randomness of formal languages via automatic martingales.	CoRR	2018	DBLP BibTeX RDF
22	Emilie Kaufmann, Wouter M. Koolen	Mixture Martingales Revisited with Applications to Sequential Tests and Confidence Intervals.	CoRR	2018	DBLP BibTeX RDF
22	Satoshi Kura 0001, Natsuki Urabe, Ichiro Hasuo	Tail Probabilities for Randomized Program Runtimes via Martingales for Higher Moments.	CoRR	2018	DBLP BibTeX RDF
22	Mark Whitmeyer	A Game of Martingales.	CoRR	2018	DBLP BibTeX RDF
22	Mikhail Isaev, Brendan D. McKay	Complex martingales and asymptotic enumeration.	Random Struct. Algorithms	2018	DBLP DOI BibTeX RDF
22	Yong Jiao, Dejian Zhou, Lian Wu, Dmitriy Zanin	Noncommutative dyadic martingales and Walsh-Fourier series.	J. Lond. Math. Soc.	2018	DBLP DOI BibTeX RDF
22	Giovanni Cherubin, Adrian Baldwin, Jonathan Griffin	Exchangeability martingales for selecting features in anomaly detection.	COPA	2018	DBLP BibTeX RDF
22	Amos Beimel, Iftach Haitner, Nikolaos Makriyannis, Eran Omri	Tighter Bounds on Multi-Party Coin Flipping via Augmented Weak Martingales and Differentially Private Sampling.	FOCS	2018	DBLP DOI BibTeX RDF
22	Amos Beimel, Iftach Haitner, Nikolaos Makriyannis, Eran Omri	Tighter Bounds on Multi-Party Coin Flipping, via Augmented Weak Martingales and Di erentially Private Sampling.	Electron. Colloquium Comput. Complex.	2017	DBLP BibTeX RDF
22	Mokhtar Hafayed, Shahlar F. Meherrem, Deniz H. Gucoglu, Saban Eren	Variational principle for stochastic singular control of mean-field Lévy-forward-backward system driven by orthogonal Teugels martingales with application.	Int. J. Model. Identif. Control.	2017	DBLP DOI BibTeX RDF
22	Béla Bollobás, Oliver Riordan	Exploring hypergraphs with martingales.	Random Struct. Algorithms	2017	DBLP DOI BibTeX RDF
22	Denis Volkhonskiy, Evgeny Burnaev, Ilia Nouretdinov, Alexander Gammerman, Vladimir Vovk	Inductive Conformal Martingales for Change-Point Detection.	COPA	2017	DBLP BibTeX RDF
22	M'hamed El-Louh, Fatima Ezzaki	Some Properties of Pettis Integrable Multivalued Martingales.	SCA	2017	DBLP DOI BibTeX RDF
22	Pandelis Dodos, Vassilis Kanellopoulos, Thodoris Karageorgos	Szemerédi's Regularity Lemma via Martingales.	Electron. J. Comb.	2016	DBLP DOI BibTeX RDF
22	Mokhtar Hafayed, Abdelmadjid Abba, Syed Abbas	On partial-information optimal singular control problem for mean-field stochastic differential equations driven by Teugels martingales measures.	Int. J. Control	2016	DBLP DOI BibTeX RDF
22	Mokhtar Hafayed, Messaoud Ghebouli, Samira Boukaf, Yan Shi 0008	Partial information optimal control of mean-field forward-backward stochastic system driven by Teugels martingales with applications.	Neurocomputing	2016	DBLP DOI BibTeX RDF
22	Mats Pihlsgård	Local martingales with two reflecting barriers.	J. Appl. Probab.	2015	DBLP DOI BibTeX RDF
22	Ron Peretz	Effective martingales with restricted wagers.	Inf. Comput.	2015	DBLP DOI BibTeX RDF
22	Masahiro Kumabe, Toshio Suzuki	Resource-bounded martingales and computable Dowd-type generic sets.	Inf. Comput.	2015	DBLP DOI BibTeX RDF
22	Richard Banach	Stochastic Analogues of Invariants - Martingales in Stochastic Event-B.	ENASE	2015	DBLP DOI BibTeX RDF
22	Felix Poloczek, Florin Ciucu	Service-martingales: Theory and applications to the delay analysis of random access protocols.	INFOCOM	2015	DBLP DOI BibTeX RDF
22	Deborah D. Duran-Herrmann, Yaoqing Yang	Leveraging martingales for robust cognitive radio transmission control.	MILCOM	2015	DBLP DOI BibTeX RDF
22	Jan Leike, Marcus Hutter	Indefinitely Oscillating Martingales.	CoRR	2014	DBLP BibTeX RDF
22	Felix Poloczek, Florin Ciucu	Scheduling analysis with martingales.	Perform. Evaluation	2014	DBLP DOI BibTeX RDF
22	Weiyin Fei, Hongjian Liu, Wei Zhang	On solutions to fuzzy stochastic differential equations with local martingales.	Syst. Control. Lett.	2014	DBLP DOI BibTeX RDF
22	Jan Leike, Marcus Hutter	Indefinitely Oscillating Martingales.	ALT	2014	DBLP DOI BibTeX RDF
22	Erdal Arikan	A note on polarization martingales.	ISIT	2014	DBLP DOI BibTeX RDF
22	Sebastian E. Ferrando, Ariel J. Bernal	Adaptive vector-valued martingales: applications to image compression.	Signal Image Video Process.	2013	DBLP DOI BibTeX RDF
22	Michael Tehranchi	On the Uniqueness of Martingales with Certain Prescribed Marginals.	J. Appl. Probab.	2013	DBLP DOI BibTeX RDF
22	Offer Kella, Onno J. Boxma	Useful Martingales for Stochastic Storage Processes with Lévy-Type Input.	J. Appl. Probab.	2013	DBLP DOI BibTeX RDF
22	Fabien Gensbittel	Covariance Control Problems over Martingales with Fixed Terminal Distribution Arising from Game Theory.	SIAM J. Control. Optim.	2013	DBLP DOI BibTeX RDF
22	John Schoenmakers, Jianing Zhang, Junbo Huang	Optimal Dual Martingales, Their Analysis, and Application to New Algorithms for Bermudan Products.	SIAM J. Financial Math.	2013	DBLP DOI BibTeX RDF
22	Aleksandar Chakarov, Sriram Sankaranarayanan 0001	Probabilistic Program Analysis with Martingales.	CAV	2013	DBLP DOI BibTeX RDF
22	Helin Zhu, Fan Ye 0004, Enlu Zhou	True martingales for upper bounds on Bermudan option prices under jump-diffusion processes.	WSC	2013	DBLP DOI BibTeX RDF
22	Yevgeny Seldin, Nicolò Cesa-Bianchi, Peter Auer, François Laviolette, John Shawe-Taylor	PAC-Bayes-Bernstein Inequality for Martingales and its Application to Multiarmed Bandits.	ICML On-line Trading of Exploration and Exploitation	2012	DBLP BibTeX RDF
22	Laurent Bienvenu, Frank Stephan 0001, Jason Teutsch	How Powerful Are Integer-Valued Martingales?	Theory Comput. Syst.	2012	DBLP DOI BibTeX RDF
22	Yevgeny Seldin, François Laviolette, Nicolò Cesa-Bianchi, John Shawe-Taylor, Peter Auer	PAC-Bayesian Inequalities for Martingales.	IEEE Trans. Inf. Theory	2012	DBLP DOI BibTeX RDF
22	Valentina Fedorova, Alex Gammerman, Ilia Nouretdinov, Vladimir Vovk	Plug-in martingales for testing exchangeability on-line	CoRR	2012	DBLP BibTeX RDF
22	Igal Sason	Tightened Exponential Bounds for Discrete Time, Conditionally Symmetric Martingales with Bounded Jumps	CoRR	2012	DBLP BibTeX RDF
22	Fedor Sandomirskii	Variation of measure-valued martingales and repeated games with incomplete information	CoRR	2012	DBLP BibTeX RDF
22	Peter Carr 0002, Laurent Cousot	Explicit Constructions of Martingales Calibrated to Given Implied Volatility Smiles.	SIAM J. Financial Math.	2012	DBLP DOI BibTeX RDF
22	Annika Lang	Almost sure convergence of a Galerkin approximation for SPDEs of Zakai type driven by square integrable martingales.	J. Comput. Appl. Math.	2012	DBLP DOI BibTeX RDF
22	Yevgeny Seldin, François Laviolette, Nicolò Cesa-Bianchi, John Shawe-Taylor, Peter Auer	PAC-Bayesian Inequalities for Martingales.	UAI	2012	DBLP BibTeX RDF
22	Richard A. Hayden	Basic theory and some applications of martingales.	SIGMETRICS	2012	DBLP DOI BibTeX RDF
22	Valentina Fedorova, Alex Gammerman, Ilia Nouretdinov, Volodya Vovk	Plug-in martingales for testing exchangeability on-line.	ICML	2012	DBLP BibTeX RDF
22	Rüdiger Kiesel	Martingales.	International Encyclopedia of Statistical Science	2011	DBLP DOI BibTeX RDF
22	Yevgeny Seldin, François Laviolette, Nicolò Cesa-Bianchi, John Shawe-Taylor, Peter Auer	PAC-Bayesian Inequalities for Martingales	CoRR	2011	DBLP BibTeX RDF
22	Yevgeny Seldin, Nicolò Cesa-Bianchi, Peter Auer, François Laviolette, John Shawe-Taylor	PAC-Bayes-Bernstein Inequality for Martingales and its Application to Multiarmed Bandits	CoRR	2011	DBLP BibTeX RDF