Fourier spectra of measures associated with algorithmically random Brownian motion.
Willem L. FouchéSafari MukeruGeorge DaviePublished in: Log. Methods Comput. Sci. (2014)
Keyphrases
- brownian motion
- optimal stopping
- stochastic process
- differential equations
- diffusion process
- optimal control
- stochastic processes
- heavy tailed
- poisson process
- vector valued
- heavy traffic
- frequency domain
- loss function
- queue length
- stochastic model
- probability distribution
- markov chain
- optimal policy
- asymptotically optimal
- queueing networks
- closed form solutions
- multiscale
- maximum entropy
- image reconstruction
- mathematical model