Coding of Brownian motion by quantization of exit times.
Felix PoloczekFlorin CiucuPublished in: Allerton Conference (2012)
Keyphrases
- brownian motion
- diffusion process
- differential equations
- stochastic process
- optimal control
- heavy traffic
- stochastic processes
- poisson process
- vector valued
- queue length
- stochastic differential equations
- heavy tailed
- closed form solutions
- stochastic model
- transform coefficients
- asymptotically optimal
- control system
- anisotropic diffusion
- random fields
- steady state
- markov random field
- probabilistic model