Applied Mathematics Theses and Dissertations

Theses and Dissertations for the Applied Mathematics department.

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Description:: This thesis considers a feed-forward network with a single server station serving jobs with multiple levels of priority. The service discipline is preemptive in that …
Year:: 2012
Contributor:: Setayeshgar, Leila (creator); Wang, Hui (Director); Blanchet, Jose (Reader); Holmer, Justin (Reader); Ramanan, Kavita (Reader); Brown University. Applied Mathematics (sponsor)
Genre:: theses
Subject:: Weak Convergence; Discontinuous Dynamics; Large deviations
Language:: English
Collection:: Applied Mathematics; Theses and Dissertations

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Description:: We prove a moderate deviations principle for the continuous time linear interpolation of discrete time recursive stochastic processes, and then investigate importance sampling schemes based …
Year:: 2015
Contributor:: Johnson, Dane Michael (creator); Dupuis, Paul (Director); Ramanan, Kavita (Reader); Budhiraja, Amarjit (Reader); Brown University. Applied Mathematics (sponsor)
Genre:: theses
Subject:: Weak Convergence; Importance Sampling; Large deviations
Language:: English
Collection:: Applied Mathematics; Theses and Dissertations

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