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of 112
pro vyhledávání: '"Gerencser, Laszlo"'
The objective of the paper is to revisit a key mathematical technology within the theory of stochastic approximation in a Markovian framework, elaborated in detail by Benveniste, M\'etivier, and Priouret (1990): the existence, uniqueness and Lipschit
Externí odkaz:
http://arxiv.org/abs/1906.09464
Autor:
Gerencsér, Balázs, Gerencsér, László
The problems discussed in this paper are motivated by general ratio consensus algorithms, introduced by Kempe, Dobra, and Gehrke (2003) in a simple form as the push-sum algorithm, later extended by B\'en\'ezit et al. (2010) under the name weighted go
Externí odkaz:
http://arxiv.org/abs/1901.11374
Autor:
Amrani, Mohsin El, Gerencser, Laszlo, Huitema, Alwin D.R., Hack, C. Erik, van Luin, Matthijs, van der Elst, Kim C.M.
Publikováno v:
In Journal of Chromatography A 11 October 2021 1655
Autor:
Gerencsér, László, Mánfay, Máté
In the literature the empirical characteristic function method is presented as an off-line identification method. While the results of the off-line methods are attractive, the proposed algorithms are ill-conditioned in many cases so that they require
Externí odkaz:
http://arxiv.org/abs/1404.3051
L\'evy processes are widely used in financial mathematics, telecommunication, economics, queueing theory and natural sciences for modelling. We propose an essentially asymptotically efficient estimation method for the system parameters of general aut
Externí odkaz:
http://arxiv.org/abs/1404.3046
Optimal experiment design for parameter estimation is a research topic that has been in the interest of various studies. A key problem in optimal input design is that the optimal input depends on some unknown system parameters that are to be identifi
Externí odkaz:
http://arxiv.org/abs/1310.3973
Autor:
Gerencser, Laszlo, Manfay, Mate
Levy processes are widely used in financial mathematics, telecommunication, economics, queueing theory and natural sciences for modelling. A typical model is obtained by considering finite dimensional linear stochastic SISO systems driven by a Levy p
Externí odkaz:
http://arxiv.org/abs/1308.1211
Publikováno v:
In Transportation Research Procedia 2017 27:516-523
Publikováno v:
In Transportation Research Procedia 2017 27:341-348
Publikováno v:
In Transportation Research Procedia 2017 22:75-84