Attractors and Expansion for Brownian Flows (2009)
Dimitroff, Georgi, Scheutzow, Michael
We show that a stochastic flow which is generated by a stochastic differential equation on $\R^d$ with bounded volatility has a random attractor provided that the drift component in the direction...
Lack of strong completeness for stochastic flows (2009)
Li, Xue-Mei, Scheutzow, Michael
It is well-known that a stochastic differential equation (SDE) on a Euclidean space driven by a Brownian motion with Lipschitz coefficients generates a stochastic flow of homeomorphisms. When the...
Hairer, Martin, Mattingly, Jonathan C., Scheutzow, Michael
There are many Markov chains on infinite dimensional spaces whose one-step transition kernels are mutually singular when starting from different initial conditions. We give results which prove unique...
Von Fakultät, Ii Mathematik Naturwissenschaften, Vorsitzender Prof, Dr. Michael Scheutzow, Berichter Prof, ...
First of all I want to thank my advisor, Stefan Felsner. In lectures and many discussions I learned a lot from him not only about graph theory and combinatorics. He was also willing to share the...
Michael P. Mcgarry, Martin Reisslein, Charles J. Colbourn, Martin Maier, Frank Aurzada, Michael Scheutzow
(WDM) EPONs. We take a scheduling theoretic approach to solving the grant scheduling problem. We introduce a two-layer structure of the scheduling problem and investigate techniques to be used at...
Existence and uniqueness of solutions of stochastic functional differential equations (2008)
Von Renesse, Max-K., Scheutzow, Michael
We provide sufficient conditions on the coefficients of a stochastic functional differential equation with bounded memory driven by Brownian motion which guarantee existence and uniqueness of a...
Dispersion of volume under the action of isotropic Brownian flows (2008)
Dimitroff, Georgi, Scheutzow, Michael
We study transport properties of isotropic Brownian flows. Under a transience condition for the two-point motion, we show asymptotic normality of the image of a finite measure under the flow and --...
Criteria for strong and weak random attractors (2008)
Crauel, Hans, Dimitroff, Georgi, Scheutzow, Michael
The theory of random attractors has different notions of attraction, amongst them pullback attraction and weak attraction. We investigate necessary and sufficient conditions for the existence of...
Multicast Capacity of Optical WDM Packet Ring for Hotspot Traffic (2008)
Der Heiden, Matthias An, Sortais, Michel, Scheutzow, Michael, Reisslein, Martin, Maier, Martin
Packet-switching WDM ring networks with a hotspot transporting unicast, multicast, and broadcast traffic are important components of high-speed metropolitan area networks. For an arbitrary multicast...
Chaining Techniques and their Application to Stochastic Flows (2008)
We review several competing chaining methods to estimate the supremum, the diameter of the range or the modulus of continuity of a stochastic process in terms of tail bounds of their two-dimensional...
GENERATION OF ONE-SIDED RANDOM DYNAMICAL SYSTEMS BY STOCHASTIC DIFFERENTIAL EQUATIONS (2008)
Gerald Kager, Michael Scheutzow
E l e c t r o n
High resolution quantization and entropy coding of jump processes (2007)
Aurzada, Frank, Dereich, Steffen, Scheutzow, Michael, Vormoor, Christian
We study the quantization problem for certain types of jump processes. The probabilities for the number of jumps are assumed to be bounded by Poisson weights. Otherwise, jump positions and increments...
Mike Cranston, Michael Scheutzow, David Steinsaltz
Abstract. It has been suggested that stochastic flows might be used to model the spread of a passive substance on the surface of a body of water. We define a stochastic flow by the equations OE 0 (x)...
Linear And Near-Linear Bounds For Stochastic Dispersion (2007)
Mike Cranston, Michael Scheutzow, David Steinsaltz
. It has been suggested that stochastic flows might be used to model the spread of a passive substance on the surface of a body of water. We define a stochastic flow by the equations OE 0 (x) = x;...
1 Wavelength Reuse for Efficient Transport of Variable--Size Packets in a Metro WDM Network (2007)
Michael Scheutzow, Martin Maier, Martin Reisslein, Adam Wolisz
Metro WDM networks play an important role in the emerging Internet hierarchy; they interconnect the backbone WDM networks and the local access networks. The current SONET/SDH--over--WDM--ring metro...
GENERATION OF ONE-SIDED RANDOM DYNAMICAL SYSTEMS BY STOCHASTIC DIFFERENTIAL EQUATIONS (2007)
Gerald Kager, Michael Scheutzow
a b i l i t y
(To appear in J. of Theoretical Probability 2001) (2007)
Anis Matoussi, Michael Scheutzow
We study a \new kind " of backward doubly stochastic dierential equations, where the nonlinear noise term is given by It^o-Kunita's stochastic integral. This allows us to give a...
Martin Maier, Michael Scheutzow, Martin Reisslein
Research on multicasting in single-hop WDM networks has so far focused on networks based on the Passive Star Coupler (PSC), a broadcast device. It has been shown that the multicasting performance is...
High resolution quantization and entropy coding for fractional Brownian motion (2006)
Dereich, Steffen; TU Berlin; Dereich@math.tu-berlin.de, Scheutzow, Michael; TU Berlin; Ms@math.tu-berlin.de
We establish the precise asymptotics of the quantization and entropy coding errors for fractional Brownian motion with respect to the supremum norm and Lp [0,1]-norm distortions. We show that all...
High resolution quantization and entropy coding for fractional Brownian motion (2006)
Dereich, Steffen; TU Berlin; Dereich@math.tu-berlin.de, Scheutzow, Michael; TU Berlin; Ms@math.tu-berlin.de
We establish the precise asymptotics of the quantization and entropy coding errors for fractional Brownian motion with respect to the supremum norm and Lp [0,1]-norm distortions. We show that all...
Multicasting in a WDM-upgraded Resilient Packet Ring (2006)
Michael Scheutzow, Patrick Seeling, Martin Maier, Martin Reisslein
The recently approved IEEE 802.17 Resilient Packet Ring (RPR) network deteriorates under multicast traffic to legacy ring technologies that do not support spatial reuse. We extend our multicast...
On the dynamics of sup-norm non-expansive maps (2005)
Lemmens, Bas, Scheutzow, Michael
We present several results for the periods of periodic points of sup-norm non-expansive maps. In particular, we show that the period of each periodic point of a sup-norm non-expansive map $f\colon...
High-resolution quantization and entropy coding for fractional Brownian motion (2005)
Dereich, Steffen, Scheutzow, Michael
We derive a high-resolution formula for the quantization and entropy coding approximation quantities for fractional Brownian motion, respective to the supremum norm and L^p[0,1]-norm distortions. We...
Martin Maier, Martin Herzog, Michael Scheutzow, Martin Reisslein, Senior Member
Abstract—The two protection methods wrapping and steering used in IEEE 802.17 resilient packet ring (RPR) provide fast but very inefficient and limited network failure recovery. Due to the...
Wavelength reuse for efficient packet-switched transport in an AWG-based metro WDM network (2003)
Michael Scheutzow, Martin Maier, Martin Reisslein, Adam Wolisz
Metro WDM networks play an important role in the emerging Internet hierarchy; they interconnect the backbone WDM networks and the local access networks. The current circuit-switched...
Wavelength Reuse for Efficient Packet-Switched Transport in an AWG Based Metro WDM Network (2003)
Michael Scheutzow, Martin Maier, Martin Reisslein, Adam Wolisz
Metro WDM networks play an important role in the emerging Internet hierarchy; they interconnect the backbone WDM networks and the local access networks. The current circuit-switched...
Chasing balls through martingale fields (2002)
Scheutzow, Michael, Steinsaltz, David
We consider the way sets are dispersed by the action of stochastic flows derived from martingale fields. Under fairly general continuity and ellipticity conditions, the following dichotomy result is...
Dispersion rates under finite mode Kolmogorov flows analysis (2002)
Cranston, Mike, Scheutzow, Michael
We consider the growth rate of a collection of passive tracers moving in the plane under the influence of a random, fluctuating, velocity field. The velocity field we consider is a finite mode...
Wavelength reuse for efficient transport of variable–size packets in a metro WDM network (2002)
Martin Maier, Michael Scheutzow, Martin Reisslein, Adam Wolisz
Abstract — Metro WDM networks play an important role in the emerging Internet hierarchy; they interconnect the backbone WDM networks and the local access networks. The current...
Wavelength reuse for efficient transport of variable–size packets in a metro WDM network (2002)
Martin Maier, Michael Scheutzow, Martin Reisslein, Adam Wolisz
Abstract--- Metro WDM networks play an important role in the emerging Internet hierarchy; they interconnect the backbone WDM networks and the local access networks. The current...
Wavelength reuse for efficient transport of variable–size packets in a metro WDM network (2002)
Martin Maier, Michael Scheutzow, Martin Reisslein, Adam Wolisz
Abstract--- Metro WDM networks play an important role in the emerging Internet hierarchy; they interconnect the backbone WDM networks and the local access networks. The current...
Martin Maier, Michael Scheutzow, Martin Reisslein
Research on multicasting in single-hop WDM networks has so far focused on networks based on the Passive Star Coupler (PSC), a broadcast device. It has been shown that the multicasting performance is...
Martin Maier, Michael Scheutzow, Martin Reisslein
Research on multicasting in single-hop WDM networks has so far focused on networks based on the Passive Star Coupler (PSC), a broadcast device. It has been shown that the multicasting performance is...
Wavelength reuse for efficient transport of variable–size packets in a metro WDM network (2002)
Martin Maier, Michael Scheutzow, Martin Reisslein, Adam Wolisz
Abstract — Metro WDM networks play an important role in the emerging Internet hierarchy; they interconnect the backbone WDM networks and the local access networks. The current...
Linear bounds for stochastic dispersion (2000)
Cranston, Mike, Scheutzow, Michael, Steinsaltz, David
It has been suggested that stochastic .ows might be used to model the spread of passive tracers in a turbulent fluid.We define a stochastic flow by the equations $$ \phi_0 (x) = x $$ $$ d\phi_t (x) =...
Linear Expansion of Isotropic Brownian Flows (1999)
Cranston, Michael; University Of Rochester; Cran@math.rochester.edu, Scheutzow, Michael; Technische Universität Berlin; Ms@math.tu-berlin.de, Steinsaltz, David; University Of California, Berkeley; Dstein@stat.berkeley.edu
We consider an isotropic Brownian flow on $R^d$ for $dgeq 2$ with a positive Lyapunov exponent, and show that any nontrivial connected set almost surely contains points whose distance from the origin...
On the Spatial Asymptotic Behavior of Stochastic Flows in Euclidean Space (1999)
Imkeller, Peter, Scheutzow, Michael
We study asymptotic growth rates of stochastic flows on $\mathbf{R}^d$ and their derivatives with respect to the spatial parameter under Lipschitz conditions on the local characteristics of the...
Linear and Near-Linear Bounds for Stochastic Dispersion (1998)
Mike Cranston, Michael Scheutzow, David Steinsaltz
. It has been suggested that stochastic flows might be used to model the spread of a passive substance on the surface of a body of water. We define a stochastic flow by the equations OE 0 (x) = x;...
Generation of One-Sided Random Dynamical Systems by Stochastic Differential Equations (1997)
Scheutzow, Michael; Technische Universität Berlin; Ms@math.tu-berlin.de
Let $Z$ be an $R^m$-valued semimartingale with stationary increments which is realized as a helix over a filtered metric dynamical system $S$. Consider a stochastic differential equation with...