We consider stationary Poisson line processes in the Euclidean plane and analyze properties of Voronoi tessellations induced by Poisson point processes on these lines. In particular, we describe and test an algorithm for the simulation of typical cells of this class of Cox–Voronoi...

Distributional properties are considered of the typical cell of stationary iterated tessellations (SIT), which are generated by stationary Poisson-Voronoi tessellations (SPVT) and stationary Poisson line tessellations (SPLT), respectively. Using Neveu’s exchange formula, the typical cell of...

In this paper we derive a lower bound on the average complexity of the Simplex-Method as a solution-process for linear programs (LP) of the type:<Equation ID="Equ1"> <EquationSource Format="TEX"/> </Equation> We assume these problems to be randomly generated according to the Rotation-Symmetry-Model: *Let a <Subscript>1</Subscript>,…,a <Subscript>m</Subscript>, v be distributed independently,...</subscript></subscript></equation>

<Para ID="Par1">This paper deals with the average-case-analysis of the number of pivot steps required by the simplex method. It generalizes results of Borgwardt (who worked under the assumpution of the rotation-symmetry-model) for the shadow-vertex-algorithm to so-called cylindric distributions. Simultaneously...</para>

We consider a market where the price of the risky asset follows a stochastic volatility model, but can be observed only at discrete random time points. We determine a local risk minimizing hedging strategy, assuming that the information of the agent is restricted to the observations of the price...