Closed-form FWM expressions accounting for the impact of modulation format

2019 ◽  
Vol 440 ◽  
pp. 132-138 ◽  
Author(s):  
D. Uzunidis ◽  
C. Matrakidis ◽  
A. Stavdas
Keyword(s):  
Closed Form ◽  
Modulation Format ◽  
The Impact

scholarly journals Optimal and Robust Distributed Resource Allocation for SWIPT-Enabled Cognitive Networks

2020 ◽  
Author(s):  
Yongjun Xu ◽  
Haijian Sun ◽  
Jie Yang ◽  
Guan Gui ◽  
Song Guo
Keyword(s):  
Resource Allocation ◽  
Closed Form ◽  
Power Allocation ◽  
Energy Region ◽  
High Energy ◽  
Cognitive Networks ◽  
Feasible Region ◽  
Power Splitting ◽  
Joint Power ◽  
The Impact

Simultaneous wireless information and power transfer (SWIPT)-enabled cognitive networks (CRNs) is recognized as one of the most promising techniques to improve spectrum efficiency and prolong operation lifetime in 5G and beyond. However, existing methods focus on the centralized algorithm and the power allocation under perfect channel state information (CSI). The analytical solution and the impact of power splitting (PS) on the optimal power allocation strategy are not addressed. In addition, the influence of the PS factor on the feasible region of transit power is rarely analyzed. In this paper, we propose a joint power allocation and PS algorithm under perfect CSI and imperfect CSI, respectively, for multiuser SWIPT-enabled CRNs scenarios. The power minimization of resource allocation problem is formulated as a multivariate nonconvex optimization which is hard to obtain the closed-form solution. Hence, we propose a suboptimal algorithm to alternatively optimize the power allocation and PS coefficient under the cases of the low-harvested energy region and the high-harvested energy region, respectively. Moreover, a closed-form distributed power allocation and PS expressions are derived by the Lagrangian approach. Simulation results confirm the proposed method with good robustness and high energy efficiency.

scholarly journals On the impact of antenna diversity in IEEE 802.11b DCF with capture

2004 ◽  
Vol 17 (1) ◽  
pp. 41-52
Author(s):  
Zoran Velkov-Hadzi ◽  
Boris Spasenovski
Keyword(s):  
Closed Form ◽  
Closed Form Solution ◽  
Access Point ◽  
Form Solution ◽  
Capture Probability ◽  
Antenna Diversity ◽  
Ieee 802.11B ◽  
Selection Diversity ◽  
Maximum Selection ◽  
The Impact

In this paper, we examined the influence of capture effect with L-fold antenna diversity at the Access Point over IEEE 802.11b DCF. We obtained an exact closed-form solution for the conditional capture probability in case of ideal selection diversity, and an approximate closed-form solution for the conditional capture probability in case of maximum selection diversity in a Rayleigh-faded channel. Obtained analytical expressions have general significance and can be applied for any other multiple access wireless network. We also analytically evaluated saturation throughput increase of the IEEE 802.11b DCF protocol exposed to capture.

scholarly journals Outage Performance of CRNs with Best Relay Selection in Dependent Nonidentical Distributed Nakagami-m Channels

2014 ◽  
Vol 2014 ◽  
pp. 1-7
Author(s):  
Zongsheng Zhang ◽  
Jinlong Wang ◽  
Qihui Wu ◽  
Xurong Pi
Keyword(s):  
Closed Form ◽  
Fading Channels ◽  
Relay Selection ◽  
Closed Form Expression ◽  
Form Expression ◽  
Outage Performance ◽  
Interference Temperature ◽  
Primary Users ◽  
Best Relay Selection ◽  
The Impact

The outage performance with best relay selection is proposed for cognitive relay networks with multiple primary users in independent nonidentical distributed Nakagami-m fading channels. Specifically, we take the interference temperature and fading severity into consideration. Exact closed-form expression of outage probability is derived. Based on the exact closed-form expression, we can evaluate the impact of interference temperature, fading severity, number of relays, and number of primary users on the secondary network. Finally, the effects of fading severity, number of relays, number of primary users, and interference temperature on the system performance are examined through some representative numerical plots, and the Monte Carlo results match perfectly with theory results which validates our theory analysis.

scholarly journals Jump Diffusion Models for Risky Debts: Quality Spread Differentials

2003 ◽  
Vol 06 (06) ◽  
pp. 655-662 ◽  
Author(s):  
Hoi Ying Wong ◽  
Yue Kuen Kwok
Keyword(s):  
Diffusion Process ◽  
Closed Form ◽  
Firm Value ◽  
Jump Diffusion ◽  
Brownian Diffusion ◽  
Fixed Rate ◽  
Floating Rate ◽  
The Difference ◽  
The Impact ◽  
Risky Debt

The quality spread differential is defined to be the difference between the default premiums demanded for fixed rate and floating rate risky debts. The risky debt model based on Merton's firm value approach is used to examine the behaviors of the quality spread differential of fixed rate and floating rate debts. We extend earlier result by adopting Geometric Brownian diffusion process with jumps for the underlying firm value process of the debt issuer. Closed form formulas are obtained for the default premiums for risky debts. The impact of the jumps on the fixed-floating spread differential is examined.

A closed-form solution to eye-to-hand calibration towards visual grasping

2014 ◽  
Vol 41 (6) ◽  
pp. 567-574 ◽  
Author(s):  
Hui Pan ◽  
Na Li Wang ◽  
Yin Shi Qin
Keyword(s):  
Closed Form ◽  
Design Methodology ◽  
Closed Form Solution ◽  
Form Solution ◽  
Content Type ◽  
The Impact ◽  
Calibration Plane

Purpose – The purpose of this paper is to propose a method that calibrates the hand-eye relationship for eye-to-hand configuration and afterwards a rectification to improve the accuracy of general calibration. Design/methodology/approach – The hand-eye calibration of eye-to-hand configuration is summarized as a equation AX = XB which is the same as in eye-in-hand calibration. A closed-form solution is derived. To abate the impact of noise, a rectification is conducted after the general calibration. Findings – Simulation and actual experiments confirm that the accuracy of calibration is obviously improved. Originality/value – Only a calibration plane is required for the hand-eye calibration. Taking the impact of noise into account, a rectification is carried out after the general calibration and, as a result, that the accuracy is obviously improved. The method can be applied in many actual applications.

HEAT KERNEL MODELS FOR ASSET PRICING

2014 ◽  
Vol 17 (07) ◽  
pp. 1450048 ◽  
Author(s):  
ANDREA MACRINA
Keyword(s):  
Asset Pricing ◽  
Closed Form ◽  
Heat Kernel ◽  
Term Structure ◽  
Risk Premium ◽  
Jump Processes ◽  
Dynamical Equations ◽  
Pricing Kernel ◽  
Kernel Approach ◽  
The Impact

A heat kernel approach is proposed for the development of a novel method for asset pricing over a finite time horizon. We work in an incomplete market setting and assume the existence of a pricing kernel that determines the prices of financial instruments. The pricing kernel is modeled by a weighted heat kernel driven by a multivariate Markov process. The heat kernel is chosen so as to provide enough freedom to ensure that the resulting model can be calibrated to appropriate data, e.g. to the initial term structure of bond prices. A class of models is presented for which the prices of bonds, caplets, and swaptions can be computed in closed form. The dynamical equations for the price processes are derived, and explicit formulae are obtained for the short rate of interest, the risk premium, and for the stochastic volatility of prices. Several of the closed-form models presented are driven by combinations of Markovian jump processes with different probability laws. Such models provide a basis for consistent applications in various market sectors, including equity markets, fixed-income markets, commodity markets, and insurance. The flexible multidimensional and multivariate structure on which the resulting price models are based lends itself well to the modeling of dependence across asset classes. As an illustration, the impact of spiraling debt, a typical feature of a financial crisis, is modeled explicitly, and the contagion effects can be readily observed in the dynamics of the associated asset returns.

scholarly journals Distributed Resource Allocation for SWIPT-Enabled Cognitive Networks With and Without Perfect CSI

2020 ◽  
Author(s):  
Yongjun Xu ◽  
Haijian Sun ◽  
Jie Wang ◽  
Guan Gui ◽  
Song Guo
Keyword(s):  
Resource Allocation ◽  
Closed Form ◽  
Power Allocation ◽  
Energy Region ◽  
High Energy ◽  
Cognitive Networks ◽  
Feasible Region ◽  
Power Splitting ◽  
Joint Power ◽  
The Impact

Simultaneous wireless information and power transfer (SWIPT)-enabled cognitive networks (CRNs) is recognized as one of most promising techniques to improve spectrum efficiency and prolong operation lifetime in 5G and beyond. However, existing methods focus on the centralized algorithm and the power allocation under perfect channel state information (CSI). The analytical solution and the impact of the power splitting (PS) on the optimal power allocation strategy are not addressed. In addition, the influence of the PS factor on the feasible region of transit power is rarely analyzed. In this paper, we propose a joint power allocation and PS algorithm under perfect CSI and imperfect CSI, respectively, for multiuser SWIPT-enabled CRNs scenarios. The power minimization of resource allocation problem is formulated as a multivariate nonconvex optimization which is hard to obtain the closed-form solution. Hence, we propose a suboptimal algorithm to alternatively optimize the power allocation and PS coefficient under the cases of the low-harvested energy region and the high-harvested energy region, respectively. Moreover, a closed-form distributed power allocation and PS expressions are derived by the Lagrangian approach. Simulation results confirm the proposed method with good robustness and high energy efficiency.

scholarly journals Distributed Resource Allocation for SWIPT-Enabled Cognitive Networks With and Without Perfect CSI

2020 ◽  
Author(s):  
Yongjun Xu ◽  
Haijian Sun ◽  
Jie Wang ◽  
Guan Gui ◽  
Song Guo
Keyword(s):  
Resource Allocation ◽  
Closed Form ◽  
Power Allocation ◽  
Energy Region ◽  
High Energy ◽  
Cognitive Networks ◽  
Feasible Region ◽  
Power Splitting ◽  
Joint Power ◽  
The Impact

Simultaneous wireless information and power transfer (SWIPT)-enabled cognitive networks (CRNs) is recognized as one of most promising techniques to improve spectrum efficiency and prolong operation lifetime in 5G and beyond. However, existing methods focus on the centralized algorithm and the power allocation under perfect channel state information (CSI). The analytical solution and the impact of the power splitting (PS) on the optimal power allocation strategy are not addressed. In addition, the influence of the PS factor on the feasible region of transit power is rarely analyzed. In this paper, we propose a joint power allocation and PS algorithm under perfect CSI and imperfect CSI, respectively, for multiuser SWIPT-enabled CRNs scenarios. The power minimization of resource allocation problem is formulated as a multivariate nonconvex optimization which is hard to obtain the closed-form solution. Hence, we propose a suboptimal algorithm to alternatively optimize the power allocation and PS coefficient under the cases of the low-harvested energy region and the high-harvested energy region, respectively. Moreover, a closed-form distributed power allocation and PS expressions are derived by the Lagrangian approach. Simulation results confirm the proposed method with good robustness and high energy efficiency.

scholarly journals SEIR Filter: A Stochastic Model of Epidemics

2021 ◽  
Author(s):  
Martin Šmíd ◽  
Luděk Berec ◽  
Aleš Antonín Kuběna ◽  
René Levínský ◽  
Jan Trnka ◽  
...  
Keyword(s):  
Closed Form ◽  
Least Square ◽  
Epidemiological Models ◽  
The Czech Republic ◽  
Vector Autoregression Model ◽  
Age Cohort ◽  
Individual Determinants ◽  
Autoregression Model ◽  
Partially Observable ◽  
The Impact

AbstractThere are many epidemiological models at hand to cope with the present pandemic; it is, however, difficult to calibrate these models when data are noisy, partial or observed only indirectly. It is also difficult to distinguish relevant data from noise, and to distinguish the impact of individual determinants of the epidemic.In mathematical statistics, the tools to handle all of these phenomena exist; however, they are seldom used for epidemiological models. The goal of this paper is to start filling this gap by proposing a general stochastic epidemiological model, which we call SEIR Filter.Technically our model is a heterogeneous partially observable vector autoregression model, in which we are able to express closed form formulas for the distribution of compartments and observations, so both maximum likelihood and least square estimators are analytically tractable. We give conditions for vanishing, explosion and stationary behaviour of the epidemic and we are able to express a closed form formula for reproduction number.Finally, we present several examples of the model’s application. We construct an estimate age-cohort model of the COVID-19 pandemic in the Czech Republic. To demonstrate the strengths of the model, we employ it to analyse and compare three vaccination scenarios.

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