Second Order Expansions for the Moments of Minimum Point of an Unbalanced Two-sided Normal Random Walk

1999 ◽  
Vol 51 (1) ◽  
pp. 187-200 ◽  
Author(s):  
Yanhong Wu
Technometrics ◽  
1974 ◽  
Vol 16 (4) ◽  
pp. 613-616 ◽  
Author(s):  
Michael J. Box ◽  
Norman R. Draper
Keyword(s):  

2021 ◽  
Vol 0 (0) ◽  
Author(s):  
Karl K. Sabelfeld ◽  
Dmitrii Smirnov

Abstract We suggest in this paper a global random walk on grid (GRWG) method for solving second order elliptic equations. The equation may have constant or variable coefficients. The GRWS method calculates the solution in any desired family of m prescribed points of the gird in contrast to the classical stochastic differential equation based Feynman–Kac formula, and the conventional random walk on spheres (RWS) algorithm as well. The method uses only N trajectories instead of mN trajectories in the RWS algorithm and the Feynman–Kac formula. The idea is based on the symmetry property of the Green function and a double randomization approach.


2012 ◽  
Vol 33 (33) ◽  
pp. 37-41
Author(s):  
Paulo Andrade ◽  
Mário Lima ◽  
António Teixeira

Abstract In this paper, we will study, via simulation, the transmission of DVB-C channels over an external modulated optical link using a Mach-Zehnder modulator (MZM). We will also observe the consequences of biasing the MZM near its transmission minimum point, which allows higher carrier to noise ratio at the transmitter, but increases second-order distortion at the receiver.


Sign in / Sign up

Export Citation Format

Share Document