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Full-Text Articles in Physical Sciences and Mathematics
Probability Density Functions For Snir In Ds-Cdma, David W. Matolak
Probability Density Functions For Snir In Ds-Cdma, David W. Matolak
Faculty Publications
Analytical expressions for the probability density function of block-wise signal-to-noise-plus-interference ratio for both synchronous and asynchronous direct-sequence spread spectrum code-division multiple access systems are developed, for equal average energy signals on the Gaussian and Rayleigh flat fading channels. Using the standard Gaussian approximation for multi-user interference, accurate density approximations are obtained, which agree very well with computer simulation results.
Dynamic Modeling And Statistical Analysis Of Event Times, Edsel A. Pena
Dynamic Modeling And Statistical Analysis Of Event Times, Edsel A. Pena
Faculty Publications
This review article provides an overview of recent work in the modeling and analysis of recurrent events arising in engineering, reliability, public health, biomedicine and other areas. Recurrent event modeling possesses unique facets making it different and more difficult to handle than single event settings. For instance, the impact of an increasing number of event occurrences needs to be taken into account, the effects of covariates should be considered, potential association among the interevent times within a unit cannot be ignored, and the effects of performed interventions after each event occurrence need to be factored in. A recent general class …
Large Deviations For Processes With Independent Increments, James Lynch, Jayaram Sethuraman
Large Deviations For Processes With Independent Increments, James Lynch, Jayaram Sethuraman
Faculty Publications
Let X be a topological space and F denote the Borel σ-field in X. A family of probability measures {Pλ} is said to obey the large deviation principle (LDP) with rate function I(⋅) if Pλ(A) can be suitably approximated by exp{−λinfx∈AI(x)} for appropriate sets A in F. Here the LDP is studied for probability measures induced by stochastic processes with stationary and independent increments which have no Gaussian component. It is assumed that the moment generating function of the increments exists and thus the sample paths of such stochastic processes lie in the space of functions of bounded variation. The …
Some Comments On The Erdos-Renyl Law And A Theorem Of Shepp, James Lynch
Some Comments On The Erdos-Renyl Law And A Theorem Of Shepp, James Lynch
Faculty Publications
We show that the finiteness of the moment generating function is necessary for the finiteness of the lim sup of the moving averages considered by Shepp (1964). This also implies that the same must be true for the Erdos-Renyi law of large numbers.