102 resultados para Equity Portfolio with Equal Weights


Relevância:

30.00% 30.00%

Publicador:

Resumo:

Constellation Constrained (CC) capacity regions of two-user Gaussian Multiple Access Channels (GMAC) have been recently reported, wherein an appropriate angle of rotation between the constellations of the two users is shown to enlarge the CC capacity region. We refer to such a scheme as the Constellation Rotation (CR) scheme. In this paper, we propose a novel scheme called the Constellation Power Allocation (CPA) scheme, wherein the instantaneous transmit power of the two users are varied by maintaining their average power constraints. We show that the CPA scheme offers CC sum capacities equal (at low SNR values) or close (at high SNR values) to those offered by the CR scheme with reduced decoding complexity for QAM constellations. We study the robustness of the CPA scheme for random phase offsets in the channel and unequal average power constraints for the two users. With random phase offsets in the channel, we show that the CC sum capacity offered by the CPA scheme is more than the CR scheme at high SNR values. With unequal average power constraints, we show that the CPA scheme provides maximum gain when the power levels are close, and the advantage diminishes with the increase in the power difference.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

This study presents an overview of seismic microzonation and existing methodologies with a newly proposed methodology covering all aspects. Earlier seismic microzonation methods focused on parameters that affect the structure or foundation related problems. But seismic microzonation has generally been recognized as an important component of urban planning and disaster management. So seismic microzonation should evaluate all possible hazards due to earthquake and represent the same by spatial distribution. This paper presents a new methodology for seismic microzonation which has been generated based on location of study area and possible associated hazards. This new method consists of seven important steps with defined output for each step and these steps are linked with each other. Addressing one step and respective result may not be seismic microzonation, which is practiced widely. This paper also presents importance of geotechnical aspects in seismic microzonation and how geotechnical aspects affect the final map. For the case study, seismic hazard values at rock level are estimated considering the seismotectonic parameters of the region using deterministic and probabilistic seismic hazard analysis. Surface level hazard values are estimated considering site specific study and local site effects based on site classification/characterization. The liquefaction hazard is estimated using standard penetration test data. These hazard parameters are integrated in Geographical Information System (GIS) using Analytic Hierarchy Process (AHP) and used to estimate hazard index. Hazard index is arrived by following a multi-criteria evaluation technique - AHP, in which each theme and features have been assigned weights and then ranked respectively according to a consensus opinion about their relative significance to the seismic hazard. The hazard values are integrated through spatial union to obtain the deterministic microzonation map and probabilistic microzonation map for a specific return period. Seismological parameters are widely used for microzonation rather than geotechnical parameters. But studies show that the hazard index values are based on site specific geotechnical parameters.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

Fast and efficient channel estimation is key to achieving high data rate performance in mobile and vehicular communication systems, where the channel is fast time-varying. To this end, this work proposes and optimizes channel-dependent training schemes for reciprocal Multiple-Input Multiple-Output (MIMO) channels with beamforming (BF) at the transmitter and receiver. First, assuming that Channel State Information (CSI) is available at the receiver, a channel-dependent Reverse Channel Training (RCT) signal is proposed that enables efficient estimation of the BF vector at the transmitter with a minimum training duration of only one symbol. In contrast, conventional orthogonal training requires a minimum training duration equal to the number of receive antennas. A tight approximation to the capacity lower bound on the system is derived, which is used as a performance metric to optimize the parameters of the RCT. Next, assuming that CSI is available at the transmitter, a channel-dependent forward-link training signal is proposed and its power and duration are optimized with respect to an approximate capacity lower bound. Monte Carlo simulations illustrate the significant performance improvement offered by the proposed channel-dependent training schemes over the existing channel-agnostic orthogonal training schemes.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

It is well known that extremely long low-density parity-check (LDPC) codes perform exceptionally well for error correction applications, short-length codes are preferable in practical applications. However, short-length LDPC codes suffer from performance degradation owing to graph-based impairments such as short cycles, trapping sets and stopping sets and so on in the bipartite graph of the LDPC matrix. In particular, performance degradation at moderate to high E-b/N-0 is caused by the oscillations in bit node a posteriori probabilities induced by short cycles and trapping sets in bipartite graphs. In this study, a computationally efficient algorithm is proposed to improve the performance of short-length LDPC codes at moderate to high E-b/N-0. This algorithm makes use of the information generated by the belief propagation (BP) algorithm in previous iterations before a decoding failure occurs. Using this information, a reliability-based estimation is performed on each bit node to supplement the BP algorithm. The proposed algorithm gives an appreciable coding gain as compared with BP decoding for LDPC codes of a code rate equal to or less than 1/2 rate coding. The coding gains are modest to significant in the case of optimised (for bipartite graph conditioning) regular LDPC codes, whereas the coding gains are huge in the case of unoptimised codes. Hence, this algorithm is useful for relaxing some stringent constraints on the graphical structure of the LDPC code and for developing hardware-friendly designs.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

In this letter, we compute the secrecy rate of decode-and-forward (DF) relay beamforming with finite input alphabet of size M. Source and relays operate under a total power constraint. First, we observe that the secrecy rate with finite-alphabet input can go to zero as the total power increases, when we use the source power and the relay weights obtained assuming Gaussian input. This is because the capacity of an eavesdropper can approach the finite-alphabet capacity of 1/2 log(2) M with increasing total power, due to the inability to completely null in the direction of the eavesdropper. We then propose a transmit power control scheme where the optimum source power and relay weights are obtained by carrying out transmit power (source power plus relay power) control on DF with Gaussian input using semi-definite programming, and then obtaining the corresponding source power and relay weights which maximize the secrecy rate for DF with finite-alphabet input. The proposed power control scheme is shown to achieve increasing secrecy rates with increasing total power with a saturation behavior at high total powers.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

In this paper, we evaluate secrecy rates in cooperative relay beamforming in the presence of imperfect channel state information (CSI) and multiple eavesdroppers. A source-destination pair aided by.. out of.. relays, 1 <= k <= M, using decode-and-forward relay beamforming is considered. We compute the worst case secrecy rate with imperfect CSI in the presence of multiple eavesdroppers, where the number of eavesdroppers can be more than the number of relays. We solve the optimization problem for all possible relay combinations to find the secrecy rate and optimum source and relay weights subject to a total power constraint. We relax the rank-1 constraint on the complex semi-definite relay weight matrix and use S-procedure to reformulate the optimization problem that can be solved using convex semi-definite programming.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

Currently beta-adrenergic receptor blockers are considered to be potential drugs under investigation for preventive or therapeutic effect in osteoporosis. However, there is no published data showing the comparative study of beta-blockers with well accepted agents for the treatment of osteoporosis. To address this question, we compared the effects of propranolol with well accepted treatments like zoledronic acid and alfacalcidol in an animal model of postmenopausal osteoporosis. Five days after ovariectomy, 36 ovariectomized (OVX) rats were divided into 6 equal groups, randomized to treatments zoledronic acid (100 mu g/kg, intravenous single dose); alfacalcidol (0.5 mu g/kg, oral gauge daily); propranolol (0.1 mg/kg, subcutaneously 5 days per week) for 12 weeks. Untreated OVX and sham OVX were used as controls. At the end of treatment serum calcium and alkaline phosphatase were assayed. Femurs were removed and tested for bone density, bone porosity, bone mechanical properties and trabecular micro-architecture. Propranolol showed a significant decrease in alkaline phosphatase levels and bone porosity in comparison to OVX control. Moreover, propranolol significantly improved bone density, bone mechanical properties and inhibited the deterioration of trabecular microarchitecture when compared with OVX control. The osteoprotective effect of propranolol was comparable with zoledronic acid and alfacalcidol. Based on this comparative study, the results strongly suggest that propranolol can be a candidate therapeutic drug for the management of postmenopausal osteoporosis.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

Transductive SVM (TSVM) is a well known semi-supervised large margin learning method for binary text classification. In this paper we extend this method to multi-class and hierarchical classification problems. We point out that the determination of labels of unlabeled examples with fixed classifier weights is a linear programming problem. We devise an efficient technique for solving it. The method is applicable to general loss functions. We demonstrate the value of the new method using large margin loss on a number of multi-class and hierarchical classification datasets. For maxent loss we show empirically that our method is better than expectation regularization/constraint and posterior regularization methods, and competitive with the version of entropy regularization method which uses label constraints.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

Evolution of texture and concomitant grain refinement during Equal Channel Angular Pressing (ECAP) of Ti - 13Nb - 13Zr alloy has been presented. Sub-micron sized equiaxed grains with narrow grain size distribution could be achieved after eight pass at 873 K. A characteristic ECAP texture evolved in alpha phase till four passes while the evolution of characteristic ECAP texture in the beta phase could be observed only beyond the fourth pass. On increasing the deformation up to eight passes, the texture in alpha phase weakens while the beta phase shows an ideal ECAP texture. A weaker texture, low dislocation density and high crystallite size values in alpha phase suggest the occurrence of dynamic recrystallization. The absence of texture evolution in beta phase till four passes can be attributed to local lattice rotations. The characteristic ECAP texture in the eight pass deformed sample is attributed to delayed dynamic recrystallization in the beta phase. (C) 2013 Elsevier Inc. All rights reserved.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

The algebraic formulation for linear network coding in acyclic networks with each link having an integer delay is well known. Based on this formulation, for a given set of connections over an arbitrary acyclic network with integer delay assumed for the links, the output symbols at the sink nodes at any given time instant is a Fq-linear combination of the input symbols across different generations, where Fq denotes the field over which the network operates. We use finite-field discrete Fourier transform (DFT) to convert the output symbols at the sink nodes at any given time instant into a Fq-linear combination of the input symbols generated during the same generation. We call this as transforming the acyclic network with delay into n-instantaneous networks (n is sufficiently large). We show that under certain conditions, there exists a network code satisfying sink demands in the usual (non-transform) approach if and only if there exists a network code satisfying sink demands in the transform approach. Furthermore, assuming time invariant local encoding kernels, we show that the transform method can be employed to achieve half the rate corresponding to the individual source-destination mincut (which are assumed to be equal to 1) for some classes of three-source three-destination multiple unicast network with delays using alignment strategies when the zero-interference condition is not satisfied.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

In this work, interference alignment for a class of Gaussian interference networks with general message demands, having line of sight (LOS) channels, at finite powers is considered. We assume that each transmitter has one independent message to be transmitted and the propagation delays are uniformly distributed between 0 and (L - 1) (L >; 0). If receiver-j, j ∈{1,2,..., J}, requires the message of transmitter-i, i ∈ {1, 2, ..., K}, we say (i, j) belongs to a connection. A class of interference networks called the symmetrically connected interference network is defined as a network where, the number of connections required at each transmitter-i is equal to ct for all i and the number of connections required at each receiver-j is equal to cr for all j, for some fixed positive integers ct and cr. For such networks with a LOS channel between every transmitter and every receiver, we show that an expected sum-spectral efficiency (in bits/sec/Hz) of at least K/(e+c1-1)(ct+1) (ct/ct+1)ct log2 (1+min(i, j)∈c|hi, j|2 P/WN0) can be achieved as the number of transmitters and receivers tend to infinity, i.e., K, J →∞ where, C denotes the set of all connections, hij is the channel gain between transmitter-i and receiver-j, P is the average power constraint at each transmitter, W is the bandwidth and N0 W is the variance of Gaussian noise at each receiver. This means that, for an LOS symmetrically connected interference network, at any finite power, the total spectral efficiency can grow linearly with K as K, J →∞. This is achieved by extending the time domain interference alignment scheme proposed by Grokop et al. for the k-user Gaussian interference channel to interference networks.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

In this paper, we study the achievable rate region of two-user Gaussian broadcast channel (GBC) when the messages to be transmitted to both the users take values from finite signal sets and the received signal is quantized at both the users. We refer to this channel as quantized broadcast channel (QBC). We first observe that the capacity region defined for a GBC does not carry over as such to QBC. Also, we show that the optimal decoding scheme for GBC (i.e., high SNR user doing successive decoding and low SNR user decoding its message alone) is not optimal for QBC. We then propose an achievable rate region for QBC based on two different schemes. We present achievable rate region results for the case of uniform quantization at the receivers. We find that rotation of one of the user's input alphabet with respect to the other user's alphabet marginally enlarges the achievable rate region of QBC when almost equal powers are allotted to both the users.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

An attempt to study the fluid dynamic behavior of two phase flow comprising of solid and liquid with nearly equal density in a geometrical case that has an industrial significance in theareas like processing of polymers, food, pharma ceutical, paints. In this work,crystalline silica is considered as the dispersed medium in glycerin. In the CFD analysis carried out,the two phase components are considered to be premixed homogeneously at the initial state. The flow in a cylinder that has an axially driven bi-lobe rotor, a typical blender used in polymer industry for mixing or kneading to render the multi-component mixture to homogeneous condition is considered. A viscous, incompressible, isothermal flow is considered with an assumption that the components do not undergo any physical change and the solids are rigid and mix in fully wetting conditions. Silica with a particle diameter of 0.4 mm is considered and flow is analyzed for different mixing fractions. An industry standard CFD code is used for solving 3D-RANS equations. As the outcome of the study the torque demand by the bi-lobe rotor for different mixture fractions which are estimated show a behavioral consistency to the expected physical phenomena occurring in the domain considered.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

With an application of the upper bound finite element limit analysis, the vertical pullout capacity of a group of two horizontal strip plate anchors, with the common vertical axis and placed in a cohesive-frictional soil, has been computed. The variation of the uplift factors Fc, Fq and Fy, due to the contributions of soil cohesion, surcharge pressure and unit weight, respectively, has been evaluated for different combinations of S/B and H/B. As compared to single isolated anchor, the group of two anchors generates significantly greater magnitude of Fc for Φ ≤ 20° especially with greater values of H/B and under fully bonded anchor-soil interface condition. The factor Fc attains almost the maximum value when the upper anchor plate is placed midway between ground surface and the lower anchor plate. The factors Fq and Fy, on the other hand, for a group of two anchors are found to remain almost equal to that of a single isolated anchor as long as the levels of the lower plate in the group and the single isolated anchor are kept the same.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

All triangulated d-manifolds satisfy the inequality ((f0-d-1)(2)) >= ((d+2)(2))beta(1) for d >= 3. A triangulated d-manifold is called tight neighborly if it attains equality in this bound. For each d >= 3, a (2d + 3)-vertex tight neighborly triangulation of the Sd-1-bundle over S-1 with beta(1) = 1 was constructed by Kuhnel in 1986. In this paper, it is shown that there does not exist a tight neighborly triangulated manifold with beta(1) = 2. In other words, there is no tight neighborly triangulation of (Sd-1 x S-1)(#2) or (Sd-1 (sic) S-1)(#2) for d >= 3. A short proof of the uniqueness of K hnel's complexes for d >= 4 under the assumption beta(1) not equal 0 is also presented.