101 resultados para Probability generating function

em Indian Institute of Science - Bangalore - Índia


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A detailed characterization of interference power statistics in CDMA systems is of considerable practical and theoretical interest. Such a characterization for uplink inter-cell interference has been difficult because of transmit power control, randomness in the number of interfering mobile stations, and randomness in their locations. We develop a new method to model the uplink inter-cell interference power as a lognormal distribution, and show that it is an order of magnitude more accurate than the conventional Gaussian approximation even when the average number of mobile stations per cell is relatively large and even outperforms the moment-matched lognormal approximation considered in the literature. The proposed method determines the lognormal parameters by matching its moment generating function with a new approximation of the moment generating function for the inter-cell interference. The method is tractable and exploits the elegant spatial Poisson process theory. Using several numerical examples, the accuracy of the proposed method in modeling the probability distribution of inter-cell interference is verified for both small and large values of interference.

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Convolutional network-error correcting codes (CNECCs) are known to provide error correcting capability in acyclic instantaneous networks within the network coding paradigm under small field size conditions. In this work, we investigate the performance of CNECCs under the error model of the network where the edges are assumed to be statistically independent binary symmetric channels, each with the same probability of error pe(0 <= p(e) < 0.5). We obtain bounds on the performance of such CNECCs based on a modified generating function (the transfer function) of the CNECCs. For a given network, we derive a mathematical condition on how small p(e) should be so that only single edge network-errors need to be accounted for, thus reducing the complexity of evaluating the probability of error of any CNECC. Simulations indicate that convolutional codes are required to possess different properties to achieve good performance in low p(e) and high p(e) regimes. For the low p(e) regime, convolutional codes with good distance properties show good performance. For the high p(e) regime, convolutional codes that have a good slope ( the minimum normalized cycle weight) are seen to be good. We derive a lower bound on the slope of any rate b/c convolutional code with a certain degree.

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We derive the computational cutoff rate, R-o, for coherent trellis-coded modulation (TCM) schemes on independent indentically distributed (i.i.d.) Rayleigh fading channels with (K, L) generalized selection combining (GSC) diversity, which combines the K paths with the largest instantaneous signal-to-noise ratios (SNRs) among the L available diversity paths. The cutoff rate is shown to be a simple function of the moment generating function (MGF) of the SNR at the output of the (K, L) GSC receiver. We also derive the union bound on the bit error probability of TCM schemes with (K, L) GSC in the form of a simple, finite integral. The effectiveness of this bound is verified through simulations.

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A methodology termed the “filtered density function” (FDF) is developed and implemented for large eddy simulation (LES) of chemically reacting turbulent flows. In this methodology, the effects of the unresolved scalar fluctuations are taken into account by considering the probability density function (PDF) of subgrid scale (SGS) scalar quantities. A transport equation is derived for the FDF in which the effect of chemical reactions appears in a closed form. The influences of scalar mixing and convection within the subgrid are modeled. The FDF transport equation is solved numerically via a Lagrangian Monte Carlo scheme in which the solutions of the equivalent stochastic differential equations (SDEs) are obtained. These solutions preserve the Itô-Gikhman nature of the SDEs. The consistency of the FDF approach, the convergence of its Monte Carlo solution and the performance of the closures employed in the FDF transport equation are assessed by comparisons with results obtained by direct numerical simulation (DNS) and by conventional LES procedures in which the first two SGS scalar moments are obtained by a finite difference method (LES-FD). These comparative assessments are conducted by implementations of all three schemes (FDF, DNS and LES-FD) in a temporally developing mixing layer and a spatially developing planar jet under both non-reacting and reacting conditions. In non-reacting flows, the Monte Carlo solution of the FDF yields results similar to those via LES-FD. The advantage of the FDF is demonstrated by its use in reacting flows. In the absence of a closure for the SGS scalar fluctuations, the LES-FD results are significantly different from those based on DNS. The FDF results show a much closer agreement with filtered DNS results. © 1998 American Institute of Physics.

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The statistically steady humidity distribution resulting from an interaction of advection, modelled as an uncorrelated random walk of moist parcels on an isentropic surface, and a vapour sink, modelled as immediate condensation whenever the specific humidity exceeds a specified saturation humidity, is explored with theory and simulation. A source supplies moisture at the deep-tropical southern boundary of the domain and the saturation humidity is specified as a monotonically decreasing function of distance from the boundary. The boundary source balances the interior condensation sink, so that a stationary spatially inhomogeneous humidity distribution emerges. An exact solution of the Fokker-Planck equation delivers a simple expression for the resulting probability density function (PDF) of the wate-rvapour field and also the relative humidity. This solution agrees completely with a numerical simulation of the process, and the humidity PDF exhibits several features of interest, such as bimodality close to the source and unimodality further from the source. The PDFs of specific and relative humidity are broad and non-Gaussian. The domain-averaged relative humidity PDF is bimodal with distinct moist and dry peaks, a feature which we show agrees with middleworld isentropic PDFs derived from the ERA interim dataset. Copyright (C) 2011 Royal Meteorological Society

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The paper outlines a technique for sensitive measurement of conduction phenomena in liquid dielectrics. The special features of this technique are the simplicity of the electrical system, the inexpensive instrumentation and the high accuracy. Detection, separation and analysis of a random function of current that is superimposed on the prebreakdown direct current forms the basis of this investigation. In this case, prebreakdown direct current is the output data of a test cell with large electrodes immersed in a liquid medium subjected to high direct voltages. Measurement of the probability-distribution function of a random fluctuating component of current provides a method that gives insight into the mechanism of conduction in a liquid medium subjected to high voltages and the processes that are responsible for the existence of the fluctuating component of the current.

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In this paper, we consider a distributed function computation setting, where there are m distributed but correlated sources X1,...,Xm and a receiver interested in computing an s-dimensional subspace generated by [X1,...,Xm]Γ for some (m × s) matrix Γ of rank s. We construct a scheme based on nested linear codes and characterize the achievable rates obtained using the scheme. The proposed nested-linear-code approach performs at least as well as the Slepian-Wolf scheme in terms of sum-rate performance for all subspaces and source distributions. In addition, for a large class of distributions and subspaces, the scheme improves upon the Slepian-Wolf approach. The nested-linear-code scheme may be viewed as uniting under a common framework, both the Korner-Marton approach of using a common linear encoder as well as the Slepian-Wolf approach of employing different encoders at each source. Along the way, we prove an interesting and fundamental structural result on the nature of subspaces of an m-dimensional vector space V with respect to a normalized measure of entropy. Here, each element in V corresponds to a distinct linear combination of a set {Xi}im=1 of m random variables whose joint probability distribution function is given.

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Periodic-finite-type shifts (PFT's) are sofic shifts which forbid the appearance of finitely many pre-specified words in a periodic manner. The class of PFT's strictly includes the class of shifts of finite type (SFT's). The zeta function of a PET is a generating function for the number of periodic sequences in the shift. For a general sofic shift, there exists a formula, attributed to Manning and Bowen, which computes the zeta function of the shift from certain auxiliary graphs constructed from a presentation of the shift. In this paper, we derive an interesting alternative formula computable from certain ``word-based graphs'' constructed from the periodically-forbidden word description of the PET. The advantages of our formula over the Manning-Bowen formula are discussed.

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We analytically evaluate the large deviation function in a simple model of classical particle transfer between two reservoirs. We illustrate how the asymptotic long-time regime is reached starting from a special propagating initial condition. We show that the steady-state fluctuation theorem holds provided that the distribution of the particle number decays faster than an exponential, implying analyticity of the generating function and a discrete spectrum for its evolution operator.

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We consider an exclusion process on a ring in which a particle hops to an empty neighboring site with a rate that depends on the number of vacancies n in front of it. In the steady state, using the well-known mapping of this model to the zero-range process, we write down an exact formula for the partition function and the particle-particle correlation function in the canonical ensemble. In the thermodynamic limit, we find a simple analytical expression for the generating function of the correlation function. This result is applied to the hop rate u(n) = 1 + (b/n) for which a phase transition between high-density laminar phase and low-density jammed phase occurs for b > 2. For these rates, we find that at the critical density, the correlation function decays algebraically with a continuously varying exponent b - 2. We also calculate the two-point correlation function above the critical density and find that the correlation length diverges with a critical exponent nu = 1/(b - 2) for b < 3 and 1 for b > 3. These results are compared with those obtained using an exact series expansion for finite systems.

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We derive analytical expressions for probability distribution function (PDF) for electron transport in a simple model of quantum junction in presence of thermal fluctuations. Our approach is based on the large deviation theory combined with the generating function method. For large number of electrons transferred, the PDF is found to decay exponentially in the tails with different rates due to applied bias. This asymmetry in the PDF is related to the fluctuation theorem. Statistics of fluctuations are analyzed in terms of the Fano factor. Thermal fluctuations play a quantitative role in determining the statistics of electron transfer; they tend to suppress the average current while enhancing the fluctuations in particle transfer. This gives rise to both bunching and antibunching phenomena as determined by the Fano factor. The thermal fluctuations and shot noise compete with each other and determine the net (effective) statistics of particle transfer. Exact analytical expression is obtained for delay time distribution. The optimal values of the delay time between successive electron transfers can be lowered below the corresponding shot noise values by tuning the thermal effects. (C) 2015 AIP Publishing LLC.

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The study introduces two new alternatives for global response sensitivity analysis based on the application of the L-2-norm and Hellinger's metric for measuring distance between two probabilistic models. Both the procedures are shown to be capable of treating dependent non-Gaussian random variable models for the input variables. The sensitivity indices obtained based on the L2-norm involve second order moments of the response, and, when applied for the case of independent and identically distributed sequence of input random variables, it is shown to be related to the classical Sobol's response sensitivity indices. The analysis based on Hellinger's metric addresses variability across entire range or segments of the response probability density function. The measure is shown to be conceptually a more satisfying alternative to the Kullback-Leibler divergence based analysis which has been reported in the existing literature. Other issues addressed in the study cover Monte Carlo simulation based methods for computing the sensitivity indices and sensitivity analysis with respect to grouped variables. Illustrative examples consist of studies on global sensitivity analysis of natural frequencies of a random multi-degree of freedom system, response of a nonlinear frame, and safety margin associated with a nonlinear performance function. (C) 2015 Elsevier Ltd. All rights reserved.

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Based on the conclusions drawn in the bijective transformation between possibility and probability, a method is proposed to estimate the fuzzy membership function for pattern recognition purposes. A rational function approximation to the probability density function is obtained from the histogram of a finite (and sometimes very small) number of samples. This function is normalized such that the highest ordinate is one. The parameters representing the rational function are used for classifying the pattern samples based on a max-min decision rule. The method is illustrated with examples.

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We present a detailed direct numerical simulation (DNS) of the two-dimensional Navier-Stokes equation with the incompressibility constraint and air-drag-induced Ekman friction; our DNS has been designed to investigate the combined effects of walls and such a friction on turbulence in forced thin films. We concentrate on the forward-cascade regime and show how to extract the isotropic parts of velocity and vorticity structure functions and hence the ratios of multiscaling exponents. We find that velocity structure functions display simple scaling, whereas their vorticity counterparts show multiscaling, and the probability distribution function of the Weiss parameter 3, which distinguishes between regions with centers and saddles, is in quantitative agreement with experiments.

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Considering a general linear model of signal degradation, by modeling the probability density function (PDF) of the clean signal using a Gaussian mixture model (GMM) and additive noise by a Gaussian PDF, we derive the minimum mean square error (MMSE) estimator. The derived MMSE estimator is non-linear and the linear MMSE estimator is shown to be a special case. For speech signal corrupted by independent additive noise, by modeling the joint PDF of time-domain speech samples of a speech frame using a GMM, we propose a speech enhancement method based on the derived MMSE estimator. We also show that the same estimator can be used for transform-domain speech enhancement.