Mutual Information of IID complex Gaussian signals on block Rayleigh-faded channels

We present a method to compute, quickly and efficiently, the mutual information achieved by an IID (independent identically distributed) complex Gaussian signal on a block Rayleigh-faded channel without side information at the receiver. The method accommodates both scalar and MIMO (multiple-input multiple-output) settings. Operationally, this mutual information represents the highest spectral efficiency that can be attained using Gaussiancodebooks. Examples are provided that illustrate the loss in spectral efficiency caused by fast fading and how that loss is amplified when multiple transmit antennas are used. These examples are further enriched by comparisons with the channel capacity under perfect channel-state information at the receiver, and with the spectral efficiency attained by pilot-based transmission.

Large-system analysis of a CDMA dynamic channel under a Markovian input process

We study the minimum mean square error (MMSE) and the multiuser efficiency η of large dynamic multiple access communication systems in which optimal multiuser detection is performed at the receiver as the number and the identities of active users is allowed to change at each transmission time. The system dynamics are ruled by a Markov model describing the evolution of the channel occupancy and a large-system analysis is performed when the number of observations grow large. Starting on the equivalent scalar channel and the fixed-point equation tying multiuser efficiency and MMSE, we extend it to the case of a dynamic channel, and derive lower and upper bounds for the MMSE (and, thus, for η as well) holding true in the limit of large signal–to–noise ratios and increasingly large observation time T.

The Standard Biplot

Biplots are graphical displays of data matrices based on the decomposition of a matrix as the product of two matrices. Elements of these two matrices are used as coordinates for the rows and columns of the data matrix, with an interpretation of the joint presentation that relies on the properties of the scalar product. Because the decomposition is not unique, there are several alternative ways to scale the row and column points of the biplot, which can cause confusion amongst users, especially when software packages are not united in their approach to this issue. We propose a new scaling of the solution, called the standard biplot, which applies equally well to a wide variety of analyses such as correspondence analysis, principal component analysis, log-ratio analysis and the graphical results of a discriminant analysis/MANOVA, in fact to any method based on the singular-value decomposition. The standard biplot also handles data matrices with widely different levels of inherent variance. Two concepts taken from correspondence analysis are important to this idea: the weighting of row and column points, and the contributions made by the points to the solution. In the standard biplot one set of points, usually the rows of the data matrix, optimally represent the positions of the cases or sample units, which are weighted and usually standardized in some way unless the matrix contains values that are comparable in their raw form. The other set of points, usually the columns, is represented in accordance with their contributions to the low-dimensional solution. As for any biplot, the projections of the row points onto vectors defined by the column points approximate the centred and (optionally) standardized data. The method is illustrated with several examples to demonstrate how the standard biplot copes in different situations to give a joint map which needs only one common scale on the principal axes, thus avoiding the problem of enlarging or contracting the scale of one set of points to make the biplot readable. The proposal also solves the problem in correspondence analysis of low-frequency categories that are located on the periphery of the map, giving the false impression that they are important.

The Persistence of Inflation in OECDCountries: a Fractionally Integrated Approach

The statistical properties of inflation and, in particular, its degree of persistence and stability over time is a subject of intense debate and no consensus has been achieved yet. The goal of this paper is to analyze this controversy using a general approach, with the aim of providing a plausible explanation for the existing contradictory results. We consider the inflation rates of 21 OECD countries which are modelled as fractionally integrated (FI) processes. First, we show analytically that FI can appear in inflation rates after aggregating individual prices from firms that face different costs of adjusting their prices. Then, we provide robust empirical evidence supporting the FI hypothesis using both classical and Bayesian techniques. Next, we estimate impulse response functions and other scalar measures of persistence, achieving an accurate picture of this property and its variation across countries. It is shown that the application of some popular tools for measuring persistence, such as the sum of the AR coefficients, could lead to erroneous conclusions if fractional integration is present. Finally, we explore the existence of changes in inflation inertia using a novel approach. We conclude that the persistence of inflation is very high (although non-permanent) in most post-industrial countries and that it has remained basically unchanged over the last four decades.

The persistence of inflation in OECD countries: A fractionally integrated approach

The statistical properties of inflation and, in particular, its degree of persistence and stability over time is a subject of intense debate and no consensus has been achieved yet. The goal of this paper is to analyze this controversy using a general approach, with the aim of providing a plausible explanation for the existing contradictory results. We consider the inflation rates of 21 OECD countries which are modelled as fractionally integrated (FI) processes. First, we show analytically that FI can appear in inflation rates after aggregating individual prices from firms that face different costs of adjusting their prices. Then, we provide robust empirical evidence supporting the FI hypothesis using both classical and Bayesian techniques. Next, we estimate impulse response functions and other scalar measures of persistence, achieving an accurate picture of this property and its variation across countries. It is shown that the application of some popular tools for measuring persistence, such as the sum of the AR coefficients, could lead to erroneous conclusions if fractional integration is present. Finally, we explore the existence of changes in inflation inertia using a novel approach. We conclude that the persistence of inflation is very high (although non-permanent) in most post-industrial countries and that it has remained basically unchanged over the last four decades.

A zero-delay sequential scheme for lossy coding of individual sequences

We consider adaptive sequential lossy coding of bounded individual sequences when the performance is measured by the sequentially accumulated mean squared distortion. Theencoder and the decoder are connected via a noiseless channel of capacity $R$ and both are assumed to have zero delay. No probabilistic assumptions are made on how the sequence to be encoded is generated. For any bounded sequence of length $n$, the distortion redundancy is defined as the normalized cumulative distortion of the sequential scheme minus the normalized cumulative distortion of the best scalarquantizer of rate $R$ which is matched to this particular sequence. We demonstrate the existence of a zero-delay sequential scheme which uses common randomization in the encoder and the decoder such that the normalized maximum distortion redundancy converges to zero at a rate $n^{-1/5}\log n$ as the length of the encoded sequence $n$ increases without bound.

Security strategies and equilibria in multiobjetives matrix games

Multiobjective matrix games have been traditionally analyzed from two different points of view: equiibrium concepts and security strategies. This paper is based upon the idea that both players try to reach equilibrium points playing pairs of security strategies, as it happens in scalar matrix games. We show conditions guaranteeing the existence of equilibria in security strategies, named security equilibria

Diluted three-dimensional random field Ising model at zero temperature with metastable dynamics.

The influence of vacancy concentration on the behavior of the three-dimensional random field Ising model with metastable dynamics is studied. We have focused our analysis on the number of spanning avalanches which allows us a clear determination of the critical line where the hysteresis loops change from continuous to discontinuous. By a detailed finite-size scaling analysis we determine the phase diagram and numerically estimate the critical exponents along the whole critical line. Finally, we discuss the origin of the curvature of the critical line at high vacancy concentration.

Effective Lagrangian of the two Higgs doublet model

We consider the two Higgs doublet model extension of the standard model in the limit where all physical scalar particles are very heavy, too heavy, in fact, to be experimentally produced in forthcoming experiments. The symmetry-breaking sector can thus be described by an effective chiral Lagrangian. We obtain the values of the coefficients of the O(p4) operators relevant to the oblique corrections and investigate to what extent some nondecoupling effects may remain at low energies. A comparison with recent CERN LEP data shows that this model is indistinguishable from the standard model with one doublet and with a heavy Higgs boson, unless the scalar mass splittings are large.

Issue of time in generally covariant theories and the Komar-Bergmann approach to observables in general relativity

Diffeomorphism-induced symmetry transformations and time evolution are distinct operations in generally covariant theories formulated in phase space. Time is not frozen. Diffeomorphism invariants are consequently not necessarily constants of the motion. Time-dependent invariants arise through the choice of an intrinsic time, or equivalently through the imposition of time-dependent gauge fixation conditions. One example of such a time-dependent gauge fixing is the Komar-Bergmann use of Weyl curvature scalars in general relativity. An analogous gauge fixing is also imposed for the relativistic free particle and the resulting complete set time-dependent invariants for this exactly solvable model are displayed. In contrast with the free particle case, we show that gauge invariants that are simultaneously constants of motion cannot exist in general relativity. They vary with intrinsic time.

Front propagation in spatially modulated media

A two-dimensional reaction-diffusion front which propagates in a modulated medium is studied. The modulation consists of a spatial variation of the local front velocity in the transverse direction to that of the front propagation. We study analytically and numerically the final steady-state velocity and shape of the front, resulting from a nontrivial interplay between the local curvature effects and the global competition process between different maxima of the control parameter. The transient dynamics of the process is also studied numerically and analytically by means of singular perturbation techniques.

On the zeta-function regularization of a two-dimensional series of epsten-Hurwitz type

For a few years now, the study of quantum field theories in partially compactified space-time manifolds has acquired increasing importance in several domains of quantum physics. Let me just mention the issues of dimensional reduction and spontaneous compactification, and the multiple questions associated with the study of quantum field theories in the presence of boundaries (like the Casimir effect) and on curved space-time (manifolds with curvature and nontrivial topology), a step towards quantum gravity.

Langevin approach to generate synthetic turbulent flows

We present an analytical scheme, easily implemented numerically, to generate synthetic Gaussian turbulent flows by using a linear Langevin equation, where the noise term acts as a stochastic stirring force. The characteristic parameters of the velocity field are well introduced, in particular the kinematic viscosity and the spectrum of energy. As an application, the diffusion of a passive scalar is studied for two different energy spectra. Numerical results are compared favorably with analytical calculations.

Relativistic mean-field interaction with density-dependent meson-nucleon vertices based on microscopical calculations

Although ab initio calculations of relativistic Brueckner theory lead to large scalar isovector fields in nuclear matter, at present, successful versions of covariant density functional theory neglect the interactions in this channel. A new high-precision density functional DD-MEδ is presented which includes four mesons, σ, ω, δ, and ρ, with density-dependent meson-nucleon couplings. It is based to a large extent on microscopic ab initiocalculations in nuclear matter. Only four of its parameters are determined by adjusting to binding energies and charge radii of finite nuclei. The other parameters, in particular the density dependence of the meson-nucleon vertices, are adjusted to nonrelativistic and relativistic Brueckner calculations of symmetric and asymmetric nuclear matter. The isovector effective mass mp*−mn* derived from relativistic Brueckner theory is used to determine the coupling strength of the δ meson and its density dependence.

n=1/4 domain-growth universality class: Crossover to the n=1/2 class

The kinetic domain-growth exponent is studied by Monte Carlo simulation as a function of temperature for a nonconserved order-parameter model. In the limit of zero temperature, the model belongs to the n=(1/4 slow-growth unversality class. This is indicative of a temporal pinning in the domain-boundary network of mixed-, zero-, and finite-curvature boundaries. At finite temperature the growth kinetics is found to cross over to the Allen-Cahn exponent n=(1/2. We obtain that the pinning time of the zero-curvature boundary decreases rapidly with increasing temperature.