Upper and Lower Bounds for Ruin Probability

In this note we discuss upper and lower bound for the ruin probability in an insurance model with very heavy-tailed claims and interarrival times.

Limit Theorems for Maxima of Heavy-Tailed Terms with Random Dependent Weights

2000 Mathematics Subject Classification: Primary 60F17, 60G52, 60G70 secondary 60E07, 62E20.

An Estimate of the Probability Pr(X

2000 Mathematics Subject Classification: 33C90, 62E99

Fourth-root summation of contrast over area:no end in sight when spatially inhomogeneous sensitivity is compensated by a witch's hat

Measurements of area summation for luminance-modulated stimuli are typically confounded by variations in sensitivity across the retina. Recently we conducted a detailed analysis of sensitivity across the visual field (Baldwin et al, 2012) and found it to be well-described by a bilinear “witch’s hat” function: sensitivity declines rapidly over the first 8 cycles or so, more gently thereafter. Here we multiplied luminance-modulated stimuli (4 c/deg gratings and “Swiss cheeses”) by the inverse of the witch’s hat function to compensate for the inhomogeneity. This revealed summation functions that were straight lines (on double log axes) with a slope of -1/4 extending to ≥33 cycles, demonstrating fourth-root summation of contrast over a wider area than has previously been reported for the central retina. Fourth-root summation is typically attributed to probability summation, but recent studies have rejected that interpretation in favour of a noisy energy model that performs local square-law transduction of the signal, adds noise at each location of the target and then sums over signal area. Modelling shows our results to be consistent with a wide field application of such a contrast integrator. We reject a probability summation model, a quadratic model and a matched template model of our results under the assumptions of signal detection theory. We also reject the high threshold theory of contrast detection under the assumption of probability summation over area.

Impact of reduced complexity inverse Volterra series transfer function-based nonlinear equalizer in coherent OFDM systems for next-generation core networks

A modern electronic nonlinearity equalizer (NLE) based on inverse Volterra series transfer function (IVSTF) with reduced complexity is applied on coherent optical orthogonal frequency-division multiplexing (CO-OFDM) signals for next-generation long- and ultra-long-haul applications. The OFDM inter-subcarrier crosstalk effects are explored thoroughly using the IVSTF-NLE and compared with the case of linear equalization (LE) for transmission distances of up to 7000 km. © 2013 IEEE.

On the Recursive Estimation of the Location and of the Size of the Mode of a Probability Density

2000 Mathematics Subject Classification: 62G07, 62L20.

Inverse Problems Involving Generalized Axial-Symmetric Helmholtz Equation

MSC 2010: 35J05, 33C10, 45D05

The Direct and Inverse Spectral Problems for some Banded Matrices

2000 Mathematics Subject Classification: 15A29.

Bayesian and Frequentist Two-Sample Predictions of the Inverse Weibull Model Based on Generalized Order Statistics

2000 Mathematics Subject Classification: 62E16,62F15, 62H12, 62M20.

Uniqueness and counterexamples in some inverse source problems

Uniqueness of a solution is investigated for some inverse source problems arising in linear parabolic equations. We prove new uniqueness results formulated in Theorems 3.1 and 3.2. We also show optimality of the conditions under which uniqueness holds by explicitly constructing counterexamples, that is by constructing more than one solution in the case when the conditions for uniqueness are violated.

Modified nonlinear inverse synthesis for optical links with distributed Raman amplification

We propose a modification of the nonlinear digital signal processing technique based on the nonlinear inverse synthesis for the systems with distributed Raman amplification. The proposed path-average approach offers 3 dB performance gain, regardless of the signal power profile.

Demonstration of nonlinear inverse synthesis transmission over transoceanic distances

Nonlinear Fourier transform (NFT) and eigenvalue communication with the use of nonlinear signal spectrum (both discrete and continuous), have been recently discussed as promising transmission methods to combat fiber nonlinearity impairments. In this paper, for the first time, we demonstrate the generation, detection and transmission performance over transoceanic distances of 10 Gbaud and nonlinear inverse synthesis (NIS) based signal (4 Gb/s line rate), in which the transmitted information is encoded directly onto the continuous part of the signal nonlinear spectrum. By applying effective digital signal processing techniques, a reach of 7344 km was achieved with a bit-error-rate (BER) (2.1×10-2) below the 20% FEC threshold. This represents an improvement by a factor of ~12 in data capacity x distance product compared with other previously demonstrated NFT-based systems, showing a significant advance in the active research area of NFT-based communication systems.

A new inverse DEA method for merging banks

This study suggests a novel application of Inverse Data Envelopment Analysis (InvDEA) in strategic decision making about mergers and acquisitions in banking. The conventional DEA assesses the efficiency of banks based on the information gathered about the quantities of inputs used to realize the observed level of outputs produced. The decision maker of a banking unit willing to merge/acquire another banking unit needs to decide about the inputs and/or outputs level if an efficiency target for the new banking unit is set. In this paper, a new InvDEA-based approach is developed to suggest the required level of the inputs and outputs for the merged bank to reach a predetermined efficiency target. This study illustrates the novelty of the proposed approach through the case of a bank considering merging with or acquiring one of its competitors to synergize and realize higher level of efficiency. A real data set of 42 banking units in Gulf Corporation Council countries is used to show the practicality of the proposed approach.

Inverse space-dependent force problems for the wave equation

The determination of the displacement and the space-dependent force acting on a vibrating structure from measured final or time-average displacement observation is thoroughly investigated. Several aspects related to the existence and uniqueness of a solution of the linear but ill-posed inverse force problems are highlighted. After that, in order to capture the solution a variational formulation is proposed and the gradient of the least-squares functional that is minimized is rigorously and explicitly derived. Numerical results obtained using the Landweber method and the conjugate gradient method are presented and discussed illustrating the convergence of the iterative procedures for exact input data. Furthermore, for noisy data the semi-convergence phenomenon appears, as expected, and stability is restored by stopping the iterations according to the discrepancy principle criterion once the residual becomes close to the amount of noise. The present investigation will be significant to researchers concerned with wave propagation and control of vibrating structures.