945 resultados para Entropy of noise


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Excessive volatility of asset prices like that generated in the 'noise trader' model of De Long et al. is one factor that plausibly might contribute to an explanation of the equity premium. We extend the De Long et al. model to allow for privatization of publicly-owned assets and assess the welfare effects of such privatization in the presence of excess volatility arising from noise traders' mistaken beliefs.

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Optical coherence tomography (OCT) is an emerging coherence-domain technique capable of in vivo imaging of sub-surface structures at millimeter-scale depth. Its steady progress over the last decade has been galvanized by a breakthrough detection concept, termed spectral-domain OCT, which has resulted in a dramatic improvement of the OCT signal-to-noise ratio of 150 times demonstrated for weakly scattering objects at video-frame-rates. As we have realized, however, an important OCT sub-system remains sub-optimal: the sample arm traditionally operates serially, i.e. in flying-spot mode. To realize the full-field image acquisition, a Fourier holography system illuminated with a swept-source is employed instead of a Michelson interferometer commonly used in OCT. The proposed technique, termed Fourier-domain OCT, offers a new leap in signal-to-noise ratio improvement, as compared to flying-spot OCT systems, and represents the main thrust of this paper. Fourier-domain OCT is described, and its basic theoretical aspects, including the reconstruction algorithm, are discussed. (C) 2004 Elsevier B.V. All rights reserved.

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Focussing particularly on solid-state laser systems, the phase-noise penalties of laser injection-locking and electro-optical phase-locking are derived using linearised quantum mechanical models. The fundamental performance limit (minimum achievable output phase noise) for an injection-locked laser (IJL) system at low frequencies is equal to that of a standard phase-insensitive amplifier, whereas, in principle, that of a phase-locked laser (PLL) system can be better. At high frequencies, the output phase noise of the IJL system is limited by that of the master laser, while that of the PLL system tends to a weighted sum of contributions from the master and slave laser fields. Under conditions of large amplification, particularly where there has been significant attenuation, the noise penalties are shown to be substantial. Nonideal photodetector characteristics are shown to add significantly to the noise penalties for the PLL system. (C) 2005 Elsevier B.V. All rights reserved.

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The buffer allocation problem (BAP) is a well-known difficult problem in the design of production lines. We present a stochastic algorithm for solving the BAP, based on the cross-entropy method, a new paradigm for stochastic optimization. The algorithm involves the following iterative steps: (a) the generation of buffer allocations according to a certain random mechanism, followed by (b) the modification of this mechanism on the basis of cross-entropy minimization. Through various numerical experiments we demonstrate the efficiency of the proposed algorithm and show that the method can quickly generate (near-)optimal buffer allocations for fairly large production lines.

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We report a new approach in optical coherence tomography (OCT) called full-field Fourier-domain OCT (3F-OCT). A three-dimensional image of a sample is obtained by digital reconstruction of a three-dimensional data cube, acquired with a Fourier holography recording system, illuminated with a swept source. We present a theoretical and experimental study of the signal-to-noise ratio of the 3F-OCT approach versus serial image acquisition (flying-spot OCT) approach. (c) 2005 Optical Society of America.

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We present theoretical predictions for the equation of state of a harmonically trapped Fermi gas in the unitary limit. Our calculations compare Monte Carlo results with the equation of state of a uniform gas using three distinct perturbation schemes. We show that in experiments the temperature can be usefully calibrated by making use of the entropy, which is invariant during an adiabatic conversion into the weakly interacting limit of molecular BEC. We predict the entropy dependence of the equation of state.

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This work presents closed form solutions for fully developed temperature distribution and entropy generation due to forced convection in microelectromechanical systems (MEMS) in the Slip-flow regime, for which the Knudsen number lies within the range 0.001