ON SOME STATISTICAL INDICATORS OF THE TRAFFIC IN WIRELESS LOCAL AREA NETWORKS

Size: px
Start display at page:

Download "ON SOME STATISTICAL INDICATORS OF THE TRAFFIC IN WIRELESS LOCAL AREA NETWORKS"

Transcription

1 U.P.B. Sci. Bull., Series C, Vol. 70, No. 3, 008 ISSN x ON SOME STATISTICAL INDICATORS OF THE TRAFFIC IN WIRELESS LOCAL AREA NETWORKS Şerban Alexanru STĂNĂŞILĂ 1 În ultimul timp, capacitatea e protocol ale reţelelor fără fir, e exemplu pragul permis într-un canal e comunicaţie, joacă un rol important în aplicaţiile Internet. Există mai multe moele teoretice şi variante pentru a estima întârzierile în transmisie atorate coliziunilor sau congestiei. În acest articol, se stuiază un moel bazat pe schema programării carelor, poziţionat între stratul legăturii logice şi cel al controlului meiului e acces. Se au câteva estimări privin meiile şi ispersiile unor variabile aleatoare, care escriu utilizarea curentă a reţelelor fără fir. In the last time, the protocol capacity of the wireless networks, for instance the throughput as allowe in a given wireless channel, plays an important role in the Internet applications. There are many theoretical moels an variants to take into account the transmission elay ue to collisions or to subsequent transmission. In this paper, one stuies a moel base frame scheuling scheme, positione between the layers of the logical link an meium access control (MAC) an give some statistical estimations regaring the expecte values an the variations of some ranom variables, which escribe the collisions Keywors: transmission control protocol (TCP), meium access control, statistical inicators, performance evaluation. 1. The escription of the Frame Service Time By a flui unity we mean any sequence of collision perios followe by a successfully transmission frame, where a collision perio is compose of ile slots an a collie frame. In the Fig. 1, one inicates such a unit. In practice, one meets sequences of such flui unities (SIFS = short interframes space ; ACK = acknowlegment ; DIFS = istribute interframe space ; EIFS = extene interface space ). Each flui unity consists of zero or more collision perios, followe by a successful frame transmission. One can a some mechanisms like request to sen or clear to sen, but here we avoi them. 1 Eng., Amaeus, Munchen, Germany

2 14 Şeban Alexanru Stănăşilă FRAME ACK SIFS DIFS IDLE SLOTS COLLIDED FRAME EIFS SUCCESSFUL TRANSMISSION IDLE SLOTS Fig.1 Let us fix a flui unity. A funamental inicator is the frame service time enote, in what follows, by T, as being the time necessary for a successful transmission of a frame. In a sense, T can be ientifie with the length of the consiere flui unity. T is a ranom variable an can be expresse by some simpler components. Define the following ranom variables (relatively to the same probability fiel (Ω, K, P), which is unerstoo ) : N = the number of collision perios; C k = the k-th collision perio, 1 k N ; C = the total length of collision perios; S = the time taken by a successful transmission of a frame; F = the size of a frame; CF = the size of a collie frame; S k = the number of iles slots before the k-th collision or the successful transmission, 1 k N. Directly, with these, one can formulate: PROPOSITION 1. The following relations take place: T = C + S ; (1) C = C 1 + C + + C N ; () C k = S k + CF + EIFS, for any 1 k N ; (3) S = S N F + SIFS + DIFS + ACK. (4) One can mention that the ranom variables F an are ientically istribute; EIFS, SIFS, DIFS an ACK are system parameters, with their values known (e.g. in IEEE operate WLAN, SIFS = 10 μsec, ACK = 11 bits/ 1 (Mb/s); EIFS = SIFS + DIFS + ACK);[1], [3]. On the other han, the following hypothesis are legitimate: C an S are inepenent ranom variables; C 1, C,, C N are inepenent of each other, with the same istribution; S k, CF an F are

3 On some statistical inicators of the traffic in wireless local area networks 15 inepeneat of each other. One also remark that the number of ile perios in a frame service time is N + 1 an put CS = S N + 1. We will below give some statistical estimations regaring the means (expecte values) an variations of the above ranom variables.. Some statistical inicators for a flui unity Recall that for any ranom variable X (relatively to the consiere probability fiel), one can efine its cumulative istribution function F X : R [0, 1], F X (t) = P(X t). Suppose that this function is erivable an its erivative p X : R R, calle the probability ensity function, belongs to the class L 1 of the absolutely integrable functions. Denote by X(ω ) = F {p X (t)}, the Fourier jω t transform of p X, that is X(ω ) = p X (t).e t = E(e j ω t ), calle also the characteristic function of the ranom variable X. Obviously : X(0) = 1, X(ω ) 1, X (k) k (0) = ( jt). px (t) t = ( j) k.ν k, where ν k = E(X k ) is the moment of orer k of X. Particularly, for the mean an the variance of X, it will follow that : EX = ν 1 = j. X(ω ) ; Var X = ν (ν 1 ) = X(ω ) (EX). (5) ω ω We will also apply the following fact: if X an Y are inepenent ranom variables, then p X + Y = p X p Y (convolution) an thus: (X + Y)(ω ) = X(ω ). Y(ω ) an Var(X + Y) = Var(X) + Var(Y). (6) hol PROPOSITION. With transparent notations, the following relations a) T(ω ) = C(ω ). S(ω ), for any real ω ; (7) b) S(ω ) = CS(ω ). F(ω ).e j α ω, (8) where α = SIFS + DIFS + ACK ;

4 16 Şeban Alexanru Stănăşilă c) C(ω ) = = n 0 n Γ(ω ).P(N = n), (9) where Γ(ω ) is the characteristic function of the ranom variables C k s ; ) Γ(ω ) = Γ 1 (ω ). CF(ω ). e j β ω, (10) where β = EIFS an Γ 1 (ω ) is the characteristic function of the ranom variables S k s ; Proof. a) By (1) an (6), T(ω ) = (C + S) (ω ) = C(s).S(ω ), since C an S are inepenent. b) By (4), one has S = Y + α, where Y = CS + F. But Y(ω ) = CS(ω ).F(ω), accoring to (6). On the other han, for the cumulative istribution functions: F S (t) = F Y (t α ), hence p s (t) = p Y (t α ), whence S (ω ) = F {p S (t)} = F {p Y (t α )} = e j α ω.y(ω ) an one gets (8). j ω c) By (), C(ω ) = E(e C jω C1 jω CN ) = E( e...e ) = E j C1 ( e ω j CN ) E( e ω ). Since C 1,, C N are ientically istribute, C 1 (ω ) = = C N (ω ) not = Γ(ω ), hence C(ω ) = n Γ(ω ).P(N = n). n = 0 ) From (3), it follows that C k (ω ) = S k (ω ).(CF) (ω ). ).e j β ω ; but all ranom variables C k (respectively S k ) have the same probability ensity function, namely the same Γ(ω ) an Γ 1 (ω ), whence (10). Recall that for any ranom variable X, one put X instea of EX = mean. Directly from the propositions 1 an, one then gets:. COROLLARY. T = C + S ; C = N.Γ (0).j an S = N.Γ 1 (0).j + F + α In the following, we euce some explicit formulas for means an for variances. For means, the results are similar to some of those given in [1], in terms of Laplace transformations, but for variances the results are new. By a local convention, for the characteristic function U(ω ), of a ranom variable U, put U = j. U(ω ) an U = ω ω U(ω ). Thus, ν 1 = U = U, ν = U an Var U = U U,

5 On some statistical inicators of the traffic in wireless local area networks 17 PROPOSITION 3. For any 1 k N, the following relations hol: a) C k = S k + CF + β ; (11) b) Var C k = Var S k + Var CF 4β (S k + CF ). (1) Proof. a) From (11), Γ(ω ) = Γ1 (ω ). CF(ω ).e j β ω + ω ω + Γ 1 (ω ). CF(ω ).e j β ω jβ Γ 1 (ω ).CF (ω ).e j β ω ; multiplying by j an ω making, one gets : Γ = Γ CF.1+ β hence (11). b) On the other han, ω Γ(ω ) = ω Γ 1(ω ). CF(ω ).e j β ω + + Γ 1 (ω ). CF(ω ).e j β ω jβ Γ1 (ω ). CF(ω ).e j β ω + ω ω + Γ1 (ω ). CF(ω ).e j β ω + Γ 1 (ω ). ω ω ω CF(ω ).e j β ω j β Γ 1 (ω ). CF(ω ). e j β ω j β Γ1 (ω ). CF(ω ). e j β ω ω ω j β Γ 1 (ω ). CF(ω ). e j β ω β. e j β ω an making, Γ = Γ 1 + ω Γ 1. CF β Γ 1 + CF β CF + β. Therefore, by (11) : Var Γ = Γ Γ = Var Γ 1 + Var CF 4β Γ 1 4β CF, whence (1). The istribution of the ranom variable CF is practically known (being the same with that of the size of a frame). It remains the problem to estimate the repartition of S k. An amissible hypothesis is the following: any S k is a ranom variable exponentially istribute, with a parameter λ > 0 which can be establishe by experiments. In this case, if the maximum contention winow size M of S k s is M, then by putting J = 0 an VarS k = 1 M (t Sk ) pλ (t) t I. 0 1 I p λ (t) t, it follows that k = M S λ 0 t p (t) t

6 18 Şeban Alexanru Stănăşilă Recall that the probability ensity function of an exponentially istribute ranom variable is p λ (x) = λ.e λ x for x 0 an p λ (x) = 0 for x < 0. After a simple computation, it follows that, for any 1 k N, S k = λ M e λ M 1 λ M λe λ M λm 1, (13) if the prouct λ M is small ; a similar result gives Var S k. In this way, the formulas (11), (1) allow to estimate the main statistical inicators of C k, S k, whence one can estimate the behaviour of the mean T of the frame service time. 3. Statistical inicators for a full MAC unity As we have sai, a flui unity is mae up of zero or more collision perios followe by a successful frame transmission. Consier now the more general case, that if a chain of p successive flui unities; such a chain can be calle a MAC unity (Fig. ) an enote by {T 1,, T p }. C S C S C S C S IDLE PERIOD T 1 T p Fig.. We have enote by S k the number of ile slots before the k-th collision or the successful transmision, 1 k N, in a flui unity. Denote by L = T T p, the length of the above consiere MAC unity. By a similar reasoning, by consiering T i like inepenent ranom variables which have the same istribution, one can show that the characteristic function L(ω ) of L satisfies the functional relation L(ω ) = S t (λ λ L(ω )).T(ω ), (14) where S t is the total number of ile slots in that MAC unity, uner the hypothesis that the number of transmission attempts is Poisson istribute with a parameter λ > 0.

7 On some statistical inicators of the traffic in wireless local area networks 19 Put u = λ λ L(ω ), hence L(ω ) = S t (u(ω )).T(ω ); by erivating two times with respect to ω, one obtain : L L T = St (u(ω )).( λ ).T(ω ) + St (u(ω )). an ω u ω ω L ω = u L S t (u(ω )).λ t ω. L T(ω ) λ St (u(ω )). u ω.t(ω ) L T L T λ St (u(ω )).. + St (u(ω )). ( λ ). + u ω ω u ω ω T S t (u(ω )). ω. Put Z = St (u(ω )) an W = S u t (u(ω )). By making in the u above relations an keeping into account that for any ranom variable X, one has X X(ω ) = 1, ν 1 (X) = j. X(ω ) an ν (X) =, one ω ω gets : ν 1 (L) = Z( λ ν 1 (λ )) ν 1 (T) an ν (L) = W.λ.( ν 1 (L)) λ.z. ν (L) + λ.z. j 1.ν 1 (L). j 1 ν 1 (T) + Z + + λ. j 1.ν 1 (L). j 1 ν 1 (T) + ν (T), whence (1 + λ Z). ν 1 (L) = ν 1 (T) an (1 + λ Z). ν (L) = W.λ.( ν 1 (L)) λ.z. ν 1 (L). ν 1 (T) + ν (T). Thus, we have prove: PROPOSITION 4. The mean an the variance of the length of a MAC unity are given by : T L = ; (15) 1+ λ Z Var L = 1 λ T. Var T 3 1+ λ Z (1 + λ Z) (1 + W + Z ). (16) These relations can be interprete in terms of the physical reality.

8 0 Şeban Alexanru Stănăşilă R E F E R E N C E S [1] H. Kim, Jennifer C. Hou, Improving Protocol Capacity for UDP / TCP Traffic, IEEE Journal on Selecte Areas in Communications, vol., no. 10, , ec [] Ş. Al. Stănăşilă, Transfer control protocol (TCP) over ATM networks, Matrix Rom, [3] W.R.Stevens, TCP /IP The protocols,vol. 1, Aison Wesley, [4] A.S. Tanenbaum, Reţele e calculatoare, (e. a III-a), E Agora, 1998.

Time-of-Arrival Estimation in Non-Line-Of-Sight Environments

Time-of-Arrival Estimation in Non-Line-Of-Sight Environments 2 Conference on Information Sciences an Systems, The Johns Hopkins University, March 2, 2 Time-of-Arrival Estimation in Non-Line-Of-Sight Environments Sinan Gezici, Hisashi Kobayashi an H. Vincent Poor

More information

An M/G/1 Retrial Queue with Priority, Balking and Feedback Customers

An M/G/1 Retrial Queue with Priority, Balking and Feedback Customers Journal of Convergence Information Technology Volume 5 Number April 1 An M/G/1 Retrial Queue with Priority Balking an Feeback Customers Peishu Chen * 1 Yiuan Zhu 1 * 1 Faculty of Science Jiangsu University

More information

The total derivative. Chapter Lagrangian and Eulerian approaches

The total derivative. Chapter Lagrangian and Eulerian approaches Chapter 5 The total erivative 51 Lagrangian an Eulerian approaches The representation of a flui through scalar or vector fiels means that each physical quantity uner consieration is escribe as a function

More information

SOME APPLICATIONS OF THE HILBERT TRANSFORM

SOME APPLICATIONS OF THE HILBERT TRANSFORM U.P.B. Sci. Bull. Series A, Vol. 71, Iss. 3, 2009 ISSN 1223-7027 SOME APPLICATIONS OF THE HILBERT TRANSFORM Ştefania Constantinescu 1 În acest articol, se dau unele proprietăţi ale transformării Hilbert,

More information

Monotonicity for excited random walk in high dimensions

Monotonicity for excited random walk in high dimensions Monotonicity for excite ranom walk in high imensions Remco van er Hofsta Mark Holmes March, 2009 Abstract We prove that the rift θ, β) for excite ranom walk in imension is monotone in the excitement parameter

More information

Wireless Internet Exercises

Wireless Internet Exercises Wireless Internet Exercises Prof. Alessandro Redondi 2018-05-28 1 WLAN 1.1 Exercise 1 A Wi-Fi network has the following features: Physical layer transmission rate: 54 Mbps MAC layer header: 28 bytes MAC

More information

Introduction to the Vlasov-Poisson system

Introduction to the Vlasov-Poisson system Introuction to the Vlasov-Poisson system Simone Calogero 1 The Vlasov equation Consier a particle with mass m > 0. Let x(t) R 3 enote the position of the particle at time t R an v(t) = ẋ(t) = x(t)/t its

More information

On Characterizing the Delay-Performance of Wireless Scheduling Algorithms

On Characterizing the Delay-Performance of Wireless Scheduling Algorithms On Characterizing the Delay-Performance of Wireless Scheuling Algorithms Xiaojun Lin Center for Wireless Systems an Applications School of Electrical an Computer Engineering, Purue University West Lafayette,

More information

Robust Forward Algorithms via PAC-Bayes and Laplace Distributions. ω Q. Pr (y(ω x) < 0) = Pr A k

Robust Forward Algorithms via PAC-Bayes and Laplace Distributions. ω Q. Pr (y(ω x) < 0) = Pr A k A Proof of Lemma 2 B Proof of Lemma 3 Proof: Since the support of LL istributions is R, two such istributions are equivalent absolutely continuous with respect to each other an the ivergence is well-efine

More information

Enhanced Markov Chain Model and Throughput Analysis of the Slotted CSMA/CA for IEEE under Unsaturated Traffic Conditions

Enhanced Markov Chain Model and Throughput Analysis of the Slotted CSMA/CA for IEEE under Unsaturated Traffic Conditions Enhance Markov Chain Moel an Throughput nalysis of the Slotte CSM/C for EEE 802.5.4 uner Unsaturate Traffic Conitions Chang Yong Jung Stuent Member EEE Ho Young Hwang Stuent Member EEE Dan Keun Sung Senior

More information

Topic 7: Convergence of Random Variables

Topic 7: Convergence of Random Variables Topic 7: Convergence of Ranom Variables Course 003, 2016 Page 0 The Inference Problem So far, our starting point has been a given probability space (S, F, P). We now look at how to generate information

More information

Least-Squares Regression on Sparse Spaces

Least-Squares Regression on Sparse Spaces Least-Squares Regression on Sparse Spaces Yuri Grinberg, Mahi Milani Far, Joelle Pineau School of Computer Science McGill University Montreal, Canaa {ygrinb,mmilan1,jpineau}@cs.mcgill.ca 1 Introuction

More information

Some Examples. Uniform motion. Poisson processes on the real line

Some Examples. Uniform motion. Poisson processes on the real line Some Examples Our immeiate goal is to see some examples of Lévy processes, an/or infinitely-ivisible laws on. Uniform motion Choose an fix a nonranom an efine X := for all (1) Then, {X } is a [nonranom]

More information

Lyapunov Functions. V. J. Venkataramanan and Xiaojun Lin. Center for Wireless Systems and Applications. School of Electrical and Computer Engineering,

Lyapunov Functions. V. J. Venkataramanan and Xiaojun Lin. Center for Wireless Systems and Applications. School of Electrical and Computer Engineering, On the Queue-Overflow Probability of Wireless Systems : A New Approach Combining Large Deviations with Lyapunov Functions V. J. Venkataramanan an Xiaojun Lin Center for Wireless Systems an Applications

More information

Improved Rate-Based Pull and Push Strategies in Large Distributed Networks

Improved Rate-Based Pull and Push Strategies in Large Distributed Networks Improve Rate-Base Pull an Push Strategies in Large Distribute Networks Wouter Minnebo an Benny Van Hout Department of Mathematics an Computer Science University of Antwerp - imins Mielheimlaan, B-00 Antwerp,

More information

NOTES ON EULER-BOOLE SUMMATION (1) f (l 1) (n) f (l 1) (m) + ( 1)k 1 k! B k (y) f (k) (y) dy,

NOTES ON EULER-BOOLE SUMMATION (1) f (l 1) (n) f (l 1) (m) + ( 1)k 1 k! B k (y) f (k) (y) dy, NOTES ON EULER-BOOLE SUMMATION JONATHAN M BORWEIN, NEIL J CALKIN, AND DANTE MANNA Abstract We stuy a connection between Euler-MacLaurin Summation an Boole Summation suggeste in an AMM note from 196, which

More information

Chapter 4. Electrostatics of Macroscopic Media

Chapter 4. Electrostatics of Macroscopic Media Chapter 4. Electrostatics of Macroscopic Meia 4.1 Multipole Expansion Approximate potentials at large istances 3 x' x' (x') x x' x x Fig 4.1 We consier the potential in the far-fiel region (see Fig. 4.1

More information

Conservation Laws. Chapter Conservation of Energy

Conservation Laws. Chapter Conservation of Energy 20 Chapter 3 Conservation Laws In orer to check the physical consistency of the above set of equations governing Maxwell-Lorentz electroynamics [(2.10) an (2.12) or (1.65) an (1.68)], we examine the action

More information

Generalization of the persistent random walk to dimensions greater than 1

Generalization of the persistent random walk to dimensions greater than 1 PHYSICAL REVIEW E VOLUME 58, NUMBER 6 DECEMBER 1998 Generalization of the persistent ranom walk to imensions greater than 1 Marián Boguñá, Josep M. Porrà, an Jaume Masoliver Departament e Física Fonamental,

More information

05 The Continuum Limit and the Wave Equation

05 The Continuum Limit and the Wave Equation Utah State University DigitalCommons@USU Founations of Wave Phenomena Physics, Department of 1-1-2004 05 The Continuum Limit an the Wave Equation Charles G. Torre Department of Physics, Utah State University,

More information

Modeling RED with Idealized TCP Sources

Modeling RED with Idealized TCP Sources Moeling RED with Iealize TCP Sources P. Kuusela, P. Lassila, J. Virtamo an P. Key Networking Laboratory Helsinki University of Technology (HUT) P.O.Box 3000, FIN-02015 HUT, Finlan Email: {Pirkko.Kuusela,

More information

under the null hypothesis, the sign test (with continuity correction) rejects H 0 when α n + n 2 2.

under the null hypothesis, the sign test (with continuity correction) rejects H 0 when α n + n 2 2. Assignment 13 Exercise 8.4 For the hypotheses consiere in Examples 8.12 an 8.13, the sign test is base on the statistic N + = #{i : Z i > 0}. Since 2 n(n + /n 1) N(0, 1) 2 uner the null hypothesis, the

More information

Closed and Open Loop Optimal Control of Buffer and Energy of a Wireless Device

Closed and Open Loop Optimal Control of Buffer and Energy of a Wireless Device Close an Open Loop Optimal Control of Buffer an Energy of a Wireless Device V. S. Borkar School of Technology an Computer Science TIFR, umbai, Inia. borkar@tifr.res.in A. A. Kherani B. J. Prabhu INRIA

More information

Lower Bounds for the Smoothed Number of Pareto optimal Solutions

Lower Bounds for the Smoothed Number of Pareto optimal Solutions Lower Bouns for the Smoothe Number of Pareto optimal Solutions Tobias Brunsch an Heiko Röglin Department of Computer Science, University of Bonn, Germany brunsch@cs.uni-bonn.e, heiko@roeglin.org Abstract.

More information

Traffic Capacity of Multi-Cell WLANs

Traffic Capacity of Multi-Cell WLANs Traffic Capacity of Multi-Cell WLANs Thomas Bonal, Ali Ibrahim, James Roberts Orange Labs 38- rue general Leclerc Issy-les-Moulineaux, France {thomasbonal,aliibrahim,jamesroberts}@orange-ftgroupcom ABSTRACT

More information

Fluid model for a data network with α-fair bandwidth sharing and general document size distributions: two examples of stability

Fluid model for a data network with α-fair bandwidth sharing and general document size distributions: two examples of stability IMS Lecture Notes Monograph Series??? Vol. 0 (0000) 1 c Institute of Mathematical Statistics, 0000 Flui moel for a ata network with α-fair banwith sharing an general ocument size istributions: two examples

More information

Chapter 6: Energy-Momentum Tensors

Chapter 6: Energy-Momentum Tensors 49 Chapter 6: Energy-Momentum Tensors This chapter outlines the general theory of energy an momentum conservation in terms of energy-momentum tensors, then applies these ieas to the case of Bohm's moel.

More information

Jointly continuous distributions and the multivariate Normal

Jointly continuous distributions and the multivariate Normal Jointly continuous istributions an the multivariate Normal Márton alázs an álint Tóth October 3, 04 This little write-up is part of important founations of probability that were left out of the unit Probability

More information

A note on asymptotic formulae for one-dimensional network flow problems Carlos F. Daganzo and Karen R. Smilowitz

A note on asymptotic formulae for one-dimensional network flow problems Carlos F. Daganzo and Karen R. Smilowitz A note on asymptotic formulae for one-imensional network flow problems Carlos F. Daganzo an Karen R. Smilowitz (to appear in Annals of Operations Research) Abstract This note evelops asymptotic formulae

More information

IPA Derivatives for Make-to-Stock Production-Inventory Systems With Backorders Under the (R,r) Policy

IPA Derivatives for Make-to-Stock Production-Inventory Systems With Backorders Under the (R,r) Policy IPA Derivatives for Make-to-Stock Prouction-Inventory Systems With Backorers Uner the (Rr) Policy Yihong Fan a Benamin Melame b Yao Zhao c Yorai Wari Abstract This paper aresses Infinitesimal Perturbation

More information

Throughput Optimal Control of Cooperative Relay Networks

Throughput Optimal Control of Cooperative Relay Networks hroughput Optimal Control of Cooperative Relay Networks Emun Yeh Dept. of Electrical Engineering Yale University New Haven, C 06520, USA E-mail: emun.yeh@yale.eu Ranall Berry Dept. of Electrical an Computer

More information

DEGREE DISTRIBUTION OF SHORTEST PATH TREES AND BIAS OF NETWORK SAMPLING ALGORITHMS

DEGREE DISTRIBUTION OF SHORTEST PATH TREES AND BIAS OF NETWORK SAMPLING ALGORITHMS DEGREE DISTRIBUTION OF SHORTEST PATH TREES AND BIAS OF NETWORK SAMPLING ALGORITHMS SHANKAR BHAMIDI 1, JESSE GOODMAN 2, REMCO VAN DER HOFSTAD 3, AND JÚLIA KOMJÁTHY3 Abstract. In this article, we explicitly

More information

Capacity Analysis of MIMO Systems with Unknown Channel State Information

Capacity Analysis of MIMO Systems with Unknown Channel State Information Capacity Analysis of MIMO Systems with Unknown Channel State Information Jun Zheng an Bhaskar D. Rao Dept. of Electrical an Computer Engineering University of California at San Diego e-mail: juzheng@ucs.eu,

More information

6 General properties of an autonomous system of two first order ODE

6 General properties of an autonomous system of two first order ODE 6 General properties of an autonomous system of two first orer ODE Here we embark on stuying the autonomous system of two first orer ifferential equations of the form ẋ 1 = f 1 (, x 2 ), ẋ 2 = f 2 (, x

More information

Discrete Random Variables

Discrete Random Variables CPSC 53 Systems Modeling and Simulation Discrete Random Variables Dr. Anirban Mahanti Department of Computer Science University of Calgary mahanti@cpsc.ucalgary.ca Random Variables A random variable is

More information

A Simple Model for the Calculation of Plasma Impedance in Atmospheric Radio Frequency Discharges

A Simple Model for the Calculation of Plasma Impedance in Atmospheric Radio Frequency Discharges Plasma Science an Technology, Vol.16, No.1, Oct. 214 A Simple Moel for the Calculation of Plasma Impeance in Atmospheric Raio Frequency Discharges GE Lei ( ) an ZHANG Yuantao ( ) Shanong Provincial Key

More information

A simple model for the small-strain behaviour of soils

A simple model for the small-strain behaviour of soils A simple moel for the small-strain behaviour of soils José Jorge Naer Department of Structural an Geotechnical ngineering, Polytechnic School, University of São Paulo 05508-900, São Paulo, Brazil, e-mail:

More information

requests/sec. The total channel load is requests/sec. Using slot as the time unit, the total channel load is 50 ( ) = 1

requests/sec. The total channel load is requests/sec. Using slot as the time unit, the total channel load is 50 ( ) = 1 Prof. X. Shen E&CE 70 : Examples #2 Problem Consider the following Aloha systems. (a) A group of N users share a 56 kbps pure Aloha channel. Each user generates at a Passion rate of one 000-bit packet

More information

Performance Analysis of the IEEE e Block ACK Scheme in a Noisy Channel

Performance Analysis of the IEEE e Block ACK Scheme in a Noisy Channel Performance Analysis of the IEEE 802.11e Block ACK Scheme in a Noisy Channel Tianji Li, Qiang Ni, Hamilton Institute, NUIM, Ireland. Thierry Turletti, Planete Group, INRIA, France. Yang Xiao, University

More information

WUCHEN LI AND STANLEY OSHER

WUCHEN LI AND STANLEY OSHER CONSTRAINED DYNAMICAL OPTIMAL TRANSPORT AND ITS LAGRANGIAN FORMULATION WUCHEN LI AND STANLEY OSHER Abstract. We propose ynamical optimal transport (OT) problems constraine in a parameterize probability

More information

FLUCTUATIONS IN THE NUMBER OF POINTS ON SMOOTH PLANE CURVES OVER FINITE FIELDS. 1. Introduction

FLUCTUATIONS IN THE NUMBER OF POINTS ON SMOOTH PLANE CURVES OVER FINITE FIELDS. 1. Introduction FLUCTUATIONS IN THE NUMBER OF POINTS ON SMOOTH PLANE CURVES OVER FINITE FIELDS ALINA BUCUR, CHANTAL DAVID, BROOKE FEIGON, MATILDE LALÍN 1 Introuction In this note, we stuy the fluctuations in the number

More information

ensembles When working with density operators, we can use this connection to define a generalized Bloch vector: v x Tr x, v y Tr y

ensembles When working with density operators, we can use this connection to define a generalized Bloch vector: v x Tr x, v y Tr y Ph195a lecture notes, 1/3/01 Density operators for spin- 1 ensembles So far in our iscussion of spin- 1 systems, we have restricte our attention to the case of pure states an Hamiltonian evolution. Toay

More information

A STABILITY STUDY OF NON-NEWTONIAN FLUID FLOWS

A STABILITY STUDY OF NON-NEWTONIAN FLUID FLOWS U.P.B. Sci. Bull., Series A, Vol. 71, Iss. 4, 009 ISSN 13-707 A STABILITY STUDY OF NON-NEWTONIAN FLUID FLOWS Corina CIPU 1, Carmen PRICINĂ, Victor ŢIGOIU 3 Se stuiază problema e curgere a unui flui Olroy

More information

12.11 Laplace s Equation in Cylindrical and

12.11 Laplace s Equation in Cylindrical and SEC. 2. Laplace s Equation in Cylinrical an Spherical Coorinates. Potential 593 2. Laplace s Equation in Cylinrical an Spherical Coorinates. Potential One of the most important PDEs in physics an engineering

More information

Curvature, Conformal Mapping, and 2D Stationary Fluid Flows. Michael Taylor

Curvature, Conformal Mapping, and 2D Stationary Fluid Flows. Michael Taylor Curvature, Conformal Mapping, an 2D Stationary Flui Flows Michael Taylor 1. Introuction Let Ω be a 2D Riemannian manifol possibly with bounary). Assume Ω is oriente, with J enoting counterclockwise rotation

More information

arxiv: v1 [physics.flu-dyn] 8 May 2014

arxiv: v1 [physics.flu-dyn] 8 May 2014 Energetics of a flui uner the Boussinesq approximation arxiv:1405.1921v1 [physics.flu-yn] 8 May 2014 Kiyoshi Maruyama Department of Earth an Ocean Sciences, National Defense Acaemy, Yokosuka, Kanagawa

More information

An Iterative Incremental Learning Algorithm for Complex-Valued Hopfield Associative Memory

An Iterative Incremental Learning Algorithm for Complex-Valued Hopfield Associative Memory An Iterative Incremental Learning Algorithm for Complex-Value Hopfiel Associative Memory aoki Masuyama (B) an Chu Kiong Loo Faculty of Computer Science an Information Technology, University of Malaya,

More information

Relative Entropy and Score Function: New Information Estimation Relationships through Arbitrary Additive Perturbation

Relative Entropy and Score Function: New Information Estimation Relationships through Arbitrary Additive Perturbation Relative Entropy an Score Function: New Information Estimation Relationships through Arbitrary Aitive Perturbation Dongning Guo Department of Electrical Engineering & Computer Science Northwestern University

More information

Markovian N-Server Queues (Birth & Death Models)

Markovian N-Server Queues (Birth & Death Models) Markovian -Server Queues (Birth & Death Moels) - Busy Perio Arrivals Poisson (λ) ; Services exp(µ) (E(S) = /µ) Servers statistically ientical, serving FCFS. Offere loa R = λ E(S) = λ/µ Erlangs Q(t) = number

More information

Euler equations for multiple integrals

Euler equations for multiple integrals Euler equations for multiple integrals January 22, 2013 Contents 1 Reminer of multivariable calculus 2 1.1 Vector ifferentiation......................... 2 1.2 Matrix ifferentiation........................

More information

arxiv:hep-th/ v1 3 Feb 1993

arxiv:hep-th/ v1 3 Feb 1993 NBI-HE-9-89 PAR LPTHE 9-49 FTUAM 9-44 November 99 Matrix moel calculations beyon the spherical limit arxiv:hep-th/93004v 3 Feb 993 J. Ambjørn The Niels Bohr Institute Blegamsvej 7, DK-00 Copenhagen Ø,

More information

Delay Limited Capacity of Ad hoc Networks: Asymptotically Optimal Transmission and Relaying Strategy

Delay Limited Capacity of Ad hoc Networks: Asymptotically Optimal Transmission and Relaying Strategy Delay Limite Capacity of A hoc Networks: Asymptotically Optimal Transmission an Relaying Strategy Eugene Perevalov Lehigh University Bethlehem, PA 85 Email: eup2@lehigh.eu Rick Blum Lehigh University Bethlehem,

More information

On the Aloha throughput-fairness tradeoff

On the Aloha throughput-fairness tradeoff On the Aloha throughput-fairness traeoff 1 Nan Xie, Member, IEEE, an Steven Weber, Senior Member, IEEE Abstract arxiv:1605.01557v1 [cs.it] 5 May 2016 A well-known inner boun of the stability region of

More information

Survey Sampling. 1 Design-based Inference. Kosuke Imai Department of Politics, Princeton University. February 19, 2013

Survey Sampling. 1 Design-based Inference. Kosuke Imai Department of Politics, Princeton University. February 19, 2013 Survey Sampling Kosuke Imai Department of Politics, Princeton University February 19, 2013 Survey sampling is one of the most commonly use ata collection methos for social scientists. We begin by escribing

More information

Fundamental Laws of Motion for Particles, Material Volumes, and Control Volumes

Fundamental Laws of Motion for Particles, Material Volumes, and Control Volumes Funamental Laws of Motion for Particles, Material Volumes, an Control Volumes Ain A. Sonin Department of Mechanical Engineering Massachusetts Institute of Technology Cambrige, MA 02139, USA August 2001

More information

FUNDAMENTALS OF STOCHASTIC NETWORKS

FUNDAMENTALS OF STOCHASTIC NETWORKS FUNDAMENTALS OF STOCHASTIC NETWORKS FUNDAMENTALS OF STOCHASTIC NETWORKS OLIVER C. IBE University of Massachusetts Lowell Massachusetts A JOHN WILEY & SONS INC. PUBLICATION Copyright 11 by John Wiley &

More information

A Better Model for Job Redundancy: Decoupling Server Slowdown and Job Size

A Better Model for Job Redundancy: Decoupling Server Slowdown and Job Size A Better Moel for Job Reunancy: Decoupling Server Slowown an Job Size Kristen Garner 1 Mor Harchol-Balter 1 Alan Scheller-Wolf Benny Van Hout 3 October 1 CMU-CS-1-131 School of Computer Science Carnegie

More information

Service differentiation without prioritization in IEEE WLANs

Service differentiation without prioritization in IEEE WLANs Service differentiation without prioritization in IEEE 8. WLANs Suong H. Nguyen, Student Member, IEEE, Hai L. Vu, Senior Member, IEEE, and Lachlan L. H. Andrew, Senior Member, IEEE Abstract Wireless LANs

More information

On the Connectivity Analysis over Large-Scale Hybrid Wireless Networks

On the Connectivity Analysis over Large-Scale Hybrid Wireless Networks This full text paper was peer reviewe at the irection of IEEE Communications Society subject matter experts for publication in the IEEE INFOCOM proceeings This paper was presente as part of the main Technical

More information

Performance analysis of IEEE WLANs with saturated and unsaturated sources

Performance analysis of IEEE WLANs with saturated and unsaturated sources Performance analysis of IEEE 82.11 WLANs with saturated and unsaturated sources Suong H. Nguyen, Hai L. Vu, Lachlan L. H. Andrew Centre for Advanced Internet Architectures, Technical Report 11811A Swinburne

More information

1. Aufgabenblatt zur Vorlesung Probability Theory

1. Aufgabenblatt zur Vorlesung Probability Theory 24.10.17 1. Aufgabenblatt zur Vorlesung By (Ω, A, P ) we always enote the unerlying probability space, unless state otherwise. 1. Let r > 0, an efine f(x) = 1 [0, [ (x) exp( r x), x R. a) Show that p f

More information

Random products and product auto-regression

Random products and product auto-regression Filomat 7:7 (013), 1197 103 DOI 10.98/FIL1307197B Publishe by Faculty of Sciences an Mathematics, University of Niš, Serbia Available at: http://www.pmf.ni.ac.rs/filomat Ranom proucts an prouct auto-regression

More information

Vertical shear plus horizontal stretching as a route to mixing

Vertical shear plus horizontal stretching as a route to mixing Vertical shear plus horizontal stretching as a route to mixing Peter H. Haynes Department of Applie Mathematics an Theoretical Physics, University of Cambrige, UK Abstract. The combine effect of vertical

More information

Improving Estimation Accuracy in Nonrandomized Response Questioning Methods by Multiple Answers

Improving Estimation Accuracy in Nonrandomized Response Questioning Methods by Multiple Answers International Journal of Statistics an Probability; Vol 6, No 5; September 207 ISSN 927-7032 E-ISSN 927-7040 Publishe by Canaian Center of Science an Eucation Improving Estimation Accuracy in Nonranomize

More information

Table of Common Derivatives By David Abraham

Table of Common Derivatives By David Abraham Prouct an Quotient Rules: Table of Common Derivatives By Davi Abraham [ f ( g( ] = [ f ( ] g( + f ( [ g( ] f ( = g( [ f ( ] g( g( f ( [ g( ] Trigonometric Functions: sin( = cos( cos( = sin( tan( = sec

More information

An Analytical Expression of the Probability of Error for Relaying with Decode-and-forward

An Analytical Expression of the Probability of Error for Relaying with Decode-and-forward An Analytical Expression of the Probability of Error for Relaying with Decoe-an-forwar Alexanre Graell i Amat an Ingmar Lan Department of Electronics, Institut TELECOM-TELECOM Bretagne, Brest, France Email:

More information

A Fair Comparison of Pull and Push Strategies in Large Distributed Networks

A Fair Comparison of Pull and Push Strategies in Large Distributed Networks 1 A Fair Comparison of Pull an Push Strategies in Large Distribute Networks Wouter Minnebo an Benny Van Hout, Member, IEEE Abstract In this paper we compare the performance of the pull an push strategy

More information

Periods of quadratic twists of elliptic curves

Periods of quadratic twists of elliptic curves Perios of quaratic twists of elliptic curves Vivek Pal with an appenix by Amo Agashe Abstract In this paper we prove a relation between the perio of an elliptic curve an the perio of its real an imaginary

More information

New Statistical Test for Quality Control in High Dimension Data Set

New Statistical Test for Quality Control in High Dimension Data Set International Journal of Applie Engineering Research ISSN 973-456 Volume, Number 6 (7) pp. 64-649 New Statistical Test for Quality Control in High Dimension Data Set Shamshuritawati Sharif, Suzilah Ismail

More information

Excited against the tide: A random walk with competing drifts

Excited against the tide: A random walk with competing drifts Excite against the tie: A rano walk with copeting rifts arxiv:0901.4393v1 [ath.pr] 28 Jan 2009 Mark Holes January 28, 2009 Abstract We stuy a rano walk that has a rift β to the right when locate at a previously

More information

Equilibrium in Queues Under Unknown Service Times and Service Value

Equilibrium in Queues Under Unknown Service Times and Service Value University of Pennsylvania ScholarlyCommons Finance Papers Wharton Faculty Research 1-2014 Equilibrium in Queues Uner Unknown Service Times an Service Value Laurens Debo Senthil K. Veeraraghavan University

More information

Sensors & Transducers 2015 by IFSA Publishing, S. L.

Sensors & Transducers 2015 by IFSA Publishing, S. L. Sensors & Transucers, Vol. 184, Issue 1, January 15, pp. 53-59 Sensors & Transucers 15 by IFSA Publishing, S. L. http://www.sensorsportal.com Non-invasive an Locally Resolve Measurement of Soun Velocity

More information

PDE Notes, Lecture #11

PDE Notes, Lecture #11 PDE Notes, Lecture # from Professor Jalal Shatah s Lectures Febuary 9th, 2009 Sobolev Spaces Recall that for u L loc we can efine the weak erivative Du by Du, φ := udφ φ C0 If v L loc such that Du, φ =

More information

Sturm-Liouville Theory

Sturm-Liouville Theory LECTURE 5 Sturm-Liouville Theory In the three preceing lectures I emonstrate the utility of Fourier series in solving PDE/BVPs. As we ll now see, Fourier series are just the tip of the iceberg of the theory

More information

arxiv: v2 [math.st] 29 Oct 2015

arxiv: v2 [math.st] 29 Oct 2015 EXPONENTIAL RANDOM SIMPLICIAL COMPLEXES KONSTANTIN ZUEV, OR EISENBERG, AND DMITRI KRIOUKOV arxiv:1502.05032v2 [math.st] 29 Oct 2015 Abstract. Exponential ranom graph moels have attracte significant research

More information

A new proof of the sharpness of the phase transition for Bernoulli percolation on Z d

A new proof of the sharpness of the phase transition for Bernoulli percolation on Z d A new proof of the sharpness of the phase transition for Bernoulli percolation on Z Hugo Duminil-Copin an Vincent Tassion October 8, 205 Abstract We provie a new proof of the sharpness of the phase transition

More information

Giuseppe Bianchi, Ilenia Tinnirello

Giuseppe Bianchi, Ilenia Tinnirello Capacity of WLAN Networs Summary Ł Ł Ł Ł Arbitrary networ capacity [Gupta & Kumar The Capacity of Wireless Networs ] Ł! Ł "! Receiver Model Ł Ł # Ł $%&% Ł $% '( * &%* r (1+ r Ł + 1 / n 1 / n log n Area

More information

Balking and Re-service in a Vacation Queue with Batch Arrival and Two Types of Heterogeneous Service

Balking and Re-service in a Vacation Queue with Batch Arrival and Two Types of Heterogeneous Service Journal of Mathematics Research; Vol. 4, No. 4; 212 ISSN 1916-9795 E-ISSN 1916-989 Publishe by Canaian Center of Science an Eucation Balking an Re-service in a Vacation Queue with Batch Arrival an Two

More information

On the Broadcast Capacity of Multihop Wireless Networks: Interplay of Power, Density and Interference

On the Broadcast Capacity of Multihop Wireless Networks: Interplay of Power, Density and Interference On the Broacast Capacity of Multihop Wireless Networks: Interplay of Power, Density an Interference Alireza Keshavarz-Haa Ruolf Riei Department of Electrical an Computer Engineering an Department of Statistics

More information

WiFi MAC Models David Malone

WiFi MAC Models David Malone WiFi MAC Models David Malone November 26, MACSI Hamilton Institute, NUIM, Ireland Talk outline Introducing the 82.11 CSMA/CA MAC. Finite load 82.11 model and its predictions. Issues with standard 82.11,

More information

Nonlinear Schrödinger equation with a white-noise potential: Phase-space approach to spread and singularity

Nonlinear Schrödinger equation with a white-noise potential: Phase-space approach to spread and singularity Physica D 212 (2005) 195 204 www.elsevier.com/locate/phys Nonlinear Schröinger equation with a white-noise potential: Phase-space approach to sprea an singularity Albert C. Fannjiang Department of Mathematics,

More information

Number of wireless sensors needed to detect a wildfire

Number of wireless sensors needed to detect a wildfire Number of wireless sensors neee to etect a wilfire Pablo I. Fierens Instituto Tecnológico e Buenos Aires (ITBA) Physics an Mathematics Department Av. Maero 399, Buenos Aires, (C1106ACD) Argentina pfierens@itba.eu.ar

More information

Well-posedness of hyperbolic Initial Boundary Value Problems

Well-posedness of hyperbolic Initial Boundary Value Problems Well-poseness of hyperbolic Initial Bounary Value Problems Jean-François Coulombel CNRS & Université Lille 1 Laboratoire e mathématiques Paul Painlevé Cité scientifique 59655 VILLENEUVE D ASCQ CEDEX, France

More information

arxiv: v1 [cs.it] 21 Aug 2017

arxiv: v1 [cs.it] 21 Aug 2017 Performance Gains of Optimal Antenna Deployment for Massive MIMO ystems Erem Koyuncu Department of Electrical an Computer Engineering, University of Illinois at Chicago arxiv:708.06400v [cs.it] 2 Aug 207

More information

Transformations of Random Variables

Transformations of Random Variables Transformations of Ranom Variables September, 2009 We begin with a ranom variable an we want to start looking at the ranom variable Y = g() = g where the function g : R R. The inverse image of a set A,

More information

Schrödinger s equation.

Schrödinger s equation. Physics 342 Lecture 5 Schröinger s Equation Lecture 5 Physics 342 Quantum Mechanics I Wenesay, February 3r, 2010 Toay we iscuss Schröinger s equation an show that it supports the basic interpretation of

More information

MEASURES WITH ZEROS IN THE INVERSE OF THEIR MOMENT MATRIX

MEASURES WITH ZEROS IN THE INVERSE OF THEIR MOMENT MATRIX MEASURES WITH ZEROS IN THE INVERSE OF THEIR MOMENT MATRIX J. WILLIAM HELTON, JEAN B. LASSERRE, AND MIHAI PUTINAR Abstract. We investigate an iscuss when the inverse of a multivariate truncate moment matrix

More information

RETROGRADE WAVES IN THE COCHLEA

RETROGRADE WAVES IN THE COCHLEA August 7, 28 18:2 WSPC - Proceeings Trim Size: 9.75in x 6.5in retro wave 1 RETROGRADE WAVES IN THE COCHLEA S. T. NEELY Boys Town National Research Hospital, Omaha, Nebraska 68131, USA E-mail: neely@boystown.org

More information

1 Math 285 Homework Problem List for S2016

1 Math 285 Homework Problem List for S2016 1 Math 85 Homework Problem List for S016 Note: solutions to Lawler Problems will appear after all of the Lecture Note Solutions. 1.1 Homework 1. Due Friay, April 8, 016 Look at from lecture note exercises:

More information

TOWARDS THERMOELASTICITY OF FRACTAL MEDIA

TOWARDS THERMOELASTICITY OF FRACTAL MEDIA ownloae By: [University of Illinois] At: 21:04 17 August 2007 Journal of Thermal Stresses, 30: 889 896, 2007 Copyright Taylor & Francis Group, LLC ISSN: 0149-5739 print/1521-074x online OI: 10.1080/01495730701495618

More information

Notes on Lie Groups, Lie algebras, and the Exponentiation Map Mitchell Faulk

Notes on Lie Groups, Lie algebras, and the Exponentiation Map Mitchell Faulk Notes on Lie Groups, Lie algebras, an the Exponentiation Map Mitchell Faulk 1. Preliminaries. In these notes, we concern ourselves with special objects calle matrix Lie groups an their corresponing Lie

More information

Pseudo-Free Families of Finite Computational Elementary Abelian p-groups

Pseudo-Free Families of Finite Computational Elementary Abelian p-groups Pseuo-Free Families of Finite Computational Elementary Abelian p-groups Mikhail Anokhin Information Security Institute, Lomonosov University, Moscow, Russia anokhin@mccme.ru Abstract We initiate the stuy

More information

Leaving Randomness to Nature: d-dimensional Product Codes through the lens of Generalized-LDPC codes

Leaving Randomness to Nature: d-dimensional Product Codes through the lens of Generalized-LDPC codes Leaving Ranomness to Nature: -Dimensional Prouct Coes through the lens of Generalize-LDPC coes Tavor Baharav, Kannan Ramchanran Dept. of Electrical Engineering an Computer Sciences, U.C. Berkeley {tavorb,

More information

Euler Equations: derivation, basic invariants and formulae

Euler Equations: derivation, basic invariants and formulae Euler Equations: erivation, basic invariants an formulae Mat 529, Lesson 1. 1 Derivation The incompressible Euler equations are couple with t u + u u + p = 0, (1) u = 0. (2) The unknown variable is the

More information

Lie symmetry and Mei conservation law of continuum system

Lie symmetry and Mei conservation law of continuum system Chin. Phys. B Vol. 20, No. 2 20 020 Lie symmetry an Mei conservation law of continuum system Shi Shen-Yang an Fu Jing-Li Department of Physics, Zhejiang Sci-Tech University, Hangzhou 3008, China Receive

More information

Performance analysis of IEEE WLANs with saturated and unsaturated sources

Performance analysis of IEEE WLANs with saturated and unsaturated sources 1 Performance analysis of IEEE 8.11 WLANs with saturated and unsaturated sources Suong H. Nguyen, Student Member, IEEE, Hai L. Vu, Senior Member, IEEE, and Lachlan L. H. Andrew, Senior Member, IEEE Abstract

More information

A New Measure for M/M/1 Queueing System with Non Preemptive Service Priorities

A New Measure for M/M/1 Queueing System with Non Preemptive Service Priorities International Journal of IT, Engineering an Applie Sciences Research (IJIEASR) ISSN: 239-443 Volume, No., October 202 36 A New Measure for M/M/ Queueing System with Non Preemptive Service Priorities Inu

More information

arxiv: v4 [math.pr] 27 Jul 2016

arxiv: v4 [math.pr] 27 Jul 2016 The Asymptotic Distribution of the Determinant of a Ranom Correlation Matrix arxiv:309768v4 mathpr] 7 Jul 06 AM Hanea a, & GF Nane b a Centre of xcellence for Biosecurity Risk Analysis, University of Melbourne,

More information

TCP throughput and timeout steady state and time-varying dynamics

TCP throughput and timeout steady state and time-varying dynamics TCP throughput an timeout steay state an time-varying ynamics Stephan Bohacek an Khushboo Shah Dept. of Electrical an Computer Engineering Dept. of Electrical Engineering University of Delaware University

More information

arxiv:math/ v1 [math.pr] 19 Apr 2001

arxiv:math/ v1 [math.pr] 19 Apr 2001 Conitional Expectation as Quantile Derivative arxiv:math/00490v math.pr 9 Apr 200 Dirk Tasche November 3, 2000 Abstract For a linear combination u j X j of ranom variables, we are intereste in the partial

More information