Related papers: A first-principles model of time-dependent variati…
We present a brief overview of random matrix theory (RMT) with the objectives of highlighting the computational results and applications in financial markets as complex systems. An oft-encountered problem in computational finance is the…
We present two alternative formulations for the distribution of the fluctuating two-ray (FTR) fading model, which simplify its statistical characterization and subsequent use for performance evaluation. New expressions for the probability…
Time plays an essential role in the diffusion of information, influence and disease over networks. In many cases we only observe when a node copies information, makes a decision or becomes infected -- but the connectivity, transmission…
The real-time quantification of the effect of a wireless channel on the transmitting signal is crucial for the analysis and the intelligent design of wireless communication systems for various services. Recent mechanisms to model channel…
The first passage time for a single diffusing particle has been studied extensively, but the first passage time of a system of many diffusing particles, as is often the case in physical systems, has received little attention until recently.…
Particle based communication using diffusion and advection has emerged as an alternative signaling paradigm recently. While most existing studies assume constant flow conditions, real macro scale environments such as atmospheric winds…
We live in a world increasingly dominated by networks -- communications, social, information, biological etc. A central attribute of many of these networks is that they are dynamic, that is, they exhibit structural changes over time. While…
We review the random matrix description of electron transport through open quantum dots, subject to time-dependent perturbations. All characteristics of the current linear in the bias can be expressed in terms of the scattering matrix,…
In this paper, we study the performance of non-fading and Rayleigh fading ad hoc networks. We first characterize the distribution of the signal-to-interference-plus-noise ratio (SINR) through the Laplace transform of the inverted SINR for…
According to a recent investigation, an estimated 33-50% of the world's coral reefs have undergone degradation, believed to be as a result of climate change. A strong driver of climate change and the subsequent environmental impact are…
This paper contains a self-contained brief presentation of the scattering theory for periodic structures. Its main result is a theorem (the Modified Rayleigh Conjecture, or MRC), which gives a rigorous foundation for a numerical method for…
A linear scattering problem for which incoming and outgoing waves are restricted to a finite number of radiation channels can be precisely described by a frequency-dependent scattering matrix. The entries of the scattering matrix, as…
In this paper, transmission over time-selective, flat fading relay channels is studied. It is assumed that channel fading coefficients are not known a priori. Transmission takes place in two phases: network training phase and data…
The time independent mean field method (TIMF) for the calculation of matrix elements of non relativistic propagators is based on a variational principle whose non linearity induces a multiplicity of variational solutions. Several of them…
'Downwards drifting' structures observed in fast radio bursts (FRBs) could naturally arise from a screen occurring after a small initial dispersion measure region. The screen imprints temporally sharp but broadband structure on the pulse…
The random diffusion model is a continuum model for a conserved scalar density field driven by diffusive dynamics where the bare diffusion coefficient is density dependent. We generalize the model from one with a sharp wavenumber cutoff to…
In statistical models for the analysis of time-to-event data, individual heterogeneity is usually accounted for by means of one or more random effects, also known as frailties. In the vast majority of the literature, the random effect is…
We study wave propagation through a one-dimensional array of subwavelength resonators with periodically time-modulated material parameters. Focusing on a high-contrast regime, we use a scattering framework based on Fourier expansions and…
In this paper, the performance of two-way relaying in mixed RF/FSO communication system with a backup RF link is investigated. Uplink RF channels are used to send data of $K$ users to a two-way relay, $R$, whereas FSO link is mainly used to…
We present a composite wireless fading model encompassing multipath fading and shadowing based on fluctuating two-ray (FTR) fading and inverse gamma (IG) shadowing. We first determine an alternative framework for the statistical…