— In this paper, we present an analytical method to evaluate the bit error rate (BER) of the ultra-wideband (UWB) system in the IEEE 802.15.4a standardized channel model. The IEE...
In modelling nonstationary sources, one possible strategy is to define a latent process of strictly positive variables to model variations in second order statistics of the underly...
We consider the problem of estimating the small probability that a function of a finite number of random variables exceeds a large threshold. Each input random variable may be lig...
General deviation measures are introduced and studied systematically for their potential applications to risk management in areas like portfolio optimization and engineering. Such...
R. Tyrrell Rockafellar, Stan Uryasev, Michael Zaba...
— The problem of statistical learning is to construct a predictor of a random variable Y as a function of a related random variable X on the basis of an i.i.d. training sample fr...