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WSC
2004
13 years 9 months ago
An Importance Sampling Method for Portfolios of Credit Risky Assets
The distribution of possible future losses for a portfolio of credit risky corporate assets, such as bonds or loans, shows strongly asymmetric behavior and a fat tail as the conse...
William J. Morokoff
ICC
2007
IEEE
14 years 2 months ago
Optimal Detection Ordering for V-BLAST
— In this paper, we propose an optimal metric for detection ordering in terms of symbol error rate (SER) in vertical Bell-lab Layered Space-Time (V-BLAST) systems. Motivated by t...
Sang-Rim Lee, Inkyu Lee
TIT
2008
150views more  TIT 2008»
13 years 7 months ago
A New Approach for Mutual Information Analysis of Large Dimensional Multi-Antenna Channels
Abstract--This paper adresses the behavior of the mutual information of correlated multiple-input multiple-output (MIMO) Rayleigh channels when the numbers of transmit and receive ...
Walid Hachem, Oleksiy Khorunzhiy, Philippe Loubato...
OOPSLA
2010
Springer
13 years 6 months ago
An input-centric paradigm for program dynamic optimizations
Accurately predicting program behaviors (e.g., locality, dependency, method calling frequency) is fundamental for program optimizations and runtime adaptations. Despite decades of...
Kai Tian, Yunlian Jiang, Eddy Z. Zhang, Xipeng She...
IEEEIAS
2008
IEEE
14 years 2 months ago
LoSS Detection Approach Based on ESOSS and ASOSS Models
This paper investigates Loss of Self-similarity (LoSS) detection performance using Exact and Asymptotic Second Order Self-Similarity (ESOSS and ASOSS) models. Previous works on Lo...
Mohd Fo'ad Rohani, Mohd Aizaini Maarof, Ali Selama...