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We model the dynamics of asset prices and associated derivatives by consideration of the dynamics of the conditional probability density process for the value of an asset at some specified time in the future. In the case where the asset is driven by Browni ...
Scalable, reliable underwater communication is still a major challenge limiting the deployment of large-scale cooperative underwater systems, such as swarms of AUVs, which generally rely on frequent updates from surrounding units for control and mission ob ...
In this paper, we present an automated approach to quantify information about three-dimensional (3D) morphology, hemoglobin content and density of mature red blood cells (RBCs) using off-axis digital holographic microscopy (DHM) and statistical algorithms. ...
When examining complex problems, such as the folding of proteins, coarse grained descriptions of the system drive our investigation and help us to rationalize the results. Oftentimes collective variables (CVs), derived through some chemical intuition about ...
Ultracold gases provide a controlled environment that is ideal for studying many intriguing phenomena associated with quantum correlated systems. Current efforts are directed towards the identification of magnetic properties, as well as the creation and de ...
We consider a fading AWGN 2-user 2-hop network in which the channel coefficients are independently and identically distributed (i.i.d.) drawn from a continuous distribution and vary over time. For a broad class of channel distributions, we characterize the ...
Modularity is at the core of bioinformatics. Here we focused on two different building blocks: protein domains and exons. While protein domains enable us to study the protein‚s functions, exons allow us to understand the evolution of the former. However, a ...
In this paper, we propose an "arbitrarily varying channel" (AVC) approach to study the capacity of non-coherent transmission in a network that employs randomized linear network coding. The network operation is modeled by a matrix channel over a finite fiel ...
We present new theoretical and empirical results on the probability distributions of species persistence times in natural ecosystems. Persistence times, defined as the timespans occurring between species' colonization and local extinction in a given geogra ...
We present an experiment-based characterization of passive suppression and active self-interference cancellation mechanisms in full-duplex wireless communication systems. In particular, we consider passive suppression due to antenna separation at the same ...