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We study the existence of equilibria with endogenously complete mar- kets in a continuous-time, heterogenous agents economy driven by a multi- dimensional diffusion process. Our main results show that if prices are real analytic as functions of time and the ...
We analyze the second moment of the ripple size during the LT decoding process and prove that the standard deviation of the ripple size for an LT-code with length k is of the order of root k. Together with a result by Karp et. al (2004) stating that the ex ...
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We derive constraints on the statistics of the charge transfer between two conductors in the model of arbitrary time-dependent instant scattering of noninteracting fermions at zero temperature. The constraints are formulated in terms of analytic properties ...
We introduce a new semi-orthogonal complex wavelet basis of L-2(R-2). The basis functions are associated to the complex gradient-Laplace operator, which plays a central role in image processing. We define analytically a single-generator wavelet that is shi ...
Ieee Service Center, 445 Hoes Lane, Po Box 1331, Piscataway, Nj 08855-1331 Usa2008
The nonlinear Schrödinger equation i∂tw + Δw +V(x)|w|p-1w = 0 w = w(t,x) : Ι × RN → C, N ≥ 2, (1) is studied, with p > 1, V : RN \ {0} → R and Ι ⊂ R an interval. The coefficient V is subject to various hypotheses. In particular, it is always assumed ...
Recently, we proposed a noniterative cepstral technique for exact signal recovery in frequency-domain optical-coherence tomography. In this paper, we address the influence of measurement noise on the performance of the method. We derive analytical expressi ...
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This paper presents an original semi-analytical method (SAM) for computing the 2-D current distribution in conductors and superconductors of arbitrary shape, discretized in triangular elements. The method is a generalization of the one introduced by Brandt ...
The porous medium model of Green and Ampt, describing flow in porous media, appeared earlier than the capillary model of Washburn, although both lead to the mathematically identical models. The model of Green and Ampt is related to the Washburn model by an ...
Inverse problems play an important role in engineering. A problem that often occurs in electromagnetics (e.g. EEG) is the estimation of the locations and strengths of point sources from boundary data. We propose a new technique, for which we coin the term ...
Recently, we proposed a noniterative cepstral technique for exact signal recovery in frequency-domain optical-coherence tomography. In this paper, we address the influence of measurement noise on the performance of the method. We derive analytical expressi ...