Browsing by Publisher "John Wiley and Sons Ltd"
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Publisher and Date:(John Wiley and Sons Ltd, 2006)One of the main drawbacks of orthogonal frequency division multiplexing (OFDM) systems is the phase noise (PN) caused by the oscillator instabilities. Unfortunately due to the PN the most valuable feature namely orthogonality between the carriers is destroyed resulting in a significant degradation in the performance of OFDM systems. In this paper based on a sequential Monte Carlo method (particle filtering) a computationally efficient algorithm is presented for estimating the residual phase noise ...
The maximum surplus in a finite-time interval for a discrete-time risk model with exchangeable dependent claim occurrences Authors:
Publisher and Date:(John Wiley and Sons Ltd, 2019)This paper investigates a discrete-time risk model that involves exchangeable dependent loss generating claim occurrences and compound binomially distributed aggregate loss amounts. First a general framework is presented to derive the distribution of a surplus sequence using the model. This framework is then applied to obtain the distribution of any function of a surplus sequence in a finite-time interval. Specifically the distribution of the maximum surplus is obtained under nonruin conditions. ...