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IOR
2008
126views more  IOR 2008»
15 years 1 months ago
Fast Simulation of Multifactor Portfolio Credit Risk
This paper develops rare event simulation methods for the estimation of portfolio credit risk -- the risk of losses to a portfolio resulting from defaults of assets in the portfol...
Paul Glasserman, Wanmo Kang, Perwez Shahabuddin
IOR
2008
91views more  IOR 2008»
15 years 1 months ago
A Randomized Quasi-Monte Carlo Simulation Method for Markov Chains
We introduce and study a randomized quasi-Monte Carlo method for estimating the state distribution at each step of a Markov chain. The number of steps in the chain can be random an...
Pierre L'Ecuyer, Christian Lécot, Bruno Tuf...
ITIIS
2008
151views more  ITIIS 2008»
15 years 1 months ago
Bandwidth Management of WiMAX Systems and Performance Modeling
WiMAX has been introduced as a competitive alternative for metropolitan broadband wireless access technologies. It is connection oriented and it can provide very high data rates, ...
Yue Li, Jianhua He, Weixi Xing
CORR
2007
Springer
124views Education» more  CORR 2007»
15 years 1 months ago
Diversity-Multiplexing Tradeoff via Asymptotic Analysis of Large MIMO Systems
— Diversity–multiplexing tradeoff (DMT) presents a compact framework to compare various MIMO systems and channels in terms of the two main advantages they provide (i.e. high da...
Sergey Loyka, George Levin
CORR
2007
Springer
113views Education» more  CORR 2007»
15 years 1 months ago
Communication under Strong Asynchronism
We consider asynchronous communication over point-to-point discrete memoryless channels without feedback. The transmitter starts sending one block codeword at an instant that is u...
Aslan Tchamkerten, Venkat Chandar, Gregory W. Worn...
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