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...
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...
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, ...
— 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...
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...