Abstract: In order to analyze the performance of the DS-CDMA cellular forward channel with convolutional encoding and soft-decision decoding operating in a Rayleigh-fading and lognormal-shadowing ...

Abstract: We propose in this paper a new method to compute the characteristic function (CF) of the generalized Gaussian (GG) random variable in terms of the Fox H function. The CF of the sum of two ...

This paper studies the approximation of extreme quantiles of random sums of heavy-tailed random variables, or, more specifically, subexponential random variables. A key application of this ...

The estimator proposed by Brunk for the indefinite integral of a regression function defined on the unit cube in β dimensional Euclidean space is studied. It is shown to be strongly uniformly ...

ABSTRACT: We have applied the Lie-Trotter operator splitting method to model the dynamics of both the sum and difference of two correlated constant elasticity of variance (CEV) stochastic variables.

This paper studies the approximation of extreme quantiles of random sums of heavy-tailed random variables, or, more specifically, subexponential random variables. A key application of this ...

A new class of distributions over (0,1) is obtained by considering geometrically weighted sum of independent identically distributed (i.i.d.) Bernoulli random variables. An expression for the ...

Proceedings of the American Mathematical Society, Vol. 104, No. 1 (Sep., 1988), pp. 221-226 (6 pages) A moment inequality is proved for sums of independent random ...