Asymptotically Locally Optimal Weight Vector Design for a Tighter Correlation Lower Bound of Quasi-Complementary Sequence Sets

A quasi-complementary sequence set (QCSS) refers to a set of two-dimensional matrices with low nontrivial aperiodic auto- and cross-correlation sums. For multicarrier code-division multiple-access applications, the availability of large QCSSs with low correlation sums is desirable. The generalized Levenshtein bound (GLB) is a lower bound on the maximum aperiodic correlation sum of QCSSs. The bounding expression of GLB is a fractional quadratic function of a weight vector w and is expressed in terms of three additional parameters associated with QCSS: the set size K, the number of channels M, and the sequence length N. It is known that a tighter GLB (compared to the Welch bound) is possible only if the condition M ≥ 2 and K ≥ K̅ + 1, where K̅ is a certain function of M and N, is satisfied. A challenging research problem is to determine if there exists a weight vector that gives rise to a tighter GLB for all (not just some) K ≥ K̅ + 1 and M ≥ 2, especially for large N, i.e., the condition is asymptotically both necessary and sufficient. To achieve this, we analytically optimize the GLB which is (in general) nonconvex as the numerator term is an indefinite quadratic function of the weight vector. Our key idea is to apply the frequency domain decomposition of the circulant matrix (in the numerator term) to convert the nonconvex problem into a convex one. Following this optimization approach, we derive a new weight vector meeting the aforementioned objective and prove that it is a local minimizer of the GLB under certain conditions

Sequence Design for Cognitive CDMA Communications under Arbitrary Spectrum Hole Constraint

To support interference-free quasi-synchronous code-division multiple-access (QS-CDMA) communication with low spectral density profile in a cognitive radio (CR) network, it is desirable to design a set of CDMA spreading sequences with zero-correlation zone (ZCZ) property. However, traditional ZCZ sequences (which assume the availability of the entire spectral band) cannot be used because their orthogonality will be destroyed by the spectrum hole constraint in a CR channel. To date, analytical construction of ZCZ CR sequences remains open. Taking advantage of the Kronecker sequence property, a novel family of sequences (called "quasi-ZCZ" CR sequences) which displays zero cross-correlation and near-zero auto-correlation zone property under arbitrary spectrum hole constraint is presented in this paper. Furthermore, a novel algorithm is proposed to jointly optimize the peak-to-average power ratio (PAPR) and the periodic auto-correlations of the proposed quasi-ZCZ CR sequences. Simulations show that they give rise to single-user bit-error-rate performance in CR-CDMA systems which outperform traditional non-contiguous multicarrier CDMA and transform domain communication systems; they also lead to CR-CDMA systems which are more resilient than non-contiguous OFDM systems to spectrum sensing mismatch, due to the wideband spreading.Comment: 13 pages,10 figures,Accepted by IEEE Journal on Selected Areas in Communications (JSAC)--Special Issue:Cognitive Radio Nov, 201

Robust Neutrino Constraints by Combining Low Redshift Observations with the CMB

We illustrate how recently improved low-redshift cosmological measurements can tighten constraints on neutrino properties. In particular we examine the impact of the assumed cosmological model on the constraints. We first consider the new HST H0 = 74.2 +/- 3.6 measurement by Riess et al. (2009) and the sigma8*(Omegam/0.25)^0.41 = 0.832 +/- 0.033 constraint from Rozo et al. (2009) derived from the SDSS maxBCG Cluster Catalog. In a Lambda CDM model and when combined with WMAP5 constraints, these low-redshift measurements constrain sum mnu<0.4 eV at the 95% confidence level. This bound does not relax when allowing for the running of the spectral index or for primordial tensor perturbations. When adding also Supernovae and BAO constraints, we obtain a 95% upper limit of sum mnu<0.3 eV. We test the sensitivity of the neutrino mass constraint to the assumed expansion history by both allowing a dark energy equation of state parameter w to vary, and by studying a model with coupling between dark energy and dark matter, which allows for variation in w, Omegak, and dark coupling strength xi. When combining CMB, H0, and the SDSS LRG halo power spectrum from Reid et al. 2009, we find that in this very general model, sum mnu < 0.51 eV with 95% confidence. If we allow the number of relativistic species Nrel to vary in a Lambda CDM model with sum mnu = 0, we find Nrel = 3.76^{+0.63}_{-0.68} (^{+1.38}_{-1.21}) for the 68% and 95% confidence intervals. We also report prior-independent constraints, which are in excellent agreement with the Bayesian constraints.Comment: 19 pages, 6 figures, submitted to JCAP; v2: accepted version. Added section on profile likelihood for Nrel, improved plot

Rent Rigidity, Asymmetric Information, and Volatility Bounds in Labor Markets

Recent findings have revived interest in the link between real wage rigidity and employment fluctuations, in the context of frictional labor markets. The standard search and matching model fails to generate substantial labor market fluctuations if wages are set by Nash bargaining, while it can generate fluctuations in excess of what is observed if wages are completely rigid. This suggests that less severe rigidity may suffice. We study a weaker notion of real rigidity, which arises only in frictional labor markets, where the wage is the sum of the worker's opportunity cost (the value of unemployment) and a rent. With wage rigidity this sum is acyclical; we consider rent rigidity, where only the rent is acyclical. We offer two contributions. First, we derive upper bounds on labor market volatility that apply if the model of wage determination generates weakly procyclical worker rents, and that are attained by rent rigidity. Quantitatively, the bounds are tight: rent rigidity generates no more than a third of observed volatility, an outcome that is closer to Nash bargaining than to wage rigidity. Second, we show that the bounds apply to a sequence of famous solutions to the bargaining problem under asymmetric information: at best they generate rigid rents but not rigid wages.

A framework for joint design of pilot sequence and linear precoder

Most performance measures of pilot-assisted multiple-input multiple-output systems are functions of the linear precoder and the pilot sequence. A framework for the optimization of these two parameters is proposed, based on a matrix-valued generalization of the concept of effective signal-to-noise ratio (SNR) introduced in the famous work by Hassibi and Hochwald. Our framework aims to extend the work of Hassibi and Hochwald by allowing for transmit-side fading correlations, and by considering a class of utility functions of said effective SNR matrix, most notably including the well-known capacity lower bound used by Hassibi and Hochwald. We tackle the joint optimization problem by recasting the optimization of the precoder (resp. pilot sequence) subject to a fixed pilot sequence (resp. precoder) into a convex problem. Furthermore, we prove that joint optimality requires that the eigenbases of the precoder and pilot sequence be both aligned along the eigenbasis of the channel correlation matrix. We finally describe how to wrap all studied subproblems into an iteration that converges to a local optimum of the joint optimization.Peer ReviewedPostprint (author's final draft

Optimising portfolio diversification and dimensionality

A new framework for portfolio diversification is introduced which goes beyond the classical mean-variance approach and portfolio allocation strategies such as risk parity. It is based on a novel concept called portfolio dimensionality that connects diversification to the non-Gaussianity of portfolio returns and can typically be defined in terms of the ratio of risk measures which are homogenous functions of equal degree. The latter arises naturally due to our requirement that diversification measures should be leverage invariant. We introduce this new framework and argue the benefits relative to existing measures of diversification in the literature, before addressing the question of optimizing diversification or, equivalently, dimensionality. Maximising portfolio dimensionality leads to highly non-trivial optimization problems with objective functions which are typically non-convex and potentially have multiple local optima. Two complementary global optimization algorithms are thus presented. For problems of moderate size and more akin to asset allocation problems, a deterministic Branch and Bound algorithm is developed, whereas for problems of larger size a stochastic global optimization algorithm based on Gradient Langevin Dynamics is given. We demonstrate analytically and through numerical experiments that the framework reflects the desired properties often discussed in the literature

Self Assembled Clusters of Spheres Related to Spherical Codes

We consider the thermodynamically driven self-assembly of spheres onto the surface of a central sphere. This assembly process forms self-limiting, or terminal, anisotropic clusters (N-clusters) with well defined structures. We use Brownian dynamics to model the assembly of N-clusters varying in size from two to twelve outer spheres, and free energy calculations to predict the expected cluster sizes and shapes as a function of temperature and inner particle diameter. We show that the arrangements of outer spheres at finite temperatures are related to spherical codes, an ideal mathematical sequence of points corresponding to densest possible sphere packings. We demonstrate that temperature and the ratio of the diameters of the inner and outer spheres dictate cluster morphology and dynamics. We find that some N-clusters exhibit collective particle rearrangements, and these collective modes are unique to a given cluster size N. We present a surprising result for the equilibrium structure of a 5-cluster, which prefers an asymmetric square pyramid arrangement over a more symmetric arrangement. Our results suggest a promising way to assemble anisotropic building blocks from constituent colloidal spheres.Comment: 15 pages, 10 figure

Tight Upper Bounds for Streett and Parity Complementation

Complementation of finite automata on infinite words is not only a fundamental problem in automata theory, but also serves as a cornerstone for solving numerous decision problems in mathematical logic, model-checking, program analysis and verification. For Streett complementation, a significant gap exists between the current lower bound $2^{\Omega(n\lg nk)}$ and upper bound $2^{O(nk\lg nk)}$, where $n$ is the state size, $k$ is the number of Streett pairs, and $k$ can be as large as $2^{n}$. Determining the complexity of Streett complementation has been an open question since the late '80s. In this paper show a complementation construction with upper bound $2^{O(n \lg n+nk \lg k)}$ for $k = O(n)$ and $2^{O(n^{2} \lg n)}$ for $k = \omega(n)$, which matches well the lower bound obtained in \cite{CZ11a}. We also obtain a tight upper bound $2^{O(n \lg n)}$ for parity complementation.Comment: Corrected typos. 23 pages, 3 figures. To appear in the 20th Conference on Computer Science Logic (CSL 2011