Equalization with oversampling in multiuser CDMA systems

Some of the major challenges in the design of new-generation wireless mobile systems are the suppression of multiuser interference (MUI) and inter-symbol interference (ISI) within a single user created by the multipath propagation. Both of these problems were addressed successfully in a recent design of A Mutually Orthogonal Usercode-Receiver (AMOUR) for asynchronous or quasisynchronous code division multiple access (CDMA) systems. AMOUR converts a multiuser CDMA system into parallel single-user systems regardless of the multipath and guarantees ISI mitigation, irrespective of the channel locations. However, the noise amplification at the receiver can be significant in some multipath channels. In this paper, we propose to oversample the received signal as a way of improving the performance of AMOUR systems. We design Fractionally Spaced AMOUR (FSAMOUR) receivers with integral and rational amounts of oversampling and compare their performance with the conventional method. An important point that is often overlooked in the design of zero-forcing channel equalizers is that sometimes, they are not unique. This becomes especially significant in multiuser applications where, as we will show, the nonuniqueness is practically guaranteed. We exploit this flexibility in the design of AMOUR and FSAMOUR receivers and achieve noticeable improvements in performance

"Rousseau, Amour-Propre, and Intellectual Celebrity"

With the publication of the First Discourse, Rousseau initiated a famous debate over the social value of the arts and sciences. As this debate developed, however, it transformed into a question of the value of the intellectuals as a social class and touched upon questions of identity formation. While the philosophes were lobbying to become a new cultural aristocracy, Rousseau believed the ideological glorification of intellectual talent demeaned the peasants and working classes. This essay argues that amour propre, as put forth in the Second Discourse, was in part designed to address this concern and is an attempt to highlight the dangers of making talent the measure of a human

Hyperfine splitting of the dressed hydrogen atom ground state in non-relativistic QED

We consider a spin-1/2 electron and a spin-1/2 nucleus interacting with the quantized electromagnetic field in the standard model of non-relativistic QED. For a fixed total momentum sufficiently small, we study the multiplicity of the ground state of the reduced Hamiltonian. We prove that the coupling between the spins of the charged particles and the electromagnetic field splits the degeneracy of the ground state.Comment: 22 page

Asset Returns and State-Dependent Risk Preferences

We propose a consumption-based capital asset pricing model in which the representative agent's preferences display state-dependent risk aversion. We obtain a valuation equation in which the vector of excess returns on equity includes both consumption risk as well as the risk associated with variations in preferences. We develop a simple model that can be estimated without specifying the functional form linking risk aversion with state variables. Our estimates are based on Markov chain Monte Carlo estimation of exact discrete-time parameterizations for linear diffusion processes. Since consumption risk is not forced to account for the entire risk premium, our results contrast sharply with estimates from models in which risk aversion is state-independent. We find that relaxing fixed risk preferences yields estimates for relative risk aversion that are (i) reasonable by usual standards, (ii) correlated with both consumption and returns and (iii) indicative of an additional preference risk of holding the assets. Nous suggérons un modèle d'équilibre de prix des actifs où les préférences de l'agent représentatif sont caractérisées par une aversion contingente au risque. Nous obtenons une équation de valorisation où la prime de risque dépend du risque de préférences en plus du risque de consommation habituel. Nous développons une application empirique qui ne nécessite pas une forme fonctionnelle reliant l'aversion non-observable à des variables économiques observables. Nos estimations sont basées sur une estimation en chaîne markovienne de Monte-Carlo pour des vraisemblances exactes de processus linéaires de diffusion appliquées aux données en temps discret. Puisque le risque de consommation n'a plus à justifier seul la forte prime de risque observée sur les fonds propres, nos estimations contrastent fortement avec celles obtenues dans le cas standard où l'aversion au risque est constante. En particulier, nous trouvons des estimés de l'aversion au risque qui sont (i) de niveau raisonnable, (ii) corrélés avec la consommation et les rendements et (iii) cohérents avec un risque additionnel de détention d'actifs.Asset Pricing Models, Bayesian Analysis, Continuous-time Econometric Models, Data Augmentation, Equity Premium Puzzle, Markov Chain Monte Carlo, Risk Aversion, State-Dependent Preferences, Wealth, Modèles de prix des actifs, analyse bayesienne, modèles économétriques en temps continu, augmentation de données, énigme de la prime de risque, chaîne markovienne de Monte Carlo, aversion au risque, préférences contingentes, richesse

Inverse spectral results for Schr\"odinger operators on the unit interval with potentials in L^P spaces

We consider the Schr\"odinger operator on $[0,1]$ with potential in $L^1$. We prove that two potentials already known on $[a,1]$ ($a\in(0,{1/2}]$) and having their difference in $L^p$ are equal if the number of their common eigenvalues is sufficiently large. The result here is to write down explicitly this number in terms of $p$ (and $a$) showing the role of $p$