Linear equalizers for quasi-synchronous block spreading CDMA systems

Recently, a block spreading code division multiple access (BS-CDMA) technique was presented whereby user-specific preceding along with orthogonal spreading codes are used to achieve multi-user interference (MUI) free when all users arrive at the base station simultaneously. In practice however, imperfect synchronization destroys the orthogonality among users and MUI occurs. This paper investigates the design of linear frequency domain equalizers to reduce the MUI in a quasi-synchronous BS-CDMA system. An optimal frequency domain linear minimum-mean squared error (LMMSE) equalizer is derived. Further simplification leads to a novel sub-optimal equalizer with reduced computational complexity. It is shown through simulation that the proposed equalizers effectively suppress the error floor due to quasi-synchronous reception when channel coding is applied.Recently, a block spreading code division multiple access (BS-CDMA) technique was presented whereby user-specific preceding along with orthogonal spreading codes are used to achieve multi-user interference (MUI) free when all users arrive at the base station simultaneously. In practice however, imperfect synchronization destroys the orthogonality among users and MUI occurs. This paper investigates the design of linear frequency domain equalizers to reduce the MUI in a quasi-synchronous BS-CDMA system. An optimal frequency domain linear minimum-mean squared error (LMMSE) equalizer is derived. Further simplification leads to a novel sub-optimal equalizer with reduced computational complexity. It is shown through simulation that the proposed equalizers effectively suppress the error floor due to quasi-synchronous reception when channel coding is applied

Pion condensation in the two--flavor chiral quark model at finite baryochemical potential

Pion condensation is studied at one--loop level and nonzero baryochemical potential in the framework of two flavor constituent quark model using the one--loop level optimized perturbation theory for the resummation of the perturbative series. A Landau type of analysis is presented for the investigation of the phase boundary between the pion condensed/non-condensed phases. The statement that the condensation starts at \muI = m_{\pi} is slightly modified by one--loop corrections. The second order critical surface is determined and analysed in the \muI-\muB-T space. The \muI dependence of the one--loop level charged pion pole masses is also studied.Comment: 12 pages, 5 figures, submitted to PR

Phase structures of strong coupling lattice QCD with finite baryon and isospin density

Quantum chromodynamics (QCD) at finite temperature (T), baryon chemical potential (\muB) and isospin chemical potential (\muI) is studied in the strong coupling limit on a lattice with staggered fermions. With the use of large dimensional expansion and the mean field approximation, we derive an effective action written in terms of the chiral condensate and pion condensate as a function of T, \muB and \muI. The phase structure in the space of T and \muB is elucidated, and simple analytical formulas for the critical line of the chiral phase transition and the tricritical point are derived. The effects of a finite quark mass (m) and finite \muI on the phase diagram are discussed. We also investigate the phase structure in the space of T, \muI and m, and clarify the correspondence between color SU(3) QCD with finite isospin density and color SU(2) QCD with finite baryon density. Comparisons of our results with those from recent Monte Carlo lattice simulations on finite density QCD are given.Comment: 18 pages, 6 figures, revtex4; some discussions are clarified, version to appear in Phys. Rev.

Circadian patterns in postvoid residual and voided percentage among older women with urinary incontinence

Background: Women with urinary incontinence incur an increased risk of elevated postvoid residual (PVR) volume and impaired voiding efficiency (i.e., voided percentage (Void%)), but the clinical significance of these parameters remains poorly described. Further characterization of PVR and voiding efficiency may thus be useful in refining the evaluation and management of urinary incontinence. This study aims to explore possible circadian variations in PVR and Void% in older women with stress (SUI), urge (UUI) and mixed urinary incontinence (MUI). Methods: A single center prospective study which enrolled a convenience sample of 90 older women who consulted a tertiary referral hospital for urinary incontinence. Participants underwent an extensive medical interview and were hospitalized to complete a 24-h frequency-volume chart (FVC) with PVR measurement after each void (FVCPVR). Results: FVCPVR analysis demonstrated no differences in mean PVR and Void% between patients with SUI, UUI and MUI. Likewise, no daytime or nighttime differences were observed in mean PVR or Void% within or between groups. Conclusions: No evidence of circadian variation in PVR or Void% was observed in older women with SUI, UUI or MUI

Two-flavor condensates in chiral dynamics: temperature and isospin density effects

Isospin density and thermal corrections for several condensates are discussed, at the one-loop level, in the frame of chiral dynamics with pionic degrees of freedom. The evolution of such objects give an additional insight into the condensed-pion phase transition, that occurs basically when |\mui|>m_\pi, being |\mui| the isospin chemical potential. Calculations are done in both phases, showing a good agreement with lattice results for such condensates.Comment: 9 pages, 10 figure

Portfolio risk diversification, coherent risk measures and risk mapping, risk contribution analysis and the setting of risk limits : a thesis presented in partial fulfillment of the requirements for the degree of Master of Business Studies in Finance at Massey University

This study aims to investigate the nature and sources of portfolio risks during normal as well as abnormal market conditions. The benefits of portfolio diversification will be studied first. Portfolio risk as measured by the volatility and beta will be calculated as the number of the positions is increased until the marginal diversification benefits obtained are at its optimal. Other measures based on statistical measures such as quantiles, quantile differences and quantile ratios for central tendency and asymmetry presence and significance of extreme events of skewness and kurtosis will also be used. This study is conducted on the daily data for the period August 9, 1998 to June 30, 2003, for 25 stock markets worldwide: Australia, Brazil, Chile, France, Germany, Hong Kong, Japan, India, Indonesia, Ireland, Israel, Italy, Mexico, New Zealand, Singapore, South Africa, South Korea, Spain, Sweden, Switzerland, Taiwan, Thailand, Turkey, United Kingdom and United States. Based on the theory of central limit theorem (CLT) and hence jointly normal distributions, the relationship between portfolio diversification and value at risk (VaR) as a coherent risk measure is examined. Diversification benefits based on two simulation models namely: the geometric Brownian motion (GBM) and Fréchet random walk (FRW) which serve as the ideal models are also investigated. The second part of the study focuses on the main sources of risk or risk hot spots in a portfolio using component VaR (VaR c ), incremental VaR (IVaR), and delta or marginal (DVaR). Finally, the portfolio risk will be monitored using a risk mapping or risk decomposition method. The risk of a given position is mapped onto a much smaller number of primary risk factors. In this study, individual country's stock index will be used as proxy for equities, government bond index and risk free rate for fixed interest, spot foreign exchange rate and forward one month, three month and one year exchange rale and gold and crude oil for commodities. In general, the results for the tail-risk measures are similar to what has been found for the center of the portfolio risk measures and covariance plays a significant role in the assessment of the risk inherent to real portfolios based on the greater diversification benefits gained from the two simulated models, whose log-returns were generated independently. Diversification "works" well under normal market conditions