Coherent, automatic address resolution for vehicular ad hoc networks

Published in: Int. J. of Ad Hoc and Ubiquitous Computing, 2017 Vol.25, No.3, pp.163 - 179. DOI: 10.1504/IJAHUC.2017.10001935The interest in vehicular communications has increased notably. In this paper, the use of the address resolution (AR) procedures is studied for vehicular ad hoc networks (VANETs). We analyse the poor performance of AR transactions in such networks and we present a new proposal called coherent, automatic address resolution (CAAR). Our approach inhibits the use of AR transactions and instead increases the usefulness of routing signalling to automatically match the IP and MAC addresses. Through extensive simulations in realistic VANET scenarios using the Estinet simulator, we compare our proposal CAAR to classical AR and to another of our proposals that enhances AR for mobile wireless networks, called AR+. In addition, we present a performance evaluation of the behaviour of CAAR, AR and AR+ with unicast traffic of a reporting service for VANETs. Results show that CAAR outperforms the other two solutions in terms of packet losses and furthermore, it does not introduce additional overhead.Postprint (published version

The extended empirical process test for non-Gaussianity in the CMB, with an application to non-Gaussian inflationary models

In (Hansen et al. 2002) we presented a new approach for measuring non-Gaussianity of the Cosmic Microwave Background (CMB) anisotropy pattern, based on the multivariate empirical distribution function of the spherical harmonics a_lm of a CMB map. The present paper builds upon the same ideas and proposes several improvements and extensions. More precisely, we exploit the additional information on the random phases of the a_lm to provide further tests based on the empirical distribution function. Also we take advantage of the effect of rotations in improving the power of our procedures. The suggested tests are implemented on physically motivated models of non-Gaussian fields; Monte-Carlo simulations suggest that this approach may be very promising in the analysis of non-Gaussianity generated by non-standard models of inflation. We address also some experimentally meaningful situations, such as the presence of instrumental noise and a galactic cut in the map.Comment: 15 pages, 6 figures, submitted to Phys. Rev.

Cut Tree Construction from Massive Graphs

The construction of cut trees (also known as Gomory-Hu trees) for a given graph enables the minimum-cut size of the original graph to be obtained for any pair of vertices. Cut trees are a powerful back-end for graph management and mining, as they support various procedures related to the minimum cut, maximum flow, and connectivity. However, the crucial drawback with cut trees is the computational cost of their construction. In theory, a cut tree is built by applying a maximum flow algorithm for $n$ times, where $n$ is the number of vertices. Therefore, naive implementations of this approach result in cubic time complexity, which is obviously too slow for today's large-scale graphs. To address this issue, in the present study, we propose a new cut-tree construction algorithm tailored to real-world networks. Using a series of experiments, we demonstrate that the proposed algorithm is several orders of magnitude faster than previous algorithms and it can construct cut trees for billion-scale graphs.Comment: Short version will appear at ICDM'1

Testing for Multiple Bubbles

Identifying and dating explosive bubbles when there is periodically collapsing behavior over time has been a major concern in the economics literature and is of great importance for practitioners. The complexity of the nonlinear structure inherent in multiple bubble phenomena within the same sample period makes econometric analysis particularly difficult. The present paper develops new recursive procedures for practical implementation and surveillance strategies that may be employed by central banks and fiscal regulators. We show how the testing procedure and dating algorithm of Phillips, Wu and Yu (2011, PWY) are affected by multiple bubbles and may fail to be consistent. The present paper proposes a generalized version of the sup ADF test of PWY to address this difficulty, derives its asymptotic distribution, introduces a new date-stamping strategy for the origination and termination of multiple bubbles, and proves consistency of this dating procedure. Simulations show that the test significantly improves discriminatory power and leads to distinct power gains when multiple bubbles occur. Empirical applications are conducted to S&P 500 stock market data over a long historical period from January 1871 to December 2010. The new approach identifies many key historical episodes of exuberance and collapse over this period, whereas the strategy of PWY and the CUSUM procedure locate far fewer episodes in the same sample range.Date-stamping strategy, Generalized sup ADF test, Multiple bubbles, Rational bubble, Periodically collapsing bubbles, Sup ADF test