A Wiener--Hopf Monte Carlo simulation technique for L\'{e}vy processes

We develop a completely new and straightforward method for simulating the joint law of the position and running maximum at a fixed time of a general L\'{e}vy process with a view to application in insurance and financial mathematics. Although different, our method takes lessons from Carr's so-called "Canadization" technique as well as Doney's method of stochastic bounds for L\'{e}vy processes; see Carr [Rev. Fin. Studies 11 (1998) 597--626] and Doney [Ann. Probab. 32 (2004) 1545-1552]. We rely fundamentally on the Wiener-Hopf decomposition for L\'{e}vy processes as well as taking advantage of recent developments in factorization techniques of the latter theory due to Vigon [Simplifiez vos L\'{e}vy en titillant la factorization de Wiener-Hopf (2002) Laboratoire de Math\'{e}matiques de L'INSA de Rouen] and Kuznetsov [Ann. Appl. Probab. 20 (2010) 1801--1830]. We illustrate our Wiener--Hopf Monte Carlo method on a number of different processes, including a new family of L\'{e}vy processes called hypergeometric L\'{e}vy processes. Moreover, we illustrate the robustness of working with a Wiener--Hopf decomposition with two extensions. The first extension shows that if one can successfully simulate for a given L\'{e}vy processes then one can successfully simulate for any independent sum of the latter process and a compound Poisson process. The second extension illustrates how one may produce a straightforward approximation for simulating the two-sided exit problem.Comment: Published in at http://dx.doi.org/10.1214/10-AAP746 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org

A Low Noise Amplifier Optimized for a GPS Receiver RF Front End

A cascode LNA was optimized for a GPS receiver radio frequency front end using a 0.18 μm CMOS technology. By careful choice of device geometry, gate and source degeneration inductors, a fully integrated LNA can be optimized to have a low noise figure, a high voltage gain and a wide dynamic range. The optimized LNA has a 1.512 dB noise figure, a –42.05 dB S11, a 20.04 dB voltage gain a –19.82 dB input referred 1-db compression point and a –5.49 dBm third order input intercept point, with a 11.6 mW power consumption

Energy Savings from Implementing Collaborative Beamforming for a Remote Low Power Wireless Sensor Network

This paper outlines the implementation of collaborative beamforming to a remote low power wireless sensor network and presents its energy saving potential. The directivity procured from the beamforming allows power to be saved, which is distributed over the network. This allows each sensor within the network to have the same prolonged lifetime, and thus create a long lasting reliable network. The associated overhead with collaborative beamforming is in conjunction examined, where Single Frequency Networks (SFN) are taken as reference for synchronisation procedures. Finally, the influences of various network operating parameters on the energy benefit that can be obtained from collaborative beamforming in respect to network sizes are presented

Nerve-preserving aortoiliac reconstruction surgery: Anatomical study and surgical approach

AbstractObjective: Dysfunctional ejaculation and, to a lesser extent, dysfunctional erection caused by disruption of efferent sympathetic pathways is a common complication after aortoiliac reconstruction surgery. The aim was to give an anatomic motivation for a nerve-preserving approach on the basis of right-sided unilateral disruption of lumbar splanchnic nerves. Methods: Anatomic and microscopic analysis of preaortic and para-aortic retroperitoneal regions in human cadavers was performed. Anatomic analysis was conducted of two aortoiliac reconstruction operations performed on human cadavers; one was performed according to a single-blind procedure, the second with a modified procedure. Results: The lumbar splanchnic nerves supplying the superior hypogastric plexus from the right side were found to be less voluminous than the left-sided ones. The superior hypogastric plexus was found slightly shifted to the left of the midsagittal plane across the abdominal aorta and its bifurcation. Microscopic analysis revealed a thin fascia between the aorta and the subperitoneal tissue compartment. This fascia was used as a plain of dissection to mobilize the preaortic nerve-plexuses without damage from the aortic wall. Analysis of the specimens operated on showed a significant difference in nerve disruption. The standard procedure caused total disruption of the superior hypogastric plexus and extensive disruption of the inferior mesenteric plexus. The modified procedure only caused right-sided unilateral disruption of lumbar splanchnic nerves. Conclusion: The autonomic nerves supplying the bladder neck, the vas deferens, and the prostate are closely related to the abdominal aorta and its bifurcation. Right-sided unilateral disruption of lumbar splanchnic nerves without further damage to nervous structures would ensure at least one functional sympathetic pathway remaining after aortoiliac reconstruction surgery. (J Vasc Surg 2001;33:983-9.

A Review of Control Strategies in Closed-Loop Neuroprosthetic Systems

It has been widely recognized that closed-loop neuroprosthetic systems achieve more favourable outcomes for users then equivalent open-loop devices. Improved performance of tasks, better usability and greater embodiment have all been reported in systems utilizing some form of feedback. However the interdisciplinary work on neuroprosthetic systems can lead to miscommunication due to similarities in well established nomenclature in different fields. Here we present a review of control strategies in existing experimental, investigational and clinical neuroprosthetic systems in order to establish a baseline and promote a common understanding of different feedback modes and closed loop controllers. The first section provides a brief discussion of feedback control and control theory. The second section reviews the control strategies of recent Brain Machine Interfaces, neuromodulatory implants, neuroprosthetic systems and assistive neurorobotic devices. The final section examines the different approaches to feedback in current neuroprosthetic and neurorobotic systems

Variation in grouping patterns, mating systems and social structure: what socio-ecological models attempt to explain

Socio-ecological models aim to predict the variation in social systems based on a limited number of ecological parameters. Since the 1960s, the original model has taken two paths: one relating to grouping patterns and mating systems and one relating to grouping patterns and female social structure. Here, we review the basic ideas specifically with regard to non-human primates, present new results and point to open questions. While most primates live in permanent groups and exhibit female defence polygyny, recent studies indicate more flexibility with cooperative male resource defence occurring repeatedly in all radiations. In contrast to other animals, the potential link between ecology and these mating systems remains, however, largely unexplored. The model of the ecology of female social structure has often been deemed successful, but has recently been criticized. We show that the predicted association of agonistic rates and despotism (directional consistency of relationships) was not supported in a comparative test. The overall variation in despotism is probably due to phylogenetic grade shifts. At the same time, it varies within clades more or less in the direction predicted by the model. This suggests that the model's utility may lie in predicting social variation within but not across clades