A new rejection sampling method without using hat function

This paper proposes a new exact simulation method, which simulates a realisation from a proposal density and then uses exact simulation of a Langevin diffusion to check whether the proposal should be accepted or rejected. Comparing to the existing coupling from the past method, the new method does not require constructing fast coalescence Markov chains. Comparing to the existing rejection sampling method, the new method does not require the proposal density function to bound the target density function. The new method is much more efficient than existing methods for certain problems. An application on exact simulation of the posterior of finite mixture models is presented

Pseudogap and incommensurate magnetic fluctuations in YBa_2Cu_3O_{6. 6}

Unpolarized inelastic neutron scattering is used to study the temperature and wave vector dependence of the dynamical magnetic susceptibility, $\chi''(q,\omega)$, of a well characterized single crystal $YBa_2Cu_3O_{6.6}$ ($T_c=62.7$ K). We find that a pseudogap opens in the spin fluctuation spectrum at temperatures well above $T_c$. We speculate that the appearance of the low frequency incommensurate fluctuations is associated with the opening of the pseudogap. To within the error of the measurements, a gap in the spin fluctuation spectrum is found in the superconducting state.Comment: 6 pages, 3 ps figs, Proceedings of ICNS, Physica B, to be publishe

Relay Selection for Cooperative NOMA

This letter studies the impact of relay selection (RS) on the performance of cooperative non-orthogonal multiple access (NOMA). In particular, a two-stage RS strategy is proposed, and analytical results are developed to demonstrate that this two-stage strategy can achieve the minimal outage probability among all possible RS schemes, and realize the maximal diversity gain. The provided simulation results show that cooperative NOMA with this two-stage RS scheme outperforms that with the conventional max-min approach, and can also yield a significant performance gain over orthogonal multiple access

Exact Simulation for Fork-Join Networks with Heterogeneous Service

This paper considers a fork-join network with a group of heterogeneous servers in each service station, e.g. servers having different service rate. The main research interests are the properties of such fork-join networks in equilibrium, such as distributions of response times, maximum queue lengths and load carried by servers. This paper uses exact Monte-Carlo simulation methods to estimate the characteristics of heterogeneous fork-join networks in equilibrium, for which no explicit formulas are available. The algorithm developed is based on coupling from the past. The efficiency of the sampling algorithm is shown theoretically and via simulation

Plancherel-Rotach asymptotic expansion for some polynomials from indeterminate moment problems

We study the Plancherel--Rotach asymptotics of four families of orthogonal polynomials, the Chen--Ismail polynomials, the Berg-Letessier-Valent polynomials, the Conrad--Flajolet polynomials I and II. All these polynomials arise in indeterminate moment problems and three of them are birth and death process polynomials with cubic or quartic rates. We employ a difference equation asymptotic technique due to Z. Wang and R. Wong. Our analysis leads to a conjecture about large degree behavior of polynomials orthogonal with respect to solutions of indeterminate moment problems.Comment: 34 pages, typos corrected and references update