9,493 research outputs found
An infinite-dimensional approach to path-dependent Kolmogorov equations
In this paper, a Banach space framework is introduced in order to deal with
finite-dimensional path-dependent stochastic differential equations. A version
of Kolmogorov backward equation is formulated and solved both in the space of
paths and in the space of continuous paths using the associated
stochastic differential equation, thus establishing a relation between
path-dependent SDEs and PDEs in analogy with the classical case. Finally, it is
shown how to establish a connection between such Kolmogorov equation and the
analogue finite-dimensional equation that can be formulated in terms of the
path-dependent derivatives recently introduced by Dupire, Cont and Fourni\'{e}.Comment: Published at http://dx.doi.org/10.1214/15-AOP1031 in the Annals of
Probability (http://www.imstat.org/aop/) by the Institute of Mathematical
Statistics (http://www.imstat.org
Triple covers and a non-simply connected surface spanning an elongated tetrahedron and beating the cone
By using a suitable triple cover we show how to possibly model the
construction of a minimal surface with positive genus spanning all six edges of
a tetrahedron, working in the space of BV functions and interpreting the film
as the boundary of a Caccioppoli set in the covering space. After a question
raised by R. Hardt in the late 1980's, it seems common opinion that an
area-minimizing surface of this sort does not exist for a regular tetrahedron,
although a proof of this fact is still missing. In this paper we show that
there exists a surface of positive genus spanning the boundary of an elongated
tetrahedron and having area strictly less than the area of the conic surface.Comment: Expanding on the previous version with additional lower bounds, new
images, corrections and improvements. Comparison with Reifenberg approac
Array Convolutional Low-Density Parity-Check Codes
This paper presents a design technique for obtaining regular time-invariant
low-density parity-check convolutional (RTI-LDPCC) codes with low complexity
and good performance. We start from previous approaches which unwrap a
low-density parity-check (LDPC) block code into an RTI-LDPCC code, and we
obtain a new method to design RTI-LDPCC codes with better performance and
shorter constraint length. Differently from previous techniques, we start the
design from an array LDPC block code. We show that, for codes with high rate, a
performance gain and a reduction in the constraint length are achieved with
respect to previous proposals. Additionally, an increase in the minimum
distance is observed.Comment: 4 pages, 2 figures, accepted for publication in IEEE Communications
Letter
Progressive Differences Convolutional Low-Density Parity-Check Codes
We present a new family of low-density parity-check (LDPC) convolutional
codes that can be designed using ordered sets of progressive differences. We
study their properties and define a subset of codes in this class that have
some desirable features, such as fixed minimum distance and Tanner graphs
without short cycles. The design approach we propose ensures that these
properties are guaranteed independently of the code rate. This makes these
codes of interest in many practical applications, particularly when high rate
codes are needed for saving bandwidth. We provide some examples of coded
transmission schemes exploiting this new class of codes.Comment: 8 pages, 2 figures. Accepted for publication in IEEE Communications
Letters. Copyright transferred to IEE
Time-Invariant Spatially Coupled Low-Density Parity-Check Codes with Small Constraint Length
We consider a special family of SC-LDPC codes, that is, time-invariant LDPCC
codes, which are known in the literature for a long time. Codes of this kind
are usually designed by starting from QC block codes, and applying suitable
unwrapping procedures. We show that, by directly designing the LDPCC code
syndrome former matrix without the constraints of the underlying QC block code,
it is possible to achieve smaller constraint lengths with respect to the best
solutions available in the literature. We also find theoretical lower bounds on
the syndrome former constraint length for codes with a specified minimum length
of the local cycles in their Tanner graphs. For this purpose, we exploit a new
approach based on a numerical representation of the syndrome former matrix,
which generalizes over a technique we already used to study a special subclass
of the codes here considered.Comment: 5 pages, 4 figures, to be presented at IEEE BlackSeaCom 201
Design and Analysis of Time-Invariant SC-LDPC Convolutional Codes With Small Constraint Length
In this paper, we deal with time-invariant spatially coupled low-density
parity-check convolutional codes (SC-LDPC-CCs). Classic design approaches
usually start from quasi-cyclic low-density parity-check (QC-LDPC) block codes
and exploit suitable unwrapping procedures to obtain SC-LDPC-CCs. We show that
the direct design of the SC-LDPC-CCs syndrome former matrix or, equivalently,
the symbolic parity-check matrix, leads to codes with smaller syndrome former
constraint lengths with respect to the best solutions available in the
literature. We provide theoretical lower bounds on the syndrome former
constraint length for the most relevant families of SC-LDPC-CCs, under
constraints on the minimum length of cycles in their Tanner graphs. We also
propose new code design techniques that approach or achieve such theoretical
limits.Comment: 30 pages, 5 figures, accepted for publication in IEEE Transactions on
Communication
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