Monodromies of Algebraic Connections on the Trivial Bundle

In this note, we study monodromies of algebraic connections on the trivial vector bundle. We prove that on a smooth complex affine curve, any monodromy arises as the underlying local system of an algebraic connection on the trivial bundle. We give a generalization of this for rank one monodromies in higher dimension.Comment: 6 page

A Conversation with Eric Ghysels

Published in Econometric Theory, 2012, https://doi.org/10.1017/S026646661100017X</p

Scalable Coordinated Beamforming for Dense Wireless Cooperative Networks

To meet the ever growing demand for both high throughput and uniform coverage in future wireless networks, dense network deployment will be ubiquitous, for which co- operation among the access points is critical. Considering the computational complexity of designing coordinated beamformers for dense networks, low-complexity and suboptimal precoding strategies are often adopted. However, it is not clear how much performance loss will be caused. To enable optimal coordinated beamforming, in this paper, we propose a framework to design a scalable beamforming algorithm based on the alternative direction method of multipliers (ADMM) method. Specifically, we first propose to apply the matrix stuffing technique to transform the original optimization problem to an equivalent ADMM-compliant problem, which is much more efficient than the widely-used modeling framework CVX. We will then propose to use the ADMM algorithm, a.k.a. the operator splitting method, to solve the transformed ADMM-compliant problem efficiently. In particular, the subproblems of the ADMM algorithm at each iteration can be solved with closed-forms and in parallel. Simulation results show that the proposed techniques can result in significant computational efficiency compared to the state- of-the-art interior-point solvers. Furthermore, the simulation results demonstrate that the optimal coordinated beamforming can significantly improve the system performance compared to sub-optimal zero forcing beamforming

Transmit Power Minimization for Wireless Networks with Energy Harvesting Relays

Energy harvesting (EH) has recently emerged as a key technology for green communications as it can power wireless networks with renewable energy sources. However, directly replacing the conventional non-EH transmitters by EH nodes will be a challenge. In this paper, we propose to deploy extra EH nodes as relays over an existing non-EH network. Specifically, the considered non-EH network consists of multiple source-destination (S-D) pairs. The deployed EH relays will take turns to assist each S-D pair, and energy diversity can be achieved to combat the low EH rate of each EH relay. To make the best of these EH relays, with the source transmit power minimization as the design objective, we formulate a joint power assignment and relay selection problem, which, however, is NP-hard. We thus propose a general framework to develop efficient sub-optimal algorithms, which is mainly based on a sufficient condition for the feasibility of the optimization problem. This condition yields useful design insights and also reveals an energy hardening effect, which provides the possibility to exempt the requirement of non-causal EH information. Simulation results will show that the proposed cooperation strategy can achieve near-optimal performance and provide significant power savings. Compared to the greedy cooperation method that only optimizes the performance of the current transmission block, the proposed strategy can achieve the same performance with much fewer relays, and the performance gap increases with the number of S-D pairs.Comment: 14 pages, 5 figures, accepted by IEEE Transactions on Communication

Dynamic Computation Offloading for Mobile-Edge Computing with Energy Harvesting Devices

Mobile-edge computing (MEC) is an emerging paradigm to meet the ever-increasing computation demands from mobile applications. By offloading the computationally intensive workloads to the MEC server, the quality of computation experience, e.g., the execution latency, could be greatly improved. Nevertheless, as the on-device battery capacities are limited, computation would be interrupted when the battery energy runs out. To provide satisfactory computation performance as well as achieving green computing, it is of significant importance to seek renewable energy sources to power mobile devices via energy harvesting (EH) technologies. In this paper, we will investigate a green MEC system with EH devices and develop an effective computation offloading strategy. The execution cost, which addresses both the execution latency and task failure, is adopted as the performance metric. A low-complexity online algorithm, namely, the Lyapunov optimization-based dynamic computation offloading (LODCO) algorithm is proposed, which jointly decides the offloading decision, the CPU-cycle frequencies for mobile execution, and the transmit power for computation offloading. A unique advantage of this algorithm is that the decisions depend only on the instantaneous side information without requiring distribution information of the computation task request, the wireless channel, and EH processes. The implementation of the algorithm only requires to solve a deterministic problem in each time slot, for which the optimal solution can be obtained either in closed form or by bisection search. Moreover, the proposed algorithm is shown to be asymptotically optimal via rigorous analysis. Sample simulation results shall be presented to verify the theoretical analysis as well as validate the effectiveness of the proposed algorithm.Comment: 33 pages, 11 figures, submitted to IEEE Journal on Selected Areas in Communication

Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance

This paper overviews maximum likelihood and Gaussian methods of estimating continuous time models used in finance. Since the exact likelihood can be constructed only in special cases, much attention has been devoted to the development of methods designed to approximate the likelihood. These approaches range from crude Euler-type approximations and higher order stochastic Taylor series expansions to more complex polynomial-based expansions and infill approximations to the likelihood based on a continuous time data record. The methods are discussed, their properties are outlined and their relative finite sample performance compared in a simulation experiment with the nonlinear CIR diffusion model, which is popular in empirical finance. Bias correction methods are also considered and particular attention is given to jackknife and indirect inference estimators. The latter retains the good asymptotic properties of ML estimation while removing finite sample bias. This method demonstrates superior performance in finite samples.Maximum likelihood, Transition density, Discrete sampling, Continuous record, realized volatility, Bias Reduction, Jackknife, Indirect Inference