Statistics of switching-time jitter for a tunnel diode threshold-crossing detector

Statistics of switching time jitter for tunnel diode threshold crossing detecto

Statistical Communication Theory

Contains reports on work completed and one research projects.Joint Services Electronics Programs (U. S. Army, U. S. Navy, and U. S. Air Force) under Contract DA 28-043-AMC-02536(E)National Aeronautics and Space Administration (Grant NGR-22-009-304

Developmental design, fabrication, and test of acoustic suppressors for fans of high bypass turbofan engines

An analysis procedure was developed for design of acoustically treated nacelles for high bypass turbofan engines. The plan was applied to the conceptual design of a nacelle for the quiet engine typical of a 707/DC-8 airplane installation. The resultant design was modified to a test nacelle design for the NASA Lewis quiet fan. The acoustic design goal was a 10 db reduction in effective perceived fan noise levels during takoff and approach. Detailed nacelle designs were subsequently developed for both the quiet engine and the quiet fan. The acoustic design goal for each nacelle was 15 db reductions in perceived fan noise levels from the inlet and fan duct. Acoustically treated nacelles were fabricated for the quiet engine and quiet fan for testing. Performance of selected inlet and fan duct lining configurations was experimentally evaluated in a flow duct. Results of the tests show that the linings perform as designed

Statistical Communication Theory

Contains reports on work completed and one research projects.Joint Services Electronics Programs (U. S. Army, U.S. Navy, and U.S. Air Force) under Contract DA 28-043-AMC-02536(E)National Aeronautics and Space Administration (Grant NsG-496

Statistical Communication Theory

Contains reports on two research projects.National Science Foundation (Grant GP-2495)National Institutes of Health (Grant MH-04737-04),National Aeronautics and Space Administration (Grant NsG-496

Statistical Communication Theory

Contains research objectives and summary of research.Joint Services Electronics Programs (U. S. Army, U.S. Navy, and U. S. Air Force) under Contract DA 28-043-AMC-02536(E)National Aeronautics and Space Administration (Grant NGL 22-009-304

Statistical Communication Theory

Contains reports on three completed research projects and reports on two current research projects.Joint Services Electronics Programs (U. S. Army, U. S. Navy, and U. S. Air Force) under Contract DA 36-039-AMC-03200(E)National Aeronautics and Space Administration (Grant NsG-496)National Science Foundation (Grant GK-835)National Aeronautics and Space Administration Grant (NsG-334

Testing the Gaussian Copula Hypothesis for Financial Assets Dependences

Using one of the key property of copulas that they remain invariant under an arbitrary monotonous change of variable, we investigate the null hypothesis that the dependence between financial assets can be modeled by the Gaussian copula. We find that most pairs of currencies and pairs of major stocks are compatible with the Gaussian copula hypothesis, while this hypothesis can be rejected for the dependence between pairs of commodities (metals). Notwithstanding the apparent qualification of the Gaussian copula hypothesis for most of the currencies and the stocks, a non-Gaussian copula, such as the Student's copula, cannot be rejected if it has sufficiently many ``degrees of freedom''. As a consequence, it may be very dangerous to embrace blindly the Gaussian copula hypothesis, especially when the correlation coefficient between the pair of asset is too high as the tail dependence neglected by the Gaussian copula can be as large as 0.6, i.e., three out five extreme events which occur in unison are missed.Comment: Latex document of 43 pages including 14 eps figure

Signal Processing

Contains reports on three research projects.Joint Services Electronics Programs (U. S. Army, U. S. Navy, and U. S. Air Force) under Contract DA 28-043-AMC-02536(E

An information theoretic approach to statistical dependence: copula information

We discuss the connection between information and copula theories by showing that a copula can be employed to decompose the information content of a multivariate distribution into marginal and dependence components, with the latter quantified by the mutual information. We define the information excess as a measure of deviation from a maximum entropy distribution. The idea of marginal invariant dependence measures is also discussed and used to show that empirical linear correlation underestimates the amplitude of the actual correlation in the case of non-Gaussian marginals. The mutual information is shown to provide an upper bound for the asymptotic empirical log-likelihood of a copula. An analytical expression for the information excess of T-copulas is provided, allowing for simple model identification within this family. We illustrate the framework in a financial data set.Comment: to appear in Europhysics Letter