Filter and nested-lattice code design for fading MIMO channels with side-information

Linear-assignment Gel'fand-Pinsker coding (LA-GPC) is a coding technique for channels with interference known only at the transmitter, where the known interference is treated as side-information (SI). As a special case of LA-GPC, dirty paper coding has been shown to be able to achieve the optimal interference-free rate for interference channels with perfect channel state information at the transmitter (CSIT). In the cases where only the channel distribution information at the transmitter (CDIT) is available, LA-GPC also has good (sometimes optimal) performance in a variety of fast and slow fading SI channels. In this paper, we design the filters in nested-lattice based coding to make it achieve the same rate performance as LA-GPC in multiple-input multiple-output (MIMO) channels. Compared with the random Gaussian codebooks used in previous works, our resultant coding schemes have an algebraic structure and can be implemented in practical systems. A simulation in a slow-fading channel is also provided, and near interference-free error performance is obtained. The proposed coding schemes can serve as the fundamental building blocks to achieve the promised rate performance of MIMO Gaussian broadcast channels with CDIT or perfect CSITComment: submitted to IEEE Transactions on Communications, Feb, 200

Clean relaying aided cognitive radio under the coexistence constraint

We consider the interference-mitigation based cognitive radio where the primary and secondary users can coexist at the same time and frequency bands, under the constraint that the rate of the primary user (PU) must remain the same with a single-user decoder. To meet such a coexistence constraint, the relaying from the secondary user (SU) can help the PU's transmission under the interference from the SU. However, the relayed signal in the known dirty paper coding (DPC) based scheme is interfered by the SU's signal, and is not "clean". In this paper, under the half-duplex constraints, we propose two new transmission schemes aided by the clean relaying from the SU's transmitter and receiver without interference from the SU. We name them as the clean transmitter relaying (CT) and clean transmitter-receiver relaying (CTR) aided cognitive radio, respectively. The rate and multiplexing gain performances of CT and CTR in fading channels with various availabilities of the channel state information at the transmitters (CSIT) are studied. Our CT generalizes the celebrated DPC based scheme proposed previously. With full CSIT, the multiplexing gain of the CTR is proved to be better (or no less) than that of the previous DPC based schemes. This is because the silent period for decoding the PU's messages for the DPC may not be necessary in the CTR. With only the statistics of CSIT, we further prove that the CTR outperforms the rate performance of the previous scheme in fast Rayleigh fading channels. The numerical examples also show that in a large class of channels, the proposed CT and CTR provide significant rate gains over the previous scheme with small complexity penalties.Comment: 30 page

Investment Horizon and the Cross Section of Expected Returns: Evidence from the Tokyo Stock Exchange

Using data from the Tokyo Stock Exchange, we study how beta, size, and ratio of book to market equity (BE/ME) account for the cross-section of expected stock returns over different lengths of investment horizons. We find that $\beta$, adjusted for infrequent trading or not, fails to explain the cross-section of monthly expected returns, but does a much better job for horizons over half- and one-year. However, either the size or the BE/ME alone is still a significant factor in explaining the cross-section expected returns, but the size significance diminishes for longer horizons when $\beta$ is included as an additional independent variable.Investment horizon, Beta, Size, Book-to-market equity, CAPM