International communications satellite systems

Ten satellite systems for international communication are briefly described. Modulation and coding schemes on some of these systems are highlighted

Discrete Sampling and Interpolation: Universal Sampling Sets for Discrete Bandlimited Spaces

We study the problem of interpolating all values of a discrete signal f of length N when d<N values are known, especially in the case when the Fourier transform of the signal is zero outside some prescribed index set J; these comprise the (generalized) bandlimited spaces B^J. The sampling pattern for f is specified by an index set I, and is said to be a universal sampling set if samples in the locations I can be used to interpolate signals from B^J for any J. When N is a prime power we give several characterizations of universal sampling sets, some structure theorems for such sets, an algorithm for their construction, and a formula that counts them. There are also natural applications to additive uncertainty principles.Comment: 24 pages, 5 figures, Accepted for publication in IEEE Transactions on Information Theor

Intertemporally non-separable monetary-asset risk adjustment and aggregation

Modern aggregation theory and index number theory were introduced into monetary aggregation by Barnett (1980). The widely used Divisia monetary aggregates were based upon that paper. A key result upon which the rest of the theory depended was Barnett's derivation of the user-cost price of monetary assets. To make that critical part of Barnett''s results available prior to publication of that paper in the Journal of Econometrics, Barnett repeated that proof two years earlier in Economics Letters. Both papers have become seminal to the subsequent literature on monetary asset quantity and user cost aggregation. The extension of that literature to risk with intertemporally non-separable preferences now has become available in a working paper by Barnett and Wu (2004), and that paper will appear in volume 1, number 1 of the new journal, Annals of Finance. We are making available the key results from that paper below, without the proofs, which will be available in the longer paper.

On User Costs of Risky Monetary Assets

We extend the monetary-asset user-cost risk adjustment of Barnett, Liu, and Jensen (1997) and their risk-adjusted Divisia monetary aggregates to the case of multiple non-monetary assets and intertemporal non- separability. Our model can generate potentially larger and more accurate CCAPM user-cost risk adjustments than those found in Barnett, Liu, and Jensen (1997). We show that the risk adjustment to a monetary asset’s user cost can be measured easily by its beta. We show that any risky non-monetary asset can be used as the benchmark asset, if its rate of return is adjusted in accordance with our formula. These extensions could be especially useful, when own rates of return are subject to exchange rate risk, as in Barnett (2003).User costs, monetary aggregation, risk, intertemporal nonseparability, CCAPM, equity premium puzzle, Divisia monetary aggregates

Delay-rate tradeoff for ergodic interference alignment in the Gaussian case

In interference alignment, users sharing a wireless channel are each able to achieve data rates of up to half of the non-interfering channel capacity, no matter the number of users. In an ergodic setting, this is achieved by pairing complementary channel realizations in order to amplify signals and cancel interference. However, this scheme has the possibility for large delays in decoding message symbols. We show that delay can be mitigated by using outputs from potentially more than two channel realizations, although data rate may be reduced. We further demonstrate the tradeoff between rate and delay via a time-sharing strategy. Our analysis considers Gaussian channels; an extension to finite field channels is also possible.Comment: 7 pages, 2 figures, presented at 48th Allerton Conference on Communication Control and Computing, 2010. Includes appendix detailing Markov chain analysi

Intertemporally non-separable monetary-asset risk adjustment and aggregation

Modern aggregation theory and index number theory were introduced into monetary economics by Barnett (1980). The widely used Divisia monetary aggregates were based upon that paper. A key result upon which the rest of the theory depended was Barnett’s derivation of the user-cost price of monetary assets. To make that critical part of Barnett’s results available prior to publication of that paper in the Journal of Econometrics, Barnett repeated that proof two years earlier in Economics Letters. Both papers have become seminal to the subsequent literature on monetary asset quantity and user cost aggregation. The extension of that literature to risk with intertemporally non-separable preferences now has become available in a working paper by Barnett and Wu (2004), and that paper will appear in volume 1, number 1 of the new journal, Annals of Finance. We are making available the key results from that paper below, without the proofs, which will be available in the longer paper.User costs, Monetary Aggregation, Risk, Pricing kernel, CAPM, Divisia