14,111 research outputs found

    Simplest Cubic Fields

    Full text link
    Let Q(α)Q(\alpha) be the simplest cubic field, it is known that Q(α)Q(\alpha) can be generated by adjoining a root of the irreducible equation x3−kx2+(k−3)x+1=0x^{3}-kx^{2}+(k-3)x+1=0, where kk belongs to QQ. In this paper we have established a relationship between α\alpha, α′\alpha' and k,k′k,k' where α\alpha is a root of the equation x3−kx2+(k−3)x+1=0x^{3}-kx^{2}+(k-3)x+1=0 and α′\alpha' is a root of the same equation with kk replaced by k′k' and Q(α)=Q(α′)Q(\alpha)=Q(\alpha')

    Distributed and Load-Adaptive Self Configuration in Sensor Networks

    Get PDF
    Proactive self-configuration is crucial for MANETs such as sensor networks, as these are often deployed in hostile environments and are ad hoc in nature. The dynamic architecture of the network is monitored by exchanging so-called Network State Beacons (NSBs) between key network nodes. The Beacon Exchange rate and the network state define both the time and nature of a proactive action to combat network performance degradation at a time of crisis. It is thus essential to optimize these parameters for the dynamic load profile of the network. This paper presents a novel distributed adaptive optimization Beacon Exchange selection model which considers distributed network load for energy efficient monitoring and proactive reconfiguration of the network. The results show an improvement of 70% in throughput, while maintaining a guaranteed quality-of- service for a small control-traffic overhead

    On certain equations of arbitrary length over torsion-free groups

    Full text link
    Let GG be a non-trivial torsion free group and tt be an unknown. In this paper we consider three equations (over GG) of arbitrary length and show that they have a solution (over GG) provided two relations among their coefficients hold. Such equations appear for all lengths greater than or equal to eight and the results presented in this article can substantially simplify their solution.Comment: arXiv admin note: substantial text overlap with arXiv:1903.0650

    Simulation of continuous variable quantum games without entanglement

    Full text link
    A simulation scheme of quantum version of Cournot's Duopoly is proposed, in which there is a new Nash equilibrium that may be also Pareto optimal without any entanglement involved. The unique property of this simulation scheme is decoherence-free against the symmetric photon loss. Furthermore, we analyze the effects of the asymmetric information on this simulation scheme and investigate the case of asymmetric game caused by asymmetric photon loss. A second-order phase transition-like behavior of the average profits of the firm 1 and firm 2 in Nash equilibrium can be observed with the change of the degree of asymmetry of the information or the degree of "virtual cooperation". It is also found that asymmetric photon loss in this simulation scheme plays a similar role with the asymmetric entangled states in the quantum game. PACS numbers: 02.50.Le, 03.67.-aComment: 7 pages, 4 figures, RevTex, some contents have been revise

    MONETARY EXCHANGE RATE MODEL REVISITED: COINTEGRATION AND FORECASTING IN HETEROGENEOUS PANEL DATA

    Get PDF
    ABSTRACT This study re-examines the exchange rate-monetary fundamentals link with in a panel data framework. Pure time series and pooled time series-based tests fail to find empirical support for monetary exchange rate models (Sarantis (1994) and Groen (2000)). Using recently developed Panel Data Techniques; we would test the exchange rates and monetary fundamentals in a quarterly panel of 19 countries mostly from developed region extending from 1973.1 to 1997.1. Present analysis would be centered on three issues. First, we test whether exchange rates cointegrated with long run determinants predicted by economic theory. For this purpose, we would be employed Pedroni (1997) and Larsson et al (2001) panel cointegration tests for empirical validation of the study. Second, we will also test the short run implications of exchange rate model. These short run implications will be tested; through adapting the panel VEC model the short run identification schemes of Johansen and Juselius (1994). The last issue is to examine the ability for monetary fundamentals to forecast future exchange rate returns. The present endeavor will follow Mark and Sul (2001) approach for forecasting in the case of Panel Data Testing.Panel cointegration; Prediction; Exchange rates.
    • …
    corecore