As an alternative to satellite communications,multi-hop relay networks can be deployed for maritime long-distance communications.Distinct from terrestrial environment,marine radio signals are affected by many factors,...As an alternative to satellite communications,multi-hop relay networks can be deployed for maritime long-distance communications.Distinct from terrestrial environment,marine radio signals are affected by many factors,e.g.,weather conditions,evaporation ducting,and ship rocking caused by waves.To ensure the data transmission reliability,the block Markov superposition transmission(BMST)codes,which are easily configurable and have predictable performance,are applied in this study.Meanwhile,the physical-layer network coding(PNC)scheme with spatial modulation(SM)is adopted to improve the spectrum utilization.For the BMST-SMPNC system,we propose an iterative algorithm,which utilizes the channel observations and the a priori information from BMST decoder,to compute the soft information corresponding to the XORed bits constructed by the relay node.The results indicate that the proposed scheme outperforms the convolutional coded SM-PNC over fast-fading Rician channels.Especially,the performance can be easily improved in high spatial correlation maritime channel by increasing the memory m.展开更多
In this paper the insurer＇s solvency ratio model with or without jump diffusion process in the presence of financial distress cost is constructed, where an insurer＇s solvency ratio is characterized by a Markov-modul...In this paper the insurer＇s solvency ratio model with or without jump diffusion process in the presence of financial distress cost is constructed, where an insurer＇s solvency ratio is characterized by a Markov-modulated dynamics. By Girsanov＇s theorem and the option pricing formula, the expected present value of shareholders＇ terminal payoff is provided.展开更多
This paper is concerned with the pricing problem of the discrete arithmetic average Asian call option while the discrete dividends follow geometric Brownian motion. The volatility of the dividends model depends on the...This paper is concerned with the pricing problem of the discrete arithmetic average Asian call option while the discrete dividends follow geometric Brownian motion. The volatility of the dividends model depends on the Markov-Modulated process. The binomial tree method, in which a more accurate factor has been used, is applied to solve the corresponding pricing problem. Finally, a numerical example with simulations is presented to demonstrate the effectiveness of the proposed method.展开更多
We investigate the approximating capability of Markov modulated Poisson processes (MMPP) for modeling multifractal Internet traffic. The choice of MMPP is motivated by its ability to capture the variability and correl...We investigate the approximating capability of Markov modulated Poisson processes (MMPP) for modeling multifractal Internet traffic. The choice of MMPP is motivated by its ability to capture the variability and correlation in moderate time scales while being analytically tractable. Important statistics of traffic burstiness are described and a customized moment-based fitting procedure of MMPP to traffic traces is presented. Our methodology of doing this is to examine whether the MMPP can be used to predict the performance of a queue to which MMPP sample paths and measured traffic traces are fed for comparison respectively, in addition to the goodness-of-fit test of MMPP. Numerical results and simulations show that the fitted MMPP can approximate multifractal traffic quite well, i.e. accurately predict the queueing performance.展开更多
基金the National Key Research and Development Program of China(No.2017YFE0112600)the National Science Foundation of China[No.61971454,No.91438101&No.61771499]the National Science Foundation of Guangdong,China[No.2016A030308008].
文摘As an alternative to satellite communications,multi-hop relay networks can be deployed for maritime long-distance communications.Distinct from terrestrial environment,marine radio signals are affected by many factors,e.g.,weather conditions,evaporation ducting,and ship rocking caused by waves.To ensure the data transmission reliability,the block Markov superposition transmission(BMST)codes,which are easily configurable and have predictable performance,are applied in this study.Meanwhile,the physical-layer network coding(PNC)scheme with spatial modulation(SM)is adopted to improve the spectrum utilization.For the BMST-SMPNC system,we propose an iterative algorithm,which utilizes the channel observations and the a priori information from BMST decoder,to compute the soft information corresponding to the XORed bits constructed by the relay node.The results indicate that the proposed scheme outperforms the convolutional coded SM-PNC over fast-fading Rician channels.Especially,the performance can be easily improved in high spatial correlation maritime channel by increasing the memory m.
基金Supported by National Natural Science Foundation of China (10671182)Anhui Natural Science Foundation (090416225)+1 种基金Anhui Natural Science Foundation of Universities (KJ2010A037, KJ2010B026)Anhui Natural Science Foundation (10040606Q03)
文摘In this paper the insurer＇s solvency ratio model with or without jump diffusion process in the presence of financial distress cost is constructed, where an insurer＇s solvency ratio is characterized by a Markov-modulated dynamics. By Girsanov＇s theorem and the option pricing formula, the expected present value of shareholders＇ terminal payoff is provided.
文摘This paper is concerned with the pricing problem of the discrete arithmetic average Asian call option while the discrete dividends follow geometric Brownian motion. The volatility of the dividends model depends on the Markov-Modulated process. The binomial tree method, in which a more accurate factor has been used, is applied to solve the corresponding pricing problem. Finally, a numerical example with simulations is presented to demonstrate the effectiveness of the proposed method.
文摘We investigate the approximating capability of Markov modulated Poisson processes (MMPP) for modeling multifractal Internet traffic. The choice of MMPP is motivated by its ability to capture the variability and correlation in moderate time scales while being analytically tractable. Important statistics of traffic burstiness are described and a customized moment-based fitting procedure of MMPP to traffic traces is presented. Our methodology of doing this is to examine whether the MMPP can be used to predict the performance of a queue to which MMPP sample paths and measured traffic traces are fed for comparison respectively, in addition to the goodness-of-fit test of MMPP. Numerical results and simulations show that the fitted MMPP can approximate multifractal traffic quite well, i.e. accurately predict the queueing performance.
