In this paper,we consider the Brownian motion risk model with interest.The Laplace transform of the first exit time from the upper barrier before hitting the lower barrier is obtained.Using the obtained result and exp...In this paper,we consider the Brownian motion risk model with interest.The Laplace transform of the first exit time from the upper barrier before hitting the lower barrier is obtained.Using the obtained result and exploiting the limitation idea,we derive the Laplace transform of total duration of negative surplus.展开更多
In this paper,we investigate the power and subcarrier allocation issue in the case of partial side information for downlink orthogonal frequency division multiple access （OFDMA） system.Relaxation method is utilized ...In this paper,we investigate the power and subcarrier allocation issue in the case of partial side information for downlink orthogonal frequency division multiple access （OFDMA） system.Relaxation method is utilized to characterize the necessary conditions of the optimal solution and the uniqueness of the optimal solution is proved.The game theoretical concept,surplus function is also introduced to analyze the optimal solution.Based on the theoretical analysis,we propose iterative surplus balancing algorithm （ISBA） that can jointly assign the power and subcarriers in multiple rounds,and then the optimality of ISBA is proved.Simulation results are presented to show the characteristics of the theoretical analysis and ISBA.展开更多
基金Supported by National Natural Science Foundation of China(Grant Nos.11226204,10901086 and 11226203)the Doctoral Fund Program of Tianjin Normal University(Grant No.52XB1204)
文摘In this paper,we consider the Brownian motion risk model with interest.The Laplace transform of the first exit time from the upper barrier before hitting the lower barrier is obtained.Using the obtained result and exploiting the limitation idea,we derive the Laplace transform of total duration of negative surplus.
基金supported by Sino-Swedish International Mobile Telecommunications-Advanced (IMT-A) Cooperation Project (2008DFA11780)Canada-China Scientific and Technological Cooperation (2010DFA11320)+1 种基金National Natural Science Foundation of China (60802033, 60873190)the Research and Development Program Hi-Tech of China (2008AA01Z211)
文摘In this paper,we investigate the power and subcarrier allocation issue in the case of partial side information for downlink orthogonal frequency division multiple access （OFDMA） system.Relaxation method is utilized to characterize the necessary conditions of the optimal solution and the uniqueness of the optimal solution is proved.The game theoretical concept,surplus function is also introduced to analyze the optimal solution.Based on the theoretical analysis,we propose iterative surplus balancing algorithm （ISBA） that can jointly assign the power and subcarriers in multiple rounds,and then the optimality of ISBA is proved.Simulation results are presented to show the characteristics of the theoretical analysis and ISBA.
