Performance measures such as the Sharpe ratio and the information ratio are estimation subject to estimation error. Lo (2002) derives the explicit expressions for the statistical distribution of the Sharpe ratio. Bertrand and Protopopescu (2007) have extended his work to the bivariate case which corresponds to the Information ratio. In the present paper, we analyze the effects of skewness and k...

The performance of quantum error correction can be significantly improved if detailed information about the noise is available, allowing to optimize both codes and decoders. It has been proposed estimate rates from syndrome measurements done anyway during correction. While these preserve encoded state, it currently not clear how much extracted in this way. So far, apart limit vanishing rates, r...

This paper presents a performance analysis of Maximum Likelihood (ML) Direction-Of-Arrival (DOA) estimation using sensor arrays for the case of a single source in white Gaussian noise. Particular attention is paid to the threshold effect that is common in nonlinear estimation. The paper presents approximations to the probability of outlier and Mean Square estimation Error (MSE) of the ML estima...

awareness of the level of river flow and its fluctuations at different times is one of the significant factor to achieve sustainable development for water resource issues. therefore, the present study two hybrid models, wavelet- adaptive neural fuzzy interference system (wanfis) and wavelet- artificial neural network (wann) are used for flow prediction of gamasyab river (nahavand, hamedan, iran...

In this article, a numerical method based on  improvement of block-pulse functions (IBPFs) is discussed for solving the system of linear Volterra and Fredholm integral equations. By using IBPFs and their operational matrix of integration, such systems can be reduced to a linear system of algebraic equations. An efficient error estimation and associated theorems for the proposed method are also ...

time reversal (tir) technique is an effective and simple method for data transmission in extremely multipath indoor uwb channels that mitigates the complexity of receiver by its own time focusing feature. although, tir method has the suitable performance, but it is sensitive to the non-ideal channel estimation error. in this paper at first, the bit error probability of tir-uwb communication sys...

We have developed a three level implicit method for solution of the Helmholtz equation. Using the cubic spline in space and finite difference in time directions. The approach has been modied to drive Numerov type nite difference method. The method yield the tri-diagonal linear system of algebraic equations which can be solved by using a tri-diagonal solver. Stability and error estimation of the...