We analyze the asymptotic performance of ensembles of random binning Slepian-Wolf codes, where each type class of the source might have a different coding rate. In particular, we first provide the exact encoder excess rate exponent as well as the decoder error exponent. Then, using the error exponent expression, we determine the optimal rate function, namely, the minimal rate for each type clas...

This paper investigates the effect of the 2008 financial crisis on informational efficiency by carrying out a long-memory analysis of European corporate bond markets. We compute the Hurst exponent for fifteen sectorial indices to scrutinise the time-varying behaviour of long-range memory, applying a shuffling technique to avoid short-term correlation. We find that the financial crisis has uneve...

In this paper linear stochastic evolution equations driven by infinite-dimensional fractional Brownian motion are studied. A necessary and sufficient condition for the existence and uniqueness of the solution is established and the spatial regularity of the solution is analyzed; separate proofs are required for the cases of Hurst parameter above and below 1/2. The particular case of the Laplaci...

We study the dynamical exponent z for the directed percolation depinning (DPD) class of models for surface roughening in the presence of quenched disorder. We argue that z for d 1 1 dimensions is equal to the exponent dmin characterizing the shortest path between two sites in an isotropic percolation cluster in d dimensions. To test the argument, we perform simulations and calculate z for DPD, ...

We study an equation which arises in a model describing the mechanism by which ice sheets periodically surge. The resulting ordinary differential equation looks deceptively simple, but has a complicated asymptotic character which is studied using an asymptotic approach and independent analysis. We place the emphasis on investigating the structure of the solution to a problem where a small param...

The imposition of a cost constraint for constructing the optimal navigation structure surely represents a crucial ingredient in the design and development of any realistic navigation network. Previous works have focused on optimal transport in small-world networks built from two-dimensional lattices by adding long-range connections with Manhattan length r(ij) taken from the distribution P(ij)~r...

Complex networks have been shown to exhibit universal properties, with one of the most consistent patterns being the scale-free degree distribution, but are there regularities obeyed by the r-hop neighborhood in real networks? We answer this question by identifying another power-law pattern that describes the relationship between the fractions of node pairs C(r) within r hops and the hop count ...