We show that recent stock market fluctuations are characterized by the cumulative distributions whose tails on short, minute time scales exhibit power scaling with the scaling index α > 3 and this index tends to increase quickly with decreasing sampling frequency. Our study is based on high-frequency recordings of the S&P500, DAX and WIG20 indices over the interval May 2004 May 2006. Our findin...

Several areas in signal processing and communications rely on various tools in order statistics. Studying the scaling of the extreme values of iid random variables is of particular interest as it is sometimes only possible to make meaningful statements in the large number of variables case. This paper develops a new approach to finding the scaling of the minimum of iid variables by studying the...

Pulse oximetry measures the relative concentration of arterial oxygenated hemoglobin and reduced hemoglobin. This paper presents the design of a pulse oximeter, which measures the presence of a third substance, carboxyhemoglobin (HbCO), by unfiltered LEDs at 660 nm, 810 nm, and 940 nm. Background information is given on the theory of pulse oximetry. Theoretical approximations and calculations w...

We investigate how to make poverty comparisons using multidimensional indicators of well-being, showing in particular how to check whether the comparisons are robust to aggregation procedures and to the choice of multidimensional poverty lines. In contrast to earlier work, our methodology applies equally well to what can be defined as “union”, “intersection” or “intermediate” approaches to deal...

Waveguide meshes are efficient and versatile models of wave propagation along a multidimensional ideal medium. The choice of the mesh geometry affects both the computational cost and the accuracy of simulations. In this paper, we focus on two-dimensional (2-D) geometries and use multidimensional sampling theory to compare the square, triangular, and hexagonal meshes in terms of sampling efficie...

We develop a framework to track the structure of temporal networks with a signal processing approach. The method is based on the duality between networks and signals using a multidimensional scaling technique. This enables a study of the network structure using frequency patterns of the corresponding signals. An extension is proposed for temporal networks, thereby enabling a tracking of the net...

Given a function f from [0, 1] to the real line, we consider the (nonlinear) functional h obtained by evaluating the continuous entropy of the “density function” of f . Motivated by an application in signal processing, we wish to estimate h(f). Our main tool is a decomposition of h into two terms, which each have favorable scaling properties. We show that, if functions f and g satisfy a regular...